| { | |
| "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." | |
| } |