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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_vs_naive": 3.3649594921847754,18  "dm_pvalue_vs_naive": 0.0013506687241571726,19  "dm_stat_vs_mean": -0.5392198591267081,20  "dm_pvalue_vs_mean": 0.591764258342193,21  "feasibility": "complete",22  "feasibility_reason": null,23  "data_issues": [24    {25      "issue": "neworder_chg missing for 1992-01 and 1992-02 (NEWORDER starts 1992-02)",26      "handling": "not used: ridge training rows start at 1992-03-01 as specified"27    },28    {29      "issue": "data/README.md says the first month (1992-01) of every change series is empty, but the file contains values for ip_growth, oil_chg and permit_chg in 1992-01",30      "handling": "values used as given; ip_growth 1992-01 enters only as the 2nd lag of the 1992-03 training row, as implied by the TASK.md specification"31    },32    {33      "issue": "extreme COVID-19 observations in 2020-03..2020-06 (ip_growth -14.1 to +6.3 percent) inside every training window",34      "handling": "kept, as the specification defines the training window without exclusions; noted as a limitation"35    },36    {37      "issue": "current-vintage (revised) data with publication lags ignored",38      "handling": "results reported as pseudo-out-of-sample on revised data, not real-time"39    }40  ],41  "n_input_rows": {42    "ip_predictors.csv": 41743  },44  "n_analysed": 413,45  "random_seed": null46}
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