Kedis ku xidhan hagaha · Dhexdhexaad Heerka
Kediska Jilicsanaanta Jilicsan iyo Holt-Winters
Is barbar dhig fudud, Holt iyo Holt-Winters silcinta, oo waafaqid wax-ku-darka ama isku-dhufashada xilliyada si loo eego qaababka xilliyeedka.
Su'aal 1 ee 8
In simple exponential smoothing, what does a larger alpha do?
Horudhac su'aal kasta8 su'aalo
Jawaabaha iyo sharraxaadaha waxay soo baxayaan markaad qaadanayso kediska.
- In simple exponential smoothing, what does a larger alpha do?
- It gives the newest observation more influence on the updated level
- It increases the number of seasonal periods
- It sets every forecast equal to the sample maximum
- It removes the level state
- Which component does Holt's method add beyond simple exponential smoothing?
- A seasonal state
- A trend state
- A moving-average error component
- A multiplicative response link
- When may additive seasonality be a reasonable choice?
- There is no recurring seasonal pattern to model
- Seasonal amplitude grows in proportion to the series level
- Seasonal effects remain roughly fixed in absolute size
- Seasonal variation should be omitted from the forecast
- When might multiplicative seasonality be considered?
- The seasonal period is unknown by definition
- Seasonal effects remain the same number of units
- All observed values are negative
- Seasonal variation scales with the series level
- What does the smoothing parameter beta control in Holt's method?
- The weight for updating the level
- How the trend state is updated
- The weight for updating the seasonal state
- The damping factor for extrapolating the trend
- Which setting specifies the number of observations in a seasonal cycle?
- The smoothing weight used for seasonal updates
- The number of periods used in seasonal differencing
- The number of observations in a complete seasonal cycle
- The number of forecast steps returned
- Why compare a Holt-Winters model with a seasonal-naive baseline?
- To force all smoothing parameters to zero
- To prove the seasonal period is exact
- To avoid inspecting residual seasonality
- To check whether added smoothing structure improves later forecasts
- How does a damped trend affect longer-horizon extrapolation?
- It reduces how strongly the trend continues into longer forecasts
- It extrapolates the estimated trend unchanged at every horizon
- It removes the seasonal state after the first forecast
- It forces the level update to zero after one step