SPB Git

spb/wp29_uqo

Public
910 B · 6 lines json
1[2 {"id":"C1","text":"At h=1 over 60 origins (2021-09 to 2026-08), ridge (lambda=50) RMSE is 0.561 vs 0.883 for naive: a 36.5% relative improvement.","results_keys":["rmse_ridge","rmse_naive","rel_improvement_vs_naive"],"status":"supported","caveat":"Current-vintage data, no publication lags; DM p=0.0014."},3 {"id":"C2","text":"Ridge does not beat the expanding historical mean: RMSE 0.561 vs 0.544 (relative improvement -3.1%), MAE 0.451 vs 0.429.","results_keys":["rmse_ridge","rmse_mean","rel_improvement_vs_mean","mae_ridge","mae_mean"],"status":"supported","caveat":"Difference not statistically significant (DM p=0.59); 60 origins only."},4 {"id":"C3","text":"All standardisation statistics and the target mean were computed from each origin's own expanding training window.","results_keys":["normalisation_window","n_analysed"],"status":"supported","caveat":"413 training rows at the last origin."}5]6
Files · main
Menu

Theme