Download unified_config.json from CodeDevX/future-prediction-multi-domain-lstm: direct link, hf CLI and curl.
- Browser
- Download file 71 kB
-
https://huggingface.co/CodeDevX/future-prediction-multi-domain-lstm/resolve/main/unified_config.json
- Command line
-
hf download hf://CodeDevX/future-prediction-multi-domain-lstm/unified_config.json
-
curl -L -o unified_config.json https://huggingface.co/CodeDevX/future-prediction-multi-domain-lstm/resolve/main/unified_config.json
71 kB
| { | |
| "mode": "unified", | |
| "num_domains": 7, | |
| "domain_order": [ | |
| "ai", | |
| "programming", | |
| "finance", | |
| "sports", | |
| "weather", | |
| "economy", | |
| "energy" | |
| ], | |
| "domain_ids": { | |
| "ai": 0, | |
| "programming": 1, | |
| "finance": 2, | |
| "sports": 3, | |
| "weather": 4, | |
| "economy": 5, | |
| "energy": 6 | |
| }, | |
| "lookback": 60, | |
| "horizon_steps": 7, | |
| "horizon_days": 7, | |
| "hidden_size": 128, | |
| "num_layers": 2, | |
| "dropout": 0.1, | |
| "embed_dim": 16, | |
| "input_size": 7, | |
| "features": [ | |
| "rel", | |
| "ret1", | |
| "ma7", | |
| "ma30", | |
| "vol7", | |
| "dow_sin", | |
| "dow_cos" | |
| ], | |
| "balanced_sampling": true, | |
| "epochs_used": 13, | |
| "domain_share": { | |
| "ai": 0.17331399564902103, | |
| "programming": 0.0112037708484409, | |
| "finance": 0.10511240029006526, | |
| "sports": 0.27509064539521394, | |
| "weather": 0.10514865844815083, | |
| "economy": 0.1672226250906454, | |
| "energy": 0.16290790427846266 | |
| }, | |
| "splits": { | |
| "ai": { | |
| "source": "yfinance:NVDA", | |
| "n": 6933, | |
| "train_windows": 4780, | |
| "val_windows": 1035, | |
| "test_windows": 1040, | |
| "val_end": "2022-06-13", | |
| "test_start": "2022-06-14", | |
| "test_end": "2026-08-14" | |
| }, | |
| "programming": { | |
| "source": "npm-api:react-daily-downloads", | |
| "n": 547, | |
| "train_windows": 309, | |
| "val_windows": 77, | |
| "test_windows": 83, | |
| "val_end": "2026-05-20", | |
| "test_start": "2026-05-21", | |
| "test_end": "2026-08-17" | |
| }, | |
| "finance": { | |
| "source": "yfinance:BTC-USD", | |
| "n": 4247, | |
| "train_windows": 2899, | |
| "val_windows": 632, | |
| "test_windows": 638, | |
| "val_end": "2024-11-11", | |
| "test_start": "2024-11-12", | |
| "test_end": "2026-08-17" | |
| }, | |
| "sports": { | |
| "source": "huggingface:davidtadediji/tennis-atp->world#1-elo", | |
| "n": 10944, | |
| "train_windows": 7587, | |
| "val_windows": 1637, | |
| "test_windows": 1642, | |
| "val_end": "2020-06-14", | |
| "test_start": "2020-06-15", | |
| "test_end": "2024-12-18" | |
| }, | |
| "weather": { | |
| "source": "open-meteo:Chennai, India", | |
| "n": 4248, | |
| "train_windows": 2900, | |
| "val_windows": 632, | |
| "test_windows": 638, | |
| "val_end": "2024-11-12", | |
| "test_start": "2024-11-13", | |
| "test_end": "2026-08-18" | |
| }, | |
| "economy": { | |
| "source": "yfinance:^GSPC", | |
| "n": 6694, | |
| "train_windows": 4612, | |
| "val_windows": 999, | |
| "test_windows": 1005, | |
| "val_end": "2022-08-03", | |
| "test_start": "2022-08-04", | |
| "test_end": "2026-08-14" | |
| }, | |
| "energy": { | |
| "source": "yfinance:CL=F(WTI)", | |
| "n": 6524, | |
| "train_windows": 4493, | |
| "val_windows": 974, | |
| "test_windows": 979, | |
| "val_end": "2022-09-15", | |
| "test_start": "2022-09-16", | |
| "test_end": "2026-08-18" | |
| } | |
| }, | |
| "metrics_per_topic": { | |
| "ai": { | |
| "mae": 0.2841591065110281, | |
| "rel_mae": 0.04393040016293526, | |
| "h1_mape": 0.02346398045932468, | |
| "h1_smape": 0.02346398045932468, | |
| "naive_mae": 0.28246278308233025 | |
| }, | |
| "programming": { | |
| "mae": 1107488.6101399218, | |
| "rel_mae": 0.10526195168495178, | |
| "h1_mape": 0.07687469596639351, | |
| "h1_smape": 0.07687469596639351, | |
| "naive_mae": 2912631.3987902985 | |
| }, | |
| "finance": { | |
| "mae": 825.583399426427, | |
| "rel_mae": 0.0364152155816555, | |
| "h1_mape": 0.017542361335647287, | |
| "h1_smape": 0.017542361335647287, | |
| "naive_mae": 829.6741665302235 | |
| }, | |
| "sports": { | |
| "mae": 1.1464295272861467, | |
| "rel_mae": 0.0014676062855869532, | |
| "h1_mape": 0.0005075532298533698, | |
| "h1_smape": 0.0005075532298533698, | |
| "naive_mae": 0.6336949202377652 | |
| }, | |
| "weather": { | |
| "mae": 0.5263613014753098, | |
| "rel_mae": 0.003063214709982276, | |
| "h1_mape": 0.0017437239012044554, | |
| "h1_smape": 0.0017437239012044554, | |
| "naive_mae": 0.51186728722687 | |
| }, | |
| "economy": { | |
| "mae": 30.89933273847546, | |
| "rel_mae": 0.016552897170186043, | |
| "h1_mape": 0.009081157829851201, | |
| "h1_smape": 0.009081157829851201, | |
| "naive_mae": 30.608614641791803 | |
| }, | |
| "energy": { | |
| "mae": 1.2696734135893373, | |
| "rel_mae": 0.04378122463822365, | |
| "h1_mape": 0.02240619066317399, | |
| "h1_smape": 0.02240619066317399, | |
| "naive_mae": 1.273891168054487 | |
| } | |
| }, | |
| "step_std_rel": { | |
| "ai": [ | |
| 0.03247126191854477, | |
| 0.042573317885398865, | |
| 0.052421241998672485, | |
| 0.06054779887199402, | |
| 0.06747233867645264, | |
| 0.07446613162755966, | |
| 0.07969465851783752 | |
| ], | |
| "programming": [ | |
| 0.11005405336618423, | |
| 0.1357116550207138, | |
| 0.13214074075222015, | |
| 0.1421988606452942, | |
| 0.16599741578102112, | |
| 0.15532954037189484, | |
| 0.12874193489551544 | |
| ], | |
| "finance": [ | |
| 0.025363367050886154, | |
| 0.03526361286640167, | |
| 0.04416524991393089, | |
| 0.05150371044874191, | |
| 0.057826004922389984, | |
| 0.06427040696144104, | |
| 0.07034773379564285 | |
| ], | |
| "sports": [ | |
| 0.0016912183491513133, | |
| 0.0023526898585259914, | |
| 0.0028747294563800097, | |
| 0.0033273082226514816, | |
| 0.0037211820017546415, | |
| 0.004067928064614534, | |
| 0.004392506089061499 | |
| ], | |
| "weather": [ | |
| 0.002375988755375147, | |
| 0.0033631213009357452, | |
| 0.0039183334447443485, | |
| 0.004387530963867903, | |
| 0.004740420263260603, | |
| 0.004960054997354746, | |
| 0.005166115704923868 | |
| ], | |
| "economy": [ | |
| 0.014150653965771198, | |
| 0.017810450866818428, | |
| 0.022123143076896667, | |
| 0.025745326653122902, | |
| 0.028561057522892952, | |
| 0.031003551557660103, | |
| 0.032586902379989624 | |
| ], | |
| "energy": [ | |
| 0.0402238592505455, | |
| 0.05721089243888855, | |
| 0.06716341525316238, | |
| 0.0739133432507515, | |
| 0.08338458091020584, | |
| 0.09301600605249405, | |
| 0.10150003433227539 | |
| ] | |
| }, | |
| "validation": { | |
| "ai": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 0.2841591065110281, | |
| "rmse": 0.4729743499779955, | |
| "smape": 0.02346398045932468 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.3881345018370178, | |
| "rmse": 0.6387925333165557, | |
| "smape": 0.03140880963980904 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.4679698141775471, | |
| "rmse": 0.7738639886182772, | |
| "smape": 0.038818552384395105 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.5413497589019939, | |
| "rmse": 0.8920798296419327, | |
| "smape": 0.04498124357125311 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 0.6060109055012014, | |
| "rmse": 0.9895849823026152, | |
| "smape": 0.050800184270073635 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 0.6890779266753161, | |
| "rmse": 1.1072377713525356, | |
| "smape": 0.056520127509433034 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 0.7515379606808978, | |
| "rmse": 1.2236625258946425, | |
| "smape": 0.06089961530944803 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5314617618586641, | |
| "coverage": 0.9980676328502416, | |
