DecodeAI
← Question Bank

Machine Learning

Time Series Analysis and Forecasting

Interview questions on Time Series Analysis and Forecasting.

18 questions

Exponential Smoothing

Q1. What are exponential smoothing methods?

Sign in to bookmark

Exponential Smoothing

Q2. What is simple exponential smoothing method?

Sign in to bookmark

Exponential Smoothing

Q3. What occurs in simple exponential smoothing when \(\alpha = 1\)?

Sign in to bookmark

Exponential Smoothing

Q4. Write the component form of simple exponential smoothing?

Sign in to bookmark

Exponential Smoothing

Q5. Why can’t we use the exponential smoothing method for data with seasonality and trend?

Sign in to bookmark

Exponential Smoothing

Q6. How does Holt's linear trend method work?

Sign in to bookmark

Exponential Smoothing

Q7. What is the main issue with Holt's linear trend method?

Sign in to bookmark

Exponential Smoothing

Q8. Explain working of damped trend methods?

Sign in to bookmark

Exponential Smoothing

Q10. In the damped Holt-Winters method with multiplicative seasonality, what role does the parameter \( \phi \) play, and what would be the effect on the trend if \( \phi = 1 \) versus \( \phi < 1 \)?

Sign in to bookmark

Exponential Smoothing

Q11. What are state space models in the context of time series analysis?

Sign in to bookmark

Exponential Smoothing

Q12. What is difference between methods and models?

Sign in to bookmark

Exponential Smoothing

Q13. What is the forecast error in simple exponential smoothing model?

Sign in to bookmark

Exponential Smoothing

Q14. What is the forecast error in simple exponential smoothing model? (Part 2)

Sign in to bookmark

Exponential Smoothing

Q15. Write the expression for SES with additive errors?

Sign in to bookmark

Exponential Smoothing

Q16. For an additive error model, maximising the likelihood (assuming normally distributed errors) gives the same results as minimising the sum of squared errors?

Sign in to bookmark

Exponential Smoothing

Q17. For an multiplicative error model, maximising the likelihood (assuming normally distributed errors) gives the same results as minimising the sum of squared errors?

Sign in to bookmark

Exponential Smoothing

Q18. Write the expression of $AIC $,$ AIC_{c}$and$ BIC$ for ETS models?

Sign in to bookmark