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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": "neworder_chg missing for 1992-01 and 1992-02 (NEWORDER starts 1992-02).",22      "handling": "Outside every training window (training starts 1992-03 as specified); no imputation needed."23    },24    {25      "issue": "data/README.md says the first month (1992-01) of each change series is empty, but ip_growth, oil_chg and permit_chg have values in 1992-01.",26      "handling": "Values used as given; only ip_growth 1992-01 enters (as lag ip_{s-2} for s=1992-03), as implied by the task's feature definition."27    },28    {29      "issue": "Current-vintage (revised) data with publication lags ignored; training windows include the 2020 COVID swing (ip_growth minimum -14.14 in 2020-04) while evaluation-period actuals lie in [-1.38, 1.33].",30      "handling": "No adjustment or outlier treatment (not part of the specified model); results are not real-time and are interpreted accordingly."31    }32  ],33  "n_input_rows": {34    "ip_predictors.csv": 41735  },36  "n_analysed": 413,37  "random_seed": null,38  "supplementary": {39    "dm_stat_ridge_vs_naive": 3.364959492184776,40    "dm_pvalue_ridge_vs_naive": 0.0013506687241571225,41    "dm_stat_ridge_vs_mean": -0.5392198591267084,42    "dm_pvalue_ridge_vs_mean": 0.591764258342192943  }44}
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