Question: A 24-hour time-dependent data set X is collected as a training data set to predict values 3 hours in advance. If the data set X

A 24-hour time-dependent data set X is collected as a training data set to predict values 3 hours in advance. If the data set X is

X = 7, 8, 9, 10,9, 8, 7, 9, 11,13,15, 17,16,15, 14,13,12, 11,10,9, 7, 5, 3, 1 ,

(a) What will be a standard tabular representation of data set X if:

(i) the window width is 6 and a prediction variable is based on the difference between the current value and the value after 3 hours? What is the number of samples?

(ii) the window width is 12 and the prediction variable is based on ratio. What is the number of samples?

(b) Plot discrete X values together with computed 6- and 12-hour moving averages (MA).

(c) Plot time-dependent variable X and its 4-h exponential moving average (EMA).


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