2024 ISYE 6501 Midterm EXAM QUESTIONS WITH 100% SOLUTIONS

What does SVM stand for? - ANSWER Support Vector Machine Is written text structured or unstructured? - ANSWER Unstructured When we increase the sum of the square of the coefficients we... - ANSWER Decrease the distance between the lines In SVM soft classifier we tradeoff between maximizing ___ and minimizing ___ - ANSWER margin and errors If lambda gets small what gets emphasized, large margin or minimizing training error?, - ANSWER Minimizing errors. What is a support vector? - ANSWER A point that holds up a shape. Does ...[⅔(a-1)+1/3(a+1)] move an SVM classifier up or down? - ANSWER Up How do you make errors more costly in a soft SVM classifier? - ANSWER include a multiplier for the point-error term. If an SVM coefficient is very close to zero... - ANSWER that term is not very important to the classification. What is the difference between standardization and scaling? - ANSWER Scaling is bounded in range. Standardization is scaling to a normal distribution. Standardization is the (value - factor mean) / (factor standard deviation) What is the 2-norm? - ANSWER Euclidean distance What is the 1-norm? - ANSWER The rectilinear (Manhattan) distance What is the infinity norm? - ANSWER The value of the largest dimension Measuring the quality of a model is called? - ANSWER Validation What does a confusion matrix show? - ANSWER The performance of a classification model. A time series outlier that seems "off the curve" is called a... - ANSWER contextual outlier. A data element that is different from all other data in a set is called a... - ANSWER point outlier. When something is missing in a range of points - ANSWER it is called a..., collective outlier. The whiskers on a box plot extend to... - ANSWER the 10th and 90th percentiles (or 5th and 95th) Why are hypothesis tests generally not sufficient for change detection? - ANSWER They are slow to detect changes. In CUSUM, T is _____ and C is _____., - ANSWER Threshold and a "bring down factor" In a CUSUM model, you adjust T and C to manage the tradeoff between..., - ANSWER early detection and false-alarms In exponential smoothing, if the data is less random, then you want to pick an alpha that is..., - ANSWER Close to 1. What is the initial condition for T in exponential smoothing with trending? - ANSWER T_i=0 In cyclic exponential smoothing, L represents..., - ANSWER The length of the cycle or season In cyclic exponential smoothing, C_1 ... C_L = ___?, - ANSWER 1. In other words, initialize it to no initial cycle. Exponential, trending and cyclic smoothing are also referred to as - ANSWER single double and triple. Triple smoothing is also known as? - ANSWER Winter's or Holt-Winter's What is the optimization formula for Exponential Smoothing? - ANSWER min(F_t-Xt)^2 where alpha and beta are between 0 and 1. ARIMA stands for? - ANSWER Autoregressive Integrated Moving Average Exponential smoothing is an order ___ autoregressive model. - ANSWER Infinity. It uses data going all the way back. For ARIMA, the D parameter is used to specify ___. - ANSWER , The order, or the differences of the differences of the differences (d-times.) For ARIMA, the P parameters is used to specify ____., - ANSWER The order of periods (autoregression). For ARIMA, the Q parameter is used to specify ______., - ANSWER The order of the moving average. ARIMA(0,1,1) is ?, - ANSWER Exponential smoothing. What is the order of the ARIMA parameters? - ANSWER p d q GARCH estimates what? - ANSWER Variance. Variance can be a proxy for ___ or ___. - ANSWER volatility or Risk What parameter does GARCH not have the ARIMA has? - ANSWER d because GARCH doesn't deal with differences. What is a simple linear regression? - ANSWER Linear regression with one predictor. A linear regression defines a relationship between what and what? - ANSWER Predictor(S) and Response What is the formula for a linear regression with M predictors? - ANSWER Y=a0+sum(j=1..m, a(j)*(x(j))