{"id":3505,"date":"2024-11-23T09:20:32","date_gmt":"2024-11-23T00:20:32","guid":{"rendered":"https:\/\/secondlife.lol\/?p=3505"},"modified":"2024-11-23T09:20:33","modified_gmt":"2024-11-23T00:20:33","slug":"bitcoin-price-prediction-r-machine-learning","status":"publish","type":"post","link":"https:\/\/secondlife.lol\/ja\/bitcoin-price-prediction-r-machine-learning\/","title":{"rendered":"\u30d3\u30c3\u30c8\u30b3\u30a4\u30f3\u306e\u4fa1\u683c\u4e88\u6e2c\uff1aR\u3068\u6a5f\u68b0\u5b66\u7fd2\u3067\u898b\u308b2024\u5e74\u306e\u4e88\u6e2c"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">\uc548\ub155\ud558\uc138\uc694! \uc624\ub298\uc740 <strong>\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc744 R\uacfc \uba38\uc2e0\ub7ec\ub2dd\uc73c\ub85c \ubd84\uc11d\ud558\ub294 \ubc29\ubc95<\/strong>\uc744 \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ube44\ud2b8\ucf54\uc778\uc758 \uac00\uaca9\uc740 \uc2dc\uc7a5\uc758 \ub2e4\uc591\ud55c \uc694\uc778\uc5d0 \uc758\ud574 \uc601\ud5a5\uc744 \ubc1b\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n<style>.kb-image3505_ac7eed-10 .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image3505_ac7eed-10 img.kb-img, .kb-image3505_ac7eed-10 .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image3505_ac7eed-10\"><figure class=\"aligncenter size-full\"><img decoding=\"async\" width=\"1200\" height=\"791\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/IMG_3445.jpeg\" alt=\"\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd \ud3ec\uc2a4\ud2b8 - \ube44\ud2b8\ucf54\uc778 \uc0c1\uc2b9 \uadf8\ub9bc\" class=\"kb-img wp-image-3512\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/IMG_3445.jpeg 1200w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/IMG_3445-300x198.jpeg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/IMG_3445-600x396.jpeg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/IMG_3445-768x506.jpeg 768w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/IMG_3445-18x12.jpeg 18w\" sizes=\"(max-width: 1200px) 100vw, 1200px\" \/><\/figure><\/div>\n\n\n\n<p class=\"wp-block-paragraph\">\uc774\ub97c \ubd84\uc11d\ud558\uae30 \uc704\ud574 <strong>\uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub97c \ub2e4\ub8e8\ub294 \ub300\ud45c\uc801\uc778 \ubc29\ubc95\uc778 <a href=\"https:\/\/www.rdocumentation.org\/packages\/stats\/versions\/3.6.2\/topics\/arima\" target=\"_blank\" rel=\"noopener\">ARIMA<\/a> \ubaa8\ub378\uc744 \uc0ac\uc6a9<\/strong>\ud558\uc5ec \uc608\uce21\uc744 \uc9c4\ud589\ud558\uaca0\uc2b5\ub2c8\ub2e4. \uc544\ub798\uc5d0\uc11c \ub370\uc774\ud130 \uc900\ube44\ubd80\ud130 \uc2dc\uac01\ud654, \uadf8\ub9ac\uace0 \ubaa8\ub378 \ud3c9\uac00\uae4c\uc9c0 \ub2e8\uacc4\ubcc4\ub85c \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n<style>.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap{padding-top:var(--global-kb-spacing-sm, 1.5rem);padding-right:var(--global-kb-spacing-sm, 1.5rem);padding-bottom:var(--global-kb-spacing-sm, 1.5rem);padding-left:var(--global-kb-spacing-sm, 1.5rem);border-top:3px solid var(--global-palette2, #2B6CB0);border-right:3px solid var(--global-palette2, #2B6CB0);border-bottom:3px solid var(--global-palette2, #2B6CB0);border-left:3px solid var(--global-palette2, #2B6CB0);border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title-wrap{padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title-wrap{color:var(--global-palette2, #2B6CB0);}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title{color:var(--global-palette2, #2B6CB0);font-size:28px;font-weight:regular;font-style:normal;}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap .kb-table-of-content-list{color:var(--global-palette1, #3182CE);line-height:2em;font-weight:regular;font-style:normal;margin-top:var(--global-kb-spacing-sm, 1.5rem);margin-right:0px;margin-bottom:0px;margin-left:0px;}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap .kb-table-of-content-list .kb-table-of-contents__entry:hover{color:var(--global-palette6, #718096);}@media all and (max-width: 1024px){.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap{border-top:3px solid var(--global-palette2, #2B6CB0);border-right:3px solid var(--global-palette2, #2B6CB0);border-bottom:3px solid var(--global-palette2, #2B6CB0);border-left:3px solid var(--global-palette2, #2B6CB0);}}@media all and (max-width: 1024px){.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title{font-size:28px;}}@media all and (max-width: 767px){.