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": "no effect: training rows start at 1992-03 as specified, so these cells are never used"23 },24 {25 "issue": "data/README.md states the first month of every change series is empty, but ip_growth, oil_chg and permit_chg are populated for 1992-01",26 "handling": "values used as given (only ip_growth 1992-01/02 enters, as lags of the 1992-03 training row, as the task specification implies)"27 },28 {29 "issue": "extreme COVID-19 observations (e.g. ip_growth 2020-04 = -14.1, 2020-06 = +6.3) inside every training window",30 "handling": "retained; the ridge specification is fixed by the task and no outlier treatment is allowed for"31 },32 {33 "issue": "current-vintage (revised) data with publication lags ignored",34 "handling": "results describe pseudo-out-of-sample accuracy on revised data, 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}