Data Dictionary:: Variable Name
Data Dictionary:: Variable Name
Variable Name
Variable Name
Data Dictionary:
Description
Description
Cont
Problem : E
1. Read the data as an appropriate Time Series data and plot the data.
2. Perform appropriate Exploratory Data Analysis to understand the data and also perform decomposition.
3. Split the data into training and test. The test data should start in 1991.
4. Build all the exponential smoothing models on the training data and evaluate the model using RMSE on the test data. Other
built on the training data and check the performance on the test data using RMSE.
5. Check for the stationarity of the data on which the model is being built on using appropriate statistical tests and also mention
Check the new data for stationarity and comment.
6. Build an automated version of the ARIMA/SARIMA model in which the parameters are selected using the lowest Akaike Infor
7. Build ARIMA/SARIMA models based on the cut-off points of ACF and PACF on the training data and evaluate this model on
8. Build a table with all the models built along with their corresponding parameters and the respective RMSE values on the test
9. Based on the model-building exercise, build the most optimum model(s) on the complete data and predict 12 months into the
10. Comment on the model thus built and report your findings and suggest the measures that the company should be taking for
List of
1. Data Dicttionary
2. Rose Head
3. Sparkling Head
4. Descriptive Data
5. Rose Addictive Decomposition
6. Sparkling Addictive Decomposition
7. Rose Multiplicative Decomposition
8. Sparkling Multiplicative Decomposition
9. Rose Train Test Data Head Tail
10. Sparkling Train Test Data Head Tail
11. Regression RMSE
12. Naive Bayes RMSE
13. Simple Average RMSE
14. Moving Average RMSE
15. Simple Exponential Smoothing RMSE
16. Double Exponential Smoothing RMSE
17. Triple Exponential Smoothing RMSE
18. Triple Exponential Smoothing Mult Season RMSE
19. Triple Exponential Smoothing Damped RMSE
20. Triple Exponential Smoothing Damped Mult RMSE
21. Consolidated RMSE Table 1:
22. ARIMA ROSE RMSE MAPE
23. ARIMA Sparkling RMSE MAPE
24. SARIMA Rose RMSE MAPE
25. SARIMA Sparkling RMSE MAPE
26. ACF PACF Rose RMSE MAPE
27. ACF PACF Sparkling RMSE MAPE
28. All Models built with ROSE (sorted by RMSE)
29. All Models built with Sparkling (sorted by RMSE)
List of F
1. Rose Data Plot
2. Sparkling Data Plot
3. Monthwise Box plot Rose
4. Monthwise Box plot Sparkling
5. Rose addictive Decomposition
6. Sparkling addictive Decomposition
7. Rose Multiplicative Decomposition
8. Sparkling Multiplicative Decomposition
9. Rose Data Train and Test Split
10. Sparkling Data Train and Test Split
11. Linear Regression Rose
12. Linear Regression Sparkling
13. Naive Bayes Rose
14. Naive Bayes Sparkling
15. Simple Average Rose
16. Simple Average Sparkling
17. Moving Average Rose
18. Moving Average Sparkling
19. Simple Exponential Smoothing Rose
20. Simple Exponential Smoothing Sparkling
21.Double Exponential Smoothing Rose
22.Double Exponential Smoothing Sparkling
23.Triple Exponential Smoothing Rose
24.Triple Exponential Smoothing Sparkling
25.Triple Exponential Smoothing Mult Season Rose
26.Triple Exponential Smoothing Mult Season Sparkling
27.Triple Exponential Smoothing Damped Rose
28.Triple Exponential Smoothing Damped Sparkling
29.Triple Exponential Smoothing Damped Mult Rose
30.Triple Exponential Smoothing Damped Mult Sparkling
31.Stationary Rose Data with lag 1
32.Stationary Sparkling Data with lag 1
33.ARIMA (2, 1, 3) Rose
34. ARIMA (2, 1, 3) Diagnostic Plot - Rose
35.ARIMA (2, 1, 2) Sparkling
36.ARIMA (2, 1, 2) Diagnostic Plot - Sparkling
37.SARIMA(3, 1, 1)(3, 0, 2, 12) - Rose
38.SARIMA (3, 1, 1) (3, 0, 2, 12) Diagnostic Plot - ROSE
39.SARIMA (3, 1, 1) (3, 0, 0, 12) - Sparkling
40.SARIMA (3, 1, 1) (3, 0, 0, 12) - Diagnostic Plot -Sparkling
41.Training Data Autocorrelation - Rose
42.Training Data Partial Autocorrelation - Rose
43.Training Data Autocorrelation - Sparkling
44.Training Data Partial Autocorrelation - Sparkling
45. ARIMA Manual - Rose - (2, 1, 2)
46. ARIMA (2, 1, 2) Diagnostic Plot - Rose
47. SARIMA Manual - Rose - (2, 1, 2) (2, 1, 2, 12)
48. SARIMA Manual - Rose - (2, 1, 2) (2, 1, 2, 12) Diagnostic Plot
49. SARIMA Manual - Rose - (2, 1, 2) (3, 1, 2, 12)
50. SARIMA Manual - Rose - (2, 1, 2) (3, 1, 2, 12) Diagnostic Plot
51. ARIMA Manual - Sparkling - (0, 1, 0)
52. ARIMA Manual - Sparkling - (0, 1, 0) Diagnostic Plot
53. SARIMA Manual - Sparkling - (0, 1, 0) (1, 1, 1, 12)
54. SARIMA Manual - Sparkling - (0, 1, 0) (1, 1, 1, 12) Diagnostic Plot
55. SARIMA Manual - Sparkling - (0, 1, 0) (2, 1, 2, 12)
56. SARIMA Manual - Sparkling - (0, 1, 0) (2, 1, 2, 12) Diagnostic Plot
57. SARIMA Manual - Sparkling - (0, 1, 0) (3, 1, 2, 12)
58. SARIMA Manual - Sparkling - (0, 1, 0) (3, 1, 2, 12) Diagnostic Plot
59. Forecast Next 12 Months for Rose - Holt Winter ETS(A, A, A)
60. Forecast Next 12 Months for Sparkling - TES ETS (A, Ad, M) - Damped Trend, Multiplicative Seasonality
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