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-content-wrap{border-top:3px solid var(--global-palette2, #2B6CB0);border-right:3px solid var(--global-palette2, #2B6CB0);border-bottom:3px solid var(--global-palette2, #2B6CB0);border-left:3px solid var(--global-palette2, #2B6CB0);}.kb-table-of-content-nav.kb-table-of-content-id83_5f28a6-34 .kb-table-of-contents-title{font-size:28px;}}<\/style>\n\n\n<h2 class=\"wp-block-heading\">\ub370\uc774\ud130 \uc900\ube44 \ubc0f \uc804\ucc98\ub9ac<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\uba3c\uc800, \ubd84\uc11d\uc5d0 \ud544\uc694\ud55c \ub370\uc774\ud130\ub97c \uac00\uc838\uc624\uace0 \uc815\ub9ac\ud558\ub294 \ub2e8\uacc4\uc785\ub2c8\ub2e4. <a href=\"https:\/\/finance.yahoo.com\/?guccounter=1&amp;guce_referrer=aHR0cHM6Ly93d3cuZ29vZ2xlLmNvbS8&amp;guce_referrer_sig=AQAAAGZ9Rm7OqN89IKNOmWZQTEqUlbJT3eLoYIh0IOHxhDqTUp4EUJd1_pINJELMdvOLH6MmbKdv7abOank0aWoOEWbdRWu28LFgmQJB0ak2gcVu4OVZAc_IEiJMi4boXWLr6EavsSV2PEG9B6OIIoskMjjgeoacUmyRp92BqBzkDaUd\" target=\"_blank\" rel=\"noopener\">Yahoo Finance<\/a>\uc5d0\uc11c \ube44\ud2b8\ucf54\uc778\uc758 \uc77c\ubcc4 \uac00\uaca9 \ub370\uc774\ud130\ub97c \uac00\uc838\uc640 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub85c \ubcc0\ud658\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \ud544\uc694\ud55c \ud328\ud0a4\uc9c0 \uc124\uce58 \ubc0f \ub85c\ub4dc\ninstall.packages(c(\"forecast\", \"ggplot2\", \"quantmod\"))\nlibrary(forecast)    # ARIMA \ubaa8\ub378\ub9c1 \ud328\ud0a4\uc9c0 \ub85c\ub4dc\nlibrary(ggplot2)    # \ub370\uc774\ud130 \uc2dc\uac01\ud654\uc6a9 \ud328\ud0a4\uc9c0\nlibrary(quantmod)   # \uae08\uc735 \ub370\uc774\ud130 \uc218\uc9d1\uc6a9 \ud328\ud0a4\uc9c0\n\n# \ube44\ud2b8\ucf54\uc778 \ub370\uc774\ud130 \uac00\uc838\uc624\uae30\ngetSymbols(\"BTC-USD\", src = \"yahoo\")  # \uc57c\ud6c4 \ud30c\uc774\ub0b8\uc2a4\uc5d0\uc11c \ub370\uc774\ud130 \uc218\uc9d1\nbtc_price &lt;- Cl(get(\"BTC-USD\"))       # \uc885\uac00 \ub370\uc774\ud130\ub9cc \ucd94\ucd9c<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\ucf54\ub4dc \ud574\uc124:<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>install.packages(c(&#8220;forecast&#8221;, &#8220;ggplot2&#8221;, &#8220;quantmod&#8221;)): \ud544\uc694\ud55c \ud328\ud0a4\uc9c0\ub97c \uc124\uce58\ud569\ub2c8\ub2e4. forecast\ub294 ARIMA \ubaa8\ub378, <a href=\"https:\/\/secondlife.lol\/ggplot2-intro\/\" data-type=\"post\" data-id=\"3055\">ggplot2<\/a>\ub294 \uc2dc\uac01\ud654, quantmod\ub294 \uae08\uc735 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\ub294 \ub370 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n<li>library(forecast): forecast \ud328\ud0a4\uc9c0\ub97c \ub85c\ub4dc\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>getSymbols(&#8220;BTC-USD&#8221;, src = &#8220;yahoo&#8221;): Yahoo Finance\uc5d0\uc11c \ube44\ud2b8\ucf54\uc778 \ub370\uc774\ud130\ub97c \uac00\uc838\uc635\ub2c8\ub2e4.<\/li>\n\n\n\n<li>Cl(get(&#8220;BTC-USD&#8221;)): \uac00\uc838\uc628 \ub370\uc774\ud130\uc5d0\uc11c \uc885\uac00(Closing Price)\ub9cc \ucd94\ucd9c\ud558\uc5ec btc_price \ubcc0\uc218\uc5d0 \uc800\uc7a5\ud569\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\">ARIMA \ubaa8\ub378 \uad6c\ud604<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\uc774\uc81c \ub370\uc774\ud130\ub97c ARIMA \ubaa8\ub378\uc5d0 \uc801\ud569\uc2dc\ucf1c \ud5a5\ud6c4 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc5d0 \ud65c\uc6a9\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub85c \ubcc0\ud658\nbtc_ts &lt;- ts(btc_price, frequency = 365)  # \uc77c\ubcc4 \ub370\uc774\ud130\ub85c \ubcc0\ud658\n\n# ARIMA \ubaa8\ub378 \uc801\uc6a9\nmodel_fit &lt;- auto.arima(btc_ts, seasonal = TRUE)  # \ucd5c\uc801 \ubaa8\ub378 \uc790\ub3d9 \uc120\ud0dd\n\n# 30\uc77c \uac00\uaca9 \uc608\uce21\nforecast_result &lt;- forecast(model_fit, h = 30)  # \ud5a5\ud6c4 30\uc77c \uc608\uce21 \uc218\ud589<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\ucf54\ub4dc \ud574\uc124:<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>ts(btc_price, frequency = 365): \uc885\uac00 \ub370\uc774\ud130\ub97c \uc77c\ubcc4 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub85c \ubcc0\ud658\ud569\ub2c8\ub2e4. frequency = 365\ub294 \uc5f0\uac04 \uc8fc\uae30\ub97c \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n\n\n\n<li>auto.arima(btc_ts, seasonal = TRUE): ARIMA \ubaa8\ub378\uc744 \uc790\ub3d9\uc73c\ub85c \uc124\uc815\ud558\uc5ec \ucd5c\uc801\uc758 \ud30c\ub77c\ubbf8\ud130\ub97c \uc120\ud0dd\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>forecast(model_fit, h = 30): model_fit\uc5d0 \uc801\ud569\ub41c \ubaa8\ub378\uc744 \uc0ac\uc6a9\ud558\uc5ec 30\uc77c\uac04\uc758 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9\uc744 \uc608\uce21\ud569\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\">\uc608\uce21 \uacb0\uacfc \uc2dc\uac01\ud654<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\uc608\uce21 \uacb0\uacfc\ub97c \uc2dc\uac01\ud654\ud558\uc5ec \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc744 \ud55c\ub208\uc5d0 \ud655\uc778\ud560 \uc218 \uc788\ub3c4\ub85d \ud569\ub2c8\ub2e4. \uc544\ub798 \uadf8\ub798\ud504\uc758 \uc6b0\uce21 \ub05d\ub2e8\uc744 \ubcf4\uba74 \uc704\uc544\ub798 \ubcc0\ub3d9\ud3ed\uc73c\ub85c \uc608\uce21 \uacb0\uacfc\ub97c \uc2dc\uac01\ud654 \ud574\uc8fc\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># ggplot2\ub85c \uacb0\uacfc \uc2dc\uac01\ud654\nautoplot(forecast_result) +\n  ggtitle(\"Bitcoin Price Forecast\") +\n  xlab(\"Date\") +\n  ylab(\"Price (USD)\") +\n  theme_minimal()<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\ucf54\ub4dc \ud574\uc124:<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>autoplot(forecast_result): \uc608\uce21 \uacb0\uacfc\ub97c \uc790\ub3d9\uc73c\ub85c \uc2dc\uac01\ud654\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>ggtitle(): \uadf8\ub798\ud504\uc758 \uc81c\ubaa9\uc744 \uc124\uc815\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>xlab() \/ ylab(): x\ucd95\uacfc y\ucd95\uc758 \ub77c\ubca8\uc744 \uac01\uac01 \uc124\uc815\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>theme_minimal(): \uadf8\ub798\ud504\uc758 \ud14c\ub9c8\ub97c \uac04\uc18c\ud654\ud558\uc5ec \uae54\ub054\ud558\uac8c \ub9cc\ub4ed\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n<style>.kb-image3505_2ff462-d7 .