| "n": 1033 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5493230174081238, | |
| "coverage": 0.9990338164251208, | |
| "n": 1034 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.561352657004831, | |
| "coverage": 1.0, | |
| "n": 1035 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5661835748792271, | |
| "coverage": 1.0, | |
| "n": 1035 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5715667311411993, | |
| "coverage": 0.9990338164251208, | |
| "n": 1034 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5681159420289855, | |
| "coverage": 1.0, | |
| "n": 1035 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5826086956521739, | |
| "coverage": 1.0, | |
| "n": 1035 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 0.28246278308233025, | |
| "rmse": 0.4701152869509584, | |
| "smape": 0.02341860160679088 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.38976303714536004, | |
| "rmse": 0.6405263099513898, | |
| "smape": 0.031668826087678174 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.46603473560012504, | |
| "rmse": 0.7671683776547981, | |
| "smape": 0.03907608799352383 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.5424051155280081, | |
| "rmse": 0.8854165641505132, | |
| "smape": 0.045654067892492954 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 0.6072305310672301, | |
| "rmse": 0.9857955197839476, | |
| "smape": 0.05135176021473697 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 0.6839957875934481, | |
| "rmse": 1.0919746245426063, | |
| "smape": 0.0570651688199941 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 0.7501647203243401, | |
| "rmse": 1.2028518545673934, | |
| "smape": 0.061758755040772086 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 0.4632883039700015, | |
| "rmse": 0.7548194688282447, | |
| "smape": 0.038639354645345104 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.543892479583497, | |
| "rmse": 0.883031231534314, | |
| "smape": 0.045178829033480986 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.6147626357232254, | |
| "rmse": 0.9982784994701706, | |
| "smape": 0.05101290769017976 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.6812543205327535, | |
| "rmse": 1.1054859836234734, | |
| "smape": 0.05637267109443347 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 0.7453769967989282, | |
| "rmse": 1.2049477732063651, | |
| "smape": 0.06148072463518962 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 0.8096754945630977, | |
| "rmse": 1.3023016098696274, | |
| "smape": 0.06636840029581134 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 0.8681702307137305, | |
| "rmse": 1.397688903537892, | |
| "smape": 0.0708709511323946 | |
| } | |
| ], | |
| "mae_h1": 0.2841591065110281, | |
| "h1_smape": 0.02346398045932468, | |
| "rel_mae": 0.04393040016293526 | |
| }, | |
| "programming": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1107488.6101399218, | |
| "rmse": 1422645.2782557756, | |
| "smape": 0.07687469596639351 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1470746.5241230293, | |
| "rmse": 1885289.545736654, | |
| "smape": 0.10162609494490774 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1613550.9171244858, | |
| "rmse": 1954303.3050248357, | |
| "smape": 0.10635898901968564 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 1565062.1826691814, | |
| "rmse": 2040852.391248196, | |
| "smape": 0.0934315724380462 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1726754.6823279897, | |
| "rmse": 2263170.2564814314, | |
| "smape": 0.10273256816435758 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1667771.8068618535, | |
| "rmse": 2135821.3759079315, | |
| "smape": 0.10132827637350823 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1579191.5736932987, | |
| "rmse": 2041331.4906393846, | |
| "smape": 0.09838796042138537 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.7532467532467533, | |
| "coverage": 1.0, | |
| "n": 77 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.8961038961038961, | |
| "coverage": 1.0, | |
| "n": 77 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.9090909090909091, | |
| "coverage": 1.0, | |
| "n": 77 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.8441558441558441, | |
| "coverage": 1.0, | |
| "n": 77 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.948051948051948, | |
| "coverage": 1.0, | |
| "n": 77 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.7532467532467533, | |
| "coverage": 1.0, | |
| "n": 77 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5974025974025974, | |
| "coverage": 1.0, | |
| "n": 77 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 2912631.3987902985, | |
| "rmse": 4216168.554468019, | |
| "smape": 0.1994760531332476 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 5382557.681533507, | |
| "rmse": 6466437.0531896185, | |
| "smape": 0.3600633072704859 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 6135849.914412142, | |
| "rmse": 7246207.874887046, | |
| "smape": 0.3973031947722054 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 6218582.165139002, | |
| "rmse": 7359983.632051111, | |
| "smape": 0.40167516597109487 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 5574317.677547133, | |
| "rmse": 6692704.619198067, | |
| "smape": 0.36762840848968087 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3382645.0332593285, | |
| "rmse": 4636849.211887669, | |
| "smape": 0.22574525822061037 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1682571.9860159422, | |
| "rmse": 2171742.060393556, | |
| "smape": 0.10638260981283404 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 3816008.888576795, | |
| "rmse": 4186519.3632731508, | |
| "smape": 0.24863564431779003 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 3894921.8967178455, | |
| "rmse": 4268781.738751068, | |
| "smape": 0.25275246123731737 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3941276.856369674, | |
| "rmse": 4321917.917044462, | |
| "smape": 0.2523278697213674 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 3993130.4145764485, | |
| "rmse": 4388537.5884280335, | |
| "smape": 0.25387177613979384 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 4004930.1928452486, | |
| "rmse": 4417420.4699021615, | |
| "smape": 0.2539681032848986 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 4064108.70890328, | |
| "rmse": 4467073.438153654, | |
| "smape": 0.2571087862927592 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 4116881.414301527, | |
| "rmse": 4525955.221997797, | |
| "smape": 0.25979524552603434 | |
| } | |
| ], | |
| "mae_h1": 1107488.6101399218, | |
| "h1_smape": 0.07687469596639351, | |
| "rel_mae": 0.10526195168495178 | |
| }, | |
| "finance": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 825.583399426427, | |
| "rmse": 1274.1867732561386, | |
| "smape": 0.017542361335647287 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1163.3889446722535, | |
| "rmse": 1747.5117344814553, | |
| "smape": 0.02475588051145805 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1485.3667190979772, | |
| "rmse": 2160.4859343673083, | |
| "smape": 0.03156375712733933 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 1770.953985023291, | |
| "rmse": 2505.0763438703143, | |
| "smape": 0.037651283937922275 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1985.0729948885155, | |
| "rmse": 2793.957979522222, | |
| "smape": 0.042316617931747826 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 2189.3240301273627, | |
| "rmse": 3094.662008220113, | |
| "smape": 0.046550972251733255 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 2383.1119614621866, | |
| "rmse": 3383.866345077947, | |
