model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff
elastic_net,naive_rw,crps,5,-1.7555856835936045e-05,-2.8193161256875745e-05,-7.372300605492065e-06,-3.832268940451951,0.00012696682929758119,20,4659,-0.0214084647812518
elastic_net,naive_rw,crps,15,-4.462574294931128e-05,-6.125074509268416e-05,-2.71023626996859e-05,-5.826737239323825,5.6521498592587704e-09,40,4659,-0.030969016348059344
elastic_net,naive_rw,crps,30,-6.830412560988392e-05,-9.794728282159201e-05,-4.028517321254096e-05,-5.568435618993534,2.570365653653539e-08,60,4659,-0.03313825119273108
elastic_net,naive_rw,crps,60,-8.151675096933405e-05,-0.00012509634589090644,-3.410600403313222e-05,-3.947188860493079,7.907418000385746e-05,120,4659,-0.029083409301354154
ewma,naive_rw,crps,5,-2.3221011303868665e-05,-2.8049644196051607e-05,-1.765805177944949e-05,-8.057653439771938,8.881784197001252e-16,20,4659,-0.02831682938233624
ewma,naive_rw,crps,15,-4.01949530805688e-05,-5.5217534562226925e-05,-2.606001817571939e-05,-6.6559969324017985,2.8138602559124593e-11,40,4659,-0.027894172215251034
ewma,naive_rw,crps,30,-5.395843478001557e-05,-8.134386743616527e-05,-2.848457992142808e-05,-5.200081720280193,1.9920092397818223e-07,60,4659,-0.02617833329599067
ewma,naive_rw,crps,60,-4.95976947415177e-05,-8.88102874086154e-05,-5.747675891089624e-06,-2.336671676711015,0.01945626234580944,120,4659,-0.017695382107584555
garch_t,naive_rw,crps,5,-2.1178356435151688e-05,-2.6458705587724546e-05,-1.62265503770689e-05,-8.913440786188275,0.0,20,4659,-0.025825916792546467
garch_t,naive_rw,crps,15,-3.792334042487136e-05,-5.167816853041542e-05,-2.5681814984414885e-05,-8.006114099499648,1.1102230246251565e-15,40,4659,-0.026317736624012586
garch_t,naive_rw,crps,30,-5.052448248514751e-05,-7.269390647165889e-05,-3.181691359122664e-05,-7.244979889140686,4.32542890393961e-13,60,4659,-0.024512325968978985
garch_t,naive_rw,crps,60,-4.4736410881215695e-05,-6.599775061390144e-05,-2.269618605606246e-05,-3.6981116835899144,0.0002172093224075411,120,4659,-0.01596098142848466
har_rv,naive_rw,crps,5,-1.9731955136757702e-06,-5.396134110580017e-06,1.7572212025704874e-06,-0.6690645797328627,0.5034542833631117,20,4659,-0.002406210477553115
har_rv,naive_rw,crps,15,-4.609935736103845e-05,-6.18801680560353e-05,-3.0235711277990954e-05,-8.148372406814953,4.440892098500626e-16,40,4659,-0.031991663497247455
har_rv,naive_rw,crps,30,-6.704794868407891e-05,-9.342957454468727e-05,-4.2360356894703414e-05,-7.049627698603491,1.793898363189328e-12,60,4659,-0.03252880767613308
har_rv,naive_rw,crps,60,-8.531194724925386e-05,-0.0001315959564936231,-3.6315363562933245e-05,-4.587280526427254,4.490571038129332e-06,120,4659,-0.030437453046662493
lightgbm,naive_rw,crps,5,2.6245334888229222e-05,1.0968386744256422e-05,4.2090742431050576e-05,3.7144181699711734,0.00020367176108271323,20,4659,0.032004836498591586
lightgbm,naive_rw,crps,15,2.3329181851261215e-05,-7.283822496573421e-06,5.260395844852417e-05,1.968375104420345,0.049024894201002533,40,4659,0.016189799124671115
lightgbm,naive_rw,crps,30,3.281609581075227e-05,-9.625206674280825e-06,8.130405042259503e-05,1.4749144980245146,0.1402355320280646,60,4659,0.015920971338575736
lightgbm,naive_rw,crps,60,6.987731095132684e-05,-1.139756568585709e-05,0.00016770417191609106,1.7863871928867927,0.0740365878230822,120,4659,0.024930709469026303
mlp,naive_rw,crps,5,-2.5280909342077764e-05,-3.0647567920016346e-05,-2.0441211515042534e-05,-9.147715821899492,0.0,20,4659,-0.030828769130768225
mlp,naive_rw,crps,15,-4.262667228350418e-05,-5.504261846655498e-05,-2.9924514808588605e-05,-8.269937183054116,2.220446049250313e-16,40,4659,-0.029581717268229425
