SPB Git

spb/wp39_uqo

Public
9.0 KB · 376 lines json
1{2 "h4": {3  "lightgbm": {4   "d_logloss": [5    2e-05,6    -0.00119,7    0.00062,8    -0.0004,9    0.0008810   ],11   "horizons": [12    40,13    20,14    10,15    5,16    117   ],18   "p": 0.3910022189557703,19   "spearman_gain_vs_minus_h": -0.4999999999999999420  },21  "logistic": {22   "d_logloss": [23    0.00252,24    0.00134,25    0.00294,26    0.00262,27    0.00199,28    0.0031829   ],30   "horizons": [31    40,32    20,33    10,34    5,35    1,36    037   ],38   "p": 0.3287230320699708,39   "spearman_gain_vs_minus_h": -0.4857142857142857740  }41 },42 "power": {43  "mde_logloss_80pct_power": 0.002502999332077265,44  "sd_quarterly_diff": 0.004379336564368862,45  "test_quarters_assumed": 24,46  "validation_mean_diff": 0.0014797671690982646,47  "validation_quarters": 748 },49 "primary": [50  {51   "a": "B5",52   "b": "B2",53   "brier_ci_hi": 0.002102520687057513,54   "brier_ci_lo": -6.305303922551488e-06,55   "ci_hi": 0.004130774166061103,56   "ci_lo": -0.0012757870850461119,57   "d_brier": 0.0010240759337197486,58   "d_logloss": 0.0013442563751678291,59   "family": "logistic",60   "gw_p": 0.5182044121765941,61   "gw_p_holm": 1.0,62   "gw_t": 0.6562041818906179,63   "holm_family": "freq_vs_daily",64   "n": 53667,65   "n_quarters": 24,66   "p_boot": 0.30467  },68  {69   "a": "B4",70   "b": "B2",71   "brier_ci_hi": 0.0011341384012931084,72   "brier_ci_lo": -0.00046671810838624917,73   "ci_hi": 0.001774360270514181,74   "ci_lo": -0.0020714524056460975,75   "d_brier": 0.0003370419210717378,76   "d_logloss": -0.00017371057021601562,77   "family": "logistic",78   "gw_p": 0.8696053219530901,79   "gw_p_holm": 1.0,80   "gw_t": -0.1660028502622323,81   "holm_family": "freq_vs_daily",82   "n": 53667,83   "n_quarters": 24,84   "p_boot": 0.8385  },86  {87   "a": "B3",88   "b": "B2",89   "brier_ci_hi": 0.0008763383338639804,90   "brier_ci_lo": -0.00044075452502793195,91   "ci_hi": 0.001313496723522041,92   "ci_lo": -0.001954247695427455,93   "d_brier": 0.0002297584856789337,94   "d_logloss": -0.00033097286367100154,95   "family": "logistic",96   "gw_p": 0.7996588504042657,97   "gw_p_holm": 1.0,98   "gw_t": -0.25674437422631907,99   "holm_family": "freq_vs_daily",100   "n": 53667,101   "n_quarters": 24,102   "p_boot": 0.606103  },104  {105   "a": "B5",106   "b": "B4",107   "brier_ci_hi": 0.001067909498806651,108   "brier_ci_lo": 0.00034903072359781953,109   "ci_hi": 0.0024909118094825038,110   "ci_lo": 0.0006185384586443704,111   "d_brier": 0.0006870340126480108,112   "d_logloss": 0.0015179669453838445,113   "family": "logistic",114   "gw_p": 0.02261470129321075,115   "gw_p_holm": 0.0452294025864215,116   "gw_t": 2.4439155365403167,117   "holm_family": "fine_vs_coarse",118   "n": 53667,119   "n_quarters": 24,120   "p_boot": 0.002121  },122  {123   "a": "B5",124   "b": "B3",125   "brier_ci_hi": 0.0012971717605411044,126   "brier_ci_lo": 0.00035775197444725163,127   "ci_hi": 0.002974212506183679,128   "ci_lo": 0.0005102431826142689,129   "d_brier": 0.0007943174480408148,130   "d_logloss": 0.0016752292388388303,131   "family": "logistic",132   "gw_p": 0.09709745105237677,133   "gw_p_holm": 0.09709745105237677,134   "gw_t": 1.7296243765095765,135   "holm_family": "fine_vs_coarse",136   "n": 53667,137   "n_quarters": 