| "smape": 0.0507180722330378 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5253164556962026, | |
| "coverage": 1.0, | |
| "n": 632 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5348101265822784, | |
| "coverage": 1.0, | |
| "n": 632 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5427215189873418, | |
| "coverage": 1.0, | |
| "n": 632 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5142405063291139, | |
| "coverage": 1.0, | |
| "n": 632 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5268987341772152, | |
| "coverage": 1.0, | |
| "n": 632 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5522151898734177, | |
| "coverage": 1.0, | |
| "n": 632 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5458860759493671, | |
| "coverage": 1.0, | |
| "n": 632 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 829.6741665302235, | |
| "rmse": 1272.947618027051, | |
| "smape": 0.017587606163322056 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1171.2355857093546, | |
| "rmse": 1752.3276898141405, | |
| "smape": 0.024908805587980823 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1489.6792036886077, | |
| "rmse": 2171.254161582636, | |
| "smape": 0.03166774173679312 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 1756.426913989649, | |
| "rmse": 2506.5272435906727, | |
| "smape": 0.037401613865544074 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1980.3461497388662, | |
| "rmse": 2811.777491219426, | |
| "smape": 0.04222745404607978 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 2177.5229077643817, | |
| "rmse": 3106.579896415124, | |
| "smape": 0.04641900277240862 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 2362.176735405009, | |
| "rmse": 3405.005766077381, | |
| "smape": 0.050292070340072534 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 1458.4575263018946, | |
| "rmse": 2077.4337150507467, | |
| "smape": 0.031595463493065204 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1707.71315701039, | |
| "rmse": 2419.1885809229007, | |
| "smape": 0.0369873515420868 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1922.8037406766618, | |
| "rmse": 2715.2572227236365, | |
| "smape": 0.0417017101942102 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2106.694471851333, | |
| "rmse": 2974.015315940436, | |
| "smape": 0.04573752654833953 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 2279.572837080716, | |
| "rmse": 3208.313897726036, | |
| "smape": 0.049520575539844326 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 2438.275780002367, | |
| "rmse": 3438.0172797356468, | |
| "smape": 0.0529400198413494 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 2597.5774451908214, | |
| "rmse": 3698.95757131465, | |
| "smape": 0.0562375243450891 | |
| } | |
| ], | |
| "mae_h1": 825.583399426427, | |
| "h1_smape": 0.017542361335647287, | |
| "rel_mae": 0.0364152155816555 | |
| }, | |
| "sports": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1.1464295272861467, | |
| "rmse": 3.8733478176094316, | |
| "smape": 0.0005075532298533698 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1.7574557212636277, | |
| "rmse": 5.387146336244015, | |
| "smape": 0.0007774183795532746 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.8607149806340195, | |
| "rmse": 6.668060183054118, | |
| "smape": 0.0012657827014318638 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 3.7444032483524428, | |
| "rmse": 7.761299656359073, | |
| "smape": 0.0016566973458172446 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.6058582322584867, | |
| "rmse": 8.502112715113203, | |
| "smape": 0.0015939518666817317 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 4.962100771186985, | |
| "rmse": 9.464345807928328, | |
| "smape": 0.00219470809313328 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 5.170067981795079, | |
| "rmse": 10.106520702318551, | |
| "smape": 0.0022857384427734813 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.46774193548387094, | |
| "coverage": 0.037874160048869884, | |
| "n": 62 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.48760330578512395, | |
| "coverage": 0.07391569945021381, | |
| "n": 121 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.48044692737430167, | |
| "coverage": 0.10934636530238241, | |
| "n": 179 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.4745762711864407, | |
| "coverage": 0.14416615760537568, | |
| "n": 236 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.46075085324232085, | |
| "coverage": 0.17898594990836897, | |
| "n": 293 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.4685714285714286, | |
| "coverage": 0.21380574221136225, | |
| "n": 350 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.4668304668304668, | |
| "coverage": 0.24862553451435554, | |
| "n": 407 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 0.6336949202377652, | |
| "rmse": 3.765529876095787, | |
| "smape": 0.0002799414478849769 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1.267389959002744, | |
| "rmse": 5.326863098947854, | |
| "smape": 0.0005598829485856726 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1.901084960643273, | |
| "rmse": 6.526380645620064, | |
| "smape": 0.0008398244296251179 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2.5347798424657335, | |
| "rmse": 7.53889062725824, | |
| "smape": 0.0011197658546390913 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.1684748979643613, | |
| "rmse": 8.43120032778205, | |
| "smape": 0.0013997073572374324 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.8021699350847946, | |
| "rmse": 9.238743025900042, | |
| "smape": 0.0016796488472704122 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 4.435864972205228, | |
| "rmse": 9.981162579080712, | |
| "smape": 0.001959590337303392 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 2.5347812025453185, | |
| "rmse": 6.374324872583275, | |
| "smape": 0.0011201587610379694 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 3.1580307843202746, | |
| "rmse": 7.402105373207913, | |
| "smape": 0.0013954850233039526 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3.768812586873471, | |
| "rmse": 8.298716434756287, | |
| "smape": 0.00166527579999879 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 4.367628068206025, | |
| "rmse": 9.102766271430648, | |
| "smape": 0.0019297619140497095 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 4.9611914070552166, | |
| "rmse": 9.836811431713077, | |
| "smape": 0.00219198381505323 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 5.548379978736242, | |
| "rmse": 10.514975624137636, | |
| "smape": 0.0024514596011404248 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 6.130494670956596, | |
| "rmse": 11.147205521588548, | |
| "smape": 0.0027087484919335355 | |
| } | |
| ], | |
| "mae_h1": 1.1464295272861467, | |
| "h1_smape": 0.0005075532298533698, | |
| "rel_mae": 0.0014676062855869532 | |
| }, | |
| "weather": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 0.5263613014753098, | |
| "rmse": 0.7188440311782083, | |
| "smape": 0.0017437239012044554 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.7398742073557417, | |
| "rmse": 1.018220129470189, | |
| "smape": 0.002450998445219139 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.854721968338082, | |
| "rmse": 1.1914403356320902, | |
| "smape": 0.0028297341954770044 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.97526760081513, | |
| "rmse": 1.3335074328648986, | |
| "smape": 0.0032279354880765 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1.0705237123407891, | |
| "rmse": 1.4350765795227107, | |
| "smape": 0.003543562880444524 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1.1298897353012731, | |
