매끄럽고 얇은 불규칙 시계열
Apple, Inc.의 일일 주가의 매끄럽고 얇은 시계열을 얻습니다.
전체 Wolfram 언어 입력 표시하기
In[2]:=
data = TemporalData[TimeSeries, {CompressedData["
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"], 1, {
"Continuous", 1}, {"Discrete", 1}, 1, {
ValueDimensions -> 1, DateFunction -> Automatic,
ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}},
True, 314.1];
3개월 이동 평균을 계산합니다.
In[3]:=
smooth = MovingMap[Median, data, {{3, "Month"}}]
Out[3]=
이 시계열은 평활화 되어있습니다.
In[4]:=
DateListPlot[{data, smooth}, PlotTheme -> "Detailed",
PlotLegends -> {"data", "smoothing"}]
Out[4]=
1개월 단위로 구분하여 3개월의 이동 중앙값을 계산합니다.
In[5]:=
thin = MovingMap[Median, data, {{3, "Month"}, Right, "Month"}]
Out[5]=
다음으로 시계열을 평활화하고 얇게합니다.
In[6]:=
{data["PathLength"], smooth["PathLength"], thin["PathLength"]}
Out[6]=
결과를 비교합니다.
In[7]:=
DateListPlot[{data, smooth, thin}, PlotTheme -> "Detailed",
PlotLegends -> {"data", "smoothing only", "smoothing and thinning"}]
Out[7]=