24,138   "p_boot": 0.006139  },140  {141   "a": "B5all",142   "b": "B2",143   "brier_ci_hi": 0.002004534742054547,144   "brier_ci_lo": -6.995470774741962e-05,145   "ci_hi": 0.003986469093425859,146   "ci_lo": -0.001377959217442637,147   "d_brier": 0.0009424703953585103,148   "d_logloss": 0.0012360260315608914,149   "family": "logistic",150   "gw_p": 0.4953765987912868,151   "gw_p_holm": NaN,152   "gw_t": 0.6927918911683858,153   "holm_family": NaN,154   "n": 53667,155   "n_quarters": 24,156   "p_boot": 0.35157  },158  {159   "a": "B5all",160   "b": "B5",161   "brier_ci_hi": 0.00013263294968337763,162   "brier_ci_lo": -0.00029361864971250303,163   "ci_hi": 0.0004369865542240736,164   "ci_lo": -0.0006308319868601514,165   "d_brier": -8.160553836123825e-05,166   "d_logloss": -0.00010823034360693743,167   "family": "logistic",168   "gw_p": 0.8986407322100243,169   "gw_p_holm": NaN,170   "gw_t": -0.12879341533853708,171   "holm_family": NaN,172   "n": 53667,173   "n_quarters": 24,174   "p_boot": 0.684175  },176  {177   "a": "B2",178   "b": "B1",179   "brier_ci_hi": -0.0011006502466541128,180   "brier_ci_lo": -0.00432939062615807,181   "ci_hi": -0.002293986800609357,182   "ci_lo": -0.01008245128530456,183   "d_brier": -0.0026456125985843634,184   "d_logloss": -0.005987615043984385,185   "family": "logistic",186   "gw_p": 0.08537205441055362,187   "gw_p_holm": NaN,188   "gw_t": -1.7976672581682631,189   "holm_family": NaN,190   "n": 53667,191   "n_quarters": 24,192   "p_boot": 0.0193  },194  {195   "a": "B1",196   "b": "B0",197   "brier_ci_hi": -0.029001073451215963,198   "brier_ci_lo": -0.03659001712552912,199   "ci_hi": -0.0675450742953162,200   "ci_lo": -0.08458216170891877,201   "d_brier": -0.032426489935219856,202   "d_logloss": -0.07543858659119737,203   "family": "logistic",204   "gw_p": 1.2934986415302774e-11,205   "gw_p_holm": NaN,206   "gw_t": -12.325332730556639,207   "holm_family": NaN,208   "n": 53667,209   "n_quarters": 24,210   "p_boot": 0.0211  },212  {213   "a": "LB5",214   "b": "LB2",215   "brier_ci_hi": 0.0008207003012613965,216   "brier_ci_lo": 0.00034552148846785964,217   "ci_hi": 0.002258207914283448,218   "ci_lo": 0.0009606805504285829,219   "d_brier": 0.00057411905932548,220   "d_logloss": 0.0015842297977776163,221   "family": "lightgbm",222   "gw_p": 0.0008167576312738678,223   "gw_p_holm": 0.0024502728938216034,224   "gw_t": 3.8495664167764154,225   "holm_family": "freq_vs_daily",226   "n": 53667,227   "n_quarters": 24,228   "p_boot": 0.0229  },230  {231   "a": "LB4",232   "b": "LB2",233   "brier_ci_hi": 0.0013716048171252234,234   "brier_ci_lo": 0.00027865083913277463,235   "ci_hi": 0.00351929808953741,236   "ci_lo": 0.000732285588281284,237   "d_brier": 0.0008200742901701624,238   "d_logloss": 0.0021242112753061828,239   "family": "lightgbm",240   "gw_p": 0.03002500424574106,241   "gw_p_holm": 0.04903320654365695,242   "gw_t": 2.31284126898743,243   "holm_family": "freq_vs_daily",244   "n": 53667,245   "n_quarters": 24,246   "p_boot": 0.002247  },248  {249   "a": "LB3",250   "b": "LB2",251   "brier_ci_hi": 0.0012791441620256788,252   "brier_ci_lo": 0.00019922412182524557,253   "ci_hi": 0.0030743051252295262,254   "ci_lo": 0.0002900052501291617,255   "d_brier": 0.0007403106997101536,256   "d_logloss": 0.0017061860253204176,257   "family": "lightgbm",258   "gw_p": 0.024516603271828474,259   "gw_p_holm": 0.04903320654365695,260   "gw_t": 2.4068674159500554,261   "holm_family": "freq_vs_daily",262   "n": 53667,263   "n_quarters": 24,264   "p_boot": 0.012265  },266  {267   "a": "LB5",268   "b": "LB4",269   "brier_ci_hi": 0.00021367882724580115,270   "brier_ci_lo": -0.0007582114140092203,271   "ci_hi": 0.0006343835537579865,272   "ci_lo": -0.0018852822435658342,273   "d_brier": -0.00024595523084468236,274   "d_logloss": -0.0005399814775285669,275   "family": "lightgbm",276   "gw_p": 0.47137285440514143,277   "gw_p_holm": 0.9427457088102829,278   "gw_t": -0.7323163319983604,279   "holm_family": "fine_vs_coarse",280   "n": 53667,281   "n_quarters": 24,282   "p_boot": 0.378283  },284  {285   "a": "LB5",286   "b": "LB3",287   "brier_ci_hi": 0.00033337960100083565,288   "brier_ci_lo": -0.000744863142145837,289   "ci_hi": 0.0011332018293288546,290   "ci_lo": -0.0015916001970991108,291   "d_brier": -0.0001661916403846737,292   "d_logloss": -0.00012195622754280165,293   "family": "lightgbm",294   "gw_p": 0.49619625508922605,295   "gw_p_holm": 0.9427457088102829,296   "gw_t": -0.6914619244828882,297   "holm_family": "fine_vs_coarse",298   "n": 53667,299   "n_quarters": 24,300   "p_boot": 0.842301  },302  {303   "a": "LB5all",304   "b": "LB2",305   "brier_ci_hi": 0.001801609355201739,306   "brier_ci_lo": 0.0006176931226027079,307   "ci_hi": 0.004480904122612273,308   "ci_lo": 0.001555493562354714,309   "d_brier": 0.001224434918427927,310   "d_logloss": 0.0030447737022446437,311   "family": "lightgbm",312   "gw_p": 0.0050400898412501505,313   "gw_p_holm": NaN,314   "gw_t": 3.100627355962149,315   "holm_family": NaN,316   "n": 53667,317   "n_quarters": 24,318   "p_boot": 0.0319  },320  {321   "a": "LB5all",322   "b": "LB5",323   "brier_ci_hi": 0.0011890917511243034,324   "brier_ci_lo": 0.00014497265257470103,325   "ci_hi": 0.0027753512234958717,326   "ci_lo": 0.0002100362991434385,327   "d_brier": 0.000650315859102447,328   "d_logloss": 0.0014605439044670272,329   "family": "lightgbm",330   "gw_p": 0.07507121166659614,331   "gw_p_holm": NaN,332   "gw_t": 1.8644500547260343,333   "holm_family": NaN,334   "n": 53667,335   "n_quarters": 24,336   "p_boot": 0.024337  },338  {339   "a": "LB2",340   "b": "LB1",341   "brier_ci_hi": -0.0016956805700258678,342   "brier_ci_lo": -0.0039669443904332205,343   "ci_hi": -0.0042253342566490005,344   "ci_lo": -0.00947576364067499,345   "d_brier": -0.002777894497281922,346   "d_logloss": -0.006795740267029504,347   "family": "lightgbm",348   "gw_p": 0.0008880587614936708,349   "gw_p_holm": NaN,350   "gw_t": -3.815712157015185,351   "holm_family": NaN,352   "n": 53667,353   "n_quarters": 24,354   "p_boot": 0.0355  },356  {357   "a": "LB1",358   "b": "LB0",359   "brier_ci_hi": -0.04989947404250845,360   "brier_ci_lo": -0.060354223339695694,361   "ci_hi": -0.12395659421373545,362   "ci_lo": -0.1471161471547142,363   "d_brier": -0.05447633667070017,364   "d_logloss": -0.1344860826103146,365   "family": "lightgbm",366   "gw_p": 2.6867397195928788e-14,367   "gw_p_holm": NaN,368   "gw_t": -16.598344545171564,369   "holm_family": NaN,370   "n": 53667,371   "n_quarters": 24,372   "p_boot": 0.0373  }374 ],375 "run_at": "2026-11-02T15:30:31-0500"376}
Files · main
Menu

Theme