{ "model": "AutoETS:7", "data": "data/subnet_ft2/holdout_1d.npz", "levels": [ 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9 ], "context": 256, "horizons": { "30": { "n_assets": 109, "geomean_mase": 2.366563349925071, "geomean_ratio": 0.6919476942590365, "median_ratio": 0.8114673390491344, "beat_naive_frac": 0.8623853211009175, "per_asset": { "TAOUSD": { "ratio": 0.6675706337178313, "mase": 1.4918900332288945, "n_origins": 10 }, "sn1": { "ratio": 0.8461440507330507, "mase": 3.203374959172397, "n_origins": 10 }, "sn10": { "ratio": 0.8830150160022053, "mase": 4.199760379354215, "n_origins": 10 }, "sn100": { "ratio": 0.9431417918320143, "mase": 0.05503257864481561, "n_origins": 10 }, "sn101": { "ratio": 0.901056642068989, "mase": 0.060400293753296384, "n_origins": 10 }, "sn104": { "ratio": 0.8289208785402575, "mase": 9.672455965028094, "n_origins": 10 }, "sn105": { "ratio": 1.001057028708722, "mase": 2.670384030633187, "n_origins": 10 }, "sn106": { "ratio": 0.8249155301018027, "mase": 3.4018202835732816, "n_origins": 10 }, "sn107": { "ratio": 1.3353717207335187, "mase": 6.557065800315818, "n_origins": 10 }, "sn108": { "ratio": 0.9345372210722562, "mase": 1.9534784363854074, "n_origins": 10 }, "sn109": { "ratio": 0.7693761706733211, "mase": 1.9923048410699373, "n_origins": 10 }, "sn11": { "ratio": 0.7549674839683024, "mase": 2.7923225803969753, "n_origins": 10 }, "sn110": { "ratio": 0.9468760582553021, "mase": 0.6170583205651515, "n_origins": 10 }, "sn111": { "ratio": 0.8739339462711347, "mase": 13.533339158786571, "n_origins": 10 }, "sn112": { "ratio": 0.9733056526263412, "mase": 6.400781785118957, "n_origins": 10 }, "sn113": { "ratio": 1.0523455258237195, "mase": 2.492935023810832, "n_origins": 10 }, "sn114": { "ratio": 1.0255680942242271, "mase": 2.4080453645305573, "n_origins": 10 }, "sn115": { "ratio": 1.6684206393085632, "mase": 0.02499789448295681, "n_origins": 10 }, "sn117": { "ratio": 0.9239041211645671, "mase": 0.06753980220878117, "n_origins": 10 }, "sn118": { "ratio": 0.12855802882630832, "mase": 0.2689499709014488, "n_origins": 10 }, "sn119": { "ratio": 0.018084870334081963, "mase": 0.027401504650751946, "n_origins": 10 }, "sn12": { "ratio": 0.9603156443277242, "mase": 4.044310027197457, "n_origins": 10 }, "sn120": { "ratio": 0.5913936136551898, "mase": 1.768048536903948, "n_origins": 10 }, "sn121": { "ratio": 0.6047484387149469, "mase": 1.2658103519520179, "n_origins": 10 }, "sn123": { "ratio": 1.0978750453056907, "mase": 1.9007489247914706, "n_origins": 10 }, "sn124": { "ratio": 1.35319257178729, "mase": 5.134421915501078, "n_origins": 10 }, "sn125": { "ratio": 1.0595216426407497, "mase": 3.619624317060722, "n_origins": 10 }, "sn126": { "ratio": 0.8471152222379582, "mase": 3.8769852101389066, "n_origins": 10 }, "sn127": { "ratio": 0.827979286960206, "mase": 1.3375882065638716, "n_origins": 10 }, "sn128": { "ratio": 0.7839833124090737, "mase": 5.451304686329101, "n_origins": 10 }, "sn13": { "ratio": 0.7774680387632648, "mase": 2.2069030401913046, "n_origins": 10 }, "sn14": { "ratio": 0.9655946589257736, "mase": 8.87690847045376, "n_origins": 10 }, "sn15": { "ratio": 0.6628273466450806, "mase": 2.963345623806144, "n_origins": 10 }, "sn17": { "ratio": 