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 |
|---|---|---|
|
|
One y series. |
|
|
Multiple y series. |
Layer 0 connection:
one_target_one_methodandone_target_compare_methodsrequiretarget_structure=single_target.multiple_targets_one_methodandmultiple_targets_compare_methodsrequiretarget_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 |
|---|---|---|
|
none |
Use all eligible non-date, non-target source columns. |
|
package metadata |
Use the package’s core macro subset. |
|
category mapping payload |
Use columns mapped to a category. |
|
|
Use different x sets by target y. |
|
|
Use an explicit x column list. |
Custom data note:
Custom-only files have no automatic FRED category metadata.
Use
all_variablesorexplicit_variable_listunless 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_transformandtarget_normalization: Layer 2 target preprocessing.target_lag_block,x_lag_feature_block,factor_feature_block, and feature-block combinations: Layer 2 representation construction.forecast_typeandforecast_object: Layer 3 forecast-generation contract.model_familyandbenchmark_family: Layer 3 training choices.