Time Series Prediction@JubatusCasualTalk2

Transcript

1. .VMUJQMF
   4FBTPOBM
   )PMU
   8JOUFST
   ͷ঺հͱ
   ࣌ܥྻ༧ଌΛ࣮຿ʹ
   ద༻͢Δͱ͖ͷ՝୊ͷڞ༗ !NVEEZEJYPO
2. ࣗݾ঺հ χϑςΟΫϥ΢υͷதͷώτ
   ࢖͍ͬͯͩ͘͞
   $3044ͷதͷώτ
   ͓ӽ͍ͩ͘͠͞
   མͪண͖ͳ͘৭ʑ΍͍ͬͯ·͢
   NPOHPIBEPPQ
   /PEFKT
   )5.-
   qVFOUQMVHJO EBUBDBMDVMBUPScpMUFSc BOPNBMZEFUFDU
3. ϝχϡʔ qVFOUQMVHJOBOPNBMZEFUFDU
   )PMU
   8JOUFST֓ཁ
   4JNQMF
   
   8FJHIUFE
   .PWJOH
   "WFSBHF
   &YQPOFOUJBM
   4NPPUIJOH
   )PMU
   8JOUFST
   TFBTPOBM
   NFUIPE
   .VMUJQMF
   4FBTPOBM
   )PMU
   8JOUFST
   FYUFOET
   %VBM
   4FBTPOBM
   (PVME
   
   .VMUJQMF
   4FBTPOBM
   )PMU
   8JOUFST
   ࣮૷ͱσϞ
4. qVFOUQMVHJO
   BOPNBMZEFUFDU ओʹ ࣌ܥྻσʔλΛೖྗ͠ɺ࣌ܥྻσʔλʹ͓ ͚Δೖྗσʔλͷੜى֬཰Λܭࢉ͠ɺग़ྗ͢Δ qVFOUͷQMVHJO
   ஫ɿύϥϝλ͕ηοςΟϯά͕೉͍͠Ͱ͢
5. $IBOHF
   'JOEFS ༧ଌϞσϧΛ࡞੒͠ɺ࣮ࡍͷೖྗ͕ൃੜ͢Δ֬ ཰㲍ଛࣦɾείΞʹ͠ɺҟৗ஋ͷ౓߹͍ΛٻΊΔ IUUQXXXTMJEFTIBSFOFUZPLLVOTUPLZPS
6. ʮ݄ʹԿճ͘Β͍ʯͬͯௐ੔͸Ͱ͖Δ͔΋ ʮҟৗ͸ҟৗͳͷͰʯҎ্ͳΒԿ౓Ͱ΋ɾɾɾ
7. ࢀߟਤॻ
9. )PMU
   8JOUFST֓ཁ Ҡಈฏۉ๏ͷͻͱͭͷࢦ਺ฏ׈Խ๏ FYQPOFOUJBM
   TNPPUIJOH ʹରͯ͠قઅੑɾपظੑͷ֓೦Λಋೖͨ͠ख๏
   USJQMF
   FYQPOFOUJBM
   TNPPUIJOHͱ΋͍͏
   ! ݁ہҟৗݕ஌͸༧ଌϞσϧʹରͯ͠ͷ֎Ε౓߹͍Λܭࢉ͢ ΔͷͰɺΑΓਫ਼౓ͷߴ͍༧ଌϞσϧ͕ඞཁʹͳΔ
   ͦͷϞσϧʹ੍໿͕͋ͬͨͱͯ͠΋ɺ੍໿Լͷ৚݅Ͱద ༻͢Ε͹Α͍ ྫɿपظੑͳͲ
   )PMU
   8JOUFST͸༧ଌʹར༻Ͱ͖ΔͻͱͭͷΞϧΰϦζϜ
   33%5PPMͰ΋ར༻͞Ε͍ͯΔ
11. ࢖͍Ͳ͜Ζ αʔόϦιʔεͷਪఆ
    ۙ๣ͷ܏޲͚ͩͰ͸ͳ͘աڈͷपظੑΛݩʹ ਪఆ͢Δ ྫ͑͹ઌ݄ɺྫ͑͹ࡢ೥
    ҟৗ஋͕ͦͷ··๲Ε͍͔ͯͳ͍͔Λ஌Δ
    ചΓ্͛ͷࡏݿ؅ཧ
    ചΕΔपظͷ༧ଌϞσϧΛݩʹ࢓ೖΕ
12. ͬ͘͟Γ ܥྻͷཁҼΛͭʹ෼͚Δ
     ϕʔεϥΠϯ
     τϨϯυ
     قઅੑ
    ্هͭΛ࢖ͬͯN࣌ࠁઌ ͷ༧ଌ͕Ͱ͖Δʂ
    ͪͳΈʹˠͷTUM͸&54͔ "3*."Λ࢖ͬͯΔ
    &54͸͍ΘΏΔฏ׈Խ QMPU TUM 6,HBT
    TXJOEPXlQFSz
13. 4JNQMF
    
