Rows = horizons H1..H12, columns = member models, cells = weight. Blank = zero weight. Ensemble_Horizon hidden WAPE 0.6996, oracle 0.6743, Naive 1.1236. Click headers to sort.
| H | Basic_LGBM_reg90 | MetaCategorical_LGBM | SeasonalNaive_7 | Custom_CatBoost_MAE | stat__simpleexponentialsmoothing_alpha_0p4 | stat__holtwinters | SeasonalNaive_14 | baseline__seasonal_ma | WindowAverage_8 | SeasonalNaive_28 | stat__simpleexponentialsmoothing_alpha_0p1 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| H1 | 1.00 | ||||||||||
| H2 | 0.97 | 0.03 | |||||||||
| H3 | 1.00 | ||||||||||
| H4 | 1.00 | ||||||||||
| H5 | 1.00 | ||||||||||
| H6 | 0.36 | 0.24 | 0.36 | 0.02 | 0.01 | 0.01 | 0.00 | ||||
| H7 | 0.55 | 0.22 | 0.01 | 0.12 | 0.09 | 0.01 | |||||
| H8 | 0.30 | 0.55 | 0.09 | 0.04 | 0.03 | ||||||
| H9 | 0.33 | 0.16 | 0.12 | 0.34 | 0.06 | ||||||
| H10 | 1.00 | ||||||||||
| H11 | 1.00 | ||||||||||
| H12 | 1.00 |
VALID = holdout_1 (Apr-Jun 2020, used for selection). HIDDEN = future_holdout_2 (Jun-Sep 2020, never seen). shift = relative change 1→2. Oracle = best hidden per column. Ensemble row is green.
| # | model | family | VALID | HIDDEN | shift | pbias | in ens | vs oracle |
|---|---|---|---|---|---|---|---|---|
| 1 | Custom_CatBoost_MAE | catboost | 0.7107 | 0.6743 | -5.1% | -16.1% | yes | +0.0% |
| 2 | MLForecast_Dispersion_LGBM | lightgbm | 0.7070 | 0.6752 | -4.5% | -14.6% | no | +0.1% |
| 3 | MetaCategorical_LGBM | lightgbm | 0.7084 | 0.6777 | -4.3% | -14.4% | yes | +0.5% |
| 4 | Basic_LGBM_reg90 | lightgbm | 0.7088 | 0.6789 | -4.2% | -14.4% | yes | +0.7% |
| 5 | Ensemble_Horizon | ensemble | 0.6983 | 0.6996 | +0.2% | -8.0% | no | +3.8% |
| 6 | WindowAverage_8 | baseline | 0.8393 | 0.8314 | -0.9% | +28.4% | yes | +23.3% |
| 7 | stat__simpleexponentialsmoothing | stat | 0.8567 | 0.8529 | -0.4% | +33.3% | no | +26.5% |
| 8 | baseline__moving_average | baseline | 0.9649 | 0.8571 | -11.2% | +24.5% | no | +27.1% |
| 9 | stat__windowaverage | stat | 0.9649 | 0.8571 | -11.2% | +24.5% | no | +27.1% |
| 10 | WindowAverage_13 | baseline | 0.9649 | 0.8571 | -11.2% | +24.5% | no | +27.1% |
| 11 | stat__tsb | stat | 0.8623 | 0.8577 | -0.5% | +34.2% | no | +27.2% |
| 12 | stat__simpleexponentialsmoothing_alpha_0p1 | stat | 1.0598 | 0.8623 | -18.6% | +35.1% | yes | +27.9% |
| 13 | MLF_LGBM_Tweedie_1p9 | lightgbm | 0.7371 | 0.8903 | +20.8% | +29.1% | no | +32.0% |
| 14 | stat__adida | stat | 0.7920 | 0.8970 | +13.2% | +39.1% | no | +33.0% |
| 15 | stat__tsb_alpha_0p1 | stat | 1.0871 | 0.8971 | -17.5% | +39.1% | no | +33.0% |
| 16 | stat__imapa | stat | 0.7906 | 0.8980 | +13.6% | +39.1% | no | +33.2% |
| 17 | stat__tsb_alpha_0p3 | stat | 0.7913 | 0.9039 | +14.2% | +39.3% | no | +34.1% |
