File size: 906 Bytes
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"model_type": "SARIMAX",
"order": [
2,
1,
1
],
"seasonal_order": [
2,
0,
2,
12
],
"seasonal_period": 12,
"target": "water_level",
"exog_cols": [
"temperature",
"precipitation",
"wind_speed"
],
"enforce_stationarity": false,
"enforce_invertibility": false,
"train_period": {
"start": "1944-01-01",
"end": "2015-10-01",
"n_obs": 862
},
"test_period": {
"start": "2015-11-01",
"end": "2023-10-01",
"n_obs": 96
},
"test_metrics": {
"RMSE": 5.154,
"MAE": 4.1969,
"MAPE_pct": 6.5844,
"R2": -0.3826,
"NSE": -0.3826
},
"bayesian_optimization": {
"n_trials": 50,
"sampler": "Optuna TPE",
"criterion": "val_RMSE",
"best_val_RMSE": 3.9723,
"best_AIC": 4623.9461
},
"notes": "Basic SARIMAX \u2014 raw exog only, no lag features. Oracle exog assumption at forecast time."
} |