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 "baseline_note": "naive and mean are the task-required baselines",10 "rmse_naive": 0.8830699166753823,11 "mae_naive": 0.6989594000000001,12 "rmse_mean": 0.5439355781141625,13 "mae_mean": 0.42929777256194207,14 "rmse_ridge": 0.5607989303521244,15 "mae_ridge": 0.45141289074453916,16 "rel_improvement_vs_naive": 0.3649439078805412,17 "rel_improvement_vs_mean": -0.031002480654837017,18 "dm_stat_ridge_vs_naive": 3.3649594921847754,19 "dm_pvalue_ridge_vs_naive": 0.0013506687241571726,20 "dm_stat_ridge_vs_mean": -0.5392198591267081,21 "dm_pvalue_ridge_vs_mean": 0.591764258342193,22 "dm_note": "Diebold-Mariano, squared-error loss, h=1, HLN correction, t(59) reference; positive stat => ridge more accurate",23 "feasibility": "complete",24 "feasibility_reason": null,25 "data_issues": [26 {27 "issue": "data/README.md states the first month (1992-01) of every change series is empty, but ip_growth, oil_chg and permit_chg have values at 1992-01; only neworder_chg is missing (1992-01, 1992-02).",28 "handling": "Values used as given. Only ip_growth 1992-01 enters the analysis (lag-2 feature of the s=1992-03 training row, as specified); missing neworder_chg rows precede the training window."29 },30 {31 "issue": "Extreme COVID-19 observations (ip_growth 2020-04 = -14.14, 2020-06 = +6.35; oil_chg 2020-03..05) lie inside every training window.",32 "handling": "Kept; the task fully specifies the model without outlier treatment. Noted as a limitation."33 },34 {35 "issue": "Current-vintage (revised) data; publication lags ignored.",36 "handling": "Errors computed on the data as given; no real-time validity claimed."37 }38 ],39 "n_input_rows": {40 "ip_predictors.csv": 41741 },42 "input_sha256": {43 "ip_predictors.csv": "7e388665caf3e4e7305ae6ed8f5625ab12a6c8df5c5696c1b5dd5b86da62a39b"44 },45 "n_analysed": 413,46 "random_seed": null47}