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Time Series Prediction@JubatusCasualTalk2
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muddydixon
March 28, 2023
Programming
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Time Series Prediction@JubatusCasualTalk2
muddydixon
March 28, 2023
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Transcript
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ࣗݾհ χϑςΟΫϥυͷதͷώτ ͍ͬͯͩ͘͞ $3044ͷதͷώτ ͓ӽ͍ͩ͘͠͞ མͪண͖ͳ͘৭ʑ͍ͬͯ·͢ NPOHPIBEPPQ /PEFKT )5.- qVFOUQMVHJO
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ϝχϡʔ qVFOUQMVHJOBOPNBMZEFUFDU )PMU8JOUFST֓ཁ 4JNQMF8FJHIUFE.PWJOH"WFSBHF &YQPOFOUJBM4NPPUIJOH )PMU8JOUFSTTFBTPOBMNFUIPE .VMUJQMF4FBTPOBM)PMU8JOUFSTFYUFOET%VBM 4FBTPOBM (PVME
.VMUJQMF4FBTPOBM)PMU8JOUFST ࣮ͱσϞ
qVFOUQMVHJO BOPNBMZEFUFDU ओʹ ࣌ܥྻσʔλΛೖྗ͠ɺ࣌ܥྻσʔλʹ͓ ͚Δೖྗσʔλͷੜى֬Λܭࢉ͠ɺग़ྗ͢Δ qVFOUͷQMVHJO ɿύϥϝλ͕ηοςΟϯά͕͍͠Ͱ͢
$IBOHF'JOEFS ༧ଌϞσϧΛ࡞͠ɺ࣮ࡍͷೖྗ͕ൃੜ͢Δ֬ 㲍ଛࣦɾείΞʹ͠ɺҟৗͷ߹͍ΛٻΊΔ IUUQXXXTMJEFTIBSFOFUZPLLVOTUPLZPS
ʮ݄ʹԿճ͘Β͍ʯͬͯௐͰ͖Δ͔ ʮҟৗҟৗͳͷͰʯҎ্ͳΒԿͰɾɾɾ
ࢀߟਤॻ
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)PMU8JOUFST֓ཁ Ҡಈฏۉ๏ͷͻͱͭͷࢦฏԽ๏ FYQPOFOUJBM TNPPUIJOH ʹରͯ͠قઅੑɾपظੑͷ֓೦Λಋೖͨ͠ख๏ USJQMFFYQPOFOUJBMTNPPUIJOHͱ͍͏ ! ݁ہҟৗݕ༧ଌϞσϧʹରͯ͠ͷ֎Ε߹͍Λܭࢉ͢ ΔͷͰɺΑΓਫ਼ͷߴ͍༧ଌϞσϧ͕ඞཁʹͳΔ ͦͷϞσϧʹ੍͕͋ͬͨͱͯ͠ɺ੍Լͷ݅Ͱద
༻͢ΕΑ͍ ྫɿपظੑͳͲ )PMU8JOUFST༧ଌʹར༻Ͱ͖ΔͻͱͭͷΞϧΰϦζϜ 33%5PPMͰར༻͞Ε͍ͯΔ
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͍Ͳ͜Ζ αʔόϦιʔεͷਪఆ ۙͷ͚ͩͰͳ͘աڈͷपظੑΛݩʹ ਪఆ͢Δ ྫ͑ઌ݄ɺྫ͑ࡢ ҟৗ͕ͦͷ··Ε͍͔ͯͳ͍͔ΛΔ ചΓ্͛ͷࡏݿཧ ചΕΔपظͷ༧ଌϞσϧΛݩʹೖΕ
ͬ͘͟Γ ܥྻͷཁҼΛͭʹ͚Δ ϕʔεϥΠϯ τϨϯυ قઅੑ ্هͭΛͬͯN࣌ࠁઌ ͷ༧ଌ͕Ͱ͖Δʂ
ͪͳΈʹˠͷTUM&54͔ "3*."ΛͬͯΔ &54͍ΘΏΔฏԽ QMPU TUM 6,HBT TXJOEPXlQFSz
4JNQMF8FJHIUFE .PWJOH"WFSBHF Ҡಈฏۉɿ"3*.""3*."ͷʮ."ʯ ʮকདྷͷաڈͷLݸͷͰදݱͰ͖ΔΑʂʯ ͱ͍͏Ϟσϧ 4JNQMF." ! 8FJHIUFE."
