August 2022
Beginner to intermediate
436 pages
9h 43m
Korean
Content preview from SQL로 시작하는 데이터 분석
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137
3
장
시계열 분석
3.4
시간 윈도우 롤링
시계열 데이터에는 흔히 노이즈가 있어, 의미 있는 패턴을 찾는 데 방해가 됩니다. 앞 절에서는
월간, 연간 데이터 집계 등 데이터에서 노이즈를 제거해 결과 데이터를 부드럽고 이해하기 쉽
게 만드는 방법을 배웠습니다. 이 절에서는 또 다른 노이즈 제거 방법으로, 여러 구간을 설정해
트렌드를 분석하는
시간 윈도우 롤링
rolling
time
window
을 알아봅니다. 시간 윈도우 롤링은 이동 계
산
moving
calculation
이라고도 합니다. 이동 계산 중에서도 이동 평균
moving
average
이 가장 흔히 쓰이
지만
SQL
을 활용하면 평균이 아니라 어떤 집계 함수든 적용할 수 있습니다. 시간 윈도우 롤링
은 주가 분석, 거시경제 트렌드, 시청률 조사 등 다양한 분석에 두루 사용됩니다. 몇몇 시간 윈
도우 롤링 방법은
last
twelve
months
(
LTM
),
trailing
twelve
months
(
TTM
),
year
-
to
-
date
(
YTD
) 등 축약어가 있을 정도로 널리 쓰입니다.
[그림
3
-
12
]는
10
월까지의 누적 계산 및 시간 윈도우 롤링 예시입니다.
월 매출
그림
3-12
LTM
,
YTD
매출 합계 롤링 예시
시계열 롤링 계산에는 몇 가지 중요한 요소가 있습니다. 첫 번째 요소는 윈도우 사이즈입니다. ...
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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.