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image3505_2ff462-d7 img.kb-img, .kb-image3505_2ff462-d7 .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image3505_2ff462-d7\"><figure class=\"aligncenter size-full\"><img decoding=\"async\" width=\"1040\" height=\"524\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-38.jpg\" alt=\"\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd \uc2dc\uacc4\uc5f4 \uadf8\ub9bc\" class=\"kb-img wp-image-3533\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-38.jpg 1040w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-38-300x151.jpg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-38-600x302.jpg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-38-768x387.jpg 768w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-38-18x9.jpg 18w\" sizes=\"(max-width: 1040px) 100vw, 1040px\" \/><figcaption>( \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd \uc2dc\uac01\ud654 \uadf8\ub798\ud504 )<\/figcaption><\/figure><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">\ubaa8\ub378 \uc131\ub2a5 \ud3c9\uac00<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc744 \uc704\ud55c ARIMA \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \uc815\ud655\ub3c4 \uc9c0\ud45c\ub97c \ud655\uc778\ud558\uace0 \uc794\ucc28\ub97c \ubd84\uc11d\ud569\ub2c8\ub2e4.<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code># \uc815\ud655\ub3c4 \ud3c9\uac00\naccuracy(forecast_result)  # \uc608\uce21 \uc815\ud655\ub3c4 \ud655\uc778\n\n# \uc794\ucc28 \ubd84\uc11d \uc218\ud589\ncheckresiduals(model_fit)  # \ubaa8\ub378 \uc801\ud569\uc131 \uac80\uc99d<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\ucf54\ub4dc \ud574\uc124:<\/strong><\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>accuracy(forecast_result): \uc608\uce21 \uacb0\uacfc\uc758 \uc815\ud655\ub3c4\ub97c \ud3c9\uac00\ud558\uba70, RMSE, MAE \ub4f1 \ub2e4\uc591\ud55c \uc9c0\ud45c\ub97c \uc81c\uacf5\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>checkresiduals(model_fit): \uc794\ucc28 \ubd84\uc11d\uc744 \uc218\ud589\ud558\uc5ec \ubaa8\ub378\uc774 \ub370\uc774\ud130\ub97c \uc798 \uc801\ud569\ud588\ub294\uc9c0 \uac80\uc99d\ud569\ub2c8\ub2e4. \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud328\ud134\uc774 \uc798 \ubaa8\ub378\ub9c1\ub418\uc5c8\ub294\uc9c0 \ud655\uc778\ud558\ub294 \ub370 \uc720\uc6a9\ud569\ub2c8\ub2e4.<\/li>\n<\/ol>\n\n\n<style>.kb-image3505_28aa34-59 .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image3505_28aa34-59 img.kb-img, .kb-image3505_28aa34-59 .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image3505_28aa34-59\"><figure class=\"aligncenter size-full\"><img decoding=\"async\" width=\"721\" height=\"112\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-39.jpg\" alt=\"\uc815\ud655\ub3c4 \ud3c9\uac00 \ud655\uc778 \ucf58\uc194\ud654\uba74\" class=\"kb-img wp-image-3536\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-39.jpg 721w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-39-300x47.jpg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-39-600x93.jpg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-39-18x3.jpg 18w\" sizes=\"(max-width: 721px) 100vw, 721px\" \/><figcaption>( \uc815\ud655\ub3c4 \ud3c9\uac00 \ud655\uc778 \ucf58\uc194\ud654\uba74 )<\/figcaption><\/figure><\/div>\n\n\n\n<p class=\"wp-block-paragraph\">\uc704\uc5d0\uc11c \ubcf4\uc5ec\uc8fc\uace0 \uc788\ub294 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd \ubaa8\ub378\uc758 \uc608\uce21 \uc815\ud655\ub3c4 \ub370\uc774\ud130\uc5d0 \ub300\ud55c \ub354 \uc0c1\uc138\ud55c \uc124\uba85\uc740 \uc544\ub798\uc640 \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\"><code>accuracy(forecast_result)<\/code> \ud568\uc218 \ucd9c\ub825 \uacb0\uacfc\ub97c \ud574\uc11d\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \uc774 \ud568\uc218\ub294 \uc608\uce21 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \uc9c0\ud45c\ub97c \uc81c\uacf5\ud569\ub2c8\ub2e4. \uc544\ub798\ub294 \uac01 \uc9c0\ud45c\uc640 \ud574\ub2f9 \uac12\uc758 \ud574\uc11d\uc785\ub2c8\ub2e4:<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. ME (Mean Error, \ud3c9\uade0 \uc624\ucc28)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>0.03430013<\/code><\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12\uc758 \ucc28\uc774\ub97c \ud3c9\uade0\uc73c\ub85c \ub098\ud0c0\ub0b8 \uc9c0\ud45c\uc785\ub2c8\ub2e4. \uac12\uc774 0\uc5d0 \uac00\uae4c\uc6b8\uc218\ub85d \uc608\uce21 \ud3b8\ud5a5(bias)\uc774 \uc5c6\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: \uac12\uc774 \uac70\uc758 0\uc5d0 \uac00\uae5d\uae30 \ub54c\ubb38\uc5d0 \uc608\uce21\uc5d0 \ud070 \ud3b8\ud5a5\uc774 \uc5c6\ub294 \uac83\uc73c\ub85c \ubcf4\uc785\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. RMSE (Root Mean Square