Target (y) And Predictor (x) Definition (1.2)

Layer 1 declares which y series is forecast and which source columns are eligible as candidate predictors x. It does not choose y transformations, horizon target construction, x lags, factors, or model-ready feature blocks.

1.2.1 target_structure

Target (y) Definition says whether the recipe has one y series or multiple y series.

Value

Required payload

Meaning

single_target

leaf_config.target

One y series.

multi_target

leaf_config.targets

Multiple y series.

Layer 0 connection:

  • one_target_one_method and one_target_compare_methods require target_structure=single_target.

  • multiple_targets_one_method and multiple_targets_compare_methods require target_structure=multi_target.

1.2.2 variable_universe

Predictor (x) Universe decides which source columns are eligible as x before Layer 2 representation construction.

Value

Required payload

Meaning

all_variables

none

Use all eligible non-date, non-target source columns.

core_variables

package metadata

Use the package’s core macro subset.

category_variables

category mapping payload

Use columns mapped to a category.

target_specific_variables

leaf_config.target_specific_columns

Use different x sets by target y.

explicit_variable_list

leaf_config.variable_universe_columns

Use an explicit x column list.

Custom data note:

  • Custom-only files have no automatic FRED category metadata.

  • Use all_variables or explicit_variable_list unless the recipe provides category or target-specific mappings.

Recipe usage:

path:
  1_data_task:
    fixed_axes:
      target_structure: single_target
      variable_universe: explicit_variable_list
    leaf_config:
      target: INDPRO
      horizons: [1, 3, 6]
      variable_universe_columns: [RPI, UNRATE, CPIAUCSL]

Multi-target usage:

path:
  1_data_task:
    fixed_axes:
      target_structure: multi_target
      variable_universe: target_specific_variables
    leaf_config:
      targets: [INDPRO, UNRATE]
      horizons: [1, 3]
      target_specific_columns:
        INDPRO: [RPI, UNRATE, CPIAUCSL]
        UNRATE: [PAYEMS, CLAIMSx, INDPRO]

Boundary

These are not Layer 1 target/predictor-definition choices:

  • horizon_target_construction: Layer 2 target representation.

  • target_transform and target_normalization: Layer 2 target preprocessing.

  • target_lag_block, x_lag_feature_block, factor_feature_block, and feature-block combinations: Layer 2 representation construction.

  • forecast_type and forecast_object: Layer 3 forecast-generation contract.

  • model_family and benchmark_family: Layer 3 training choices.