雨课堂学堂在线学堂云《Forecasting and Decision Making（沈阳工业）》单元测试考核答案

第1题Timeseriesmethods(

).AdiscoverapatterninhistoricaldataandprojectitintothefutureBincludecause-effectrelationshipsCareusefulwhenhistoricalinformationisnotavailableDAlloftheoptionsaretrue.第2题Whichofthefollowingdoesnotrequiresophisticatedquantitativeforecasts?()AAccountingrevenueforecastsfortaxpurposes.BMoneymanagersuseofinterestrateforecastsforassetallocationdecisions.CManagersofpowerplantsusingweatherforecastsinforecastingpowerdemand.DAlloftheoptionsrequiresophisticatedquantitativeforecasts.第3题Thepredictabilityofaneventoraquantitydependsonseveralfactorsincluding(

).AhowwellweunderstandthefactorsthatcontributetoitBhowmuchdataisavailableCwhethertheforecastscanaffectthethingwearetryingtoforecastDAlloftheoptionsaretrue.第4题Whichofthefollowingpointsiscorrect?(

)AShort-termforecastsareneededtodeterminefutureresourcerequirements,inordertopurchaserawmaterials,hirepersonnel,orbuymachineryandequipment.BMedium-termforecastsareneededfortheschedulingofpersonnel,productionandtransportation.CLong-termforecastsareusedinstrategicplanning.DAlloftheoptionsaretrue.第5题Whichofthefollowingpointsisincorrect?(

)AForecastingisaboutpredictingthefutureasaccuratelyaspossible,givenalloftheinformationavailable,includinghistoricaldataandknowledgeofanyfutureeventsthatmightimpacttheforecasts.BGoalsshouldbelinkedtoforecastsandplans.CPlanninginvolvesdeterminingtheappropriateactionsthatarerequiredtomakeyourforecastsmatchyourgoals.DForecastingiswhatyouwouldliketohavehappen.第6题Thetimeofthesunrisetomorrowmorningcanbeforecastprecisely.(

)第7题Quantitativeforecastingmethodsdonotrequirethatpatternsfromthepastwillnecessarilycontinueinthefuture.(

)第8题Qualitativeforecastingtechniquesshouldbeappliedinsituationswheretimeseriesdataexists,butconditionsareexpectedtochange.(

)第9题Short-termforecastsareneededtodeterminefutureresourcerequirements,inordertopurchaserawmaterials,hirepersonnel,orbuymachineryandequipment.(

)第10题Thetimeframeoflong-termforecastsisgenerallyconsideredlongerthan2yearsintothefuture.(

)第1题Whichsimpleforecastingmethodsaystheforecastisequaltothemeanofthehistoricaldata?()AAverageMethodBNaïveMethodCSeasonalNaïveMethodDDriftMethod第2题Whichsimpleforecastingmethodisaconsequenceoftheefficientmarkethypothesis?()AAverageMethodBNaïveMethodCSeasonalNaïveMethodDDriftMethod第3题Whichsimpleforecastingmethodusestheformula?()AAverageMethodBNaïveMethodCSeasonalNaïveMethodDDriftMethod第4题Whichsimpleforecastingmethodsaystheforecastisequaltothelastvaluefromthesameseason?()AAverageMethodBNaïveMethodCSeasonalNaïveMethodDDriftMethod第5题Whichsimpleforecastingmethodisequivalenttoextrapolatingalinedrawbetweenthefirstandlastobservations?()AAverageMethodBNaïveMethodCSeasonalNaïveMethodDDriftMethod第6题Whichofthefollowingisanassumptionmadeaboutforecastingresiduals?()AResidualsarenormallydistributed.BResidualsareuncorrelated.CResidualshaveconstantvariance.DNoneoftheabove.第7题Whichofthefollowingisusefulpropertyofforecastingresiduals?()AResidualshavemeanzero.BResidualsareuncorrelated.CResidualshaveconstantvariance.DNoneoftheabove.第8题Whatistheconsequenceofforecastingresidualsthatarenotuncorrelated?()APredictionintervalsaredifficulttocalculate.BInformationisleftintheresidualsthatshouldbeused.CForecastsarebiased.DNoneoftheabove.第9题Whichmeasureofforecastaccuracyhastheformula?()AMAEBMSECRMSEDMAPE第10题Forecastsbasedsolelyonthemostrecentobservationofthevariableofinterest().Aarecalled"naïve"forecastsBarethesimplestofallquantitativeforecastingmethodsCareconsistentwiththe"randomwalk"hypothesisinfinance,whichstatesthattheoptimalforecastoftoday'sstockrateofreturnisyesterday'sactualrateofreturnDAlloftheoptionsarecorrect.Assignment3第1题Whichsubjectiveforecastingmethoddependsupontheanonymousopinionofapanelofindividualstogeneratesalesforecasts?(

