Data Layer#

Layer 1 defines the forecasting dataset: source, target, predictor universe, geography, sample window, horizons, and regimes.

Core source axes:

Axis

Common values

custom_source_policy

official_only, custom_panel_only, official_plus_custom

dataset

fred_md, fred_qd, fred_sd, fred_md+fred_sd, fred_qd+fred_sd

frequency

monthly, quarterly

information_set_type

final_revised_data, pseudo_oos_on_revised_data

vintage_policy

current_vintage; real_time_alfred is schema-present but future.

Target and horizon axes:

Axis

Common values

target_structure

single_target, multi_target

variable_universe

all_variables, core_variables, category_variables, target_specific_variables, explicit_variable_list

horizon_set

single, custom_list, range_up_to_h, standard_md, standard_qd

sample_start_rule

earliest_available, fixed_date, max_balanced

sample_end_rule

latest_available, fixed_date

Use leaf_config.target for single_target, leaf_config.targets for multi_target, leaf_config.target_horizons for single or custom_list, and leaf_config.max_horizon for range_up_to_h.

FRED-SD geography is controlled by target_geography_scope, predictor_geography_scope, fred_sd_state_group, state_selection, fred_sd_variable_group, and sd_variable_selection.