SPB Git

spb/wp41_uqo

Public
5.0 KB · 162 lines json
1{2 "5": {3  "H": 5,4  "n": 986468,5  "n_days": 251,6  "crps": 0.0007929325391468108,7  "crps_lo": 0.0007780397794063055,8  "crps_hi": 0.0008086396229042557,9  "crps_scaled": 0.4532826293391077,10  "crps_scaled_lo": 0.44778606270799415,11  "crps_scaled_hi": 0.4591696706571187,12  "wis": 0.0007138424509356672,13  "wis_lo": 0.0007004360463171515,14  "wis_hi": 0.0007280939959446451,15  "qloss": 0.0003078409910176424,16  "qloss_lo": 0.00030204553841484697,17  "qloss_hi": 0.0003139480143255769,18  "mae": 0.0010965066492481077,19  "mae_lo": 0.0010753656167827672,20  "mae_hi": 0.0011184544867592404,21  "mse": 3.664890203974281e-06,22  "mse_lo": 3.4650260505507003e-06,23  "mse_hi": 3.88271552942523e-06,24  "qlike": -12.467694301005631,25  "qlike_lo": -12.500274906360778,26  "qlike_hi": -12.430154443334098,27  "brier_tail": 0.013299738917025185,28  "brier_tail_lo": 0.012372194203646736,29  "brier_tail_hi": 0.014238058813254873,30  "sharpness": 0.0048108287155628204,31  "sharpness_lo": 0.00473609921500089,32  "sharpness_hi": 0.004895807072950868,33  "dir_acc": 0.4996767724742078,34  "tail_rate": 0.014007550168885356,35  "cov_50": 0.5446603437719216,36  "cov_80": 0.8267586987109566,37  "cov_95": 0.9544709002218014,38  "pit_ks": 0.027051718961226268,39  "pit_chi2_p": 0.0,40  "pit_var": 0.0762519207720254341 },42 "15": {43  "H": 15,44  "n": 986468,45  "n_days": 251,46  "crps": 0.0013346211771743896,47  "crps_lo": 0.0013076612571038398,48  "crps_hi": 0.001363204576742159,49  "crps_scaled": 0.44147522064599426,50  "crps_scaled_lo": 0.4352160963447418,51  "crps_scaled_hi": 0.447966853716923,52  "wis": 0.001201296980486516,53  "wis_lo": 0.0011770103339295303,54  "wis_hi": 0.0012273041570840834,55  "qloss": 0.0005183010227677692,56  "qloss_lo": 0.0005078622444535344,57  "qloss_hi": 0.0005297053524613613,58  "mae": 0.0018486438956482457,59  "mae_lo": 0.001810340235692997,60  "mae_hi": 0.0018893942744006064,61  "mse": 1.0158403053455137e-05,62  "mse_lo": 9.52561337847919e-06,63  "mse_hi": 1.0796489111703263e-05,64  "qlike": -11.398390310050395,65  "qlike_lo": -11.436986012130939,66  "qlike_hi": -11.354005322117418,67  "brier_tail": 0.011153259583686445,68  "brier_tail_lo": 0.010148414573015978,69  "brier_tail_hi": 0.01237007528899972,70  "sharpness": 0.008304272778332233,71  "sharpness_lo": 0.008176226034075976,72  "sharpness_hi": 0.008449049307865743,73  "dir_acc": 0.5009319728977385,74  "tail_rate": 0.0116019982401862,75  "cov_50": 0.5610906790691639,76  "cov_80": 0.8394960606933017,77  "cov_95": 0.9576975634283119,78  "pit_ks": 0.0324659717848268,79  "pit_chi2_p": 0.0,80  "pit_var": 0.0732758060457565281 },82 "30": {83  "H": 30,84  "n": 986468,85  "n_days": 251,86  "crps": 0.001840451532239021,87  "crps_lo": 0.001799480711960995,88  "crps_hi": 0.0018823814252532454,89  "crps_scaled": 0.4312074330391643,90  "crps_scaled_lo": 0.42491204678981376,91  "crps_scaled_hi": 0.43811052631608655,92  "wis": 0.0016567782792656566,93  "wis_lo": 0.0016197838514493065,94  "wis_hi": 0.0016949211998614163,95  "qloss": 0.0007152447048122898,96  "qloss_lo": 0.0006992914744061766,97  "qloss_hi": 0.0007318560812258417,98  "mae": 0.002546407573127022,99  "mae_lo": 0.0024885399258766814,100  "mae_hi": 0.0026054103834271024,101  "mse": 1.918175534677905e-05,102  "mse_lo": 1.780625382468772e-05,103  "mse_hi": 2.0574674733529096e-05,104  "qlike": -10.726196972072533,105  "qlike_lo": -10.7650841462555,106  "qlike_hi": -10.67875308071945,107  "brier_tail": 0.009497870179265826,108  "brier_tail_lo": 0.008470787425330136,109  "brier_tail_hi": 0.010734875041471486,110  "sharpness": 0.011598778888583183,111  "sharpness_lo": 0.011420835693129234,112  "sharpness_hi": 0.011796188416874501,113  "dir_acc": 0.5017354039197242,114  "tail_rate": 0.009812786628659014,115  "cov_50": 0.5691831868849269,116  "cov_80": 0.8449691221610838,117  "cov_95": 0.9591471796348183,118  "pit_ks": 0.03716378449714308,119  "pit_chi2_p": 0.0,120  "pit_var": 0.07195515731610638121 },122 "60": {123  "H": 60,124  "n": 986468,125  "n_days": 251,126  "crps": 0.002521674349502472,127  "crps_lo": 0.002459204974704087,128  "crps_hi": 0.002588961292759721,129  "crps_scaled": 0.4188495913333176,130  "crps_scaled_lo": 0.4106854074727629,131  "crps_scaled_hi": 0.4286295794935505,132  "wis": 0.002270346238316752,133  "wis_lo": 0.002213405665519033,134  "wis_hi": 0.0023323995684242102,135  "qloss": 0.000980626682610606,136  "qloss_lo": 0.0009555827873462638,137  "qloss_hi": 0.0010084040353192476,138  "mae": 0.003485226242202073,139  "mae_lo": 0.003397195793170355,140  "mae_hi": 0.0035802377733416446,141  "mse": 3.5308579480041176e-05,142  "mse_lo": 3.245711854900305e-05,143  "mse_hi": 3.807639526819499e-05,144  "qlike": -10.068455446739636,145  "qlike_lo": -10.109019855281216,146  "qlike_hi": -10.015958752814088,147  "brier_tail": 0.007952693599792391,148  "brier_tail_lo": 0.006569084959451743,149  "brier_tail_hi": 0.009755626629987784,150  "sharpness": 0.016079921275377274,151  "sharpness_lo": 0.01583996215701287,152  "sharpness_hi": 0.01635129169109991,153  "dir_acc": 0.5023830753272371,154  "tail_rate": 0.00818171496693253,155  "cov_50": 0.5765377082682864,156  "cov_80": 0.8502749202204227,157  "cov_95": 0.9608117039782335,158  "pit_ks": 0.0419764444335059,159  "pit_chi2_p": 0.0,160  "pit_var": 0.07064354902811541161 }162}
Files · main
Menu

Theme