Upload config_economy.json with huggingface_hub
Browse files- config_economy.json +407 -0
config_economy.json
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| 1 |
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{
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| 2 |
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"topic": "economy",
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| 3 |
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"topic_label": "Economy",
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| 4 |
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"unit": "USD",
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| 5 |
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"target": "value",
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| 6 |
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"source": "yfinance:^GSPC",
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| 7 |
+
"freq_days": 1.0,
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| 8 |
+
"lookback": 60,
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| 9 |
+
"horizon_steps": 7,
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| 10 |
+
"horizon_days": 7,
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| 11 |
+
"hidden_size": 64,
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| 12 |
+
"num_layers": 2,
|
| 13 |
+
"dropout": 0.1,
|
| 14 |
+
"input_size": 7,
|
| 15 |
+
"features": [
|
| 16 |
+
"rel",
|
| 17 |
+
"ret1",
|
| 18 |
+
"ma7",
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| 19 |
+
"ma30",
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| 20 |
+
"vol7",
|
| 21 |
+
"dow_sin",
|
| 22 |
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"dow_cos"
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| 23 |
+
],
|
| 24 |
+
"epochs_used": 17,
|
| 25 |
+
"val_mae": 30.619664851336914,
|
| 26 |
+
"val_rel_mae": 0.016733940690755844,
|
| 27 |
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"val_h1_mape": 0.009006496895902225,
|
| 28 |
+
"val_h1_smape": 0.00898166923401387,
|
| 29 |
+
"naive_baseline_mae": 30.79312604022847,
|
| 30 |
+
"validation": {
|
| 31 |
+
"steps": [
|
| 32 |
+
{
|
| 33 |
+
"step": 1,
|
| 34 |
+
"mae": 30.619664851336914,
|
| 35 |
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"rmse": 45.38590585159442,
|
| 36 |
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"smape": 0.00898166923401387
|
| 37 |
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},
|
| 38 |
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{
|
| 39 |
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"step": 2,
|
| 40 |
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"mae": 42.19054028440015,
|
| 41 |
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"rmse": 60.39141228343322,
|
| 42 |
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"smape": 0.012267060909865016
|
| 43 |
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},
|
| 44 |
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{
|
| 45 |
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"step": 3,
|
| 46 |
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"mae": 51.760289148386754,
|
| 47 |
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"rmse": 74.70059074907299,
|
| 48 |
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"smape": 0.01513193756475781
|
| 49 |
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},
|
| 50 |
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{
|
| 51 |
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"step": 4,
|
| 52 |
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"mae": 59.85989737358779,
|
| 53 |
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"rmse": 86.18779246299701,
|
| 54 |
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"smape": 0.017522325893734005
|
| 55 |
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},
|
| 56 |
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{
|
| 57 |
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"step": 5,
|
| 58 |
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"mae": 66.77424781682392,
|
| 59 |
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"rmse": 95.43319199019393,
|
| 60 |
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"smape": 0.01949363177928893
|
| 61 |
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},
|
| 62 |
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{
|
| 63 |
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"step": 6,
|
| 64 |
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"mae": 72.98245798814631,
|
| 65 |
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"rmse": 104.41600871902436,
|
| 66 |
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"smape": 0.02128773258564305
|
| 67 |
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},
|
| 68 |
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{
|
| 69 |
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"step": 7,
|
| 70 |
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"mae": 78.24263201773518,
|
| 71 |
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"rmse": 110.90283480070757,
|
| 72 |
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"smape": 0.022725232350346444
|
| 73 |
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}
|
| 74 |
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],
|
| 75 |
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"directional": [
|
| 76 |
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{
|
| 77 |
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"step": 1,
|
| 78 |
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"accuracy": 0.548,
|
| 79 |
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"coverage": 1.0,
|
| 80 |
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"n": 1000
|
| 81 |
+
},
|
| 82 |
+
{
|
| 83 |
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"step": 2,
|
| 84 |
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"accuracy": 0.596,
|
| 85 |
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"coverage": 1.0,
|
| 86 |
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"n": 1000
|
| 87 |
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},
|
| 88 |
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{
|
| 89 |
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"step": 3,
|
| 90 |
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"accuracy": 0.594,
|
| 91 |
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"coverage": 1.0,
|
| 92 |
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"n": 1000
|
| 93 |
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},
|
| 94 |
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{
|
| 95 |
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"step": 4,
|
| 96 |
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"accuracy": 0.615,
|
| 97 |
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"coverage": 1.0,
|
| 98 |
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"n": 1000
|
| 99 |
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},
|
| 100 |
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{
|
| 101 |
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"step": 5,
|
| 102 |
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"accuracy": 0.612,
|
| 103 |
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"coverage": 1.0,
|
| 104 |
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"n": 1000
|
| 105 |
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},
|
| 106 |
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{
|
| 107 |
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"step": 6,
|
| 108 |
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"accuracy": 0.623,
|
| 109 |
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"coverage": 1.0,
|
| 110 |
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"n": 1000
|
| 111 |
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},
|
| 112 |
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{
|
| 113 |
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"step": 7,
|
| 114 |
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"accuracy": 0.62,
|
| 115 |
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"coverage": 1.0,
|
| 116 |
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"n": 1000
|
| 117 |
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}
|
| 118 |
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],
|
| 119 |
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"naive": [
|
| 120 |
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{
|
| 121 |
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"step": 1,
|
| 122 |
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"mae": 30.79312604022847,
|
| 123 |
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"rmse": 45.629765322342664,
|
| 124 |
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"smape": 0.00904073038043232
|
| 125 |
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},
|
| 126 |
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{
|
| 127 |
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"step": 2,
|
| 128 |
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"mae": 42.484435948903574,
|
| 129 |
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|
| 130 |
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"smape": 0.012342073939210082
|
| 131 |
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},
|
| 132 |
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{
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| 133 |
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"step": 3,
|
| 134 |
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|
| 135 |
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"rmse": 74.38249455080788,
|
| 136 |
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"smape": 0.015259671349884183
|
| 137 |
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},
|
| 138 |
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{
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| 139 |
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"step": 4,
|
| 140 |
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"mae": 60.50708226311026,
|
| 141 |
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"rmse": 85.93904208623309,
|
| 142 |
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"smape": 0.017724739531986042
|
| 143 |
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},
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| 144 |
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{
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| 145 |
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"step": 5,
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| 146 |
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| 147 |
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| 148 |
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| 149 |
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},
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| 150 |
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{
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| 151 |
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| 152 |
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| 153 |
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| 155 |
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| 160 |
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| 161 |
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}
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| 162 |
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],
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| 163 |
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| 164 |
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| 165 |
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| 166 |
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| 169 |
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| 178 |
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| 179 |
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| 180 |
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| 181 |
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},
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{
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{
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},
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{
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| 200 |
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{
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|
| 204 |
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"smape": 0.02677724896544213
|
| 205 |
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}
|
| 206 |
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],
|
| 207 |
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"rel_mae": 0.016733940690755844,
|
| 208 |
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"h1_mape": 0.009006496895902225,
|
| 209 |
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"h1_smape": 0.00898166923401387,
|
| 210 |
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"mae_h1": 30.619664851336914,
|
| 211 |
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"mae_all": 57.489961354345276
|
| 212 |
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},
|
| 213 |
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"test": {
|
| 214 |
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| 220 |
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