1{2 "task_id": "F3-conf-03",3 "n_origins": 60,4 "first_origin": "2021-09-01",5 "last_origin": "2026-08-01",6 "lambda": 50.0,7 "normalisation_window": "expanding",8 "n_features": 8,9 "rmse_naive": 0.8830699166753823,10 "mae_naive": 0.6989594000000001,11 "rmse_mean": 0.5439355781141625,12 "mae_mean": 0.42929777256194207,13 "rmse_ridge": 0.5607989303521244,14 "mae_ridge": 0.45141289074453916,15 "rel_improvement_vs_naive": 0.3649439078805412,16 "rel_improvement_vs_mean": -0.031002480654837017,17 "feasibility": "complete",18 "feasibility_reason": null,19 "data_issues": [20 {21 "issue": "README states the first month (1992-01) of each change series is empty, but ['ip_growth', 'oil_chg', 'permit_chg'] are populated for 1992-01.",22 "handling": "Values used as given. Only ip_growth 1992-01 enters (as the lag-2 feature of the 1992-03 training row); the task spec explicitly starts training rows at 1992-03, implying this is intended."23 },24 {25 "issue": "Missing values: {'neworder_chg': 2} (neworder_chg 1992-01/02, documented in README).",26 "handling": "Not used: training rows start at 1992-03 per spec, so no imputation needed."27 },28 {29 "issue": "Extreme ip_growth values (|x|>4; 2008-09 hurricanes/financial crisis, 2020 COVID-19) (2008-09: -4.50, 2020-04: -14.14, 2020-06: 6.35).",30 "handling": "Genuine observations; kept, no winsorising (spec fixes the model). They lie in every training window and influence standardisation and coefficients."31 },32 {33 "issue": "Current-vintage (revised) data; publication lags ignored.",34 "handling": "Results interpreted as pseudo-out-of-sample on revised data only, not real-time."35 }36 ],37 "n_input_rows": {38 "ip_predictors.csv": 41739 },40 "n_analysed": 413,41 "random_seed": 042}