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ARIMA_SAX_Hybrid_Forecaster/experiments
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Chiki Bum 3fbd268550 Bootstrap ARIMA+SAX hybrid research harness: protocols, source, tests, config
2026-08-24 17:10:57 +07:00
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README.md Bootstrap ARIMA+SAX hybrid research harness: protocols, source, tests, config 2026-08-24 17:10:57 +07:00

README.md

Experiments

Define every pre-registered experiment here (E1..E8 from VALIDATION_PROTOCOL.md).

Initial (bootstrap) experiments — all are NOT TESTED pending data+harness runs:

  • E1 ARIMA > naive
  • E2 SAX > naive
  • E3 SAX adds info beyond ARIMA
  • E4 ARIMA adds info beyond SAX
  • E5 agreement improves conditional performance
  • E6 disagreement identifies poor/unstable regimes
  • E7 survives transaction costs
  • E8 stable across walk-forward periods

Do not add model complexity until E1..E8 are answered.