Error, \ud3c9\uade0 \uc81c\uacf1\uadfc \uc624\ucc28)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>915.6077<\/code><\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12 \uc0ac\uc774\uc758 \uc624\ucc28\ub97c \uc81c\uacf1\ud55c \ud6c4 \ud3c9\uade0\uc744 \uad6c\ud558\uace0, \uc774\ub97c \uc81c\uacf1\uadfc\uc73c\ub85c \ubcc0\ud658\ud55c \uac12\uc785\ub2c8\ub2e4. \uc624\ucc28\uc758 \ud06c\uae30\ub97c \uce21\uc815\ud558\uba70, \uac12\uc774 \ub0ae\uc744\uc218\ub85d \uc608\uce21 \uc815\ud655\ub3c4\uac00 \ub192\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: RMSE \uac12\uc774 \ube44\uad50\uc801 \ub192\uac8c \ub098\ud0c0\ub0ac\uc2b5\ub2c8\ub2e4. \uc774\ub294 \uc608\uce21\uacfc \uc2e4\uc81c \uac12 \uc0ac\uc774\uc5d0 \uc0c1\ub2f9\ud55c \ubcc0\ub3d9\uc131\uc774 \uc788\uc74c\uc744 \uc2dc\uc0ac\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. MAE (Mean Absolute Error, \ud3c9\uade0 \uc808\ub300 \uc624\ucc28)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>449.3615<\/code><\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12 \uc0ac\uc774\uc758 \uc808\ub300 \uc624\ucc28\uc758 \ud3c9\uade0\uc785\ub2c8\ub2e4. MAE\ub294 RMSE\ubcf4\ub2e4 \uc774\uc0c1\uce58(outlier)\uc5d0 \ub35c \ubbfc\uac10\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: MAE\ub294 449.36\uc73c\ub85c, RMSE\ubcf4\ub2e4 \ub0ae\uc740 \uac12\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uc774\ub294 \uc774\uc0c1\uce58\uac00 \uc874\uc7ac\ud558\uc9c0\ub9cc \uc804\ubc18\uc801\uc73c\ub85c \uc624\ucc28\uc758 \ud3c9\uade0\uc740 \uc0c1\ub300\uc801\uc73c\ub85c \ub0ae\ub2e4\ub294 \uac83\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>4. MPE (Mean Percentage Error, \ud3c9\uade0 \ubc31\ubd84\uc728 \uc624\ucc28)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>-1.857804<\/code><\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12\uc758 \uc0c1\ub300\uc801 \uc624\ucc28\ub97c \ubc31\ubd84\uc728\ub85c \ub098\ud0c0\ub0b8 \ud3c9\uade0\uc785\ub2c8\ub2e4. \uc74c\uc218 \uac12\uc740 \uc608\uce21 \uac12\uc774 \uc2e4\uc81c \uac12\ubcf4\ub2e4 \ub0ae\uac8c \ucd94\uc815\ub418\uc5c8\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: \uc57d <code>-1.86%<\/code>\ub85c, \uc608\uce21 \uac12\uc774 \uc2e4\uc81c \uac12\ubcf4\ub2e4 \uc57d\uac04 \ub0ae\uac8c \ucd94\uc815\ub418\ub294 \uacbd\ud5a5\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5. MAPE (Mean Absolute Percentage Error, \ud3c9\uade0 \uc808\ub300 \ubc31\ubd84\uc728 \uc624\ucc28)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>3.660335<\/code><\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12\uc758 \uc0c1\ub300\uc801 \uc624\ucc28\uc758 \uc808\ub300\uac12\uc744 \ubc31\ubd84\uc728\ub85c \ud3c9\uade0\ud654\ud55c \uac12\uc785\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c \uac12\uc774 10% \uc774\ud558\uc774\uba74 \ub9e4\uc6b0 \uc88b\uc740 \uc608\uce21\uc73c\ub85c \ud3c9\uac00\ub429\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: MAPE\uac00 <code>3.66%<\/code>\ub85c \ub9e4\uc6b0 \ub0ae\uc2b5\ub2c8\ub2e4. \uc774\ub294 \ubaa8\ub378\uc774 \uc804\ubc18\uc801\uc73c\ub85c \uc815\ud655\ud55c \uc608\uce21\uc744 \ud558\uace0 \uc788\uc74c\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>6. MASE (Mean Absolute Scaled Error, \ud3c9\uade0 \uc808\ub300 \uc2a4\ucf00\uc77c \uc624\ucc28)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>0.03490917<\/code><\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \ubaa8\ub378\uc758 MAE\ub97c \uae30\uc900 \ubaa8\ub378(\uc608: \ub2e8\uc21c\ud55c naive \ubaa8\ub378)\uc758 MAE\ub85c \ub098\ub208 \uac12\uc785\ub2c8\ub2e4. \uac12\uc774 1\ubcf4\ub2e4 \uc791\uc73c\uba74 \ubaa8\ub378\uc774 \uae30\uc900 \ubaa8\ub378\ubcf4\ub2e4 \ub354 \ub098\uc740 \uc131\ub2a5\uc744 \ubcf4\uc778\ub2e4\ub294 \uac83\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: MASE\uac00 <code>0.035<\/code>\ub85c \ub9e4\uc6b0 \ub0ae\uc544, \ubaa8\ub378\uc774 \uae30\uc900 \ubaa8\ub378\ubcf4\ub2e4 \ud6e8\uc52c \uc6b0\uc218\ud55c \uc131\ub2a5\uc744 \ubcf4\uc774\uace0 \uc788\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>7. ACF1 (First-order Autocorrelation of Residuals, \uc794\ucc28\uc758 1\ucc28 \uc790\uae30\uc0c1\uad00)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uac12<\/strong>: <code>1.077496e-05<\/code> (\uc989, <code>0.00001077<\/code>\uc5d0 \uac00\uae4c\uc6c0)<\/li>\n\n\n\n<li><strong>\uc758\ubbf8<\/strong>: \uc794\ucc28\uc758 1\ucc28 \uc2dc\ucc28\uc5d0\uc11c \uc790\uae30\uc0c1\uad00 \uacc4\uc218\ub97c \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uac12\uc774 0\uc5d0 \uac00\uae4c\uc6b8\uc218\ub85d \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801(white noise)\uc784\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n\n\n\n<li><strong>\ud574\uc11d<\/strong>: ACF1 \uac12\uc774 \uac70\uc758 0\uc5d0 \uac00\uae4c\uc6cc, \uc794\ucc28\uac00 \ub3c5\ub9bd\uc801\uc774\uace0 ARIMA \ubaa8\ub378\uc774 \ub370\uc774\ud130\uc758 \ud328\ud134\uc744 \uc798 \uc124\uba85\ud588\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\uc885\ud569 \ud574\uc11d<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\uc7a5\uc810<\/strong>:\n<ul class=\"wp-block-list\">\n<li>ME\uc640 ACF1 \uac12\uc774 \uac70\uc758 0\uc5d0 \uac00\uae4c\uc6cc \uc608\uce21\uc758 \ud3b8\ud5a5\uc774 \uc5c6\uace0 \uc794\ucc28\uc758 \ub3c5\ub9bd\uc131\uc774 \uc798 \uc720\uc9c0\ub418\uace0 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li>MAPE\uac00 3.66%\ub85c \ub9e4\uc6b0 \ub0ae\uc544 \uc608\uce21 \uc815\ud655\ub3c4\uac00 \ub192\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li>MASE\uac00 \uae30\uc900 \ubaa8\ub378 \ub300\ube44 \ub9e4\uc6b0 \uc6b0\uc218\ud55c \uc131\ub2a5\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\ud55c\uacc4<\/strong>:\n<ul class=\"wp-block-list\">\n<li>RMSE \uac12\uc774 \ub192\uc740 \ud3b8\uc73c\ub85c, \uc774\uc0c1\uce58\uc5d0 \uc758\ud55c \uc601\ud5a5\uc774 \uc788\uc744 \uac00\ub2a5\uc131\uc774 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uc608\uce21 \uc131\ub2a5\uc774 \ub192\uc740 \ub370\uc774\ud130 \uad6c\uac04\uacfc \ub0ae\uc740 \uad6c\uac04 \uac04\uc758 \ud3b8\ucc28\uac00 \ud074 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd ARIMA \ubaa8\ub378\uc758 \uc804\ubc18\uc801\uc778 \uc131\ub2a5\uc740 \uc6b0\uc218\ud558\ub2e4\uace0 \ud3c9\uac00\ub418\uc9c0\ub9cc, \ub370\uc774\ud130\uc758 \ubcc0\ub3d9\uc131\uc774 \ub192\uc740 \uacbd\uc6b0\ub97c \uc880 \ub354 \uba74\ubc00\ud788 \ubd84\uc11d\ud558\uac70\ub098 \uc774\uc0c1\uce58\ub97c \uc81c\uac70\/\ubcf4\uc644\ud558\uc5ec RMSE\ub97c \uac1c\uc120\ud558\ub294 \uac83\uc774 \ubc14\ub78c\uc9c1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n<\/blockquote>\n\n\n<style>.kb-image3505_6a8815-c4 .kb-image-has-overlay:after{opacity:0.3;border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;}.kb-image3505_6a8815-c4 img.kb-img, .kb-image3505_6a8815-c4 .kb-img img{border-top-left-radius:5px;border-top-right-radius:5px;border-bottom-right-radius:5px;border-bottom-left-radius:5px;box-shadow:0px 0px 14px 0px rgba(0, 0, 0, 0.2);}<\/style>\n<div class=\"wp-block-kadence-image kb-image3505_6a8815-c4\"><figure class=\"aligncenter size-full\"><img decoding=\"async\" width=\"1200\" height=\"660\" src=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-40.jpg\" alt=\"\" class=\"kb-img wp-image-3537\" srcset=\"https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-40.jpg 1200w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-40-300x165.jpg 300w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-40-600x330.jpg 600w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-40-768x422.jpg 768w, https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/image-4-40-18x10.jpg 18w\" sizes=\"(max-width: 1200px) 100vw, 1200px\" \/><figcaption>( \ubaa8\ub378 \uc801\ud569\uc131 \uac80\uc99d \ubd84\uc11d \uadf8\ub798\ud504 )<\/figcaption><\/figure><\/div>\n\n\n\n<p class=\"wp-block-paragraph\">\uc704\uc5d0\uc11c \ubcf4\uc5ec\uc8fc\uace0 \uc788\ub294 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd \ubaa8\ub378\uc758 \uc801\ud569\uc131 \uac80\uc99d \ubd84\uc11d \uadf8\ub798\ud504\uc5d0 \ub300\ud55c \ub354 \uc0c1\uc138\ud55c \uc124\uba85\uc740 \uc544\ub798\uc640 \uac19\uc2b5\ub2c8\ub2e4.<\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\">\ucca8\ubd80\ub41c \uadf8\ub9bc\uc740 ARIMA(0,1,2) \ubaa8\ub378\uc758 \uc794\ucc28 \ubd84\uc11d \uacb0\uacfc\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4. \uac01 \ud328\ub110\uc758 \ud574\uc11d\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1. \uc0c1\ub2e8 \ud328\ub110: \uc2dc\uac04\uc5d0 \ub530\ub978 \uc794\ucc28<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\uc794\ucc28\uac00 \uc2dc\uac04\uc5d0 \ub530\ub77c 0\uc744 \uc911\uc2ec\uc73c\ub85c \ubcc0\ub3d9\ud558\uace0 \uc788\uc9c0\ub9cc, \ubd84\uc0b0\uc774 \uc99d\uac00\ud558\ub294 \ubaa8\uc2b5\uc774 \ubcf4\uc785\ub2c8\ub2e4. \uc774\ub294 <strong>\uc774\ubd84\uc0b0\uc131<\/strong>(heteroskedasticity)\uc744 \ub098\ud0c0\ub0b4\uba70, \uc774\ub294 ARIMA \ubaa8\ub378\uc758 \uac00\uc815(\ubd84\uc0b0\uc774 \uc77c\uc815)\uc744 \uc704\ubc18\ud558\ub294 \uac83\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\ub69c\ub837\ud55c \ud328\ud134\uc774 \ubcf4\uc774\uc9c0 \uc54a\ub294 \uc810\uc740 \uae0d\uc815\uc801\uc774\uc9c0\ub9cc, \ubd84\uc0b0\uc774 \uc99d\uac00\ud558\ub294 \ubb38\uc81c\ub97c \ud574\uacb0\ud574\uc57c \ub354 \ub098\uc740 \ubaa8\ub378 \uc801\ud569\uc774 \uac00\ub2a5\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2. \uc67c\ucabd \ud558\ub2e8 \ud328\ub110: \uc794\ucc28\uc758 \uc790\uae30\uc0c1\uad00 \ud568\uc218(ACF)<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ACF \uadf8\ub798\ud504\ub294 \uc794\ucc28\uc758 \uc790\uae30\uc0c1\uad00\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uc774\uc0c1\uc801\uc73c\ub85c\ub294 \ubaa8\ub4e0 \uc810\uc774 \ud30c\ub780\uc0c9 \uc2e0\ub8b0\uad6c\uac04 \ub0b4\uc5d0 \uc788\uc5b4\uc57c \ud558\uba70, \uc794\ucc28\uac00 \uc21c\uc218\ud55c \ubc31\uc0c9\uc7a1\uc74c(white noise)\uc784\uc744 \ubcf4\uc5ec\uc57c \ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uadf8\ub7ec\ub098 \uc774 \uadf8\ub798\ud504\uc5d0\uc11c\ub294 \uc77c\ubd80 \uc2a4\ud30c\uc774\ud06c\uac00 \uc2e0\ub8b0\uad6c\uac04\uc744 \ub118\uc5b4\uc11c\ub294 \ubaa8\uc2b5\uc774 \ubcf4\uc785\ub2c8\ub2e4. \uc774\ub294 \uc794\ucc28\uc5d0 \uc5ec\uc804\ud788 \uc790\uae30\uc0c1\uad00\uc774 \ub0a8\uc544 \uc788\uc74c\uc744 \ub098\ud0c0\ub0b4\uba70, \ubaa8\ub378\uc774 \ub370\uc774\ud130\uc758 \uc2dc\uac04\uc801 \uad6c\uc870\ub97c \uc644\uc804\ud788 \uc124\uba85\ud558\uc9c0 \ubabb\ud588\uc744 \uac00\ub2a5\uc131\uc744 \uc2dc\uc0ac\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3. \uc624\ub978\ucabd \ud558\ub2e8 \ud328\ub110: \uc794\ucc28\uc758 \ud788\uc2a4\ud1a0\uadf8\ub7a8<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\ud788\uc2a4\ud1a0\uadf8\ub7a8\uc740 \uc794\ucc28\uc758 \ubd84\ud3ec\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4. \uc911\uc559\uc5d0 \ubfb0\uc871\ud55c \ud53c\ud06c\uac00 \uc788\uc9c0\ub9cc, \uc591\ucabd \ub05d\uc5d0\uc11c <strong>\uadf9\ub2e8\uc801\uc778 \uac12(\uc774\uc0c1\uce58)<\/strong> \uc774 \ubcf4\uc785\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uc774\ub294 \uc794\ucc28\uac00 \uc815\uaddc\ubd84\ud3ec\ub97c \ub530\ub974\uc9c0 \uc54a\uc74c\uc744 \ub098\ud0c0\ub0b4\uba70, ARIMA \ubaa8\ub378\uc758 \ub610 \ub2e4\ub978 \uac00\uc815(\uc794\ucc28\uc758 \uc815\uaddc\uc131)\uc744 \uc704\ubc18\ud569\ub2c8\ub2e4.<\/li>\n\n\n\n<li>\uc774\ub7ec\ud55c \uc774\uc0c1\uce58\ub294 \ubaa8\ub378 \uc131\ub2a5\uc5d0 \ubd80\uc815\uc801\uc778 \uc601\ud5a5\uc744 \ubbf8\uce60 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/li>\n<\/ul>\n<\/blockquote>\n\n\n<style>.wp-block-kadence-advancedheading.kt-adv-heading3505_10757e-db, .wp-block-kadence-advancedheading.kt-adv-heading3505_10757e-db[data-kb-block=\"kb-adv-heading3505_10757e-db\"]{font-style:normal;}.wp-block-kadence-advancedheading.kt-adv-heading3505_10757e-db mark.kt-highlight, .wp-block-kadence-advancedheading.kt-adv-heading3505_10757e-db[data-kb-block=\"kb-adv-heading3505_10757e-db\"] mark.kt-highlight{font-style:normal;color:#f76a0c;-webkit-box-decoration-break:clone;box-decoration-break:clone;padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;}.wp-block-kadence-advancedheading.kt-adv-heading3505_10757e-db img.kb-inline-image, .wp-block-kadence-advancedheading.kt-adv-heading3505_10757e-db[data-kb-block=\"kb-adv-heading3505_10757e-db\"] img.kb-inline-image{width:150px;vertical-align:baseline;}<\/style>\n<h2 class=\"kt-adv-heading3505_10757e-db wp-block-kadence-advancedheading\" data-kb-block=\"kb-adv-heading3505_10757e-db\">ARIMA \ubaa8\ub378 \uacb0\uacfc\uc758 \uc758\ubbf8<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">ARIMA \ubaa8\ub378 \uacb0\uacfc \ud574\uc11d: \uc608\uce21 \uacb0\uacfc\ub294 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc758 \uc804\ubc18\uc801\uc778 \ucd94\uc138\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4. \ubaa8\ub378\uc758 \uc801\ud569\uc131\uacfc \uc794\ucc28 \ubd84\uc11d \uacb0\uacfc\uac00 \uc548\uc815\uc801\uc774\ub77c\uba74 \uc608\uce21\uc758 \uc2e0\ub8b0\ub3c4\ub97c \ub192\uac8c \ud3c9\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc8fc\uc758 \uc0ac\ud56d\uc73c\ub85c\ub294, \uc678\ubd80 \uc694\uc778(\uc2dc\uc7a5 \ub274\uc2a4, \uacbd\uc81c\uc801 \ubcc0\ud654 \ub4f1)\uc774 \ubaa8\ub378\uc5d0 \ubc18\uc601\ub418\uc9c0 \uc54a\uc558\uc73c\ubbc0\ub85c, \ub2e8\uc21c \ucc38\uace0\uc6a9\uc73c\ub85c\ub9cc \uc0ac\uc6a9\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n\n\n<style>.wp-block-kadence-advancedheading.kt-adv-heading3505_0932de-87, .wp-block-kadence-advancedheading.kt-adv-heading3505_0932de-87[data-kb-block=\"kb-adv-heading3505_0932de-87\"]{font-style:normal;}.wp-block-kadence-advancedheading.kt-adv-heading3505_0932de-87 mark.kt-highlight, .wp-block-kadence-advancedheading.kt-adv-heading3505_0932de-87[data-kb-block=\"kb-adv-heading3505_0932de-87\"] mark.kt-highlight{font-style:normal;color:#f76a0c;-webkit-box-decoration-break:clone;box-decoration-break:clone;padding-top:0px;padding-right:0px;padding-bottom:0px;padding-left:0px;}.wp-block-kadence-advancedheading.kt-adv-heading3505_0932de-87 img.kb-inline-image, .wp-block-kadence-advancedheading.kt-adv-heading3505_0932de-87[data-kb-block=\"kb-adv-heading3505_0932de-87\"] img.kb-inline-image{width:150px;vertical-align:baseline;}<\/style>\n<h2 class=\"kt-adv-heading3505_0932de-87 wp-block-kadence-advancedheading\" data-kb-block=\"kb-adv-heading3505_0932de-87\">\ub9c8\ubb34\ub9ac<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\uc774 \ud3ec\uc2a4\ud2b8\uc5d0\uc11c\ub294 ARIMA \ubaa8\ub378\uc744 \ud65c\uc6a9\ud574 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc744 \ubd84\uc11d\ud558\uace0 \uc2dc\uac01\ud654\ud588\uc2b5\ub2c8\ub2e4. R\uacfc \uba38\uc2e0\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \ub370\uc774\ud130 \uae30\ubc18 \ubd84\uc11d\uc740 \ubbf8\ub798 \uac00\uaca9\uc744 \uc804\ub9dd\ud558\ub294 \ub370 \uac15\ub825\ud55c \ub3c4\uad6c\uac00 \ub420 \uc218 \uc788\uc9c0\ub9cc, \uc2e4\uc81c \ud22c\uc790\uc5d0\ub294 \ub354 \ub9ce\uc740 \uc694\uc778\ub4e4\uc774 \uace0\ub824\ub418\uc5b4\uc57c \ud55c\ub2e4\ub294 \uc810\uc744 \uc78a\uc9c0 \ub9c8\uc138\uc694.<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">#<strong>\uc6a9\uc5b4 \ud574\uc124<\/strong><\/h3>\n\n\n\n<pre class=\"wp-block-code\"><code><strong>1. ARIMA (Autoregressive Integrated Moving Average)\n<\/strong>\uc815\uc758: \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uace0 \ubbf8\ub798\uc758 \uac12\uc744 \uc608\uce21\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \ud1b5\uacc4\uc801 \ubaa8\ub378.