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spb/wp29_uqo

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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": "neworder_chg missing for 1992-01 and 1992-02 (NEWORDER starts 1992-02)",22      "handling": "Not used: training rows start at s=1992-03 per TASK.md; no imputation needed."23    },24    {25      "issue": "data/README.md states the first month (1992-01) of each change series is empty, but ip_growth, oil_chg and permit_chg are populated for 1992-01",26      "handling": "Values used as given; only ip_growth_1992-01 enters (as lag ip_growth_{s-2} for s=1992-03). oil_chg/permit_chg 1992-01 are not used."27    },28    {29      "issue": "Extreme ip_growth values in training windows (e.g. 2020-04 = -14.1, 2020-06 = +6.3, 2008-09 = -4.5)",30      "handling": "Kept: the ridge specification is fixed by TASK.md; no outlier treatment. Noted as a limitation."31    },32    {33      "issue": "Current-vintage (revised) data with publication lags ignored",34      "handling": "Errors computed on data as given; no real-time validity claimed."35    }36  ],37  "n_input_rows": {38    "ip_predictors.csv": 41739  },40  "n_analysed": 413,41  "random_seed": null,42  "dm_stat_naive_vs_ridge": 3.3649594921847754,43  "dm_pvalue_naive_vs_ridge": 0.0013506687241571726,44  "dm_stat_mean_vs_ridge": -0.5392198591267084,45  "dm_pvalue_mean_vs_ridge": 0.5917642583421929,46  "sha256_input": "7e388665caf3e4e7305ae6ed8f5625ab12a6c8df5c5696c1b5dd5b86da62a39b",47  "baseline_best_rmse_model": "mean"48}
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