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models.yaml
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models.yaml
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XGBOOST:
PPI:
nb_months_past_to_use : 24
nb_months_past_to_use_others : 4
nb_years_past_to_use : 0
hyperparameters_europe :
best_nround : 150
best_eta : 0.15
best_max_depth : 6
best_subsample : 0.5
best_colsample_bytree : 0.5
hyperparameters_per_country :
best_nround : 100
best_eta : 0.15
best_max_depth : 5
best_subsample : 0.5
best_colsample_bytree : 0.5
PVI:
nb_months_past_to_use : 24
nb_months_past_to_use_others : 4
nb_years_past_to_use : 0
hyperparameters_europe :
best_nround : 150
best_eta : 0.15
best_max_depth : 6
best_subsample : 0.5
best_colsample_bytree : 0.5
hyperparameters_per_country :
best_nround : 100
best_eta : 0.15
best_max_depth : 5
best_subsample : 0.5
best_colsample_bytree : 0.5
TOURISM:
nb_months_past_to_use : 10
nb_months_past_to_use_others : 5
nb_years_past_to_use : 5
hyperparameters_europe :
best_nround : 150
best_eta : 0.15
best_max_depth : 6
best_subsample : 0.5
best_colsample_bytree : 0.5
hyperparameters_per_country :
best_nround : 100
best_eta : 0.15
best_max_depth : 5
best_subsample : 0.5
best_colsample_bytree : 0.5
init_year: 2007
LSTM:
PPI:
nb_months_past_to_use : 1
nb_months_past_to_use_others : 4
nb_years_past_to_use : 0
PVI:
nb_months_past_to_use : 1
nb_months_past_to_use_others : 4
nb_years_past_to_use : 0
TOURISM:
nb_months_past_to_use : 1
nb_months_past_to_use_others : 6
nb_years_past_to_use : 1
init_year: 2007
REGARIMA:
PPI:
transform.function: "None"
estimate.from: "2010-01-01"
estimate.to: "2021-12-01"
outlier.to: "2021-12-01"
automdl.enabled: TRUE
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: FALSE
outlier.usedefcv: FALSE
outlier.cv: 3.5
usrdef.varEnabled: TRUE
PVI:
transform.function: "None"
estimate.from: "2010-01-01"
automdl.enabled: TRUE
usrdef.outliersEnabled: TRUE
usrdef.outliersType: ["AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO"]
usrdef.outliersDate: ["2020-02-01", "2020-03-01", "2020-04-01", "2020-05-01", "2020-06-01",
"2020-07-01", "2020-08-01", "2020-09-01", "2020-10-01", "2020-11-01", "2020-12-01",
"2021-01-01", "2021-02-01", "2021-03-01", "2021-04-01", "2021-05-01"]
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: FALSE
outlier.ls: TRUE
outlier.usedefcv: FALSE
outlier.cv: 3.5
usrdef.varEnabled: TRUE
TOURISM:
NO_CVS:
spec: "TRfull"
transform.function: "Auto"
estimate.from: "2016-01-01"
automdl.enabled: TRUE
tradingdays.option: "TradingDays"
usrdef.outliersEnabled: TRUE
usrdef.outliersType: [
"AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO"]
usrdef.outliersDate: [
"2020-02-01", "2020-03-01", "2020-04-01", "2020-05-01", "2020-06-01",
"2020-07-01", "2020-08-01", "2020-09-01", "2020-10-01", "2020-11-01", "2020-12-01",
"2021-01-01", "2021-02-01", "2021-03-01", "2021-04-01", "2021-05-01", "2021-06-01",
"2021-07-01", "2021-08-01", "2021-09-01", "2021-10-01", "2021-11-01", "2021-12-01",
"2022-01-01", "2022-02-01", "2022-03-01"]
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: FALSE
outlier.ls: TRUE
outlier.usedefcv: FALSE
outlier.cv: 4
usrdef.varEnabled: TRUE
CVS:
preliminary.check: FALSE
estimate.from: "2012-01-01"
spec: "RSA5c"
usrdef.outliersEnabled: TRUE
usrdef.outliersType: [
"AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO", "AO", "AO", "AO", "AO",
"AO", "AO","AO"]
usrdef.outliersDate: [
"2020-02-01", "2020-03-01", "2020-04-01", "2020-05-01", "2020-06-01",
"2020-07-01", "2020-08-01", "2020-09-01", "2020-10-01", "2020-11-01", "2020-12-01",
"2021-01-01", "2021-02-01", "2021-03-01", "2021-04-01", "2021-05-01", "2021-06-01",
"2021-07-01", "2021-08-01", "2021-09-01", "2021-10-01", "2021-11-01", "2021-12-01",
"2022-01-01", "2022-02-01", "2022-03-01"]
outlier.enabled: TRUE
outlier.ao: TRUE
outlier.tc: TRUE
outlier.ls: TRUE
ETS:
PPI:
initial_year: 2003
last_year: 2023
PVI:
initial_year: 2003
last_year: 2023
TOURISM:
initial_year: 2003
last_year: 2020
DFM:
PPI:
start_sample: "2005-02-01"
SA: FALSE
max_lags: 4
max_factor: 2
collinearity_threshold: 0.9999
PVI:
start_sample: "2005-02-01"
SA: FALSE
max_lags: 4
max_factor: 2
collinearity_threshold: 0.9999
TOURISM:
start_sample: "2005-02-01"
SA: TRUE
max_lags: 4
max_factor: 2
collinearity_threshold: 0.9999