\n\uad6c\uc131 \uc694\uc18c:\nAR (\uc790\uae30\ud68c\uadc0): \uacfc\uac70 \ub370\uc774\ud130\uc758 \uac12\uc774 \ud604\uc7ac \uac12\uc5d0 \uc601\ud5a5\uc744 \ubbf8\uce68.\nI (\ucc28\ubd84): \ub370\uc774\ud130\ub97c \uc548\uc815\uc801\uc778 \ud615\ud0dc\ub85c \ubcc0\ud658\ud558\uae30 \uc704\ud574 \uc0ac\uc6a9\ud558\ub294 \uc5f0\uc0b0.\nMA (\uc774\ub3d9\ud3c9\uade0): \uacfc\uac70\uc758 \uc608\uce21 \uc624\ucc28\ub97c \ud65c\uc6a9\ud574 \ud604\uc7ac \uac12\uc744 \uc124\uba85.\n\uc0ac\uc6a9 \uc0ac\ub840: \uc8fc\uac00, \ube44\ud2b8\ucf54\uc778 \uac00\uaca9, \uae30\uc628 \ubcc0\ud654 \ub4f1 \uc2dc\uac04 \uc21c\uc11c\ub300\ub85c \uad00\uce21\ub41c \ub370\uc774\ud130\ub97c \uc608\uce21\ud558\ub294 \ub370 \uc8fc\ub85c \uc0ac\uc6a9\ub429\ub2c8\ub2e4.\n\n\n<strong>2. \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130 (Time Series Data)\n<\/strong>\uc815\uc758: \uc2dc\uac04 \uc21c\uc11c\uc5d0 \ub530\ub77c \uc218\uc9d1\ub41c \ub370\uc774\ud130.\n\ud2b9\uc9d5: \ub370\uc774\ud130\uac00 \uc2dc\uac04\uc5d0 \ub530\ub77c \ubcc0\ud654\ud558\ub294 \ud328\ud134(\ucd94\uc138, \uacc4\uc808\uc131 \ub4f1)\uc744 \ud3ec\ud568.\n\uc608: \ube44\ud2b8\ucf54\uc778\uc758 \uc77c\ubcc4 \uac00\uaca9, \uc6d4\ubcc4 \ub9e4\ucd9c, \uc5f0\uac04 \uc628\ub3c4 \ubcc0\ud654.\n\ubaa9\uc801: \uc2dc\uac04 \ud750\ub984\uc5d0 \ub530\ub978 \ub370\uc774\ud130\uc758 \ud2b9\uc131\uc744 \ubd84\uc11d\ud558\uace0 \ubbf8\ub798\ub97c \uc608\uce21.\n\n<strong>3. RMSE (Root Mean Square Error)\n<\/strong>\uc815\uc758: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12 \uc0ac\uc774\uc758 \ucc28\uc774\ub97c \uce21\uc815\ud558\ub294 \uc9c0\ud45c.\n\uacc4\uc0b0 \ubc29\uc2dd: \uc608\uce21 \uc624\ucc28(\uc2e4\uc81c \uac12 - \uc608\uce21 \uac12)\uc758 \uc81c\uacf1 \ud3c9\uade0\uc758 \uc81c\uacf1\uadfc.\n\uc758\ubbf8: RMSE \uac12\uc774 \uc791\uc744\uc218\ub85d \uc608\uce21 \ubaa8\ub378\uc774 \uc2e4\uc81c \ub370\uc774\ud130\uc5d0 \ub354 \uc798 \ub9de\ub294\ub2e4\ub294 \uac83\uc744 \uc758\ubbf8\ud569\ub2c8\ub2e4.\n\uc0ac\uc6a9 \uc0ac\ub840: \ubaa8\ub378\uc758 \uc608\uce21 \uc815\ud655\ub3c4\ub97c \ud3c9\uac00\ud560 \ub54c \uc0ac\uc6a9\ub429\ub2c8\ub2e4.\n\n<strong>4. MAE (Mean Absolute Error)\n<\/strong>\uc815\uc758: \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12 \uac04\uc758 \uc808\ub300\uc801\uc778 \ucc28\uc774\uc758 \ud3c9\uade0.\n\ucc28\uc774\uc810: RMSE\ub294 \uc624\ucc28\ub97c \uc81c\uacf1\ud558\ubbc0\ub85c \ud070 \uc624\ucc28\uc5d0 \ubbfc\uac10\ud558\uc9c0\ub9cc, MAE\ub294 \ubaa8\ub4e0 \uc624\ucc28\ub97c \ub3d9\uc77c\ud558\uac8c \ucc98\ub9ac\ud569\ub2c8\ub2e4.\n\uc758\ubbf8: \uc608\uce21 \ubaa8\ub378\uc774 \uc5bc\ub9c8\ub098 \uc815\ud655\ud788 \uc791\ub3d9\ud558\ub294\uc9c0 \uc774\ud574\ud558\ub294 \ub370 \uc720\uc6a9\ud55c \uc9c0\ud45c.\n\n<strong>5. \uc794\ucc28 \ubd84\uc11d (Residual Analysis)\n<\/strong>\uc815\uc758: \ubaa8\ub378 \uc608\uce21 \uac12\uacfc \uc2e4\uc81c \uac12 \uc0ac\uc774\uc758 \ucc28\uc774(\uc794\ucc28)\ub97c \ubd84\uc11d\ud558\ub294 \uacfc\uc815.\n\ubaa9\uc801: \ubaa8\ub378\uc774 \ub370\uc774\ud130\ub97c \uc5bc\ub9c8\ub098 \uc798 \uc124\uba85\ud558\ub294\uc9c0 \ud655\uc778\ud558\uace0, \ud328\ud134\uc774 \uc5c6\ub294\uc9c0\ub97c \uc810\uac80.\n\ubd84\uc11d \ubc29\ubc95:\n\uc794\ucc28\uc758 \ud3c9\uade0\uc740 0\uc774\uc5b4\uc57c \ud568.\n\uc794\ucc28\uac00 \ud2b9\uc815 \ud328\ud134 \uc5c6\uc774 \ubb34\uc791\uc704\uc801\uc73c\ub85c \ubd84\ud3ec\ud574\uc57c \ud568.\n\uc0ac\uc6a9 \uc0ac\ub840: \uc794\ucc28 \ubd84\uc11d\uc744 \ud1b5\ud574 \ubaa8\ub378\uc758 \uc801\ud569\uc131\uc744 \ud3c9\uac00\ud558\uace0 \uac1c\uc120\uc810\uc744 \ucc3e\uc744 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n\n<strong>6. \uc2dc\uac01\ud654 (Visualization)\n<\/strong>\uc815\uc758: \ub370\uc774\ud130\ub97c \uadf8\ub798\ud504\ub85c \ud45c\ud604\ud558\uc5ec \ubcf5\uc7a1\ud55c \uc815\ubcf4\ub97c \uc9c1\uad00\uc801\uc73c\ub85c \uc774\ud574\ud558\ub3c4\ub85d \ub3d5\ub294 \ubc29\ubc95.\n\uc608:\n\uc2dc\uacc4\uc5f4 \uadf8\ub798\ud504: \uc2dc\uac04\uc5d0 \ub530\ub978 \ub370\uc774\ud130 \ubcc0\ud654\ub97c \uc2dc\uac01\ud654.\n\uc0b0\uc810\ub3c4: \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \ubcf4\uc5ec\uc90c.\n\ubaa9\uc801: \ub370\uc774\ud130\uc758 \ud328\ud134, \ucd94\uc138, \uc0c1\uad00\uad00\uacc4\ub97c \uc27d\uac8c \ud30c\uc545\ud558\uace0 \uc804\ub2ec.\n\n<strong>7. auto.arima()\n<\/strong>\uc815\uc758: ARIMA \ubaa8\ub378\uc758 \ud30c\ub77c\ubbf8\ud130(P, D, Q)\ub97c \uc790\ub3d9\uc73c\ub85c \uc120\ud0dd\ud574\uc8fc\ub294 R\uc758 \ud568\uc218.\n\uc7a5\uc810: \uc0ac\uc6a9\uc790\uac00 \uc9c1\uc811 \ud30c\ub77c\ubbf8\ud130\ub97c \uc124\uc815\ud558\uc9c0 \uc54a\uc544\ub3c4 \ucd5c\uc801\uc758 \ubaa8\ub378\uc744 \uc790\ub3d9\uc73c\ub85c \uc124\uc815.\n\uc0ac\uc6a9 \uc0ac\ub840: \ube60\ub974\uace0 \uac04\ud3b8\ud558\uac8c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\ub824\ub294 \uacbd\uc6b0.\n\n<strong>8. forecast()\n<\/strong>\uc815\uc758: ARIMA \ubaa8\ub378\uc744 \uae30\ubc18\uc73c\ub85c \ubbf8\ub798 \uac12\uc744 \uc608\uce21\ud558\ub294 R \ud568\uc218.\n\uc0ac\uc6a9\ubc95: \uc608\uce21 \uae30\uac04\uc744 \uc9c0\uc815(h = n)\ud558\uc5ec n\uac1c\uc758 \ubbf8\ub798 \ub370\uc774\ud130\ub97c \uc0dd\uc131.