| 18 | stat__simpleexponentialsmoothing_alpha_0p3 | stat | 0.7895 | 0.9043 | +14.5% | +39.2% | no | +34.1% |
| 19 | MLF_LGBM_Tweedie_1p5 | lightgbm | 0.7714 | 0.9046 | +17.3% | +32.4% | no | +34.2% |
| 20 | Basic_LGBM_prior120 | lightgbm | 0.7843 | 0.9106 | +16.1% | +32.8% | no | +35.0% |
| 21 | MLF_LGBM_Tweedie_1p1 | lightgbm | 0.7801 | 0.9127 | +17.0% | +32.8% | no | +35.4% |
| 22 | SeasonalNaive_7 | baseline | 0.9278 | 0.9262 | -0.2% | +29.0% | yes | +37.4% |
| 23 | MLF_LGBM | lightgbm | 0.7837 | 0.9312 | +18.8% | +36.0% | no | +38.1% |
| 24 | stat__crostonoptimized | stat | 0.8589 | 0.9365 | +9.0% | +41.2% | no | +38.9% |
| 25 | stat__tsb_alpha_0p4 | stat | 0.7684 | 0.9525 | +24.0% | +44.5% | no | +41.3% |
| 26 | stat__simpleexponentialsmoothing_alpha_0p4 | stat | 0.7675 | 0.9534 | +24.2% | +44.6% | yes | +41.4% |
| 27 | stat__tsb_alpha_0p5 | stat | 0.7660 | 0.9967 | +30.1% | +48.8% | no | +47.8% |
| 28 | stat__simpleexponentialsmoothing_alpha_0p5 | stat | 0.7655 | 0.9975 | +30.3% | +48.9% | no | +47.9% |
| 29 | MLForecast_Dispersion_LGBM__SeasonalIndexBlend_25 | lightgbm | 1.0112 | 1.0014 | -1.0% | +33.1% | no | +48.5% |
| 30 | MLForecast_Dispersion_LGBM__SeasonalBlend_25 | lightgbm | 1.0112 | 1.0014 | -1.0% | +33.1% | no | +48.5% |
| 31 | Basic_LGBM_reg90__SeasonalIndexBlend_25 | lightgbm | 1.0096 | 1.0024 | -0.7% | +33.2% | no | +48.7% |
| 32 | Basic_LGBM_reg90__SeasonalBlend_25 | lightgbm | 1.0096 | 1.0024 | -0.7% | +33.2% | no | +48.7% |
| 33 | MetaCategorical_LGBM__SeasonalBlend_25 | lightgbm | 1.0114 | 1.0033 | -0.8% | +33.2% | no | +48.8% |
| 34 | stat__theta | stat | 0.7921 | 1.0308 | +30.1% | +50.7% | no | +52.9% |
| 35 | baseline__seasonal_ma | baseline | 1.2018 | 1.0318 | -14.1% | +36.4% | yes | +53.0% |
| 36 | stat__tsb_alpha_0p6 | stat | 0.7732 | 1.0353 | +33.9% | +52.2% | no | +53.5% |
| 37 | stat__simpleexponentialsmoothing_alpha_0p6 | stat | 0.7729 | 1.0361 | +34.0% | +52.2% | no | +53.7% |
| 38 | SeasonalNaive_14 | baseline | 1.1214 | 1.0369 | -7.5% | +16.0% | yes | +53.8% |
| 39 | stat__dynamictheta | stat | 0.7928 | 1.0415 | +31.4% | +51.2% | no | +54.5% |
| 40 | stat__autotheta | stat | 0.7931 | 1.0465 | +32.0% | +50.8% | no | +55.2% |
| 41 | stat__optimizedtheta | stat | 0.7943 | 1.0467 | +31.8% | +50.8% | no | +55.2% |
| 42 | stat__dynamicoptimizedtheta | stat | 0.7815 | 1.0583 | +35.4% | +56.3% | no | +57.0% |
| 43 | stat__simpleexponentialsmoothingoptimized | stat | 0.7849 | 1.0638 | +35.5% | +56.7% | no | +57.8% |
| 44 | stat__tsb_alpha_0p7 | stat | 0.7847 | 1.0682 | +36.1% | +54.8% | no | +58.4% |
| 45 | stat__simpleexponentialsmoothing_alpha_0p7 | stat | 0.7846 | 1.0690 | +36.3% | +54.8% | no | +58.5% |
| 46 | stat__tsb_alpha_0p8 | stat | 0.7986 | 1.0945 | +37.0% | +56.5% | no | +62.3% |