| "rmse": 1.5017248944624113, | |
| "smape": 0.003739375091146728 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1.1812079224546874, | |
| "rmse": 1.5634444961545546, | |
| "smape": 0.003909011185849899 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.46959459459459457, | |
| "coverage": 0.9367088607594937, | |
| "n": 592 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5090609555189456, | |
| "coverage": 0.9604430379746836, | |
| "n": 607 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5564924114671164, | |
| "coverage": 0.9382911392405063, | |
| "n": 593 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5375816993464052, | |
| "coverage": 0.9683544303797469, | |
| "n": 612 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.48576214405360135, | |
| "coverage": 0.944620253164557, | |
| "n": 597 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5218800648298217, | |
| "coverage": 0.9762658227848101, | |
| "n": 617 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5048543689320388, | |
| "coverage": 0.9778481012658228, | |
| "n": 618 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 0.51186728722687, | |
| "rmse": 0.7060206258565754, | |
| "smape": 0.0016957824990054072 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.7287979498741363, | |
| "rmse": 1.00412206031131, | |
| "smape": 0.0024144529755963226 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.8591776081419813, | |
| "rmse": 1.198403964308946, | |
| "smape": 0.0028452421878324237 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.9849680189986395, | |
| "rmse": 1.3385765103213512, | |
| "smape": 0.003260845668776772 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1.0609177365946236, | |
| "rmse": 1.4337533867403949, | |
| "smape": 0.0035115170533931215 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1.1297466680030281, | |
| "rmse": 1.5036241430767887, | |
| "smape": 0.0037388836153242483 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1.1783227991171272, | |
| "rmse": 1.5600481249785858, | |
| "smape": 0.003899695900372032 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 0.7868895369617237, | |
| "rmse": 1.0577129367363887, | |
| "smape": 0.0026045899622459063 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.8830253495209948, | |
| "rmse": 1.1905122980037157, | |
| "smape": 0.00292228840910715 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.958159856484095, | |
| "rmse": 1.2893422498452618, | |
| "smape": 0.003170576692832186 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 1.0205693818487318, | |
| "rmse": 1.364285124074852, | |
| "smape": 0.0033768391406597594 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1.064285526731158, | |
| "rmse": 1.4184825756712887, | |
| "smape": 0.003521388989197789 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1.098078154018031, | |
| "rmse": 1.4533544137065721, | |
| "smape": 0.003633288212627906 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1.1195294141769405, | |
| "rmse": 1.474381456483631, | |
| "smape": 0.0037044226773486734 | |
| } | |
| ], | |
| "mae_h1": 0.5263613014753098, | |
| "h1_smape": 0.0017437239012044554, | |
| "rel_mae": 0.003063214709982276 | |
| }, | |
| "economy": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 30.89933273847546, | |
| "rmse": 45.640693079226956, | |
| "smape": 0.009081157829851201 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 41.86481826706984, | |
| "rmse": 59.88609974824469, | |
| "smape": 0.01217069704434758 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 51.09734227463037, | |
| "rmse": 73.9835535196601, | |
| "smape": 0.01494114731565766 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 60.00487526137059, | |
| "rmse": 85.9751111653527, | |
| "smape": 0.017596628462022344 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 66.23180860763593, | |
| "rmse": 95.65962300414233, | |
| "smape": 0.019355959819847952 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 71.75918891748668, | |
| "rmse": 104.44775463499009, | |
| "smape": 0.020918996796568935 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 76.23734132598314, | |
| "rmse": 110.76464997006956, | |
| "smape": 0.022110798224093463 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.4644644644644645, | |
| "coverage": 1.0, | |
| "n": 999 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5945945945945946, | |
| "coverage": 1.0, | |
| "n": 999 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5905905905905906, | |
| "coverage": 1.0, | |
| "n": 999 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5655655655655656, | |
| "coverage": 1.0, | |
| "n": 999 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.6096096096096096, | |
| "coverage": 1.0, | |
| "n": 999 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.6186186186186187, | |
| "coverage": 1.0, | |
| "n": 999 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.6176176176176176, | |
| "coverage": 1.0, | |
| "n": 999 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 30.608614641791803, | |
| "rmse": 45.46975656309265, | |
| "smape": 0.008999896836165117 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 42.214991214363366, | |
| "rmse": 59.5546921820209, | |
| "smape": 0.012284689383054818 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 51.92240289952914, | |
| "rmse": 74.06388469217862, | |
| "smape": 0.015208246260922426 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 60.277840062356326, | |
| "rmse": 85.6995899155009, | |
| "smape": 0.017682370953141204 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 67.15281830149983, | |
| "rmse": 95.01424855374742, | |
| "smape": 0.019650562920333584 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 73.35890772513139, | |
| "rmse": 104.0742223978095, | |
| "smape": 0.021458126898990463 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 78.97448930491674, | |
| "rmse": 110.35642400713161, | |
| "smape": 0.0230392593366969 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 50.54820211929938, | |
| "rmse": 71.22881473507513, | |
| "smape": 0.014809377655888176 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 58.633386256275756, | |
| "rmse": 82.40766991579704, | |
| "smape": 0.017153092662995875 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 66.0255590646588, | |
| "rmse": 92.22028119892822, | |
| "smape": 0.019314342106909816 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 73.00217335408323, | |
| "rmse": 101.3094274824446, | |
| "smape": 0.021364371185532485 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 79.31095948875819, | |
| "rmse": 109.58540403625881, | |
| "smape": 0.02322340323937416 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 85.1304082388086, | |
| "rmse": 117.39486593585822, | |
| "smape": 0.024941211392415598 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 90.7904892435979, | |
| "rmse": 124.93539560312713, | |
| "smape": 0.026612960951144085 | |
| } | |
| ], | |
| "mae_h1": 30.89933273847546, | |
| "h1_smape": 0.009081157829851201, | |
| "rel_mae": 0.016552897170186043 | |
| }, | |
| "energy": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1.2696734135893373, | |
| "rmse": 1.943458577439184, | |
| "smape": 0.02240619066317399 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1.837436521825722, | |
| "rmse": 2.717975331674408, | |
| "smape": 0.03256293959344133 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.286916501790414, | |
| "rmse": 3.2818979303514357, | |
| "smape": 0.04054005936509337 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2.5319642879598376, | |
| "rmse": 3.712673489621597, | |
