SPB Git

spb/wp41_uqo

Public
5.9 KB · 186 lines json
1{2 "5": {3  "H": 5,4  "n": 1008425,5  "n_days": 249,6  "crps": 0.000922391377997023,7  "crps_lo": 0.0008787824528341864,8  "crps_hi": 0.000972663314309956,9  "crps_scaled": 0.46634012342484066,10  "crps_scaled_lo": 0.4577209164202835,11  "crps_scaled_hi": 0.474273732699099,12  "wis": 0.000833430952332799,13  "wis_lo": 0.0007936333808130874,14  "wis_hi": 0.0008800228132291386,15  "qloss": 0.00036326593945998055,16  "qloss_lo": 0.0003456633154526888,17  "qloss_hi": 0.00038451779259290485,18  "mae": 0.0012524848241085571,19  "mae_lo": 0.001194461777501577,20  "mae_hi": 0.0013166254301416186,21  "mse": 4.902445668440017e-06,22  "mse_lo": 4.135681363665422e-06,23  "mse_hi": 5.9030084095515535e-06,24  "qlike": -12.017879250646573,25  "qlike_lo": -12.095335949967026,26  "qlike_hi": -11.923029056144,27  "brier_tail": 0.014653209509879268,28  "brier_tail_lo": 0.013367914866757832,29  "brier_tail_hi": 0.016004604090538874,30  "sharpness": 0.00409304660434889,31  "sharpness_lo": 0.003939160617151048,32  "sharpness_hi": 0.004253995376228489,33  "logscore": -5.215518100429176,34  "logscore_lo": -5.251585800728826,35  "logscore_hi": -5.180392879169663,36  "crps_closed": 0.0009224572300967626,37  "crps_closed_lo": 0.0008788631162719888,38  "crps_closed_hi": 0.0009728164053042192,39  "dir_acc": 0.5189714543858304,40  "tail_rate": 0.015266380742246573,41  "cov_50": 0.37224384560081314,42  "cov_80": 0.6677819371792647,43  "cov_95": 0.8979646478419318,44  "pit_ks": 0.07635205588253835,45  "pit_chi2_p": 0.0,46  "pit_var": 0.1093037393595871847 },48 "15": {49  "H": 15,50  "n": 1008425,51  "n_days": 249,52  "crps": 0.001534789539937907,53  "crps_lo": 0.0014517103659837445,54  "crps_hi": 0.0016195120678242586,55  "crps_scaled": 0.44490952308684184,56  "crps_scaled_lo": 0.43652081526205966,57  "crps_scaled_hi": 0.45316219122053375,58  "wis": 0.0013837987172590628,59  "wis_lo": 0.001307919666730332,60  "wis_hi": 0.0014616811074949054,61  "qloss": 0.0005985300914001653,62  "qloss_lo": 0.0005648228310817202,63  "qloss_hi": 0.0006333963968891493,64  "mae": 0.0021236766204746553,65  "mae_lo": 0.0020132523552429025,66  "mae_hi": 0.002236972904352078,67  "mse": 1.4051657610945267e-05,68  "mse_lo": 1.1524736826058889e-05,69  "mse_hi": 1.7213762616985592e-05,70  "qlike": -11.134470833186576,71  "qlike_lo": -11.201537959803977,72  "qlike_hi": -11.065684910904267,73  "brier_tail": 0.012410359223541662,74  "brier_tail_lo": 0.011085453850889862,75  "brier_tail_hi": 0.013932333347181497,76  "sharpness": 0.008367666308401174,77  "sharpness_lo": 0.00807240973582883,78  "sharpness_hi": 0.00868378592044325,79  "logscore": -4.755430645984476,80  "logscore_lo": -4.791848377253022,81  "logscore_hi": -4.719312070908034,82  "crps_closed": 0.0015347900962727383,83  "crps_closed_lo": 0.0014517145215741166,84  "crps_closed_hi": 0.0016194037461319043,85  "dir_acc": 0.5110688042337245,86  "tail_rate": 0.012882465230433597,87  "cov_50": 0.47150556560973794,88  "cov_80": 0.7745692540347572,89  "cov_95": 0.9459830924461412,90  "pit_ks": 0.01833993836460457,91  "pit_chi2_p": 0.0,92  "pit_var": 0.088435395578825893 },94 "30": {95  "H": 30,96  "n": 1008425,97  "n_days": 249,98  "crps": 0.002114629448077993,99  "crps_lo": 0.0020066950688666695,100  "crps_hi": 0.002224373713234956,101  "crps_scaled": 0.43504343730360356,102  "crps_scaled_lo": 0.42572945853812827,103  "crps_scaled_hi": 0.4443049823791023,104  "wis": 0.0019064701335238742,105  "wis_lo": 0.0018079581476267814,106  "wis_hi": 0.002009497629225796,107  "qloss": 0.0008239704443126074,108  "qloss_lo": 0.000780741269232375,109  "qloss_hi": 0.0008708471360990109,110  "mae": 0.002932543868842661,111  "mae_lo": 0.002785914370721939,112  "mae_hi": 0.003077086486666841,113  "mse": 2.562883779692158e-05,114  "mse_lo": 2.169967654186173e-05,115  "mse_hi": 3.0398878195788072e-05,116  "qlike": -10.476265485836283,117  "qlike_lo": -10.545617230040127,118  "qlike_hi": -10.405410119745712,119  "brier_tail": 0.01116294850881325,120  "brier_tail_lo": 0.00971762538633676,121  "brier_tail_hi": 0.012612901363439141,122  "sharpness": 0.011847283580305661,123  "sharpness_lo": 0.011435723856784598,124  "sharpness_hi": 0.01229443156766963,125  "logscore": -4.424882492186817,126  "logscore_lo": -4.46215404751866,127  "logscore_hi": -4.388623463923613,128  "crps_closed": 0.002114525033586138,129  "crps_closed_lo": 0.002006584268557801,130  "crps_closed_hi": 0.0022243030319062064,131  "dir_acc": 0.5031208878465464,132  "tail_rate": 0.01144457941839998,133  "cov_50": 0.4753521580682748,134  "cov_80": 0.7828970919999009,135  "cov_95": 0.9521650097924982,136  "pit_ks": 0.018145608745238184,137  "pit_chi2_p": 0.0,138  "pit_var": 0.08707571853851885139 },140 "60": {141  "H": 60,142  "n": 1008425,143  "n_days": 249,144  "crps": 0.002910353839208265,145  "crps_lo": 0.0027541622167326827,146  "crps_hi": 0.0030905791600647978,147  "crps_scaled": 0.42321380782340295,148  "crps_scaled_lo": 0.41257939450709724,149  "crps_scaled_hi": 0.43463918416298003,150  "wis": 0.00262587752442594,151  "wis_lo": 0.0024820697657494777,152  "wis_hi": 0.0027955807099457625,153  "qloss": 0.001136651027125942,154  "qloss_lo": 0.0010717679846494093,155  "qloss_hi": 0.0012145741321959618,156  "mae": 0.004028726359727193,157  "mae_lo": 0.003822130465805875,158  "mae_hi": 0.004252817479946593,159  "mse": 4.8870722903785354e-05,160  "mse_lo": 4.0363309374970296e-05,161  "mse_hi": 6.0446222174064584e-05,162  "qlike": -9.820051245081713,163  "qlike_lo": -9.89350748920308,164  "qlike_hi": -9.743580902888844,165  "brier_tail": 0.009860838361801821,166  "brier_tail_lo": 0.00811446222322657,167  "brier_tail_hi": 0.01193518011843449,168  "sharpness": 0.016611365206066188,169  "sharpness_lo": 0.016049223371980177,170  "sharpness_hi": 0.017237463179388773,171  "logscore": -4.100660125357168,172  "logscore_lo": -4.142330452476265,173  "logscore_hi": -4.060470129230119,174  "crps_closed": 0.002910347387039432,175  "crps_closed_lo": 0.002754333336780673,176  "crps_closed_hi": 0.0030900791863326896,177  "dir_acc": 0.49790999689392446,178  "tail_rate": 0.00998091082628852,179  "cov_50": 0.4882237151994447,180  "cov_80": 0.7946431316161341,181  "cov_95": 0.9553997570468801,182  "pit_ks": 0.013282056929276087,183  "pit_chi2_p": 0.0,184  "pit_var": 0.08465335645819422185 }186}
Files · 013c8cc25081c2aa0aed28c2b71bcb00657ec293
Menu

Theme