Cov txheej txheem:

Lub sij hawm Series Analysis hauv R yog dab tsi?
Lub sij hawm Series Analysis hauv R yog dab tsi?

Video: Lub sij hawm Series Analysis hauv R yog dab tsi?

Video: Lub sij hawm Series Analysis hauv R yog dab tsi?
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Sijhawm Series Analysis siv R . Kawm Sijhawm Series Analysis nrog R nrog rau kev siv ib pob hauv R forecasting kom haum rau qhov tiag- sij hawm series kom phim cov qauv zoo. Sijhawm Series yog qhov ntsuas, lossis nws yog ib qho metric uas ntsuas tshaj qhov tsis tu ncua sij hawm npe as Sijhawm Series.

Tsuas yog li ntawd, dab tsi yog lub sij hawm series hauv R?

Sijhawm series yog a series ntawm cov ntaub ntawv cov ntsiab lus uas txhua qhov chaw cov ntaub ntawv cuam tshuam nrog lub sijhawm. R lus siv ntau lub luag haujlwm los tsim, tswj thiab teeb tsa sij hawm series cov ntaub ntawv. Cov ntaub ntawv rau cov sij hawm series yog khaws cia rau hauv ib qho R yam hu ua sij hawm - series khoom. Nws kuj yog ib R cov ntaub ntawv khoom zoo li vector lossis cov ntaub ntawv ncej.

Tsis tas li ntawd, lub sij hawm series tsom xam nrog piv txwv yog dab tsi? Feem ntau, a sij hawm series yog a ib ntus coj ntawm successive sib npaug spaced ntsiab lus nyob rau hauv sij hawm . Yog li nws yog a ib ntus ntawm discrete- sij hawm cov ntaub ntawv. Piv txwv ntawm sij hawm series yog qhov siab ntawm dej hiav txwv tides, suav cov hnub ci, thiab tus nqi kaw txhua hnub ntawm Dow Jones Industrial Average.

Kuj kom paub yog, dab tsi yog lub sij hawm series cov ntaub ntawv tsom xam?

Sijhawm series tsom xam yog a txheeb cais txheej txheem uas cuam tshuam nrog lub sij hawm series cov ntaub ntawv , los yog trend tsom xam . Lub sijhawm series cov ntaub ntawv : Ib txheej ntawm kev soj ntsuam ntawm qhov tseem ceeb uas qhov sib txawv yuav siv sij hawm sib txawv sij hawm . Hla ntu cov ntaub ntawv : Cov ntaub ntawv ntawm ib lossis ntau qhov sib txawv, sau ntawm tib lub ntsiab lus hauv sij hawm.

Yuav ua li cas koj decompose ib lub sij hawm series nyob rau hauv R?

Step-by-Step: Sijhawm Series Decomposition

  1. Kauj ruam 1: Ntshuam cov ntaub ntawv. Ntxiv.
  2. Kauj Ruam 2: Tshawb Nrhiav Txoj Kev Sib Tw.
  3. Kauj Ruam 3: Tshem Tawm Lub Sijhawm Series.
  4. Kauj Ruam 4: Nruab Nrab Lub Caij Ntuj Sov.
  5. Kauj Ruam 5: Tshawb xyuas cov suab nrov uas tseem tshuav.
  6. Kauj Ruam 6: Rov tsim kho lub Cim Tseem Ceeb.

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