model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff
elastic_net,naive_rw,wis,5,-2.2639539176008336e-05,-2.5951671231779902e-05,-1.9469774767803257e-05,-21.067387026605203,0.0,240,1008425,-0.026444883996540658
elastic_net,naive_rw,wis,15,-6.175379055787192e-05,-6.671731730741078e-05,-5.730427303176094e-05,-39.974704699951324,0.0,240,1008425,-0.04271671049057487
elastic_net,naive_rw,wis,30,-8.592937991569569e-05,-9.326205046202697e-05,-7.879601583992457e-05,-32.69897692582357,0.0,480,1008425,-0.04313039679189178
elastic_net,naive_rw,wis,60,-0.00012436949643364562,-0.00013628703006679697,-0.00011258910649652745,-23.242755638640087,0.0,960,1008425,-0.04522159113173343
ewma,naive_rw,wis,5,-3.1157114452531017e-05,-3.325709575282829e-05,-2.912445190546402e-05,-34.613818201106156,0.0,240,1008425,-0.03639412759060391
ewma,naive_rw,wis,15,-5.343908318800816e-05,-5.987478805919343e-05,-4.871128810744575e-05,-30.642367914881703,0.0,240,1008425,-0.036965210148268444
ewma,naive_rw,wis,30,-6.803701872393604e-05,-7.433670838355658e-05,-6.23875183087899e-05,-27.563734248559534,0.0,480,1008425,-0.03414971243804738
ewma,naive_rw,wis,60,-8.489495992763272e-05,-9.437433555786534e-05,-7.427930121940094e-05,-17.497002809068167,0.0,960,1008425,-0.030868382337147705
garch_t,naive_rw,wis,5,-2.9750014601042954e-05,-3.197500830405913e-05,-2.7713265160774506e-05,-28.9265720027651,0.0,240,1008425,-0.034750516735503806
garch_t,naive_rw,wis,15,-5.4789525710231003e-05,-6.205055944208253e-05,-4.9580212586507727e-05,-25.186060681001194,0.0,240,1008425,-0.037899346526534886
garch_t,naive_rw,wis,30,-6.877699975490743e-05,-7.496511499058666e-05,-6.298867566978817e-05,-26.73834575970599,0.0,480,1008425,-0.03452112993827351
garch_t,naive_rw,wis,60,-8.26929341127665e-05,-9.310116157177831e-05,-7.270866330446751e-05,-15.688058591111094,0.0,960,1008425,-0.030067710838774863
har_rv,naive_rw,wis,5,-1.7727369752398897e-05,-1.9508840843725837e-05,-1.595008196481154e-05,-21.2217643054197,0.0,240,1008425,-0.02070705737521236
har_rv,naive_rw,wis,15,-6.104843687746571e-05,-6.608161163975061e-05,-5.682537666064949e-05,-42.716591597933416,0.0,240,1008425,-0.04222879891968697
har_rv,naive_rw,wis,30,-8.424669192728868e-05,-9.160445579841183e-05,-7.734411352537715e-05,-33.06354369945672,0.0,480,1008425,-0.04228580789007325
har_rv,naive_rw,wis,60,-0.0001223777331428787,-0.00013485008212607235,-0.00011029572345128931,-22.883903816712497,0.0,960,1008425,-0.044497372511017916
lightgbm,naive_rw,wis,5,-2.1308142309022453e-05,-2.4546584728066363e-05,-1.800041763202569e-05,-19.51400956598913,0.0,240,1008425,-0.024889700588120806
lightgbm,naive_rw,wis,15,-5.8294560562755734e-05,-6.401145841750503e-05,-5.347884135011585e-05,-32.075661188479685,0.0,240,1008425,-0.04032387071690603
lightgbm,naive_rw,wis,30,-8.734847433261354e-05,-9.487882167326224e-05,-8.014893614579293e-05,-33.13644374152187,0.0,480,1008425,-0.04384268059222729
lightgbm,naive_rw,wis,60,-0.00012463961423752663,-0.00013811573036870192,-0.00011208978471065196,-22.80658307568783,0.0,960,1008425,-0.04531980779445849
mlp,naive_rw,wis,5,-3.49130144558988e-05,-3.719311870991647e-05,-3.2882833118274985e-05,-49.623956094383345,0.0,240,1008425,-0.040781334376019586
mlp,naive_rw,wis,15,-5.913442120815516e-05,-6.427084588956223e-05,-5.5027504536499e-05,-45.997410489546795,0.0,240,1008425,-0.040904824270005476
mlp,naive_rw,wis,30,-8.017811951021808e-05,-8.64747890711675e-05,-7.45514696549524e-05,-39.38642333150976,0.0,480,1008425,-0.040243675817236674
mlp,naive_rw,wis,60,-0.00011072144120894125,-0.00012063912974298397,-0.00010095331321721167,-27.3321362902539,0.0,960,1008425,-0.04025906582759517
