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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": "Missing values: {'neworder_chg': 2} (neworder_chg empty for 1992-01/02). README says the first month of each change series is empty, but ip_growth/oil_chg/permit_chg for 1992-01 are populated in the file.",22      "handling": "No imputation needed: ridge training starts at s=1992-03 (lags reach 1992-01 for ip_growth only), expanding mean starts 1992-04 as specified; populated 1992-01 values used as given."23    },24    {25      "issue": "Large COVID-19 outliers in 2020 (ip_growth min -14.14, max 6.35).",26      "handling": "Kept as given; no winsorisation (not in specification)."27    }28  ],29  "n_input_rows": {30    "ip_predictors.csv": 41731  },32  "n_analysed": 413,33  "random_seed": 20261030,34  "supplementary": {35    "dm_ridge_vs_naive": [36      -3.3649594921847754,37      0.001350668724157172638    ],39    "dm_ridge_vs_mean": [40      0.5392198591267081,41      0.59176425834219342    ],43    "boot95_rel_impr_vs_naive": [44      0.23500539342572274,45      0.4629954977825860346    ],47    "boot95_rel_impr_vs_mean": [48      -0.16820638961201373,49      0.0722784578554891650    ]51  }52}
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