0.5837911999609318, "mase": 3.3639883924145635, "n_origins": 10 }, "sn18": { "ratio": 0.9660904134323536, "mase": 3.790243830263383, "n_origins": 10 }, "sn19": { "ratio": 0.7294916494486682, "mase": 3.1126939066627815, "n_origins": 10 }, "sn2": { "ratio": 0.6651274178841454, "mase": 1.2102657796220329, "n_origins": 10 }, "sn20": { "ratio": 0.7442371359351135, "mase": 3.378529960749457, "n_origins": 10 }, "sn21": { "ratio": 0.8198638697518402, "mase": 4.369837044642523, "n_origins": 10 }, "sn22": { "ratio": 0.7588113749293093, "mase": 2.385519611103995, "n_origins": 10 }, "sn23": { "ratio": 1.0439720539117399, "mase": 7.097410345623546, "n_origins": 10 }, "sn24": { "ratio": 0.8893609290612936, "mase": 3.4680109625321314, "n_origins": 10 }, "sn25": { "ratio": 0.9428539211957584, "mase": 17.80637976196257, "n_origins": 10 }, "sn27": { "ratio": 0.8992728968434015, "mase": 4.8782912089303085, "n_origins": 10 }, "sn28": { "ratio": 0.8924076741454869, "mase": 6.866075941640846, "n_origins": 10 }, "sn29": { "ratio": 0.8219901180416586, "mase": 1.181282867403581, "n_origins": 10 }, "sn3": { "ratio": 0.4762046073655373, "mase": 1.247610231615908, "n_origins": 10 }, "sn30": { "ratio": 0.7879375904750887, "mase": 3.5319859212399307, "n_origins": 10 }, "sn31": { "ratio": 0.9119319924469904, "mase": 2.6862966713979133, "n_origins": 10 }, "sn32": { "ratio": 0.7909164122701355, "mase": 1.4493120454358026, "n_origins": 10 }, "sn33": { "ratio": 0.6395058601473856, "mase": 1.8350381614483284, "n_origins": 10 }, "sn34": { "ratio": 0.58128081462755, "mase": 3.674982404327822, "n_origins": 10 }, "sn35": { "ratio": 0.6752239463417619, "mase": 1.5508054468600845, "n_origins": 10 }, "sn37": { "ratio": 0.9306814560931853, "mase": 3.3213476364552257, "n_origins": 10 }, "sn38": { "ratio": 0.5899380657679953, "mase": 4.60659119666794, "n_origins": 10 }, "sn39": { "ratio": 0.30620842930559034, "mase": 0.7578587649038698, "n_origins": 10 }, "sn4": { "ratio": 0.8947379652535096, "mase": 3.988734300737364, "n_origins": 10 }, "sn41": { "ratio": 0.5624213285505781, "mase": 1.5610196633588571, "n_origins": 10 }, "sn42": { "ratio": 0.772447438996406, "mase": 2.891367491399924, "n_origins": 10 }, "sn43": { "ratio": 0.7310382344768022, "mase": 2.465246165169788, "n_origins": 10 }, "sn44": { "ratio": 0.694900273575232, "mase": 3.600180971546157, "n_origins": 10 }, "sn45": { "ratio": 0.9733196343261465, "mase": 1.4488641186809776, "n_origins": 10 }, "sn46": { "ratio": 0.9491776045055867, "mase": 6.4428370872316565, "n_origins": 10 }, "sn47": { "ratio": 0.6998357809839778, "mase": 2.078531638018453, "n_origins": 10 }, "sn48": { "ratio": 0.44835346987560354, "mase": 1.9396244528947353, "n_origins": 10 }, "sn49": { "ratio": 0.9583421899664988, "mase": 3.3627057114489096, "n_origins": 10 }, "sn5": { "ratio": 0.9312521420037191, "mase": 4.2470904627526505, "n_origins": 10 }, "sn50": { "ratio": 0.7803806098144638, "mase": 1.6201332967017958, "n_origins": 10 }, "sn51": { "ratio": 0.8607138572893575, "mase": 11.490897907935876, "n_origins": 10 }, "sn52": { "ratio": 0.671600934708315, "mase": 2.7521099455749853, "n_origins": 10 }, "sn53": { "ratio": 0.8036462185422981, "mase": 101.89765302109727, "n_origins": 10 }, "sn54": { "ratio": 