model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff elastic_net,naive_rw,crps,5,-2.6600819321758574e-05,-2.9896761400235883e-05,-2.347064359595124e-05,-25.309656609235116,0.0,60,254334,-0.03071546262365753 elastic_net,naive_rw,crps,15,-5.528071274336132e-05,-6.06626013303061e-05,-5.042111805388553e-05,-32.456418470950396,0.0,60,254334,-0.03765054948916459 elastic_net,naive_rw,crps,30,-7.730649928483398e-05,-8.564277775593033e-05,-6.952014864196523e-05,-27.388653433075675,0.0,120,254334,-0.03816591590999751 elastic_net,naive_rw,crps,60,-0.00011186695747656464,-0.0001247737060198679,-9.967492422131802e-05,-20.519775704393073,0.0,240,254334,-0.04001078583926748 ewma,naive_rw,crps,5,-2.9080561376072973e-05,-3.14233912681672e-05,-2.674605019593612e-05,-30.796436542192634,0.0,60,254334,-0.03357877384216967 ewma,naive_rw,crps,15,-5.026677905636796e-05,-5.662775826394552e-05,-4.542175920765069e-05,-28.73329926305864,0.0,60,254334,-0.034235663011598264 ewma,naive_rw,crps,30,-6.415738308598721e-05,-7.1745746199918e-05,-5.7941914131736195e-05,-23.800052374115978,0.0,120,254334,-0.0316742487438654 ewma,naive_rw,crps,60,-7.978183000630742e-05,-9.050558341866814e-05,-6.875183140536132e-05,-15.4724182871355,0.0,240,254334,-0.02853509013075591 garch_t,naive_rw,crps,5,-2.661883546870327e-05,-2.901136938167274e-05,-2.4445583112554665e-05,-24.040419415668204,0.0,60,254334,-0.030736265527560928 garch_t,naive_rw,crps,15,-4.8893842093312745e-05,-5.68274000258563e-05,-4.3287544118309316e-05,-21.862323698503626,0.0,60,254334,-0.03330058405715368 garch_t,naive_rw,crps,30,-6.0468889166149554e-05,-6.771945671426281e-05,-5.397883850918485e-05,-21.301148622821668,0.0,120,254334,-0.02985325374239237 garch_t,naive_rw,crps,60,-7.129844453141757e-05,-8.173115308191742e-05,-6.0666207149572653e-05,-12.647777082917328,0.0,240,254334,-0.02550088836926724 har_rv,naive_rw,crps,5,-2.43581970634457e-05,-2.6398675067883958e-05,-2.2372530961393168e-05,-30.210790116594715,0.0,60,254334,-0.028125949145858472 har_rv,naive_rw,crps,15,-5.507210473438006e-05,-6.064486566540031e-05,-5.0351067216475685e-05,-35.629773020061045,0.0,60,254334,-0.03750847089111091 har_rv,naive_rw,crps,30,-7.600736269307993e-05,-8.409155693897765e-05,-6.87997825422802e-05,-28.93156679735188,0.0,120,254334,-0.03752453726298622 har_rv,naive_rw,crps,60,-0.00010860679825193,-0.00012153357518362918,-9.672120268155577e-05,-21.128872653150445,0.0,240,254334,-0.03884474418155908 lightgbm,naive_rw,crps,5,-1.9368094941411322e-05,-2.3007944910331856e-05,-1.5409470109624386e-05,-16.092711693289548,0.0,60,254334,-0.022363972668231383 lightgbm,naive_rw,crps,15,-5.2240490455984515e-05,-5.995318328196668e-05,-4.467816778926572e-05,-21.496554045883126,0.0,60,254334,-0.03557991700256215 lightgbm,naive_rw,crps,30,-7.146536948471436e-05,-8.10719457215334e-05,-6.089299580353895e-05,-21.139115703367146,0.0,120,254334,-0.035282173005673795 lightgbm,naive_rw,crps,60,-0.0001025070409111588,-0.00011729799141644595,-8.693111605385492e-05,-16.287924162266016,0.0,240,254334,-0.036663080443325884 mlp,naive_rw,crps,5,-3.2550470905121136e-05,-3.5151412222095e-05,-3.0036952371093844e-05,-40.016120029950514,0.0,60,254334,-0.03758541270384462 mlp,naive_rw,crps,15,-5.49053869289627e-05,-6.015263483802953e-05,-5.030825546046181e-05,-39.91575754100544,0.0,60,254334,-0.03739492284384292 mlp,naive_rw,crps,30,-7.47145880735615e-05,-8.191474633158112e-05,-6.84173160625575e-05,-32.51238845599446,0.0,120,254334,-0.036886299496749674 mlp,naive_rw,crps,60,-0.00010253255161305498,-0.00011298939451658743,-9.263351200304767e-05,-23.838208952403562,0.0,240,254334,-0.03667220470354715 