mlp,naive_rw,crps,30,-6.196034256740199e-05,-8.740062071827846e-05,-3.711600548067389e-05,-7.204850300530671,5.810907310888069e-13,60,4659,-0.030060517979738542
mlp,naive_rw,crps,60,-6.935886886398432e-05,-0.00010817989099093545,-2.629234240655063e-05,-4.240971194997335,2.225546999778949e-05,120,4659,-0.02474574057311308
mrpt_small_1m_only,naive_rw,crps,5,-2.456115852497034e-05,-3.0102053342154242e-05,-1.940570202858059e-05,-8.92581832465164,0.0,20,4659,-0.029951070015121505
mrpt_small_1m_only,naive_rw,crps,15,-4.31438900854478e-05,-5.7715784653742384e-05,-2.890099724920189e-05,-7.776401156855226,7.549516567451064e-15,40,4659,-0.02994065194371692
mrpt_small_1m_only,naive_rw,crps,30,-6.513708892986171e-05,-9.272667708544203e-05,-4.006077522098875e-05,-6.832951537496604,8.318457034306448e-12,60,4659,-0.03160173994832124
mrpt_small_1m_only,naive_rw,crps,60,-6.78376220798496e-05,-0.00010805592944347697,-2.3430927492483726e-05,-3.8502139376827844,0.00011801469519268082,120,4659,-0.02420299270417504
mrpt_small,naive_rw,crps,5,-2.430384245330855e-05,-2.9852027334386875e-05,-1.8894941906512695e-05,-8.809106118768774,0.0,20,4659,-0.029637286295574116
mrpt_small,naive_rw,crps,15,-4.4169272735769567e-05,-5.8012928075227156e-05,-3.092122481529087e-05,-7.943824626810043,1.9984014443252818e-15,40,4659,-0.030652238798347005
mrpt_small,naive_rw,crps,30,-6.92143903620888e-05,-9.70376699290505e-05,-4.430669948530953e-05,-7.233414619807486,4.709566070459914e-13,60,4659,-0.03357987286259533
mrpt_small,naive_rw,crps,60,-7.333359208371914e-05,-0.00011392168492589171,-3.126707562230644e-05,-4.1744133933727845,2.9875484209185288e-05,120,4659,-0.02616383563804803
ridge,naive_rw,crps,5,-1.693013110503836e-05,-2.75186376168493e-05,-6.921883148442786e-06,-3.6857515736068223,0.0002280287037905726,20,4659,-0.020645424423960584
ridge,naive_rw,crps,15,-4.430271171041164e-05,-6.125160513926379e-05,-2.6464754654821546e-05,-5.677643685709684,1.3656280328788739e-08,40,4659,-0.03074484171124086
ridge,naive_rw,crps,30,-6.783046685903633e-05,-9.771317554133947e-05,-3.9097583892495736e-05,-5.482989315752958,4.1819828489053634e-08,60,4659,-0.032908452150212465
ridge,naive_rw,crps,60,-8.29412642345509e-05,-0.00012553968788550052,-3.683547698307356e-05,-4.060246905337657,4.90208497105904e-05,120,4659,-0.029591644748116444
seasonal_vol,naive_rw,crps,5,-1.620989892414494e-05,-2.2229327281891994e-05,-1.0027140578946715e-05,-5.677142191446925,1.3696362044512966e-08,20,4659,-0.019767138309926043
seasonal_vol,naive_rw,crps,15,-3.6225395570352854e-05,-5.243483000262745e-05,-2.063221671759422e-05,-6.568680738356468,5.076294939954096e-11,40,4659,-0.02513941042746243
seasonal_vol,naive_rw,crps,30,-5.550210433302197e-05,-8.441147431636548e-05,-3.0093141569716156e-05,-5.757971779506571,8.513058258330375e-09,60,4659,-0.02692725598476446
seasonal_vol,naive_rw,crps,60,-5.929544376044498e-05,-9.912894004113915e-05,-1.6479453791294536e-05,-3.387762436529655,0.0007046526861187452,120,4659,-0.02115532869114467
tcn,naive_rw,crps,5,-2.5491909581112568e-05,-3.0734328000218756e-05,-1.9867573983232354e-05,-9.786748389247277,0.0,20,4659,-0.031086073073744443
tcn,naive_rw,crps,15,-4.2381911724258054e-05,-5.566895298737004e-05,-2.851130410212018e-05,-7.839646593198945,4.440892098500626e-15,40,4659,-0.029411860291971053
tcn,naive_rw,crps,30,-6.522274157698306e-05,-9.149701756846752e-05,-4.0132872822023466e-05,-7.307078575677537,2.731148640577885e-13,60,4659,-0.031643294962901775
tcn,naive_rw,crps,60,-7.005557363385518e-05,-0.00011409702710406011,-2.361515286780172e-05,-3.988915753559088,6.63759879535597e-05,120,4659,-0.02499430972906463