{ "cells": [ { "cell_type": "markdown", "id": "84e21b5e", "metadata": {}, "source": [ "# Homework 6 (Due 11/15/2024 at 11:59pm)\n" ] }, { "cell_type": "markdown", "id": "caee7a09", "metadata": {}, "source": [ "\n", "## Name:\n", "\n", "## ID:\n", "\n", "**Submission instruction:**\n", "- Download the file as .ipynb (see top right corner on the webpage).\n", "- Write your name and ID in the field above.\n", "- Answer the questions in the .ipynb file in either markdown or code cells.\n", "- Before submission, make sure to rerun all cells by clicking `Kernel` -> `Restart & Run All` and check all the outputs.\n", "- Upload the .ipynb file to Gradescope." ] }, { "cell_type": "markdown", "id": "32c0348a", "metadata": {}, "source": [ "**Q1.** How to predict the future? Can we use past temperatures to predict future temperatures? Can we use past stock prices to predict future stock prices? \n", "\n", "These are examples of time series data. If we collect the temperature data, then we only have a sequence of numbers. Compared with the penguins dataset, it seems that we have very limited number of features. However, in time series data, each observation is linked to previous ones.\n", "\n", "Let's first generate a synthetic time series data.\n", "\n", "$$ y = \\sin(2\\pi t/60) + \\exp(t/90) + \\epsilon $$\n", "\n", "where $\\epsilon$ is a random noise.\n", "\n", "This is an example of a time series data with a long term trend with seasonality. This could be a model for the temperature data." ] }, { "cell_type": "code", "execution_count": 1, "id": "cd34480f-1141-4dba-81ac-7353c0297bcb", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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180 rows × 2 columns
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177 rows × 5 columns
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