| { |
| "package": "thainowcast", |
| "version": "0.1.0", |
| "code": "https://github.com/thanatchon36/thainowcast", |
| "commit": "ce9dd21fafbf9adcd649900c8a006a776bdc6d4c", |
| "trained_on": "synthetic test data (seed 20261105); no fitted weights are stored, every model is re-estimated at each origin from the data released by that date", |
| "models": { |
| "rw": { |
| "class": "thainowcast.models.benchmarks.RandomWalk", |
| "params": {} |
| }, |
| "ar": { |
| "class": "thainowcast.models.benchmarks.AR", |
| "params": { |
| "max_lags": 4 |
| } |
| }, |
| "bridge": { |
| "class": "thainowcast.models.bridge.Bridge", |
| "params": { |
| "n_factors": 2 |
| } |
| }, |
| "midas": { |
| "class": "thainowcast.models.midas.MIDAS", |
| "params": { |
| "n_lags": 12 |
| } |
| }, |
| "dfm": { |
| "class": "thainowcast.models.dfm.DFM", |
| "params": { |
| "n_factors": 1, |
| "factor_order": 1, |
| "maxiter": 50, |
| "refit": "annual" |
| } |
| }, |
| "enet": { |
| "class": "thainowcast.models.ml.ElasticNetNowcast", |
| "params": { |
| "l1_ratios": [ |
| 0.1, |
| 0.5, |
| 0.9 |
| ], |
| "n_splits": 4 |
| } |
| }, |
| "lgbm": { |
| "class": "thainowcast.models.ml.LightGBMNowcast", |
| "params": { |
| "n_estimators": 300, |
| "learning_rate": 0.03, |
| "num_leaves": 4, |
| "min_child_samples": 5 |
| } |
| } |
| }, |
| "feature_sets": { |
| "hard_only": [ |
| "mpi", |
| "pci", |
| "pii", |
| "credit", |
| "promptpay", |
| "exports", |
| "imports", |
| "tourists", |
| "aot_pax", |
| "electricity", |
| "vehicle_reg", |
| "expressway", |
| "oil_retail", |
| "agri_price" |
| ], |
| "hard_trends": [ |
| "mpi", |
| "pci", |
| "pii", |
| "credit", |
| "promptpay", |
| "exports", |
| "imports", |
| "tourists", |
| "aot_pax", |
| "electricity", |
| "vehicle_reg", |
| "expressway", |
| "oil_retail", |
| "agri_price", |
| "gt_unemploy", |
| "gt_loan", |
| "gt_car_installment", |
| "gt_travel", |
| "gt_prices" |
| ], |
| "hard_lights": [ |
| "mpi", |
| "pci", |
| "pii", |
| "credit", |
| "promptpay", |
| "exports", |
| "imports", |
| "tourists", |
| "aot_pax", |
| "electricity", |
| "vehicle_reg", |
| "expressway", |
| "oil_retail", |
| "agri_price", |
| "nightlights" |
| ], |
| "hard_no2": [ |
| "mpi", |
| "pci", |
| "pii", |
| "credit", |
| "promptpay", |
| "exports", |
| "imports", |
| "tourists", |
| "aot_pax", |
| "electricity", |
| "vehicle_reg", |
| "expressway", |
| "oil_retail", |
| "agri_price", |
| "no2" |
| ], |
| "hard_prices": [ |
| "mpi", |
| "pci", |
| "pii", |
| "credit", |
| "promptpay", |
| "exports", |
| "imports", |
| "tourists", |
| "aot_pax", |
| "electricity", |
| "vehicle_reg", |
| "expressway", |
| "oil_retail", |
| "agri_price", |
| "online_prices" |
| ], |
| "all": [ |
| "mpi", |
| "pci", |
| "pii", |
| "credit", |
| "promptpay", |
| "exports", |
| "imports", |
| "tourists", |
| "aot_pax", |
| "electricity", |
| "vehicle_reg", |
| "expressway", |
| "oil_retail", |
| "agri_price", |
| "gt_unemploy", |
| "gt_loan", |
| "gt_car_installment", |
| "gt_travel", |
| "gt_prices", |
| "nightlights", |
| "no2", |
| "online_prices", |
| "mobility" |
| ], |
| "none": [] |
| }, |
| "backtest": { |
| "start": "2015-01", |
| "benchmark": "ar", |
| "conformal_alpha": 0.2, |
| "regimes": { |
| "pre_covid": [ |
| "2015-01", |
| "2019-12" |
| ], |
| "covid": [ |
| "2020-01", |
| "2021-12" |
| ], |
| "post_covid": [ |
| "2022-01", |
| "2035-12" |
| ] |
| } |
| }, |
| "targets": { |
| "gdp_yoy": { |
| "frequency": "Q", |
| "origins": [ |
| "M1", |
| "M2", |
| "M3", |
| "PR" |
| ], |
| "final_origin": "PR", |
| "grid": [ |
| { |
| "model": "rw", |
| "feature_set": "none" |
| }, |
| { |
| "model": "ar", |
| "feature_set": "none" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_trends" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_lights" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_no2" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_prices" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "all" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_trends" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_lights" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_no2" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_prices" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "all" |
| }, |
| { |
| "model": "midas", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "midas", |
| "feature_set": "all" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "all" |
| }, |
| { |
| "model": "dfm", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "dfm", |
| "feature_set": "all" |
| } |
| ] |
| }, |
| "cpi_yoy": { |
| "frequency": "M", |
| "origins": [ |
| "M0", |
| "PR" |
| ], |
| "final_origin": "PR", |
| "grid": [ |
| { |
| "model": "rw", |
| "feature_set": "none" |
| }, |
| { |
| "model": "ar", |
| "feature_set": "none" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_trends" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_lights" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_no2" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "hard_prices" |
| }, |
| { |
| "model": "bridge", |
| "feature_set": "all" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_trends" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_lights" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_no2" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "hard_prices" |
| }, |
| { |
| "model": "enet", |
| "feature_set": "all" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "hard_trends" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "hard_lights" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "hard_no2" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "hard_prices" |
| }, |
| { |
| "model": "lgbm", |
| "feature_set": "all" |
| }, |
| { |
| "model": "dfm", |
| "feature_set": "hard_only" |
| }, |
| { |
| "model": "dfm", |
| "feature_set": "all" |
| } |
| ] |
| } |
| } |
| } |