&YQPOFOUJBM4NPPUIJOH ೖྗͱલ࣌ؒͷฏԽΛύϥϝλЋͰͳΒͯ͠ ͍͘ Ћ͕େ͖͚Εೖྗʹײ͕ߴ͘ɺখ͚͞Ε ΑΓฏԽ͞ΕΔ N࣌ࠁޙͷ༧ଌ
%PVCMF&YQPOFOUJBM 4NPPUIJOH ༧ଌΛϕʔεϥΠϯͱτϨϯυʹղͯ྆͠ऀ ΛࢦฏԽ T@UϕʔεϥΠϯɺC@UτϨϯυ ࣌ࠁNޙͷ༧ଌ
5SJQMF&YQPOFOUJBM 4NPPUIJOH قઅੑ ִؒ- ΛՃຯͨ͠ࢦฏԽ Ϟʔυͭ NVMUJQMJDBUJWF BEEJUJWF قઅੑ͕ʮൺʯͷ࣌NVMUJQMJDBUJWFɺʮઈ ରྔʯͷ࣌BEEJUJWF
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5SJQMF&YQPOFOUJBM 4NPPUIJOH قઅੑ ִؒ- ΛՃຯͨ͠ࢦฏԽ ߋ৽ࣜ
֓೦ ϕʔεϥΠϯɿҠಈฏۉ τϨϯυɿۙͰ্Γ͔ԼΓ͔ قઅੑɿपظతͳҠಈฏۉ ઌʑ݄͜͏ͩͬͨɺઌ݄͜͏ͩͬͨɺࠓ݄ ɾɾɾ ࢀߟɿ4FBTPOBM"3*."
%PVCMF4FBTPOBM )PMU8JOUFST 5BZMPS ͭͷقઅੑΛՃຯͨ͠Ϟσϧ ैདྷͷ)8"3*."ΑΓྑ͍༧ଌ
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ޙ ͷ༧ଌ
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͔ͭຐज़తͳύϥϝλ ݄ʙɺۚɺɺΛ· ͱΊΑ͏ʂͱ͔ ͕ೖͬͯΔ ͨͩɺ༧ଌʹඞཁͳมࣗମͷݮͰ͖Δ
ਅͷ .VMUJQMF4FBTPOBM )PMU8JOUFST MݸͷقઅੑΛՃຯͨ͠Ϟσϧ ࣗݾ૬͔ؔؔΒٻ·ΔϐʔΫΛपظੑͱͯ͠ར༻ ਪఆʹඞཁͳύϥϝλଟ͍ɾɾɾ
قઅੑຖͷฏԽύϥϝλͷϑΟοςΟϯά ඞཁ
EFNP
࣮ద༻্ͷ՝ YY9ͱ͍͏ܗ͔ࣜΓͰͳ͍ पظੑΛͲͷΑ͏ʹநग़͢Δ͔ 4FBTPOBMJUZΛഁյ͢ΔཁҼ ݄ͱ͍͏ࠔͬͨ֓೦ ˠྫɿڅྉ ୈ9݄༵ͱ͍͏ࠔͬͨ֓೦ˠྫɿਓͷ
࢛ظͱ͍͏ࠔͬͨ֓೦ ͏Δ͏ͱ͍͏ࠔͬͨ֓೦ ղܾํ๏ قઅੑύϥϝλΛٵऩ͢Δϥούϝιου D@\J U N-@J^ʹରͯ͠ʮຖ݄ʯΛٻΊΔͱ͔
࣮͍ͨ͠ͱࢥ͍ͬͯΔ͜ͱ ύϥϝλͷׂ
िؒ Ծʹपظੑ͕ ࣌ ؒ࣌ ि ༵ۚ ݄ୈ Ұू ͰݟΒΕͨ ߹ɺ͜ΕΛશ෦ Έࠐ͏ͱࢥ͏ ͱͷ ཤྺ ύ ϥϝλΛ࣋ͨͳ͚ ΕͳΒͳ͍ ͜ΕΛ݄ɾࣣ༵ɾ ࣌ؒຖʹ࣋ͪɺͦ ΕΒΛD@Jͱͯ͠ ܭࢉ͢Δ ͜͜Λ ਪఆ͍ͨ͠
ࢀߟจݙ 'PSFDBTUJOH5JNF4FSJFTXJUI.VMUJQMF4FBTPOBM 1BUUFSOT &VSPQFBO+PVSOBMPG0QFSBUJPOBM3FTFBSDI r 1IJMMJQ((PVME "OOF#
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એ ࠾༻ืूதͰ͢ Ϋϥυͷσʔλ͋Γ·͢ ݱࡏɺԾɾཧͷো༧ଌҟৗՕॴಛఆ ͷਝԽɺΞϥʔτɺࣗಈରԠͷ४උத ύʔτφʔاۀͷσʔλ͋Γ·͢ ࣾͷσʔλΛಗ໊Խͯ͠ղੳɾ༧ଌɺ݁Ռ ͷՄࢹԽΛߦ͍ɺചΓ্্͛ͷͨΊͷγε ςϜΞϧϑΝఏڙ
એ !TMB͞ΜʹΑΔηογϣϯ͋Γ·͢ $3044͓ӽ͍ͩ͘͠͞ ྫฒΈʹνέοτ͕ചΕ͍ͯ·ͤΜ
Πϕϯτ֓ཁ