0.7377592875792981, "mase": 2.373034686929311, "n_origins": 10 }, "sn55": { "ratio": 0.6596951110881158, "mase": 5.831668088551132, "n_origins": 10 }, "sn56": { "ratio": 0.6975730100405195, "mase": 3.5871928590426476, "n_origins": 10 }, "sn6": { "ratio": 0.4474750424621897, "mase": 1.3088350451348267, "n_origins": 10 }, "sn60": { "ratio": 0.9688464568986638, "mase": 4.957461564781218, "n_origins": 10 }, "sn61": { "ratio": 0.9851475595329916, "mase": 7.638887482563111, "n_origins": 10 }, "sn62": { "ratio": 0.18957647119470564, "mase": 0.6935409849581684, "n_origins": 10 }, "sn63": { "ratio": 0.8109767593881151, "mase": 1.643743917758603, "n_origins": 10 }, "sn64": { "ratio": 0.7998135302551915, "mase": 5.777014710107664, "n_origins": 10 }, "sn65": { "ratio": 0.7575287932017414, "mase": 3.315467124961679, "n_origins": 10 }, "sn66": { "ratio": 0.9630316907764966, "mase": 5.433615778172927, "n_origins": 10 }, "sn67": { "ratio": 0.008067211404894064, "mase": 0.04617162476333115, "n_origins": 10 }, "sn68": { "ratio": 0.7250884463868913, "mase": 2.8780304246885753, "n_origins": 10 }, "sn7": { "ratio": 0.8228739162896898, "mase": 2.317613816468815, "n_origins": 10 }, "sn71": { "ratio": 1.0239235890456015, "mase": 2.161939992585475, "n_origins": 10 }, "sn72": { "ratio": 0.6311912557372256, "mase": 2.6603161071538284, "n_origins": 10 }, "sn73": { "ratio": 0.7908497042718189, "mase": 1.5486374986856677, "n_origins": 10 }, "sn74": { "ratio": 0.8114673390491344, "mase": 3.700347834984087, "n_origins": 10 }, "sn75": { "ratio": 0.5139534927209694, "mase": 2.0490422453734154, "n_origins": 10 }, "sn76": { "ratio": 0.7202280264960904, "mase": 2.139687330629988, "n_origins": 10 }, "sn77": { "ratio": 1.5393112748731639, "mase": 22.02669709474096, "n_origins": 10 }, "sn79": { "ratio": 0.8070686761154677, "mase": 9.277222174208783, "n_origins": 10 }, "sn8": { "ratio": 0.4808211391055732, "mase": 2.2057639834055456, "n_origins": 10 }, "sn80": { "ratio": 0.9667850037495781, "mase": 13.04083355215854, "n_origins": 10 }, "sn81": { "ratio": 0.39566553963790496, "mase": 1.3533832646878636, "n_origins": 10 }, "sn83": { "ratio": 1.0014947772469125, "mase": 13.092697142363836, "n_origins": 10 }, "sn85": { "ratio": 0.7158424302109977, "mase": 1.6191896045216625, "n_origins": 10 }, "sn87": { "ratio": 0.9719152958969617, "mase": 4.593749803177495, "n_origins": 10 }, "sn88": { "ratio": 0.7799638936554872, "mase": 1.887729847068682, "n_origins": 10 }, "sn89": { "ratio": 1.00672702947416, "mase": 12.825304740593516, "n_origins": 10 }, "sn9": { "ratio": 0.9451005241969795, "mase": 5.915718921074402, "n_origins": 10 }, "sn91": { "ratio": 0.790079594957739, "mase": 3.81294369482132, "n_origins": 10 }, "sn93": { "ratio": 0.8373692246781106, "mase": 2.4092574666777717, "n_origins": 10 }, "sn94": { "ratio": 0.8631383490492676, "mase": 0.13679950608799363, "n_origins": 10 }, "sn95": { "ratio": 1.1402112560238669, "mase": 6.4857085703263015, "n_origins": 10 }, "sn96": { "ratio": 0.00463236554065909, "mase": 0.07301759429463427, "n_origins": 10 }, "sn97": { "ratio": 0.65055568584658, "mase": 1.1776962901878116, "n_origins": 10 }, "sn98": { "ratio": 1.1064400444391076, "mase": 2.4840879007160175, "n_origins": 10 } } } } }