| "smape": 0.044563559864693195 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 2.835186890471529, | |
| "rmse": 4.157227884774141, | |
| "smape": 0.05043252210906804 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.0796720281986225, | |
| "rmse": 4.513624056028497, | |
| "smape": 0.05527644277661857 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3.306260871364677, | |
| "rmse": 4.784259360272741, | |
| "smape": 0.059704547834351786 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5165631469979296, | |
| "coverage": 0.9917864476386037, | |
| "n": 966 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5432098765432098, | |
| "coverage": 0.997946611909651, | |
| "n": 972 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.4840698869475848, | |
| "coverage": 0.9989733059548255, | |
| "n": 973 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5303186022610483, | |
| "coverage": 0.9989733059548255, | |
| "n": 973 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5087358684480987, | |
| "coverage": 0.9989733059548255, | |
| "n": 973 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5544147843942505, | |
| "coverage": 1.0, | |
| "n": 974 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5679012345679012, | |
| "coverage": 0.997946611909651, | |
| "n": 972 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 1.273891168054487, | |
| "rmse": 1.947461709844784, | |
| "smape": 0.022503956990576827 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1.8425359492492261, | |
| "rmse": 2.7263803935861604, | |
| "smape": 0.03255771787941517 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.265431207458401, | |
| "rmse": 3.2836432368774955, | |
| "smape": 0.039865225857312475 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2.5439834652715105, | |
| "rmse": 3.7271783136065575, | |
| "smape": 0.04471083311921517 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 2.8217762055416307, | |
| "rmse": 4.156414212337766, | |
| "smape": 0.05022023314585008 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.0884496345809707, | |
| "rmse": 4.520045135392531, | |
| "smape": 0.05555736572583366 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3.3261601303123944, | |
| "rmse": 4.7769979689329904, | |
| "smape": 0.060363860789230006 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 2.1431226025559416, | |
| "rmse": 3.1142891510838373, | |
| "smape": 0.0381543824575875 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2.4932253465478382, | |
| "rmse": 3.5781537552445326, | |
| "smape": 0.044698682298796845 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.787179813634687, | |
| "rmse": 3.96662252889556, | |
| "smape": 0.050429941660721435 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 3.062745826513192, | |
| "rmse": 4.311535543162395, | |
| "smape": 0.05566861769395938 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.3176050062413807, | |
| "rmse": 4.622850783976188, | |
| "smape": 0.060601939795911317 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.5595146580477453, | |
| "rmse": 4.904920875224366, | |
| "smape": 0.06528409768758865 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3.799407609634011, | |
| "rmse": 5.1715394722106, | |
| "smape": 0.06979343740566753 | |
| } | |
| ], | |
| "mae_h1": 1.2696734135893373, | |
| "h1_smape": 0.02240619066317399, | |
| "rel_mae": 0.04378122463822365 | |
| } | |
| }, | |
| "test": { | |
| "ai": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 2.1767727855531245, | |
| "rmse": 3.334589326959342, | |
| "smape": 0.022891112501867174 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 3.049138104646949, | |
| "rmse": 4.493368066859571, | |
| "smape": 0.03292926187043775 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3.800616859212758, | |
| "rmse": 5.643432030752033, | |
| "smape": 0.040400666042891636 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 4.369020400573307, | |
| "rmse": 6.397360996676523, | |
| "smape": 0.04637570561351067 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 4.823608487342922, | |
| "rmse": 6.964347787883937, | |
| "smape": 0.05153958992945978 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 5.212226360948848, | |
| "rmse": 7.499850456024704, | |
| "smape": 0.05541979191070528 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 5.530290246663743, | |
| "rmse": 7.946829452930557, | |
| "smape": 0.0594714646651272 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5370548604427334, | |
| "coverage": 0.9990384615384615, | |
| "n": 1039 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5528846153846154, | |
| "coverage": 1.0, | |
| "n": 1040 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5836538461538462, | |
| "coverage": 1.0, | |
| "n": 1040 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5826923076923077, | |
| "coverage": 1.0, | |
| "n": 1040 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5875, | |
| "coverage": 1.0, | |
| "n": 1040 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5942307692307692, | |
| "coverage": 1.0, | |
| "n": 1040 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5971153846153846, | |
| "coverage": 1.0, | |
| "n": 1040 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 2.1675907309098386, | |
| "rmse": 3.3127208142085833, | |
| "smape": 0.02287083405018701 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 3.0755170457039203, | |
| "rmse": 4.522936731337405, | |
| "smape": 0.03319048598625131 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3.807738832852101, | |
| "rmse": 5.630970655836282, | |
| "smape": 0.04101118570009583 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 4.426147649729519, | |
| "rmse": 6.426691997061341, | |
| "smape": 0.04736009984008513 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 4.8712881076962775, | |
| "rmse": 7.005226226127198, | |
| "smape": 0.052369903358658855 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 5.278171619266973, | |
| "rmse": 7.523994642667409, | |
| "smape": 0.057022196557346 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 5.635552034092098, | |
| "rmse": 7.9929079811234605, | |
| "smape": 0.06150533605381046 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 3.6413836340718015, | |
| "rmse": 5.199515747599257, | |
| "smape": 0.03965851300526445 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 4.221414279737579, | |
| "rmse": 5.967929215865051, | |
| "smape": 0.046131524760952905 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 4.725616021821609, | |
| "rmse": 6.608955056578555, | |
| "smape": 0.05197922657269394 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 5.145822696321609, | |
| "rmse": 7.146334873595815, | |
| "smape": 0.05698679272034523 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 5.5150098885332275, | |
| "rmse": 7.640960169501239, | |
| "smape": 0.06163986522483562 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 5.849439687569209, | |
| "rmse": 8.100606851115396, | |
| "smape": 0.06602695680762924 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 6.156303923482479, | |
| "rmse": 8.535414312193296, | |
| "smape": 0.07016541215850462 | |
| } | |
| ], | |
| "mae_h1": 2.1767727855531245, | |
| "h1_smape": 0.022891112501867174, | |
| "rel_mae": 0.044719595462083817 | |
| }, | |
| "programming": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1312719.202468847, | |
| "rmse": 1672617.0732258235, | |
| "smape": 0.06945182966461823 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1897514.0003725397, | |
| "rmse": 2337657.9945622887, | |
| "smape": 0.1012830523832653 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1982284.1090944768, | |
