model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff
elastic_net,naive_rw,wis,5,-1.561109154397212e-05,-2.5398166683072482e-05,-5.988993331470673e-06,-3.4879166871292315,0.00048679973878851257,20,4659,-0.02116803073197277
elastic_net,naive_rw,wis,15,-4.2761303599402155e-05,-5.9092975489651197e-05,-2.5993551048983225e-05,-5.97036002095434,2.367306128903124e-09,40,4659,-0.03298394862309293
elastic_net,naive_rw,wis,30,-6.57889959505371e-05,-9.409383934574217e-05,-3.8120775808542274e-05,-5.739053246962568,9.520728427858671e-09,60,4659,-0.03548347452698236
elastic_net,naive_rw,wis,60,-7.747897666168466e-05,-0.00011981280721507625,-3.252829219213129e-05,-4.037837967649455,5.394609246622828e-05,120,4659,-0.030736893986761545
ewma,naive_rw,wis,5,-2.076505621950146e-05,-2.5173906067634062e-05,-1.5744357331039937e-05,-7.475857946632381,7.66053886991358e-14,20,4659,-0.028156605639486746
ewma,naive_rw,wis,15,-3.7050227513792093e-05,-5.1691578381791066e-05,-2.3056626010210182e-05,-6.399979830256641,1.553974726675733e-10,40,4659,-0.028578707801740363
ewma,naive_rw,wis,30,-4.993267101936955e-05,-7.60245121535383e-05,-2.4851066549125426e-05,-5.0584027529754785,4.227827601344103e-07,60,4659,-0.02693132239792945
ewma,naive_rw,wis,60,-4.2827636644370416e-05,-7.923726855053191e-05,-9.162708585063801e-07,-2.112630555693831,0.03463240131097045,120,4659,-0.01699026734683946
garch_t,naive_rw,wis,5,-1.8854177550363307e-05,-2.375102441755012e-05,-1.4294707171265976e-05,-8.359972630438902,0.0,20,4659,-0.025565528758062245
garch_t,naive_rw,wis,15,-3.356078878988622e-05,-4.71151215910243e-05,-2.12665908780012e-05,-7.388741451969785,1.4832579608992091e-13,40,4659,-0.025887127847326826
garch_t,naive_rw,wis,30,-4.550320835980172e-05,-6.671580424861035e-05,-2.7141492089340813e-05,-6.721036054368438,1.8043788685417894e-11,60,4659,-0.02454227962294678
garch_t,naive_rw,wis,60,-3.601363158136402e-05,-5.47558591200354e-05,-1.6981418451180437e-05,-3.0986935325067804,0.0019437597187481614,120,4659,-0.014287065003816539
har_rv,naive_rw,wis,5,8.610606242828796e-07,-2.541457100396336e-06,4.51565054884677e-06,0.2981637898074828,0.765578157067561,20,4659,0.001167564593774328
har_rv,naive_rw,wis,15,-4.332920715656893e-05,-5.899438331604042e-05,-2.814409001298235e-05,-8.131539798699658,4.440892098500626e-16,40,4659,-0.033422001258904585
har_rv,naive_rw,wis,30,-6.373980886688743e-05,-8.93209918576928e-05,-3.9942890558970316e-05,-7.134645565912871,9.703349235223868e-13,60,4659,-0.034378239880471374
har_rv,naive_rw,wis,60,-7.964839739183996e-05,-0.00012403244916934234,-3.355391279120443e-05,-4.5422976918575175,5.564438784189107e-06,120,4659,-0.03159753074099531
lightgbm,naive_rw,wis,5,2.4834869431513187e-05,1.020933960299648e-05,3.9626428875333274e-05,3.7489926590774942,0.00017754628180988163,20,4659,0.03367511348389932
lightgbm,naive_rw,wis,15,1.931623404220614e-05,-8.719924338361793e-06,4.606456794893388e-05,1.784884969100702,0.07427997720596391,40,4659,0.014899584849154919
lightgbm,naive_rw,wis,30,2.58156820646946e-05,-1.6479456757985515e-05,7.260341039590129e-05,1.2716132338545796,0.20351057238071268,60,4659,0.013923758581571539
lightgbm,naive_rw,wis,60,6.123721110020188e-05,-1.7641695492154735e-05,0.00015575761704311343,1.6773097592807646,0.09348192516032916,120,4659,0.02429357932605038
mlp,naive_rw,wis,5,-2.3895819893430025e-05,-2.8749023345321257e-05,-1.9237134163432973e-05,-8.998535432916777,0.0,20,4659,-0.03240179896742244
mlp,naive_rw,wis,15,-4.086597175969935e-05,-5.337676038707421e-05,-2.8313573625507566e-05,-8.304411680852601,0.0,40,4659,-0.03152198365097399