)ASalesForceCompositeBCustomerSurveysCJuryofExecutiveOpinionDDelphiMethod第2题Whichsubjectivesalesforecastingmethodmayhavethemostinformationaboutthespendingplansofcustomersforaspecificfirm?()ASalesForceCompositeBCustomerSurveysCJuryofExecutiveOpinionDDelphiMethod第3题Whichofthefollowingmethodsisnotusefulforforecastingsalesofanewproduct?(

)ATimeseriestechniquesrequiringlotsofhistoricaldataBDelphiMethodCConsumerSurveysDTestmarketresults第4题Whichofthefollowingisnotconsideredasubjectiveforecastingmethod?()ASalesForceCompositeBNaïveMethodCDelphiMethodDJuryofExecutiveOpinion第5题Judgmentalforecastsinclude().AExponentialSmoothingBNaïveMethodCAverageMethodDForecastingbyanalogy第6题Judgmentalforecastsaresubjective,andthereforedonotcomefreeofbiasorlimitations.()第7题Judgmentalforecastscannotbeinconsistent.()第8题Judgementcanbecloudedbypersonalorpoliticalagendas,wheretargetsandforecastsarenotsegregated.()第9题Usingasystematicandwellstructuredapproachinjudgmentalforecastinghelpstoreducetheadverseeffectsofthelimitationsofjudgmentalforecasting.()第10题Buildingforecastsbasedonscenariosallowsawiderangeofpossibleforecaststobegeneratedandsomeextremestobeidentified.()Assignment4第1题Whichofthefollowingassumptionsabouterrorsisnecessaryforusingalinearregressionmodel?()ATheyhavemeanzero.BTheyarenotautocorrelated.CTheyareunrelatedtothepredictorvariables.DAlloftheoptionsarecorrect.第2题Whenweusealinearregressionmodel,weassumetheerrorsarenotautocorrelated,otherwise().AtheforecastswillbesystematicallybiasedBtheforecastswillbeinefficient,asthereismoreinformationinthedatathatcanbeexploitedCtherewouldbemoreinformationthatshouldbeincludedinthesystematicpartofthemodelDNoneoftheoptionsarecorrect第3题Whichofthefollowingpointsaboutthecoefficientofdetermination(R2)isincorrect?(

)AIfthepredictionsareclosetotheactualvalues,wewouldexpect

R2tobecloseto1.BIfthepredictionsareunrelatedtotheactualvalues,then

R2=0.5.CInallcases,

R2

liesbetween0and1.DR2reflectstheproportionofvariationintheforecastvariablethatisaccountedforbytheregressionmodel.第4题WhichofthefollowingpointsabouttheBreusch-Godfrey

testisincorrect?()AItisusedtotestofautocorrelationintheresidualsdesignedtotakeaccountfortheregressionmodel.BItisalsoreferredtoastheLagrangeMultipliertestforserialcorrelation.CItisusedtotestthejointhypothesisthatthereisnoautocorrelationintheresidualsuptoacertainspecifiedorder.DAgreatp-valueindicatesthereissignificantautocorrelationremainingintheresiduals.第5题Therandom“error”terminasimplelinearregressionmodeldoesnotimplyamistake,butadeviationfromtheunderlyingstraightlinemodel.()第6题Thecoefficientsofa

