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ISYE 6501 (Full Course) Notes

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ISYE 6501 (Full Course) Notes

Institution
Intro To Analytics Modeling
Course
Intro to Analytics Modeling

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10/15/24, 9:10 ISYE 6501 (Full Course)
AM Notes




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k 85

,10/15/24, 9:10 ISYE 6501 (Full Course)
AM Notes




Week 1
Why Analytics? 6

Data Vocabulary 7

Classification 8
Support Vector Machines 11
Scaling and Standardization 13
k-Nearest Neighbor (KNN) 13

Week 2

Model Validation 16

Validation and Test Sets 17

Splitting the Data 18

Cross-Validation 20

Clustering 21

Supervised vs. Unsupervised Learning 22

Week 3

Data Preparation 25

Introduction to Outliers 25

Change Detection 27

Week 4

Time Series Data 31

AutoRegressive Integrated Moving Average (ARIMA) 34

Generalized Autoregressive Conditional Heteroskedasticity (GARCH) 34

Week 5

Regression 37

Regression Coefficients 39

Causation vs. Correlation 39

Important Indicators in the Output 40

Week 6

De-Trending 43




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,10/15/24, 9:10 ISYE 6501 (Full Course)
AM Notes




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, 10/15/24, 9:10 ISYE 6501 (Full Course)
AM Notes




Elements of Optimization Models 74

Modeling with Binary Variables 74

Week 11

Optimization for Statistical Models 76

Classification of Optimization Models 79

Stochastic Optimization 81

Basic Optimization Algorithms 82

Non-Parametric Models 82

Bayesian Modeling 83

Communities in Graphs 83

Neural Networks and Deep Learning 84

Competitive Models 86




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