Data Science

This post is about Exponential Smoothing method, a prediction method for time series data. There are many forms of Exponential Smoothing method and the most basic ones are Single, Double and Triple (Holt-Winters) Exponential Smoothing. Some of the Exponential Smoothing forms can be written as ARIMA model; some of them can not and vice versa. Compared to ARIMA model, Exponential Smoothing method do not have strong model assumptions and it also can not add explanatory variables in the algorithm.

LDA and QDA are classification methods based on the concept of Bayes’ Theorem with assumption on conditional Multivariate Normal Distribution. And, because of this assumption, LDA and QDA can only be used when all explanotary variables are numeric. This post is my note about LDA and QDA, classification teachniques. All the contents in this post are based on my reading on many resources which are listed in the References part.

This post shows the R code for LDA and QDA by using funtion lda() and qda() in package MASS. To show how to use these function, I created a function, bvn(), to generate bivariate normal dataset based on the assumptions and then used lda() and qda() on the generated datasets. Details Resources for Package ‘MASS’ CRAN - Package ‘MASS’ Package ‘MASS’ - Reference manual Example Code LDA : Suppose our dataset are from \[X_{green}=N(\begin{pmatrix} 0.