Andreas Beger
18 March - 26 May 2022
This folder contains documentation related to the spring 2022 forecast update.
Update report:
Major changes are documented in NEWS.md
Notes you can find here:
- France case investigation (whatif-france.md): Why does France have a high risk for Associational closing?
- RF Stability (rf-stability.md): What is the impact of the number of trees in a forest on the variability of point forecasts? In other words, how many trees buy you a sufficient reduction in the "randomness" of random forests?
- Tuning experiments (tuning-experiments.md): Tuning experiments to determine the fixed hyperparameters that are now used in all models.
- Variable importance for the standard deviation variable transforms: Instead of "_squared" terms, I added "_sd10"--10-year moving standard deviations--to the models this year. This was based on a comparison of 5-, 10-, and 20-year moving SDs.