1. Holt-Winters Exponential Smoothing Techniques (EST)

(1) Recall: SARIMA Model

SARIMA (i.e. Seasonal ARIMA) model is a general model used for time series analyzing and it is actually an extension of the ARIMA model. …

1. Order Selection

(1) Recall: AIC and BIC

We have discussed AIC and BIC in the linear regression series, and now let’s review them before we continue. AIC and BIC metrics choose the model with the largest log-likelihood with a penalty term on the number of estimate parameters.

• Akaike Information Criterion…

1. Stationary AR(p) and Invertible MA(q)

(1) Recall: The Definition of AR(p)

1. Partial Autocorrelation Function (PACF)

(1) Recall: ACF Plot for AR(p) and MA(q)

• AR(p): for stationary AR(p), it can be written as an MA(∞). Because the ACF plot of MA shuts off at q so that an MA(∞) ACF plot should never shut off theoretically. …

1. Parametric Models Vs. Non-Parametric Models

Parametric models have a finite number of parameters depending on the feature properties. For example, suppose we have N boolean features (i.e. X) and a boolean label (i.e. Y)

• Logistic Regression: N+1 parameters
• Navie Bayes Classifier: (2N + 1) * 2 parameters
• Neural Nets

Non-parametric…

1. Spam-Ham Classification

Before we begin, let’s see our basic example for this model. Suppose we have tons of emails and we have already known that 75% of them are hams and 25% of them are spam.

If we randomly pick one email from our mailbox, can we know if this…

Acknowledge: Thanks to Terence Parr, the professor of the University of San Francisco who made these cool visualizations. You can find these fancy pictures on his blog. Thanks to Lili Jiang and the gradient visualization tool she built, we can have these cool pictures about some different gradients methods.

1. The…

Note: If you meet any problems when following the instructions, my recommendation is to delete the things you have done and do all the things again.

1. AWS IAM Configurations

(1) The Overview of AWS Pipeline

• Upload the data to AWS S3
• Manage collaboration by AWS IAM
• Transfer to AWS EMR
• …