# Wolfram言語™

## 動的時間伸縮法を使って株価を比べる

WarpingCorrespondenceを使って，ヒューレット・パッカード(HPQ)の2016年第1四半期の株価と2010年から2015年にかけての過去のデータを比べる．

In[1]:=
```recent = FinancialData["HPQ", {{2016, 1, 1}, {2016, 3, 31}}, "Value"]; {histDates, hist} = Transpose[ FinancialData["HPQ", {{2010, 1, 1}, {2015, 1, 31}}, "DateValue"]];```

In[2]:=
```{corrHist, corrRecent} = WarpingCorrespondence[hist, recent, Method -> {"MatchingInterval" -> "Flexible"}];```

2016年第1四半期のデータに最もよく似た過去のデータを検出する．

In[3]:=
```{m, n} = corrHist[[{1, -1}]]; histDates[[{m, n}]]```
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```DateListPlot[{AssociationThread[ Take[histDates[[m ;; n]], Length[recent]], recent], AssociationThread[histDates[[m ;; n]], hist[[m ;; n]]]}, PlotTheme -> "Business", PlotLegends -> {"2016 data", "Best historical match"}, DateTicksFormat -> {"MonthNameShort", " ", "YearShort"}, ImageSize -> Medium]```
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```l = Length[recent]; colDat = ColorData["Atoms"]; offset = Last[recent] - hist[[n]]; hist30d = hist[[n ;; n + 30]]; ListLinePlot[{recent, {l + Range[31], hist30d + offset}\[Transpose], hist[[m ;; n]], {n - m + Range[31], hist30d}\[Transpose]}, PlotStyle -> {colDat["Rh"], {colDat["Mo"], Dotted}, colDat["Yb"], {colDat["Tb"], Dotted}}, PlotLegends -> Placed[{"2016 data", "30 days prediction", "Best historical match", "Next 30 days of historical data"}, Below], ImageSize -> Medium, Axes -> {False, True}, Epilog -> {Dashed, {Arrow[{{n - m, hist[[n]]}, {l + 1, Last[recent]}}], Arrow[{{n - m + 30, hist[[n + 30]]}, {l + 31, hist[[n + 30]] + offset}}]}}]```
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