model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff elastic_net,naive_rw,crps,5,5.421257761350397e-05,2.4020605291883968e-05,8.979413010811933e-05,4.006349103020823,6.166448894084908e-05,3,594,0.07180129370536702 elastic_net,naive_rw,crps,15,5.426869413151323e-05,1.2411424843815322e-05,0.00010440676316124389,2.629861336065404,0.008541970167437851,3,594,0.04309346230335637 elastic_net,naive_rw,crps,30,9.243155730792175e-05,3.2776283732685776e-05,0.00016544384019855744,3.3413522365958586,0.0008337138044898218,3,594,0.05198089929953871 elastic_net,naive_rw,crps,60,0.00010571151191631438,6.581019418797158e-06,0.0002022718479899702,2.717832617473906,0.006571107105813434,6,594,0.042327522011004544 ewma,naive_rw,crps,5,-8.084809725291715e-08,-8.35805511630124e-06,8.112765095514302e-06,-0.019533892343052486,0.9844152000164132,3,594,-0.00010707843515138074 ewma,naive_rw,crps,15,-7.405788769478524e-06,-1.8067110280061604e-05,2.821993200993516e-06,-1.1216183624792002,0.2620247407980463,3,594,-0.005880758405403033 ewma,naive_rw,crps,30,-1.4336180185837321e-05,-3.135796946762886e-05,4.394359774510714e-06,-1.6823198522852008,0.09250683355622846,3,594,-0.008062263152155988 ewma,naive_rw,crps,60,-2.172305000377555e-05,-5.0308257917619865e-05,5.313275625821762e-06,-1.490807485312154,0.13601204597834893,6,594,-0.008698039224988692 garch_t,naive_rw,crps,5,-9.535932760484595e-06,-1.607450179220651e-05,-3.106908351092121e-06,-3.0287280632250853,0.002455856337259421,3,594,-0.01262976857089403 garch_t,naive_rw,crps,15,-1.8170946122041654e-05,-3.105605256513986e-05,-4.698685190520162e-06,-3.27913826621315,0.0010412460596453954,3,594,-0.014429110452315336 garch_t,naive_rw,crps,30,-2.5589227950849625e-05,-4.5261640952036975e-05,-1.0574260730531255e-06,-3.530006560461908,0.00041554936263987763,3,594,-0.01439065964056906 garch_t,naive_rw,crps,60,-4.144072783467699e-05,-6.473546302012767e-05,-1.9899528532808713e-05,-4.0187420196635255,5.8509690251007385e-05,6,594,-0.01659311543063488 har_rv,naive_rw,crps,5,-9.168431928486429e-06,-1.713933386865597e-05,-2.1426869963591654e-06,-2.4306451178514688,0.015071969018121578,3,594,-0.012143035854302184 har_rv,naive_rw,crps,15,-1.4876602082706064e-05,-2.807925421910153e-05,-3.2323121946426294e-06,-2.966492885686008,0.0030121732983949823,3,594,-0.011813151234108211 har_rv,naive_rw,crps,30,-2.6011953235667726e-05,-4.3284383386534956e-05,-5.032140945393257e-06,-3.5727081510022023,0.00035330844854941645,3,594,-0.01462838841093151 har_rv,naive_rw,crps,60,-3.892559395499644e-05,-6.349393625078531e-05,-1.6129246351858225e-05,-3.9520721810843362,7.74773614518054e-05,6,594,-0.015586040773173925 lightgbm,naive_rw,crps,5,0.0001064301777641966,8.276802111870583e-05,0.00013539279552714039,6.699935755923283,2.0851098625485065e-11,3,594,0.14096035992315514 lightgbm,naive_rw,crps,15,0.00016958499177005776,9.718874835473813e-05,0.00023584557580778537,6.048317138428138,1.4636662992728589e-09,3,594,0.13466335549456876 lightgbm,naive_rw,crps,30,0.000157374412721528,8.550773425869095e-05,0.0002333955445978632,4.605750349683528,4.109812117736311e-06,3,594,0.08850292841815716 lightgbm,naive_rw,crps,60,0.00022905901614324325,7.699411169009846e-05,0.0003928950971610836,3.5379414952198447,0.00040325939876550976,6,594,0.09171660088730482 mlp,naive_rw,crps,5,-1.3854922245113225e-06,-1.7552302605442986e-05,1.4408886523144252e-05,-0.1952111998841912,0.8452276114915973,3,594,-0.001835001000097438 mlp,naive_rw,crps,15,-4.726766824550377e-06,-3.1398069250841776e-05,2.1304288157769067e-05,-0.3764978917224477,0.7065467825496494,3,594,-0.0037534116350191483 