Predictive / AI-Driven Analytics

Choosing the Right Time-Series Model

Model choice depends on trend, seasonality, exogenous drivers, and data length. This quiz covers ARIMA‑family, exponential smoothing, and modern ML options with validation habits.

Use ARIMA when the series is non‑seasonal but autocorrelated; use ______ when strong seasonality is present.

SARIMA (seasonal ARIMA)

PCA

DBSCAN

K‑means

SARIMA extends ARIMA with seasonal differencing and seasonal AR/MA terms to handle repeating patterns.

Exponential smoothing (ETS) models trend and seasonality via level, trend, and ______ components.

spectral

seasonal

cursor

binary image

ETS decomposes the series into structural parts and can be additive or multiplicative.

For multiple seasonalities like hourly data with daily and weekly cycles, consider ______.

binary search

Naive mean

k‑nearest neighbors only

TBATS or related state‑space models

TBATS handles complex seasonal patterns with Box‑Cox, ARMA errors, and trigonometric terms.

When you have rich external drivers, ______ models can include regressors directly for better accuracy.

DBSCAN

k‑means++

ARIMAX/REGARIMA

pure naive

ARIMAX augments ARIMA with exogenous variables that explain variance beyond the series history.

Neural sequence models generally require large datasets; with short series, a strong classical baseline plus ______ often wins.

3D rendering

regularization and careful cross‑validation

GPU ray tracing

random pixel jitter

Data‑hungry models overfit small samples; disciplined validation keeps simpler models ahead.

Holiday and event effects are best handled by adding ______ or regressors rather than hoping the model infers them.

PNG headers

font outlines

random seeds only

explicit indicators (dummy variables)

Explicit variables allow the model to learn systematic deviations on known dates.

Before fitting ARIMA, inspect and possibly difference the series to achieve approximate ______.

stationarity

HDR color

lossless compression

matrix rank inflation

Stationary behavior stabilizes the mean/variance, aligning with ARIMA assumptions.

For backtesting, use rolling‑origin evaluation so that training windows ______ as you move forward in time.

shuffle randomly

stay empty

reverse time

update/grow

Rolling origin mimics production, refitting as new data arrives and forecasting ahead.

When forecasting distributions, assess accuracy with quantile loss (pinball) rather than ______ only.

ROC

BLEU

point‑error metrics like MSE

image SSIM

Quantile loss evaluates probabilistic forecasts across chosen quantiles, not just the mean.

If multiple related series share structure, consider pooled or ______ models to borrow strength.

pixel‑level

ASCII‑only

hierarchical/multilevel

Bezier

Hierarchical approaches share information while allowing series‑specific effects.

Starter

You’re new to choosing the right time-series model. Revisit key concepts and common pitfalls to build confidence.

Solid

Good grasp of choosing the right time-series model. Tighten validation, diagnostics, and deployment readiness.

Expert!

Excellent command of choosing the right time-series model. You’re ready to scale models and mentor others.

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