\n\uacb0\uacfc: \uc608\uce21 \uac12\uacfc \uc2e0\ub8b0 \uad6c\uac04\uc744 \ud3ec\ud568\ud55c \uacb0\uacfc\ub97c \ubc18\ud658.\n\uc751\uc6a9: \ube44\ud2b8\ucf54\uc778 \uac00\uaca9, \uc8fc\uac00, \uc218\uc694 \uc608\uce21 \ub4f1.\n\n<strong>9. autoplot()\n<\/strong>\uc815\uc758: R\uc5d0\uc11c \uc2dc\uac01\ud654\ub97c \uc27d\uac8c \uc0dd\uc131\ud558\ub3c4\ub85d \ub3c4\uc640\uc8fc\ub294 \ud568\uc218.\n\ud2b9\uc9d5: \ub370\uc774\ud130\ub97c \uadf8\ub798\ud504 \ud615\ud0dc\ub85c \uc790\ub3d9 \ud45c\ud604.\n\uc608: autoplot(forecast_result)\ub294 \uc608\uce21 \uacb0\uacfc\ub97c \uc120 \uadf8\ub798\ud504\ub85c \ud45c\uc2dc.\n\uc7a5\uc810: \uc9c1\uad00\uc801\uc774\uace0 \uac04\ub2e8\ud55c \ucf54\ub529\uc73c\ub85c \uc2dc\uac01\ud654 \uad6c\ud604.\n\n<strong>10. \uacc4\uc808\uc131 (Seasonality)\n<\/strong>\uc815\uc758: \ub370\uc774\ud130\uc5d0 \uc8fc\uae30\uc801\uc73c\ub85c \ubc18\ubcf5\ub418\ub294 \ud328\ud134\uc774 \uc874\uc7ac\ud558\ub294 \ud604\uc0c1.\n\uc608: \ube44\ud2b8\ucf54\uc778 \uac00\uaca9\uc740 \ud2b9\uc815 \uae30\uac04(\uc608: \uc8fc\ub9d0, \ud2b9\uc815 \uc6d4)\uc5d0 \ud328\ud134\uc774 \ubc18\ubcf5\ub420 \uc218 \uc788\uc74c.\n\ubd84\uc11d \ubaa9\uc801: \uc774\ub7ec\ud55c \ud328\ud134\uc744 \ubaa8\ub378\uc5d0 \ubc18\uc601\ud558\uc5ec \uc608\uce21 \uc815\ud655\ub3c4\ub97c \ub192\uc784.<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"<p>\uc548\ub155\ud558\uc138\uc694! \uc624\ub298\uc740 \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd\uc744 R\uacfc \uba38\uc2e0\ub7ec\ub2dd\uc73c\ub85c \ubd84\uc11d\ud558\ub294 \ubc29\ubc95\uc744 \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4&#8230;.<\/p>","protected":false},"author":3,"featured_media":3546,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_kad_blocks_custom_css":"","_kad_blocks_head_custom_js":"","_kad_blocks_body_custom_js":"","_kad_blocks_footer_custom_js":"","_kad_post_transparent":"","_kad_post_title":"","_kad_post_layout":"","_kad_post_sidebar_id":"","_kad_post_content_style":"","_kad_post_vertical_padding":"","_kad_post_feature":"","_kad_post_feature_position":"","_kad_post_header":false,"_kad_post_footer":false,"_kad_post_classname":"","footnotes":""},"categories":[6],"tags":[247,398,177,224,493],"class_list":["post-3505","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-r-coding","tag-arima","tag-r-","tag-177","tag-224","tag-493"],"taxonomy_info":{"category":[{"value":6,"label":"\uc54c(R)"}],"post_tag":[{"value":247,"label":"ARIMA"},{"value":398,"label":"R \ucf54\ub529"},{"value":177,"label":"\ub370\uc774\ud130 \ubd84\uc11d"},{"value":224,"label":"\uba38\uc2e0\ub7ec\ub2dd"},{"value":493,"label":"\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd"}]},"featured_image_src_large":["https:\/\/secondlife.lol\/wp-content\/uploads\/2024\/11\/\ube44\ud2b8\ucf54\uc778-\uac00\uaca9-\uc804\ub9dd-post-thumbnail-600x600.jpg",600,600,true],"author_info":{"display_name":"TERE","author_link":"https:\/\/secondlife.lol\/ja\/author\/tere\/"},"comment_info":0,"category_info":[{"term_id":6,"name":"\uc54c(R)","slug":"r-coding","term_group":0,"term_taxonomy_id":6,"taxonomy":"category","description":"","parent":20,"count":61,"filter":"raw","cat_ID":6,"category_count":61,"category_description":"","cat_name":"\uc54c(R)","category_nicename":"r-coding","category_parent":20}],"tag_info":[{"term_id":247,"name":"ARIMA","slug":"arima","term_group":0,"term_taxonomy_id":247,"taxonomy":"post_tag","description":"","parent":0,"count":3,"filter":"raw"},{"term_id":398,"name":"R \ucf54\ub529","slug":"r-%ec%bd%94%eb%94%a9","term_group":0,"term_taxonomy_id":398,"taxonomy":"post_tag","description":"","parent":0,"count":6,"filter":"raw"},{"term_id":177,"name":"\ub370\uc774\ud130 \ubd84\uc11d","slug":"%eb%8d%b0%ec%9d%b4%ed%84%b0-%eb%b6%84%ec%84%9d","term_group":0,"term_taxonomy_id":177,"taxonomy":"post_tag","description":"","parent":0,"count":36,"filter":"raw"},{"term_id":224,"name":"\uba38\uc2e0\ub7ec\ub2dd","slug":"%eb%a8%b8%ec%8b%a0%eb%9f%ac%eb%8b%9d","term_group":0,"term_taxonomy_id":224,"taxonomy":"post_tag","description":"","parent":0,"count":7,"filter":"raw"},{"term_id":493,"name":"\ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \uc804\ub9dd","slug":"%eb%b9%84%ed%8a%b8%ec%bd%94%ec%9d%b8-%ea%b0%80%ea%b2%a9-%ec%a0%84%eb%a7%9d","term_group":0,"term_taxonomy_id":493,"taxonomy":"post_tag","description":"","parent":0,"count":1,"filter":"raw"}],"_links":{"self":[{"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/posts\/3505","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/comments?post=3505"}],"version-history":[{"count":16,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/posts\/3505\/revisions"}],"predecessor-version":[{"id":3563,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/posts\/3505\/revisions\/3563"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/media\/3546"}],"wp:attachment":[{"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/media?parent=3505"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/categories?post=3505"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/secondlife.lol\/ja\/wp-json\/wp\/v2\/tags?post=3505"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}