multipleregressionmodelmeasurethe

marginaleffects

ofthepredictorvariables.()第7题Whenweusealinearregressionmodel,weassumetheerrorsareunrelatedtothepredictorvariables,otherwisetheforecastswillbeinefficient,asthereismoreinformationinthedatathatcanbeexploited.()第8题Whenweusealinearregressionmodel,weassumetheerrorshavemeanzero,otherwisetheforecastswillbesystematicallybiased.()第9题Whenweusealinearregressionmodel,weassumethatthemodelisareasonableapproximationtoreality.()第10题Theresidualstandarderrorcanbeusedtomeasurehowwellthemodelhasfittedthedata.()Assignment5第1题Alongtermincreaseordecreaseinthedataisknownaswhat?()ATrendBSeasonalCCyclicalDWhitenoise第2题Aseriesthatisinfluencedbyseasonalfactorsisknownaswhat?()ATrendBSeasonalCCyclicalDWhitenoise第3题Datathatexhibitsrisesandfallsthatarenotofafixedperiodisknownaswhat?()ATrendBSeasonalCCyclicalDWhitenoise第4题Datathatisuncorrelatedovertimeisknownaswhat?()ATrendBSeasonalCCyclicalDWhitenoise第5题Whichofthefollowingisnotacomponentoftimeseriesdecomposition?()ASeasonalcomponentBTrend-cyclecomponentCAutocorrelationDRemaindercomponent第6题Whichofthefollowingtimeseriesdecompositionmodelsisappropriatewhenthemagnitudeoftheseasonalfluctuationsarenotproportionaltothelevel?()AAdditiveBMultiplicativeCBothDNeither第7题Trendinatimeseriesmustbelinear.()第8题Allquarterlytimeseriescontainseasonality.()第9题Seasonallyadjustedseriesdonotcontaintheremaindercomponentaswellasthetrend-cycle.()第10题Afour-periodmovingaverageforecastforperiod10wouldbefoundbyaveragingthevaluesfromperiods10,9,8,and7.()Assignment6第1题Thefocusofsmoothingmethodsistosmooth().AtheirregularcomponentBwideseasonalvariationsCsignificanttrendeffectsDlongrangeforecasts第2题Toselectavalueforαforexponentialsmoothing().

Ause

smallαwhentheseriesvariessubstantiallyBuse

largeαwhentheserieshaslittlerandomvariabilityCuseanyvaluebetween0and1DAlloftheoptionsaretrue.第3题Simpleexponentialsmoothingissuitableforforecastingdatawithnocleartrendorseasonalpattern.()第4题Exponentialsmoothingmodelsarebasedonadescriptionofthetrendandseasonalityinthedata.()第5题Exponentialsmoothingmodelsaimtodescribetheautocorrelationsinthedata.()第6题Forecastsproducedusingexponentialsmoothingmethodsareweightedaveragesofpastobservations,withtheweightsdecayingexponentiallyastheobservationsgetolder.()第7题Fortheextremecasewhere

α=0,theforecastsofexponentialsmoothingareequaltothenaïveforecasts.()第8题TheHolt-Wintersseasonalmethodcomprisestheforecastequationandthreesmoothingequations.()第9题Holt’slineartrendmethodallowstheforecastingofdatawithatrend,andinvolvesaforecastequationandtwosmoothingequations.()第10题Whenweusesimpleexponentialsmoothingtoforecast,thesumoftheweightsevenforasmallvalueof

αwillbeapproximatelyzeroforanyreasonablesamplesize.()Assignment7第1题ForanAR(1)model:().Awhen=0,isequivalenttowhitenoiseBwhen

