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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  "baseline_best_rmse": 0.5439355781141625,18  "dm_stat_ridge_vs_naive": 3.3649594921847754,19  "dm_pvalue_ridge_vs_naive": 0.0013506687241571726,20  "dm_stat_ridge_vs_mean": -0.5392198591267084,21  "dm_pvalue_ridge_vs_mean": 0.5917642583421929,22  "feasibility": "complete",23  "feasibility_reason": null,24  "data_issues": [25    {26      "issue": "neworder_chg missing for 1992-01 and 1992-02 (series starts 1992-02).",27      "handling": "Not used: earliest neworder_chg needed is 1992-03 (first training row)."28    },29    {30      "issue": "README states the first month (1992-01) of every change series is empty, but ip_growth, oil_chg and permit_chg are populated for 1992-01.",31      "handling": "Values used as given; only ip_growth 1992-01 enters (lag-2 feature of training row 1992-03)."32    },33    {34      "issue": "Extreme COVID-19 observations (e.g. ip_growth 2020-04 = -14.1, oil_chg 2020-03..05) lie in every training window.",35      "handling": "Kept, as the task prescribes the training window; no outlier rule applied."36    },37    {38      "issue": "Current-vintage data; publication lags ignored.",39      "handling": "Errors computed on revised data as instructed; no real-time validity claimed."40    }41  ],42  "n_input_rows": {43    "ip_predictors.csv": 41744  },45  "n_analysed": 413,46  "random_seed": null47}
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