| "rmse": 2517298.2605087203, | |
| "smape": 0.09981973551564498 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 1906398.663013296, | |
| "rmse": 2575738.0502336076, | |
| "smape": 0.0842173402640745 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1934965.6811394726, | |
| "rmse": 2633443.836013986, | |
| "smape": 0.08421221646537605 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1522545.0663641915, | |
| "rmse": 2097927.105639653, | |
| "smape": 0.06953337362869927 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1342134.8032688047, | |
| "rmse": 1989512.8103352725, | |
| "smape": 0.06520845674032101 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.7625, | |
| "coverage": 0.963855421686747, | |
| "n": 80 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.9036144578313253, | |
| "coverage": 1.0, | |
| "n": 83 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.927710843373494, | |
| "coverage": 1.0, | |
| "n": 83 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.927710843373494, | |
| "coverage": 1.0, | |
| "n": 83 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.9518072289156626, | |
| "coverage": 1.0, | |
| "n": 83 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.8554216867469879, | |
| "coverage": 1.0, | |
| "n": 83 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.6024096385542169, | |
| "coverage": 1.0, | |
| "n": 83 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 3572911.267174269, | |
| "rmse": 5443199.473998792, | |
| "smape": 0.18437194289152106 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 6836542.386231691, | |
| "rmse": 8222487.424499823, | |
| "smape": 0.35194014419387926 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 7504176.57925729, | |
| "rmse": 8900758.363387942, | |
| "smape": 0.3788566887953088 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 7370164.098949653, | |
| "rmse": 8836665.557402734, | |
| "smape": 0.37103869568422243 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 6756509.185215714, | |
| "rmse": 8231098.999237719, | |
| "smape": 0.3449117670238804 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3779822.0548579604, | |
| "rmse": 5592706.884987545, | |
| "smape": 0.19395930309815293 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1245513.729293179, | |
| "rmse": 1948108.156985447, | |
| "smape": 0.06013278582921797 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 4509036.008829986, | |
| "rmse": 5036991.021148156, | |
| "smape": 0.22668138122801032 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 4544894.463867113, | |
| "rmse": 5069003.839308221, | |
| "smape": 0.227858571744854 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 4613426.203748552, | |
| "rmse": 5109710.877795267, | |
| "smape": 0.230470730030094 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 4611676.215070522, | |
| "rmse": 5086032.167537715, | |
| "smape": 0.22824124641181628 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 4636402.638922273, | |
| "rmse": 5097811.471036176, | |
| "smape": 0.22837298257071148 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 4736545.643677804, | |
| "rmse": 5171231.1895095855, | |
| "smape": 0.23340451474386317 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 4821588.237797462, | |
| "rmse": 5246136.002793379, | |
| "smape": 0.2377697105396999 | |
| } | |
| ], | |
| "mae_h1": 1312719.202468847, | |
| "h1_smape": 0.06945182966461823, | |
| "rel_mae": 0.0939883217215538 | |
| }, | |
| "finance": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1453.7821240059488, | |
| "rmse": 2018.5159489087741, | |
| "smape": 0.01628249956484684 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2081.145159131925, | |
| "rmse": 2784.146168818965, | |
| "smape": 0.023263310096577238 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2526.7407730528535, | |
| "rmse": 3356.8808396990667, | |
| "smape": 0.028120839153774745 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2824.673621632023, | |
| "rmse": 3807.0574440634978, | |
| "smape": 0.031393870211074135 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3118.4225417031457, | |
| "rmse": 4221.3439922350835, | |
| "smape": 0.034574888248398765 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3484.6327640004783, | |
| "rmse": 4619.7720107551695, | |
| "smape": 0.03849107766287763 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3781.0021061642155, | |
| "rmse": 5017.685210048201, | |
| "smape": 0.04173416398516315 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5, | |
| "coverage": 1.0, | |
| "n": 638 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5203761755485894, | |
| "coverage": 1.0, | |
| "n": 638 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5172413793103449, | |
| "coverage": 1.0, | |
| "n": 638 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5078369905956113, | |
| "coverage": 1.0, | |
| "n": 638 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5031347962382445, | |
| "coverage": 1.0, | |
| "n": 638 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.49216300940438873, | |
| "coverage": 1.0, | |
| "n": 638 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5047021943573667, | |
| "coverage": 1.0, | |
| "n": 638 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 1450.346327202581, | |
| "rmse": 2019.401696699183, | |
| "smape": 0.016243146175815144 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2077.7967047374914, | |
| "rmse": 2777.109861878011, | |
| "smape": 0.023238157034700148 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2518.3235994228503, | |
| "rmse": 3331.7548050626856, | |
| "smape": 0.028084913676529086 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2823.5321563983703, | |
| "rmse": 3792.7645986313805, | |
| "smape": 0.031432196581517614 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3102.2764645635275, | |
| "rmse": 4193.937014730691, | |
| "smape": 0.03447106554357934 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3427.024790555451, | |
| "rmse": 4554.727641811384, | |
| "smape": 0.03803894117854375 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3702.0135028501945, | |
| "rmse": 4879.18414517833, | |
| "smape": 0.041079728586125214 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 2414.521921224415, | |
| "rmse": 3232.6157422640144, | |
| "smape": 0.02683258474599403 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2785.767405593319, | |
| "rmse": 3720.820647522817, | |
| "smape": 0.03093467427056094 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3108.7563521880147, | |
| "rmse": 4132.556930217434, | |
| "smape": 0.034515609583801204 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 3408.054876282744, | |
| "rmse": 4521.043644191972, | |
| "smape": 0.03782415097696544 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3678.3909510339, | |
| "rmse": 4865.619274971105, | |
| "smape": 0.04082024458334956 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3954.838390616712, | |
| "rmse": 5193.4800278871935, | |
| "smape": 0.043907744218319084 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 4208.466272563638, | |
| "rmse": 5505.584309623044, | |
| "smape": 0.04673703009268986 | |
| } | |
| ], | |
| "mae_h1": 1453.7821240059488, | |
| "h1_smape": 0.01628249956484684, | |
| "rel_mae": 0.030399765819311142 | |
| }, | |
| "sports": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1.1550700065699053, | |
| "rmse": 3.986635837674045, | |
| "smape": 0.000528897636036535 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1.7881532126815818, | |
| "rmse": 5.596701064007691, | |
| "smape": 0.0008191585409792593 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.882298670299833, | |