=1andc=0,isequivalenttowhitenoiseCwhen

=1andc≠0,isequivalenttowhitenoiseDwhen

isequivalenttowhitenoise第2题ForanAR(1)model:().Awhen

=0,isequivalenttorandomwalkBwhen

=1andc=0,isequivalenttorandomwalkCwhen

=1andc≠0,isequivalenttorandomwalkDwhen

<0,isequivalenttorandomwalk第3题ForanAR(1)model:().Awhen

=0,isequivalenttorandomwalkwithdriftBwhen

=1andc=0,isequivalenttorandomwalkwithdriftCwhen

=1andc≠0,isequivalenttorandomwalkwithdriftDwhen

isequivalenttorandomwalkwithdrift第4题ForanAR(1)model:(

).Awhen

=0,tendstooscillatearoundthemeanBwhen

=1andc=0,tendstooscillatearoundthemeanCwhen

=1andc≠0,tendstooscillatearoundthemeanDwhen

<0,tendstooscillatearoundthemean第5题ExponentialsmoothingandARIMAmodelsarethetwomostwidelyusedapproachestotimeseriesforecasting,andprovidecomplementaryapproachestotheproblem.()第6题ARIMAmodelsarebasedonadescriptionofthetrendandseasonalityinthedata.()第7题ARIMAmodelsaimtodescribetheautocorrelationsinthedata.()第8题Whileexponentialsmoothingmodelsarebasedonadescriptionofthetrendandseasonalityinthedata,ARIMAmodelsaimtodescribetheautocorrelationsinthedata.()第9题Astationarytimeseriesisonewhosepropertiesdonotdependonthetimeatwhichtheseriesisobserved.()第10题Timeserieswithtrends,orwithseasonality,arestationary.()Assignment8第1题Theoptionsfromwhichadecisionmakerchoosesacourseofactionare().AcalledthedecisionalternativesBunderthecontrolofthedecisionmakerCnotthesameasthestatesofnatureDAllofthealternativesaretrue.第2题Statesofnature().AcandescribeuncontrollablenaturaleventssuchasfloodsorfreezingtemperaturesBcanbeselectedbythedecisionmakerCcannotbeenumeratedbythedecisionmakerDAllofthealternativesaretrue.第3题Apayoff().AisalwaysmeasuredinprofitBisalwaysmeasuredincostCexistsforeachpairofdecisionalternativeandstateofnatureDexistsforeachstateofnature第4题Makingagooddecision().ArequiresprobabilitiesforallstatesofnatureBrequiresaclearunderstandingofdecisionalternatives,statesofnature,andpayoffsCimpliesthatadesirableoutcomewilloccurDAllofthealternativesaretrue.第5题Adecisiontree().ApresentsalldecisionalternativesfirstandfollowsthemwithallstatesofnatureBpresentsallstatesofnaturefirstandfollowsthemwithalldecisionalternativesCalternatesthedecisionalternativesandstatesofnatureDarrangesdecisionalternativesandstatesofnatureintheirnaturalchronologicalorder第6题Whichofthemethodsfordecisionmakingwithoutprobabilitiesbestprotectsthedecisionmakerfromundesirableresults?()ATheoptimisticapproachBTheconservativeapproachCMinimumregretDMinimaxregret第7题Sensitivityanalysisconsiders().AhowsensitivethedecisionmakeristoriskBchangesinthenumberofstatesofnatureCchangesinthevaluesofthepayoffsDchangesintheavailablealternatives第8题Sampleinformationwithanefficiencyratingof100%isperfectinformation.()第9题Statesofnatureshouldbedefinedsothatoneandonlyonewillactuallyoccur.()第10题Decisionalternativesarestructuredsothatseveralcouldoccursimultaneously.()第11题Squarenodesinadecisiontreeindicatethatadecisionmustbemade.()第12题Circularnodesinadecisiontreeindicatethatitwouldbeincorrecttochooseapathfromthenode.()第13题Riskanalysishelpsthedecisionmakerrecognizethedifferencebetweentheexpectedvalueofadecisionalternativeandthepayoffthatmayactuallyoccur.()第14题Theexpectedvalueofanalternativecanneverbenegative.()第15题Expectedvalueisthesumoftheweightedpayoffpossibilitiesatacircularnodeinadecisiontree.()Assignment9第1题Adecisionwithmorethanoneobjective().AcannothaveanoptimalsolutionBrequiresthedecisionmakertoplacetheobjectivesinsomeorderofimportanceCdependsontheprobabilityofsatisfyingeachobjectiveDshouldbedecomposedintoaseparatemodelforeachobjective第2题Variablesthatindicatethedistanceatargetisfromthelevelachievedarecalled().AgoalvariablesBtargetvariablesCdeviationvariablesDpreemptivevariables第3题Preemptiveprioritiesingoalprogramming().AshowthetargetvaluesfortheproblemBpreventsacrificeofagoaltosatisfyalowerleveloneCforcetheproblemtobeastandardlinearprogramDlimitdeviationsto

d−only第4题Deviationvariablesthatoccurintheobjectivefunctionindicate().AthetargetsBtheprioritiesConlytheareasthatareofconcernD