{
  "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"
        }
      ]
    }
  }
}