mlp,naive_rw,wis,30,-5.9810658009938466e-05,-8.482432546988612e-05,-3.506858098260952e-05,-7.278288447985342,3.381739333008227e-13,60,4659,-0.03225904164175618
mlp,naive_rw,wis,60,-6.537242562240888e-05,-0.00010377794597165633,-2.0207563275038535e-05,-4.097094321165889,4.183684670855392e-05,120,4659,-0.0259340714422098
mrpt_small_1m_only,naive_rw,wis,5,-2.3083127101257097e-05,-2.820405466971229e-05,-1.8349584343909587e-05,-8.73665293674269,0.0,20,4659,-0.03129981926588057
mrpt_small_1m_only,naive_rw,wis,15,-4.151936008113747e-05,-5.602638552794638e-05,-2.756980751107896e-05,-7.899226683754861,2.886579864025407e-15,40,4659,-0.03202597499387461
mrpt_small_1m_only,naive_rw,wis,30,-6.279882583382498e-05,-8.991051932636896e-05,-3.800274286808194e-05,-6.880589159156864,5.9605653746075404e-12,60,4659,-0.03387071811331905
mrpt_small_1m_only,naive_rw,wis,60,-6.369424152703229e-05,-0.00010314604761348537,-1.8133108153294823e-05,-3.75266341744042,0.0001749657021286044,120,4659,-0.025268314499457507
mrpt_small,naive_rw,wis,5,-2.308034990108001e-05,-2.84080519511077e-05,-1.817956562377201e-05,-8.70679182466178,0.0,20,4659,-0.03129605349085248
mrpt_small,naive_rw,wis,15,-4.259361383935673e-05,-5.690658960540155e-05,-2.9419160026093766e-05,-8.087185154500238,6.661338147750939e-16,40,4659,-0.03285460105965629
mrpt_small,naive_rw,wis,30,-6.623845097534554e-05,-9.336748921628401e-05,-4.1813915820278894e-05,-7.253301151313658,4.0678571622265736e-13,60,4659,-0.03572588932133194
mrpt_small,naive_rw,wis,60,-7.010877806877444e-05,-0.00011041136789387908,-2.738284802003692e-05,-4.1942459635423015,2.7378078248041504e-05,120,4659,-0.027813042607040248
ridge,naive_rw,wis,5,-1.5194751516117388e-05,-2.4959760700762217e-05,-5.616367217971791e-06,-3.399267343029357,0.000675666369876815,20,4659,-0.020603489906640005
ridge,naive_rw,wis,15,-4.225694529662019e-05,-5.852915659636624e-05,-2.504980768038792e-05,-5.770356845278293,7.91038412550904e-09,40,4659,-0.03259491164465004
ridge,naive_rw,wis,30,-6.577933308512931e-05,-9.421309319200563e-05,-3.819369569514866e-05,-5.714696599856063,1.098999247162169e-08,60,4659,-0.03547826283415135
ridge,naive_rw,wis,60,-7.922527229149981e-05,-0.00012021959304709992,-3.528452593889051e-05,-4.182025686415083,2.8892331827456985e-05,120,4659,-0.03142967164020876
seasonal_vol,naive_rw,wis,5,-1.4610699252948307e-05,-2.0029806217210434e-05,-9.132241859112968e-06,-5.108684887365583,3.2440886399420776e-07,20,4659,-0.019811537837111905
seasonal_vol,naive_rw,wis,15,-3.3760857970043754e-05,-4.9807896039653966e-05,-1.8379416521421782e-05,-6.188251002763724,6.083540338153171e-10,40,4659,-0.026041451289408993
seasonal_vol,naive_rw,wis,30,-5.129787336532072e-05,-7.968616958004217e-05,-2.5741465884219467e-05,-5.330436504343367,9.79769854136947e-08,60,4659,-0.027667648009330414
seasonal_vol,naive_rw,wis,60,-5.339833295149053e-05,-9.315332619807838e-05,-7.798181824988433e-06,-3.054286809963027,0.002255962914840648,120,4659,-0.021183796814541876
tcn,naive_rw,wis,5,-2.3970384729237776e-05,-2.871477711589162e-05,-1.880673046695072e-05,-9.657349286676833,0.0,20,4659,-0.032502905974030986
tcn,naive_rw,wis,15,-4.083032666334843e-05,-5.4092418698072154e-05,-2.7134533578651896e-05,-7.949458219451542,1.7763568394002505e-15,40,4659,-0.031494488791656366
tcn,naive_rw,wis,30,-6.322783189278011e-05,-8.871673539034279e-05,-3.8533737218482914e-05,-7.447651556590073,9.50350909079134e-14,60,4659,-0.0341021037021233
tcn,naive_rw,wis,60,-6.65446236468538e-05,-0.00010931064063419652,-2.0656070461204122e-05,-3.9400175115795526,8.14756614933021e-05,120,4659,-0.02639909728484812