| 47 | stat__simpleexponentialsmoothing_alpha_0p8 | stat | 0.7986 | 1.0951 | +37.1% | +56.6% | no | +62.4% |
| 48 | stat__crostonsba | stat | 1.2561 | 1.1039 | -12.1% | +56.1% | no | +63.7% |
| 49 | stat__tsb_alpha_0p9 | stat | 0.8135 | 1.1130 | +36.8% | +57.4% | no | +65.1% |
| 50 | stat__simpleexponentialsmoothing_alpha_0p9 | stat | 0.8135 | 1.1133 | +36.9% | +57.4% | no | +65.1% |
| 51 | baseline__naive | baseline | 0.8285 | 1.1236 | +35.6% | +57.2% | no | +66.6% |
| 52 | stat__naive | stat | 0.8285 | 1.1236 | +35.6% | +57.2% | no | +66.6% |
| 53 | Naive | baseline | 0.8285 | 1.1236 | +35.6% | +57.2% | no | +66.6% |
| 54 | stat__holt | stat | 0.8069 | 1.1506 | +42.6% | +62.8% | no | +70.6% |
| 55 | stat__crostonclassic | stat | 1.2996 | 1.1507 | -11.5% | +64.3% | no | +70.7% |
| 56 | stat__autoets | stat | 0.9076 | 1.1695 | +28.9% | +70.1% | no | +73.4% |
| 57 | stat__randomwalkwithdrift | stat | 0.8560 | 1.1765 | +37.4% | +55.6% | no | +74.5% |
| 58 | Basic_LGBM_prior120__SeasonalIndexBlend_25 | lightgbm | 1.1232 | 1.1941 | +6.3% | +68.6% | no | +77.1% |
| 59 | Basic_LGBM_prior120__SeasonalBlend_25 | lightgbm | 1.1232 | 1.1941 | +6.3% | +68.6% | no | +77.1% |
| 60 | MLF_LGBM__SeasonalBlend_25 | lightgbm | 1.1226 | 1.2092 | +7.7% | +71.0% | no | +79.3% |
| 61 | MLF_LGBM__SeasonalIndexBlend_25 | lightgbm | 1.1226 | 1.2092 | +7.7% | +71.0% | no | +79.3% |
| 62 | stat__mstl | stat | 1.2668 | 1.3290 | +4.9% | +67.5% | no | +97.1% |
| 63 | SeasonalNaive_28 | baseline | 1.7868 | 1.3989 | -21.7% | +62.6% | yes | +107.5% |
| 64 | MetaCategorical_LGBM__SeasonalBlend_50 | lightgbm | 1.4800 | 1.4011 | -5.3% | +80.8% | no | +107.8% |
| 65 | stat__holtwinters | stat | 1.5392 | 1.5046 | -2.2% | +83.1% | yes | +123.1% |
| 66 | MLF_LGBM__SeasonalBlend_50 | lightgbm | 1.5624 | 1.5329 | -1.9% | +106.0% | no | +127.3% |
| 67 | baseline__seasonal_blend | baseline | 1.8703 | 1.6466 | -12.0% | +106.2% | no | +144.2% |
| 68 | baseline__seasonal_naive | baseline | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 69 | SameWeekLastYear_52 | baseline | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 70 | stat__seasonalnaive | stat | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 71 | stat__seasonalexponentialsmoothing | stat | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 72 | stat__seasonalexponentialsmoothingoptimized | stat | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 73 | SeasonalNaive_52 | baseline | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 74 | SeasonalWindowAverage_52_3 | baseline | 2.5892 | 2.3213 | -10.3% | +176.0% | no | +244.3% |
| 75 | HistoricAverage | baseline | 2.4270 | 2.6113 | +7.6% | +209.8% | no | +287.3% |
| 76 | stat__historicaverage | stat | 2.4270 | 2.6113 | +7.6% | +209.8% | no | +287.3% |