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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 for 1992-01/02).",22      "handling": "Not used: earliest ridge training row is 1992-03, whose features (incl. lags to 1992-01 of ip_growth) are complete."23    },24    {25      "issue": "README says the first month (1992-01) of each change series is empty, but ip_growth, oil_chg and permit_chg have values for 1992-01 (presumably computed from 1991-12 levels).",26      "handling": "Values used as given; ip_growth 1992-01 enters only as the second lag of the 1992-03 training row; the expanding-mean baseline starts at 1992-04 as specified."27    },28    {29      "issue": "Extreme COVID-19 observations in ip_growth (min -14.142 at 2020-04, max 6.347 at 2020-06) lie in every training window.",30      "handling": "Kept as given (task specifies the estimator exactly); noted as a limitation."31    }32  ],33  "n_input_rows": {34    "ip_predictors.csv": 41735  },36  "n_analysed": 413,37  "random_seed": 2026103038}
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