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HES models of the shock experiment, replication 0
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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
}
}