| "rmse": 6.906368999990552, | |
| "smape": 0.0013203253161237698 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 3.7707678477199353, | |
| "rmse": 7.98565949864717, | |
| "smape": 0.001726955693753543 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.668085908353954, | |
| "rmse": 8.799224844477033, | |
| "smape": 0.0016809555225936453 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 4.989479179206632, | |
| "rmse": 9.712905231843395, | |
| "smape": 0.0022855866506395956 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 5.219950955464191, | |
| "rmse": 10.416650722954037, | |
| "smape": 0.0023916863214129337 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5454545454545454, | |
| "coverage": 0.040194884287454324, | |
| "n": 66 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5384615384615384, | |
| "coverage": 0.07917174177831912, | |
| "n": 130 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5287958115183246, | |
| "coverage": 0.11632155907429964, | |
| "n": 191 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5219123505976095, | |
| "coverage": 0.15286236297198538, | |
| "n": 251 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5, | |
| "coverage": 0.18879415347137637, | |
| "n": 310 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5121951219512195, | |
| "coverage": 0.22472594397076737, | |
| "n": 369 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5093896713615024, | |
| "coverage": 0.25943970767356883, | |
| "n": 426 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 0.6576402501083747, | |
| "rmse": 3.9395943379244955, | |
| "smape": 0.0003015023181505073 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 1.3152803510472328, | |
| "rmse": 5.572506837396327, | |
| "smape": 0.0006030045676926544 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 1.9714945071269188, | |
| "rmse": 6.823794704466661, | |
| "smape": 0.0009038693819001022 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2.61594825636121, | |
| "rmse": 7.861068117313884, | |
| "smape": 0.0011992746974001558 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.260402067907422, | |
| "rmse": 8.776777893684878, | |
| "smape": 0.0014946800411563847 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.904855896029503, | |
| "rmse": 9.605654156144235, | |
| "smape": 0.0017900853923958448 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 4.535490158437815, | |
| "rmse": 10.370783035001281, | |
| "smape": 0.0020790963355167215 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 2.591182707261015, | |
| "rmse": 6.633476564116128, | |
| "smape": 0.0011877562728507883 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 3.2278916314575627, | |
| "rmse": 7.72129451357155, | |
| "smape": 0.0014795827993796845 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3.8584224904847266, | |
| "rmse": 8.688077614626003, | |
| "smape": 0.0017685648600671727 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 4.482979404173677, | |
| "rmse": 9.570733495563667, | |
| "smape": 0.002054794668912182 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 5.101102685115012, | |
| "rmse": 10.388187910012993, | |
| "smape": 0.0023380676381103502 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 5.712035162762588, | |
| "rmse": 11.15473148303659, | |
| "smape": 0.002618039399924077 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 6.31414761714187, | |
| "rmse": 11.881354816788331, | |
| "smape": 0.0028939470295776724 | |
| } | |
| ], | |
| "mae_h1": 1.1550700065699053, | |
| "h1_smape": 0.000528897636036535, | |
| "rel_mae": 0.001536492956802249 | |
| }, | |
| "weather": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 0.5480513214504454, | |
| "rmse": 0.7378511363782864, | |
| "smape": 0.0018149686359494942 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.7593193341852346, | |
| "rmse": 1.0046802571407107, | |
| "smape": 0.0025139081462971337 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.8755263986725804, | |
| "rmse": 1.152698433100585, | |
| "smape": 0.0028974388471930826 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.9358219329372854, | |
| "rmse": 1.2527879193137943, | |
| "smape": 0.003096105262805792 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1.0156095325292829, | |
| "rmse": 1.3379724704277574, | |
| "smape": 0.0033601547601937926 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1.0497162928635437, | |
| "rmse": 1.38286242938632, | |
| "smape": 0.0034729153609363316 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1.0972457674790335, | |
| "rmse": 1.4299185694517615, | |
| "smape": 0.0036298984931248013 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.4756302521008403, | |
| "coverage": 0.932601880877743, | |
| "n": 595 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5205930807248764, | |
| "coverage": 0.95141065830721, | |
| "n": 607 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5478547854785478, | |
| "coverage": 0.9498432601880877, | |
| "n": 606 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5252032520325203, | |
| "coverage": 0.9639498432601881, | |
| "n": 615 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.5064308681672026, | |
| "coverage": 0.9749216300940439, | |
| "n": 622 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.5422077922077922, | |
| "coverage": 0.9655172413793104, | |
| "n": 616 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.5282714054927302, | |
| "coverage": 0.9702194357366771, | |
| "n": 619 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 0.5329154121744967, | |
| "rmse": 0.7244064218685174, | |
| "smape": 0.0017650154941771903 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.7575237477227431, | |
| "rmse": 1.0029189444777735, | |
| "smape": 0.0025080569068109612 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.8755484354860359, | |
| "rmse": 1.1513244980886732, | |
| "smape": 0.0028979547937817247 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.9394986548814293, | |
| "rmse": 1.2514816657650922, | |
| "smape": 0.0031088983920750323 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 1.0068967220411398, | |
| "rmse": 1.3293644650040617, | |
| "smape": 0.003331228998046171 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1.0501565742969148, | |
| "rmse": 1.382084090724972, | |
| "smape": 0.0034744269708223 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1.0985886120684103, | |
| "rmse": 1.4273464990155142, | |
| "smape": 0.0036345474531847325 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 0.7432822582490014, | |
| "rmse": 0.9819449457905535, | |
| "smape": 0.0024595054659829027 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 0.8335424787805741, | |
| "rmse": 1.0932152632908474, | |
| "smape": 0.0027578308568481746 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 0.893349332752459, | |
| "rmse": 1.1680678427806306, | |
| "smape": 0.0029555668726089037 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 0.9335207258879588, | |
| "rmse": 1.224073198726848, | |
| "smape": 0.003088507687945375 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 0.9726603509443689, | |
| "rmse": 1.2710838602162289, | |
| "smape": 0.0032180689285408745 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 1.0066945651341757, | |
| "rmse": 1.3117344319298991, | |
| "smape": 0.0033308264624595605 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 1.040214522047476, | |
| "rmse": 1.3459757276468243, | |
| "smape": 0.0034418254645074086 | |
| } | |
| ], | |
| "mae_h1": 0.5480513214504454, | |
| "h1_smape": 0.0018149686359494942, | |
