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": "neworder_chg missing for 1992-01 and 1992-02",22 "handling": "these months are never ridge feature rows (training starts 1992-03); no imputation needed"23 },24 {25 "issue": "README states 1992-01 is empty for every change series, but ip_growth, oil_chg and permit_chg have values in 1992-01",26 "handling": "values used as given; ip_growth 1992-01 serves as lag-2 feature of the 1992-03 training row"27 },28 {29 "issue": "extreme COVID-2020 and 2008 observations (e.g. ip_growth 2020-04 = -14.1, oil_chg 2020-03..05 about +/-55)",30 "handling": "kept unchanged as genuine data; they enter training windows only (not the evaluation period)"31 },32 {33 "issue": "current-vintage data with publication lags ignored",34 "handling": "results describe revised-data predictability under stylised timing, not real-time performance"35 }36 ],37 "n_input_rows": {38 "ip_predictors.csv": 41739 },40 "n_analysed": 413,41 "random_seed": null,42 "dm_stat_ridge_vs_naive": -3.3649594921847754,43 "dm_pvalue_ridge_vs_naive": 0.0013506687241571726,44 "dm_stat_ridge_vs_mean": 0.5392198591267081,45 "dm_pvalue_ridge_vs_mean": 0.59176425834219346}