mrpt_base,naive_rw,wis,5,-3.596537187656366e-05,-3.824871368481071e-05,-3.369884629628549e-05,-38.582702405095446,0.0,240,1008425,-0.042010576265442516
mrpt_base,naive_rw,wis,15,-5.956069028390442e-05,-6.420505865063193e-05,-5.56599303843163e-05,-46.46332388754997,0.0,240,1008425,-0.041199685727664526
mrpt_base,naive_rw,wis,30,-8.090686961723716e-05,-8.715098330682663e-05,-7.504765105708977e-05,-39.247393955767386,0.0,480,1008425,-0.040609456197692156
mrpt_base,naive_rw,wis,60,-0.00011194871049870233,-0.00012205939472977426,-0.00010221340704130427,-27.954527218728767,0.0,960,1008425,-0.04070530925240247
mrpt_small_1m_only,naive_rw,wis,5,-3.624763531452284e-05,-3.8610563706687473e-05,-3.3969317989146265e-05,-38.284242957675026,0.0,240,1008425,-0.04234028367756182
mrpt_small_1m_only,naive_rw,wis,15,-6.0222130748575724e-05,-6.5278105471722e-05,-5.6015115483042696e-05,-42.584937623921135,0.0,240,1008425,-0.04165722137982238
mrpt_small_1m_only,naive_rw,wis,30,-8.165484095964115e-05,-8.813290459724934e-05,-7.583675559658784e-05,-37.78918160962185,0.0,480,1008425,-0.0409848842622086
mrpt_small_1m_only,naive_rw,wis,60,-0.00011254271622276719,-0.00012336805804845266,-0.00010146368904439823,-25.757342180514676,0.0,960,1008425,-0.04092129375627076
mrpt_small,naive_rw,wis,5,-3.621494363136794e-05,-3.866897819114995e-05,-3.390084580293959e-05,-38.100515243928974,0.0,240,1008425,-0.04230209704478798
mrpt_small,naive_rw,wis,15,-6.0019962447079074e-05,-6.519951459636001e-05,-5.585625960961621e-05,-42.826395456901025,0.0,240,1008425,-0.041517376283231745
mrpt_small,naive_rw,wis,30,-8.117633592056323e-05,-8.751264193388739e-05,-7.536997438383697e-05,-38.124587405112386,0.0,480,1008425,-0.04074470899011193
mrpt_small,naive_rw,wis,60,-0.00011242908090172963,-0.00012321397757349885,-0.0001011724919986471,-26.21702594598516,0.0,960,1008425,-0.04087997518400473
ridge,naive_rw,wis,5,-2.2671845432163225e-05,-2.599101494732098e-05,-1.9490187880233183e-05,-21.13029623027298,0.0,240,1008425,-0.026482620418193794
ridge,naive_rw,wis,15,-6.186013260713782e-05,-6.682596280302264e-05,-5.7522316831625344e-05,-40.153889112938934,0.0,240,1008425,-0.04279027006465815
ridge,naive_rw,wis,30,-8.584587345174057e-05,-9.321816349728273e-05,-7.873032044846091e-05,-32.695698837120176,0.0,480,1008425,-0.04308848252544874
ridge,naive_rw,wis,60,-0.000124346280644279,-0.00013626824826359785,-0.00011255180583313542,-23.282423543772175,0.0,960,1008425,-0.04521314971350274
seasonal_vol,naive_rw,wis,5,-2.2180178417679252e-05,-2.4752125519358832e-05,-1.928554260125753e-05,-25.6029723804651,0.0,240,1008425,-0.025908312034004916
seasonal_vol,naive_rw,wis,15,-4.256791204716855e-05,-4.681870332415543e-05,-3.8457485775564605e-05,-29.49411604032852,0.0,240,1008425,-0.02944533701786443
seasonal_vol,naive_rw,wis,30,-5.93862036053387e-05,-6.566406947278256e-05,-5.256350749123718e-05,-24.05510063773819,0.0,480,1008425,-0.029807622584676435
seasonal_vol,naive_rw,wis,60,-8.592701867429307e-05,-9.627542003755413e-05,-7.55495986866593e-05,-17.353759273601835,0.0,960,1008425,-0.031243645886520555
tcn,naive_rw,wis,5,-3.545101285115731e-05,-3.772045709429969e-05,-3.327976659763665e-05,-43.116485090691626,0.0,240,1008425,-0.04140976170584851
tcn,naive_rw,wis,15,-5.767131481419229e-05,-6.315340902118604e-05,-5.321634842521806e-05,-41.917573125380876,0.0,240,1008425,-0.039892755347867806
tcn,naive_rw,wis,30,-7.58094271534222e-05,-8.164103115351504e-05,-7.027817035184418e-05,-37.534755651578365,0.0,480,1008425,-0.0380509050210879
tcn,naive_rw,wis,60,-0.00010188833749852439,-0.00011107808907382054,-9.288071558837025e-05,-26.203951172946343,0.0,960,1008425,-0.03704728950083498