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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  "dm_stat_ridge_vs_naive": -3.3649594921847754,18  "dm_pvalue_ridge_vs_naive": 0.0013506687241571726,19  "dm_stat_ridge_vs_mean": 0.5392198591267084,20  "dm_pvalue_ridge_vs_mean": 0.5917642583421929,21  "feasibility": "complete",22  "feasibility_reason": null,23  "data_issues": [24    {25      "issue": "neworder_chg missing for 1992-01 and 1992-02 (series starts 1992-02)",26      "handling": "Not needed: first ridge training row is 1992-03 per spec; no imputation."27    },28    {29      "issue": "README says the first month of every change series is empty, but ip_growth, oil_chg, permit_chg are populated for 1992-01",30      "handling": "Values used as given (ip_growth 1992-01 enters only as lag 2 of training row 1992-03); noted as documentation inconsistency."31    },32    {33      "issue": "Extreme COVID-19 observations (ip_growth 2020-04 = -14.1, 2020-06 = +6.3; oil_chg 2020-03..05 ~ +/-55) inside every training window",34      "handling": "Retained as genuine data, as the ridge specification fixes the training rows; they affect mu, sigma and coefficients."35    },36    {37      "issue": "Current-vintage (revised) data; publication lags ignored",38      "handling": "Accepted per TASK.md; results are not real-time forecast accuracy."39    }40  ],41  "n_input_rows": {42    "ip_predictors.csv": 41743  },44  "n_analysed": 413,45  "random_seed": null46}
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