May 2022
Beginner to intermediate
667 pages
16h 17m
Korean
Content preview from R Cookbook
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Cookbook
537
14.18 ARIMA 모형 적합시키기
14.18
시계열 데이터에
ARIMA
모형을 적합시키고 싶다.
forecast
패키지에 들어 있는
auto.arima
함수는, 여러분의 데이터에 대해 올바른 모
형 차수를 선택하고 모형을 적합시켜 준다.
library(forecast)
auto.arima(
x
)
여러분이 이미 모형 차수인 (
p
,
d
,
q
)를 알고 있는 경우라면
arima
함수로 직접 모형
을 적합시킬 수 있다.
arima(
x
, order = c(
p
,
d
,
q
))
3
단계를 거쳐
ARIMA
모형을 생성할 수 있다.
1
. 모형의 차수를 식별한다.
2
. 계수를 주면서 모형을 데이터에 적합시킨다.
3
. 진단척도를 적용해서 모형을 입증한다.
모형의 ‘차수(
order
)’는 대개 정수 세 개(
p
,
d
,
q
)인데, 여기서
p
는 자기상관계수의 개
수이며
d
는 차분의 정도,
q
는 이동평균계수의 개수다.
ARIMA
모형을 만들 때는 처음엔 적당한 차수가 뭔지 전혀 모르는 경우가 많다.
그래서 우리는
p
,
d
,
q
의 가장 좋은 조합을 지겹게 찾지 않고, 함수가 대신해서 찾아
주도록
auto.arima
를 사용한다.
library(forecast)
library(fpp2)
#
auto.arima(ausbeer) ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.