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EITT accidental release of study, oh well
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Untitled.ipynb

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version https://git-lfs.github.com/spec/v1
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oid sha256:4a62b68a633d79c53a6fd8893e8ea42dcf2b9a8a3e907b1b9861661f04f21517
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size 72
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oid sha256:8d34d2df844f40ea4b198de8b1664aee427bf8079d48f8ceaf1e9a7001ced9c9
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size 86031

eitt_summary.json

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{
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"dataset": "synthetic_demo",
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"n_base": 2000,
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"base": {
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"H": 2.078792447959248,
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"Aitchison": 0.010337976428729776,
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"TV": 0.014329354185050838,
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"AC_lag1": 0.8519637092092989
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},
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"calibration": {
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"sigma_eps2": 0.010337976428729776,
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"lambda_max_W": 0.12554912974661303,
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"H_star": 2.0794373868064593,
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"C_constant": 0.0003120853631378958,
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"rho_eff_lag1": 0.8519637092092989
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},
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"ladder": [
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{
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"level": "D",
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"window_days": 1,
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"n_obs": 2000,
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"H": 2.078792447959248,
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"Aitchison": 0.010337976428729776,
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"TV": 0.014329354185050838,
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"AC_lag1": 0.8519637092092989,
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"pct_change_H": 0.0,
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"H_change_CI_pct": [
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-0.0012292578790622135,
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-2.0806687005432753e-06,
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0.0010471025303587455
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]
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},
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{
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"level": "W",
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"window_days": 7,
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"n_obs": 286,
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"H": 2.078974806954423,
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"Aitchison": 0.007413738415573584,
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"TV": 0.01211650051596722,
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"AC_lag1": 0.5236963971670072,
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"pct_change_H": 0.008772352206400836,
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"H_change_CI_pct": [
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0.006472249427702986,
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]
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},
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{
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"level": "M",
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"window_days": 30,
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"n_obs": 67,
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"H": 2.0792071696661605,
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"Aitchison": 0.0036922745872322174,
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"TV": 0.008471102081328421,
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"AC_lag1": 0.14693381834310948,
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"pct_change_H": 0.01995012572417816,
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"H_change_CI_pct": [
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0.02019443940651425,
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0.025173132049306164
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]
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},
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{
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"level": "Q",
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"window_days": 91,
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"n_obs": 22,
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"H": 2.0793527506824194,
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"Aitchison": 0.0013578575504370194,
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"TV": 0.00522959834347794,
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"AC_lag1": -0.007794912070101086,
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"pct_change_H": 0.02695327875188236,
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"H_change_CI_pct": [
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0.0356411926214584
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]
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},
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{
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"level": "A",
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"window_days": 365,
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"n_obs": 6,
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"H": 2.079412269724615,
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"Aitchison": 0.0003786036617608246,
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"TV": 0.0028060630232535472,
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"AC_lag1": 0.0479270184491182,
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"pct_change_H": 0.029816433380625076,
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"H_change_CI_pct": [
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]
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}
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],
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"pass_threshold_pct": 2.0,
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"notes": "C_constant = 0.5 * lambda_max(W) * sigma_eps^2 / H_star; empirical bound approx C*(1/M)*((1+rho)/(1-rho))"
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}

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