Model x Forecast Policy Matrix

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This page states which forecast policies are statistically supported for each registered model. It is generated from mf.list_model_specs(), each model’s ModelSpec.default_params, and the package’s direct-policy guard.

Status meanings:

• supported: the runner policy applies to this model family.

• supported-via-direct-projection: the model has an explicit validated direct projection mode for this policy.

• guarded-unsupported: the combination is blocked by default because the model forecasts by iterating its own dynamics rather than by fitting an h-step direct projection, or because the model’s direct projection is a point target rather than the requested horizon-average target.

The measured-scan column is only a point-in-time runtime smoke scan. OK means a combination ran, not that its forecast object has the right statistical meaning.

Model	Family	Input	direct	direct_average	path_average	recursive	Measured scan
albacore_components	assemblage	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
albacore_ranks	assemblage	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
assemblage_regression	assemblage	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
component_aggregation	assemblage	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
rank_aggregation	assemblage	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
supervised_aggregation	assemblage	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
pls	composite	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
scaled_pca	composite	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
supervised_pca	composite	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
supervised_scaled_pca	composite	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
far	factor	supervised	supported-via-direct-projection	supported-via-direct-projection	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
favar	factor	supervised	guarded-unsupported	guarded-unsupported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
adaptive_elastic_net	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
adaptive_lasso	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
bayesian_ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
elastic_net	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
fused_difference_ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
glmboost	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
group_lasso	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
huber	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
lasso	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
nonneg_ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
ols	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
random_walk_ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
shrink_to_target_ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
sparse_group_lasso	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
tvp_ridge	linear	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
dfm_mixed_mariano_murasawa	mixed_frequency	panel	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: EMPTY
dfm_unrestricted_midas	mixed_frequency	panel	guarded-unsupported	guarded-unsupported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
midas_almon	mixed_frequency	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
midas_beta	mixed_frequency	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
midas_step	mixed_frequency	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
restricted_midas	mixed_frequency	supervised	supported	supported	supported	supported	direct: TIMEOUT, direct_average: TIMEOUT, path_average: TIMEOUT, recursive: TIMEOUT
unrestricted_midas	mixed_frequency	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
density_hnn	neural	supervised	supported	supported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
gru	neural	supervised	supported	supported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
hemisphere_nn	neural	supervised	supported	supported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
lstm	neural	supervised	supported	supported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
nn	neural	supervised	supported	supported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
transformer	neural	supervised	supported	supported	supported	supported	direct: EMPTY, direct_average: EMPTY, path_average: EMPTY, recursive: EMPTY
kernel_ridge	nonparametric	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
knn	nonparametric	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
mars	spline	supervised	supported	supported	supported	supported	direct: TIMEOUT, direct_average: TIMEOUT, path_average: TIMEOUT, recursive: TIMEOUT
linear_svr	support_vector	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
nu_svr	support_vector	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
svr	support_vector	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
ar	timeseries	supervised	supported-via-direct-projection	supported-via-direct-projection	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
arima	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
auto_arima	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
bvar_minnesota	timeseries	panel	guarded-unsupported	guarded-unsupported	supported	supported	direct: TIMEOUT, direct_average: TIMEOUT, path_average: TIMEOUT, recursive: TIMEOUT
bvar_normal_inverse_wishart	timeseries	panel	guarded-unsupported	guarded-unsupported	supported	supported	direct: TIMEOUT, direct_average: TIMEOUT, path_average: TIMEOUT, recursive: TIMEOUT
ets	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
hist_mean	timeseries	target	supported	supported	supported	supported	not available
holt_winters	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
naive	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
random_walk_drift	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
seasonal_naive	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
stlf	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
theta_method	timeseries	target	guarded-unsupported	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
var	timeseries	panel	supported-via-direct-projection	guarded-unsupported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: EMPTY
catboost	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
decision_tree	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
extra_trees	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
gradient_boosting	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
lgb_plus	tree	supervised	supported	supported	supported	supported	direct: TIMEOUT, direct_average: TIMEOUT, path_average: TIMEOUT, recursive: TIMEOUT
lgba_plus	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
lightgbm	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
macro_random_forest	tree	supervised	supported	supported	supported	supported	direct: TIMEOUT, direct_average: TIMEOUT, path_average: TIMEOUT, recursive: TIMEOUT
quantile_regression_forest	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
random_forest	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
xgboost	tree	supervised	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
egarch	volatility	volatility	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
garch11	volatility	volatility	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
gjr_garch	volatility	volatility	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
realized_garch	volatility	volatility	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK
tgarch	volatility	volatility	supported	supported	supported	supported	direct: OK, direct_average: OK, path_average: OK, recursive: OK

Measured scan source: .dev-notes/policy_matrix_results.json. Treat it as a runtime smoke scan, not as support metadata.