mrpt_base,naive_rw,crps,5,-3.389773182834551e-05,-3.650176668533826e-05,-3.117459160486823e-05,-33.12043648725768,0.0,60,254334,-0.03914106939362799 mrpt_base,naive_rw,crps,15,-5.6406029365404756e-05,-6.161870427315575e-05,-5.201708906924384e-05,-40.53852521114563,0.0,60,254334,-0.03841697935351748 mrpt_base,naive_rw,crps,30,-7.722461146902409e-05,-8.449368622920843e-05,-7.074165019071382e-05,-33.03415209481502,0.0,120,254334,-0.038125488216062764 mrpt_base,naive_rw,crps,60,-0.00010644463869503366,-0.00011742041577949303,-9.593554050674235e-05,-24.3909334508654,0.0,240,254334,-0.03807141750018019 mrpt_small_1m_only,naive_rw,crps,5,-3.408470818840552e-05,-3.6804758008242913e-05,-3.138854788412516e-05,-32.996321854213434,0.0,60,254334,-0.03935696745787421 mrpt_small_1m_only,naive_rw,crps,15,-5.697431744534152e-05,-6.241854117870695e-05,-5.2345342825275676e-05,-38.00993723026783,0.0,60,254334,-0.03880402860480144 mrpt_small_1m_only,naive_rw,crps,30,-7.7504153750269e-05,-8.482713910265253e-05,-7.088508068962642e-05,-31.856853852640224,0.0,120,254334,-0.0382634971454281 mrpt_small_1m_only,naive_rw,crps,60,-0.00010656855450942621,-0.000118039862856183,-9.556093571266248e-05,-23.101868455223897,0.0,240,254334,-0.038115737728633685 mrpt_small,naive_rw,crps,5,-3.417816541036671e-05,-3.699635883699846e-05,-3.151266780497306e-05,-32.967934780190554,0.0,60,254334,-0.03946488074330116 mrpt_small,naive_rw,crps,15,-5.694076150393374e-05,-6.23380984451125e-05,-5.240286882272373e-05,-38.09006348344424,0.0,60,254334,-0.03878117434750389 mrpt_small,naive_rw,crps,30,-7.725526917816366e-05,-8.427887803737327e-05,-7.091865894398307e-05,-32.22184495301381,0.0,120,254334,-0.0381406238069877 mrpt_small,naive_rw,crps,60,-0.00010649956295364702,-0.00011815143257060919,-9.514510495009396e-05,-23.323201844431846,0.0,240,254334,-0.038091061931371774 ridge,naive_rw,crps,5,-2.6589734409864654e-05,-2.9924863498583743e-05,-2.338264740971625e-05,-25.345626494612304,0.0,60,254334,-0.030702663085686695 ridge,naive_rw,crps,15,-5.53293693158241e-05,-6.074724451484393e-05,-5.044984965235268e-05,-32.65134895618141,0.0,60,254334,-0.037683688473786364 ridge,naive_rw,crps,30,-7.754357900770254e-05,-8.590378192614514e-05,-6.97379127132041e-05,-27.530661528737642,0.0,120,254334,-0.03828296124060585 ridge,naive_rw,crps,60,-0.00011158602784222008,-0.00012437776435600612,-9.945381006938192e-05,-20.482042459444006,0.0,240,254334,-0.03991030741660171 seasonal_vol,naive_rw,crps,5,-2.141855927130856e-05,-2.4308345392930743e-05,-1.8022125377074053e-05,-21.55615026517191,0.0,60,254334,-0.024731605022870373 seasonal_vol,naive_rw,crps,15,-4.0420377250422594e-05,-4.504760265092041e-05,-3.5908142302417106e-05,-24.62747530999729,0.0,60,254334,-0.0275294824996716 seasonal_vol,naive_rw,crps,30,-5.649553557441724e-05,-6.37781416153907e-05,-4.901701940237493e-05,-20.651743668341577,0.0,120,254334,-0.027891624636616884 seasonal_vol,naive_rw,crps,60,-8.269202927924011e-05,-9.448239852360723e-05,-7.15256830803281e-05,-15.962349989778787,0.0,240,254334,-0.029575963704914703 tcn,naive_rw,crps,5,-3.3408952752190214e-05,-3.603640337074094e-05,-3.084537215377669e-05,-36.997658859360705,0.0,60,254334,-0.03857668544502557 tcn,naive_rw,crps,15,-5.526419292945333e-05,-6.114069813577414e-05,-5.046273616023403e-05,-38.6151506621394,0.0,60,254334,-0.037639298185767285 tcn,naive_rw,crps,30,-7.40317455097113e-05,-8.10948846723587e-05,-6.768334571118335e-05,-32.21552427675655,0.0,120,254334,-0.03654918279747124 tcn,naive_rw,crps,60,-9.986055431393058e-05,-0.00011015629419555955,-8.986270330279154e-05,-23.828637840302765,0.0,240,254334,-0.03571652740517453