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lockdowns-as-partial-holidays

Time Series Forecasting
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lockdowns-as-partial-holidays
File size: 2,649 Bytes
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{
 "description": "HES models of the shock experiment (E1), replication 0, trained on simulated daily exports of scenario S1, 2010-01-01 to 2019-12-31. Forecasts are for that simulated series.",
 "paper": "https://thanatchon36.github.io/lockdowns-as-partial-holidays/paper/",
 "code": "https://github.com/thanatchon36/lockdowns-as-partial-holidays",
 "dataset": "https://huggingface.co/datasets/thanatchon36/lockdowns-as-partial-holidays",
 "doi": "10.5281/zenodo.24036954",
 "seed": 0,
 "scenario": "S1",
 "train_start": "2010-01-01",
 "train_end": "2019-12-31",
 "true_beta_D": -0.7985076962177716,
 "true_beta_P": -0.2231435513142097,
 "target": "daily models: log daily exports; monthly models: log average daily exports in the month",
 "versions": {
  "prophet": "1.5.0",
  "lightgbm": "4.7.0",
  "statsmodels": "0.15.0",
  "numpy": "2.5.4",
  "pandas": "3.1.1"
 },
 "models": {
  "Prophet-D HE": {
   "kind": "prophet",
   "file": "prophet_daily_he.json",
   "regressors": [
    "xD",
    "xP"
   ],
   "coef": {
    "xD": -0.7998731051685039,
    "xP": -0.21685976937293583
   },
   "smear": 1.007833304501541
  },
  "Prophet-M HE": {
   "kind": "prophet",
   "file": "prophet_monthly_he.json",
   "regressors": [
    "MxD",
    "MxP",
    "WK"
   ],
   "coef": {
    "MxD": -0.6125574883966287,
    "MxP": -0.2188978962390142,
    "WK": -0.5309428971851337
   },
   "smear": 1.000984511397581
  },
  "Prophet-M HE+AC": {
   "kind": "correction",
   "of": "Prophet-M HE",
   "beta_D": -0.8799999999999999,
   "beta_P": -0.23999999999999977
  },
  "SARIMAX HE": {
   "kind": "sarimax",
   "file": "sarimax_he.json",
   "regressors": [
    "MxD",
    "MxP",
    "WK"
   ],
   "coef": {
    "MxD": -0.7524975449208551,
    "MxP": -0.2558355442838506,
    "WK": -0.5099850937908507
   },
   "smear": 1.0012134417661014,
   "first_forecast_month": "2020-01"
  },
  "LightGBM-D HE": {
   "kind": "lightgbm",
   "file": "lightgbm_daily_he.txt",
   "features": [
    "dow",
    "doy",
    "xD",
    "xP"
   ],
   "trend": [
    0.014458772332339529,
    6.270988132709264
   ],
   "smear": 1.0076154234429453
  },
  "LightGBM-M HE": {
   "kind": "lightgbm",
   "file": "lightgbm_monthly_he.txt",
   "features": [
    "month",
    "MxD",
    "MxP",
    "WK"
   ],
   "trend": [
    0.01466551523052972,
    6.312449602330975
   ],
   "smear": 1.0014729941195222
  }
 },
 "max_rel_diff_to_paper_run": {
  "LightGBM-D HE": 7.19268064199258e-15,
  "LightGBM-M HE": 2.753593668741965e-15,
  "Prophet-D HE": 0.0012294419769895552,
  "Prophet-M HE": 0.0017426922672111808,
  "Prophet-M HE+AC": 0.005367919714673242,
  "SARIMAX HE": 0.014258936700534174
 }
}