August 2015
Intermediate to advanced
272 pages
5h 46m
Japanese
Content preview from Think Stats 第2版 ―プログラマのための統計入門
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191
191
12.11 用語集
•
timeseries.FillMissing
を用いて、分析を行う前に欠損値を補う。そうす
れば、引き続く要素間の時間が一貫したものになる。
•
Series.diff
を使って、引き続く要素間の差を計算する。
• DataFrame
のインデックスを未来に拡張するには、
reindex
を使うこと。
•
予測値を
DataFrame
に格納するには、
fillna
を使うこと。
12.11
用語集
時系列（
time series
）
各値にタイムスタンプのあるデータセット。一連の計測に収集した時刻が記され
たものが多い。
ウィンドウ（
window
）
移動平均を計算するのによく使われる、時系列での引き続く値の列。
移動平均（
moving average
）
互いに重なるウィンドウの列の（ある種の）平均を計算することによる、時系列
に内在する傾向を推定するための統計量の
1
つ。
ローリング平均（
rolling mean
）
各ウィンドウの平均値に基づいた移動平均。
指数加重移動平均（
exponentially-weighted moving average
、
EWMA
）
最も最近の値に最高の重みを与え、より古い値には指数減少加重を行う加重平均
に基づいた移動平均。
スパン（
span
）
重みがどれだけ速く減少するかを決定する
EWMA
のパラメータ。
系列相関（
serial correlation
）
時系列とそのずらした、または、遅らせたものとの相関。
ラグ、遅れ（
lag
）
系統相関や自己相関におけるずらし幅。
192
12
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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.