mlp,naive_rw,crps,30,-1.78596517614665e-05,-4.819662279072221e-05,9.39395269428256e-06,-1.1950108532326011,0.2320827897370843,3,594,-0.010043764129656777 mlp,naive_rw,crps,60,-5.040140498976092e-05,-9.476654671896497e-05,-1.0324013641879166e-05,-2.1033933840269294,0.03543139630385772,6,594,-0.02018102418948015 mrpt_tiny_copula_indep,naive_rw,crps,5,-9.936431988506901e-07,-1.7732209732816003e-05,1.5441978508012485e-05,-0.13903291910896878,0.8894241359763146,3,594,-0.001316020567545331 mrpt_tiny_copula_indep,naive_rw,crps,15,-3.3064990663561966e-06,-3.1647613426900323e-05,2.330116638662302e-05,-0.27213651358242424,0.7855170548454742,3,594,-0.0026256112322659017 mrpt_tiny_copula_indep,naive_rw,crps,30,-1.4590640844261782e-05,-4.4017141286566934e-05,1.6755947907775352e-05,-0.9422448445135888,0.34606729932850167,3,594,-0.008205364645266095 mrpt_tiny_copula_indep,naive_rw,crps,60,-4.211409103960056e-05,-7.982942488997788e-05,5.165740056169169e-07,-1.7902363545402662,0.07341592302688582,6,594,-0.016862734087686782 mrpt_tiny_copula,naive_rw,crps,5,-5.602856134439145e-06,-2.0383464473243803e-05,1.0085314004647781e-05,-0.7874185068877941,0.4310369164830221,3,594,-0.0074206454776202 mrpt_tiny_copula,naive_rw,crps,15,2.4047542273801174e-06,-1.8781999071826627e-05,2.3659948372281902e-05,0.20221640211702613,0.8397475509688503,3,594,0.0019095573848766268 mrpt_tiny_copula,naive_rw,crps,30,-1.3003340577807544e-05,-5.160871654952562e-05,2.2730110033046792e-05,-0.7840249330985826,0.43302548041164046,3,594,-0.007312711770947194 mrpt_tiny_copula,naive_rw,crps,60,-2.414193564416153e-05,-5.979772750036274e-05,1.10405922124115e-05,-1.040688947978104,0.2980199342264118,6,594,-0.00966657551143016 mrpt_tiny,naive_rw,crps,5,-1.5080637310149116e-06,-1.9007866183131283e-05,1.544677489202044e-05,-0.21311627059812022,0.8312362740535575,3,594,-0.001997339577707909 mrpt_tiny,naive_rw,crps,15,-3.4369026435236278e-06,-3.299251535307832e-05,2.53552695885902e-05,-0.27055816990090203,0.7867308717431389,3,594,-0.0027291615705745645 mrpt_tiny,naive_rw,crps,30,-1.025897010430512e-05,-3.7960574667557825e-05,1.683331141112976e-05,-0.6783538965749195,0.4975473333366902,3,594,-0.005769355266106278 mrpt_tiny,naive_rw,crps,60,-4.2945558611359666e-05,-8.389688230719112e-05,3.7188958050505117e-07,-1.9388687989305615,0.052517316056939656,6,594,-0.01719565867940893 ridge,naive_rw,crps,5,5.2521042075977225e-05,2.22906293928063e-05,8.815924783840996e-05,3.9210520842418055,8.81632026761281e-05,3,594,0.06956095677084778 ridge,naive_rw,crps,15,5.1590791719690207e-05,1.1994067645713208e-05,9.934761573532772e-05,2.5683168042568494,0.010219371236815267,3,594,0.040967004527234 ridge,naive_rw,crps,30,8.63406194389005e-05,2.9206881082634618e-05,0.00015621313434900852,3.2350781711453194,0.0012160943133507907,3,594,0.04855552773564096 ridge,naive_rw,crps,60,0.00010476351332643969,5.743407885217527e-06,0.0001998309465333539,2.70681446516896,0.0067932210930174985,6,594,0.04194793770223893 seasonal_vol,naive_rw,crps,5,3.304061815654718e-07,-7.207698454317732e-06,8.133591118587689e-06,0.07610448721824076,0.9393359702130439,3,594,0.0004376030863867628 seasonal_vol,naive_rw,crps,15,-1.1091410792782887e-05,-2.8876771288663243e-05,4.611277965460652e-06,-1.5718442832887012,0.11598666871394658,3,594,-0.008807422042099203 seasonal_vol,naive_rw,crps,30,-9.101559823714576e-06,-3.406108615169304e-05,1.924962999137025e-05,-0.9856134525851566,0.32432283407842855,3,594,-0.005118460387821331 seasonal_vol,naive_rw,crps,60,-2.9872678854195593e-05,-5.785165321562808e-05,-5.904383374746184e-06,-2.1130773108612133,0.034594151312317134,6,594,-0.011961199388857613