. 2015 Nov 9;112(47):14473–14478. doi: 10.1073/pnas.1515373112

Table S5.

Comparison of different specifications of hyperparameters for in-sample study period

	Whole in-sample period: Jan 7, 2007 to Mar 29, 2009	2006–2007 partial season: Jan 7, 2007 to May 20, 2007	2007–2008 season: Sep 30, 2007 to May 18, 2008	2008–2009 partial season: Sep 28, 2008 to Mar 29, 2009
RMSE
ARGO w/ same $L_{1}$	0.644	0.697	0.602	0.653
ARGO w/ sep. $L_{1}$	0.658	0.672	0.637	0.629
ARGO w/ same $L_{2}$	1.165	0.817	1.175	1.243
ARGO w/ sep. $L_{2}$	1.010	0.740	0.946	1.173
ARGO w/ ElasticNet	0.669	0.757	0.585	0.766
Naive	1.000 (0.316)	1.000 (0.286)	1.000 (0.473)	1.000 (0.304)
MAE
ARGO w/ same $L_{1}$	0.678	0.651	0.584	0.634
ARGO w/ sep. $L_{1}$	0.691	0.671	0.621	0.593
ARGO w/ same $L_{2}$	1.223	0.836	1.094	1.469
ARGO w/ sep. $L_{2}$	1.149	0.753	0.943	1.401
ARGO w/ ElasticNet	0.738	0.718	0.613	0.780
Naive	1.000 (0.206)	1.000 (0.245)	1.000 (0.335)	1.000 (0.226)
Correlation
ARGO w/ same $L_{1}$	0.987	0.977	0.983	0.977
ARGO w/ sep. $L_{1}$	0.986	0.980	0.980	0.976
ARGO w/ same $L_{2}$	0.969	0.984	0.976	0.955
ARGO w/ sep. $L_{2}$	0.979	0.987	0.983	0.967
ARGO w/ ElasticNet	0.987	0.984	0.986	0.975
Naive	0.965	0.949	0.950	0.935
Correlation of increment
ARGO w/ same $L_{1}$	0.779	0.643	0.857	0.646
ARGO w/ sep. $L_{1}$	0.708	0.545	0.758	0.697
ARGO w/ same $L_{2}$	0.828	0.793	0.864	0.799
ARGO w/ sep. $L_{2}$	0.845	0.795	0.881	0.824
ARGO w/ ElasticNet	0.814	0.835	0.852	0.738
Naive	0.623	0.473	0.756	0.322

“ARGO w/ same $L_{1}$ ” is ARGO with the same $L_{1}$ penalty for Google search terms and autoregressive lags (specification 1). “ARGO w/ sep. $L_{1}$ ” is ARGO with separate $L_{1}$ penalties for Google search terms and autoregressive lags (specification 2). “ARGO w/ same $L_{2}$ ” is ARGO with the same $L_{2}$ penalty for Google search terms and autoregressive lags (specification 3). “ARGO w/ sep. $L_{2}$ ” is ARGO with separate $L_{2}$ penalties for Google search terms and autoregressive lags (specification 4). “ARGO w/ ElasticNet” is ARGO with the same elastic net penalty for Google search terms and autoregressive lags (specification 5). The first column is for the entire in-sample study period. The second column is for 2006–2007 partial season; 2006–2007 full season is not available because data before January 2007 are used for training. The third column is for 2007–2008 full season. The fourth column is for 2008–2009 partial season; 2008–2009 full season is not available because our out-of-sample study period starts in April 2009. RMSE and MAE are relative to the error of the naive method. The absolute error of the naive method is reported in parentheses.