| "rel_mae": 0.0029691813979297876 | |
| }, | |
| "economy": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 38.279746306035754, | |
| "rmse": 53.450085651648735, | |
| "smape": 0.007243133082395065 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 53.89159657907885, | |
| "rmse": 73.6571165734861, | |
| "smape": 0.010236505608857143 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 66.0726374230643, | |
| "rmse": 89.70832611452218, | |
| "smape": 0.01253367106173691 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 76.17982099034575, | |
| "rmse": 102.71470881519122, | |
| "smape": 0.014413099796085852 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 84.50137269215833, | |
| "rmse": 111.65972632265091, | |
| "smape": 0.01594212471675634 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 91.55897031173636, | |
| "rmse": 120.84552012963985, | |
| "smape": 0.01726410676136474 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 97.35404779831242, | |
| "rmse": 129.24996755404015, | |
| "smape": 0.01838615188821099 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.4507462686567164, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5810945273631841, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5781094527363184, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.573134328358209, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.6, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.6039800995024875, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.6169154228855721, | |
| "coverage": 1.0, | |
| "n": 1005 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 37.539267554796915, | |
| "rmse": 52.98107324004473, | |
| "smape": 0.007117851331109469 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 54.4623015536256, | |
| "rmse": 73.80206326387727, | |
| "smape": 0.010338468657046986 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 67.32401201597656, | |
| "rmse": 90.49558388925855, | |
| "smape": 0.012764463329181179 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 76.57072460838472, | |
| "rmse": 103.04459448764754, | |
| "smape": 0.014490585657630738 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 86.15869223392428, | |
| "rmse": 112.88906455823638, | |
| "smape": 0.016248660649693228 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 93.76969262312706, | |
| "rmse": 122.62651749021794, | |
| "smape": 0.017680376905103958 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 100.7205203379021, | |
| "rmse": 131.69340163595183, | |
| "smape": 0.019037171268606132 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 65.09890245836534, | |
| "rmse": 85.0151502595829, | |
| "smape": 0.012337548582732151 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 75.29464700159922, | |
| "rmse": 98.04297549198272, | |
| "smape": 0.014254696677793522 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 84.1115279046, | |
| "rmse": 109.26531551748225, | |
| "smape": 0.01590512842593066 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 92.01416239921808, | |
| "rmse": 119.10879038280225, | |
| "smape": 0.017399784511114236 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 99.48258091696145, | |
| "rmse": 128.32020712115806, | |
| "smape": 0.018818148156160834 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 106.52083256711484, | |
| "rmse": 137.17349771533617, | |
| "smape": 0.02015746919448312 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 113.84475770523122, | |
| "rmse": 145.62623080914702, | |
| "smape": 0.02155625145320256 | |
| } | |
| ], | |
| "mae_h1": 38.279746306035754, | |
| "h1_smape": 0.007243133082395065, | |
| "rel_mae": 0.013738665729761124 | |
| }, | |
| "energy": { | |
| "steps": [ | |
| { | |
| "step": 1, | |
| "mae": 1.3949609146778854, | |
| "rmse": 2.0381481713294773, | |
| "smape": 0.01814345272178487 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2.0063199049837257, | |
| "rmse": 2.8865723149779283, | |
| "smape": 0.026009554026921008 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.4661760043619445, | |
| "rmse": 3.4530349284688144, | |
| "smape": 0.03200661133937533 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2.817650454717052, | |
| "rmse": 3.879159689849349, | |
| "smape": 0.036520003173099815 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.1157089258166306, | |
| "rmse": 4.331887769884729, | |
| "smape": 0.04045875153032716 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.403224481377913, | |
| "rmse": 4.7926230927302695, | |
| "smape": 0.04407544525173893 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3.658131606443042, | |
| "rmse": 5.148009192783296, | |
| "smape": 0.04737308844867228 | |
| } | |
| ], | |
| "directional": [ | |
| { | |
| "step": 1, | |
| "accuracy": 0.5215163934426229, | |
| "coverage": 0.9969356486210419, | |
| "n": 976 | |
| }, | |
| { | |
| "step": 2, | |
| "accuracy": 0.5245398773006135, | |
| "coverage": 0.9989785495403473, | |
| "n": 978 | |
| }, | |
| { | |
| "step": 3, | |
| "accuracy": 0.5245398773006135, | |
| "coverage": 0.9989785495403473, | |
| "n": 978 | |
| }, | |
| { | |
| "step": 4, | |
| "accuracy": 0.5215163934426229, | |
| "coverage": 0.9969356486210419, | |
| "n": 976 | |
| }, | |
| { | |
| "step": 5, | |
| "accuracy": 0.526046986721144, | |
| "coverage": 1.0, | |
| "n": 979 | |
| }, | |
| { | |
| "step": 6, | |
| "accuracy": 0.526046986721144, | |
| "coverage": 1.0, | |
| "n": 979 | |
| }, | |
| { | |
| "step": 7, | |
| "accuracy": 0.4887525562372188, | |
| "coverage": 0.9989785495403473, | |
| "n": 978 | |
| } | |
| ], | |
| "naive": [ | |
| { | |
| "step": 1, | |
| "mae": 1.400377835600049, | |
| "rmse": 2.0397906173701514, | |
| "smape": 0.01821478922227471 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2.0176916639031117, | |
| "rmse": 2.903071309962399, | |
| "smape": 0.02616375187737576 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 2.4729315536438246, | |
| "rmse": 3.482465994348295, | |
| "smape": 0.03205916747827254 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 2.8290295929402864, | |
| "rmse": 3.8908868448755576, | |
| "smape": 0.036698730094444694 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.1446373697676946, | |
| "rmse": 4.366074766710665, | |
| "smape": 0.04086658135819967 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.4262002099794095, | |
| "rmse": 4.814634127145406, | |
| "smape": 0.044445579405793044 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3.6541063292136404, | |
| "rmse": 5.145993609183607, | |
| "smape": 0.04745956317398835 | |
| } | |
| ], | |
| "sma": [ | |
| { | |
| "step": 1, | |
| "mae": 2.3570845997577274, | |
| "rmse": 3.3086577870798686, | |
| "smape": 0.030557654708226255 | |
| }, | |
| { | |
| "step": 2, | |
| "mae": 2.72626150090796, | |
| "rmse": 3.8236346013367153, | |
| "smape": 0.03533387805376513 | |
| }, | |
| { | |
| "step": 3, | |
| "mae": 3.0359565121259435, | |
| "rmse": 4.247404874613308, | |
| "smape": 0.03938057995347735 | |
| }, | |
| { | |
| "step": 4, | |
| "mae": 3.2775470780957328, | |
| "rmse": 4.611543953749984, | |
| "smape": 0.042573952727543676 | |
| }, | |
| { | |
| "step": 5, | |
| "mae": 3.4780549355014534, | |
| "rmse": 4.930662590491214, | |
| "smape": 0.04521424601449082 | |
| }, | |
| { | |
| "step": 6, | |
| "mae": 3.648335179211993, | |
| "rmse": 5.206580737720153, | |
| "smape": 0.04741125176204686 | |
| }, | |
| { | |
| "step": 7, | |
| "mae": 3.80181532696086, | |
| "rmse": 5.443259792893079, | |
| "smape": 0.0493795474151669 | |
| } | |
| ], | |
| "mae_h1": 1.3949609146778854, | |
| "h1_smape": 0.01814345272178487, | |
| "rel_mae": 0.03501457720994949 | |
| } | |
| } | |
| } |