logo

Crowdly

Browser

Додати до Chrome

Time Series Data Analysis

Шукаєте відповіді та рішення тестів для Time Series Data Analysis? Перегляньте нашу велику колекцію перевірених відповідей для Time Series Data Analysis в moodle.spit.ac.in.

Отримайте миттєвий доступ до точних відповідей та детальних пояснень для питань вашого курсу. Наша платформа, створена спільнотою, допомагає студентам досягати успіху!

A grocery chain maintains demand histories for three products.

Product

Demand pattern

P

Stable average demand with unpredictable small fluctuations

Q

Increasing demand with no consistent seasonal pattern

R

Increasing demand with seasonal fluctuations that grow proportionally as demand rises

A data analyst must select one model for each product.

Which mapping is most appropriate?

✅
❌
❌
❌
Переглянути це питання

A warehouse forecasts seasonal monthly demand using Holt-Winters. During testing, the predictions reproduce the broad annual seasonal pattern but consistently underestimate demand during the final three months.

The analyst proposes the following actions.

I. Examine whether the demand level or trend changed during the test period.

II. Immediately increase γ to its maximum value, without further analysis.

III. Compare residuals across time to identify systematic bias.

IV. Confirm that seasonal periodicity was specified correctly.

Which combination is the most defensible?

❌
❌
❌
✅
Переглянути це питання

A student uses the following code to fit and evaluate Holt-Winters forecasting on monthly demand data:

from statsmodels.tsa.holtwinters import ExponentialSmoothing

from sklearn.metrics import mean_squared_error

model = ExponentialSmoothing(

    data,

    trend="add",

    seasonal="add",

    seasonal_periods=12

).fit()

forecast = model.forecast(6)

rmse = mean_squared_error(data[-6:], forecast) ** 0.5

Assume data contains 60 monthly observations, and the objective is to evaluate the model on the final six months.

What is the most serious methodological problem?

❌
✅
❌
❌
Переглянути це питання

A demand forecasting system uses Holt-Winters with optimized smoothing parameters. Consider the following statements.

I. A high α generally makes the level component more responsive to recent observations.

II. A low β guarantees that future forecasts will have almost no trend.

III. A low γ makes the seasonal component update more slowly.

IV. Optimizing α, β and γ guarantees the lowest possible RMSE on the test dataset.

Which statements are correct?

✅
❌
❌
❌
Переглянути це питання

Two SES models forecast tomorrow’s inventory demand. Both start with a forecast of 100 units. Actual demand over the next two days is 140 and 100 units, respectively.

  • Model A uses α = 0.8.

  • Model B uses α = 0.2.

After incorporating both actual demand observations, which statement about the forecast for Day 3 is correct?

❌
✅
❌
❌
Переглянути це питання

Consider the following code:

from statsmodels.tsa.holtwinters import ExponentialSmoothing

model = ExponentialSmoothing(

    train,

    trend=None,

    seasonal=None

).fit(optimized=True)

prediction = model.forecast(5)

Which statement best describes this model?

❌
✅
❌
❌
Переглянути це питання

Three models are tested on the same demand observations.

Model

Test MAE

Test RMSE

SES

18

20

Holt

15

28

Holt-Winters

17

19

A supply chain manager wants to minimize the influence of occasional unusually large forecasting errors.

Which recommendation is most justified by these results?

✅
❌
❌
❌
Переглянути це питання

A company's monthly demand has a repeating annual seasonal pattern. Its average demand increases significantly over several years, but the absolute magnitude of seasonal variations remains nearly unchanged.

Assertion (A): Additive seasonality may be more suitable than multiplicative seasonality.

Reason (R): Multiplicative seasonality is generally appropriate when seasonal effects change proportionally with the series level.

 

✅
❌
❌
❌
Переглянути це питання

A retail store experiences a steady upward trend in demand. The manager uses Simple Exponential Smoothing with α = 0.9 and observes that the fitted values closely follow recent demand.

Assertion (A): Increasing α sufficiently allows SES to model a persistent upward trend in the same way as Holt’s model.

Reason (R): A larger α increases the influence of the most recent observation on the updated level estimate.

Choose the correct option.

✅
❌
❌
❌
Переглянути це питання

Consider the following practices when comparing SES, Holt and Holt-Winters models on monthly warehouse shipment data.

I. Using chronological training and testing periods preserves the forecasting order.

II. A model with lower training RMSE must also have lower test RMSE.

III. A model with lower MAE can nevertheless have higher RMSE than another model.

IV. Seasonality should be determined entirely by whichever model has the most parameters.

Choose the correct combination.

✅
❌
❌
❌
Переглянути це питання

Хочете миттєвий доступ до всіх перевірених відповідей на moodle.spit.ac.in?

Отримайте необмежений доступ до відповідей на екзаменаційні питання - встановіть розширення Crowdly зараз!

Browser

Додати до Chrome