    8FJHIUFE
    .PWJOH
    "WFSBHF Ҡಈฏۉɿ"3*.""3
    
    *
    
    ."ͷʮ."ʯ
    ʮকདྷͷ஋͸աڈͷLݸͷ஋ͰදݱͰ͖ΔΑʂʯ ͱ͍͏Ϟσϧ
    4JNQMF
    ."
    ! 8FJHIUFE
    ."
14. &YQPOFOUJBM
    4NPPUIJOH ೖྗͱલ࣌ؒͷฏ׈ԽΛύϥϝλЋͰͳΒͯ͠ ͍͘
    
    
    Ћ͕େ͖͚Ε͹ೖྗʹײ౓͕ߴ͘ɺখ͚͞Ε ͹ΑΓฏ׈Խ͞ΕΔ
    N࣌ࠁޙͷ༧ଌ஋͸
15. %PVCMF
    &YQPOFOUJBM
    4NPPUIJOH ༧ଌ஋ΛϕʔεϥΠϯͱτϨϯυʹ෼ղͯ྆͠ऀ Λࢦ਺ฏ׈Խ
    
    
    
    
    T@U
    ϕʔεϥΠϯɺC@U
    τϨϯυ
    ࣌ࠁNޙͷ༧ଌ͸
16. 5SJQMF
    &YQPOFOUJBM
    4NPPUIJOH قઅੑ ִؒ- ΛՃຯͨ͠ࢦ਺ฏ׈Խ
    Ϟʔυ͸ͭ
    
    NVMUJQMJDBUJWF
    BEEJUJWF
    قઅੑ͕ʮൺ཰ʯͷ࣌͸NVMUJQMJDBUJWFɺʮઈ ରྔʯͷ࣌͸BEEJUJWF
    5SJQMF
    &YQPOFOUJBM
    4NPPUIJOHΛ)PMU8JOUFST
    NFUIPEͱݺͿ
17. 5SJQMF
    &YQPOFOUJBM
    4NPPUIJOH قઅੑ ִؒ- ΛՃຯͨ͠ࢦ਺ฏ׈Խ
    
    ߋ৽ࣜ
    
    
    
    
    
    
18. ֓೦ ϕʔεϥΠϯɿҠಈฏۉ
    τϨϯυɿۙ๣Ͱ্Γ͔ԼΓ͔
    قઅੑɿपظతͳҠಈฏۉ
    ઌʑ݄͸͜͏ͩͬͨɺઌ݄͸͜͏ͩͬͨɺࠓ݄ ͸ɾɾɾ
    ࢀߟɿ4FBTPOBM
    "3*."
19. %PVCMF
    4FBTPOBM
    )PMU
    8JOUFST
    5BZMPS
     ͭͷقઅੑΛՃຯͨ͠Ϟσϧ
    
    
    
    
    
    
    
    
    ैདྷͷ)8΍"3*."ΑΓ΋ྑ͍༧ଌ੒੷
    ͱ͍͍ͭͭͦ͏Ͱ΋ͳ͍ͷͰ"3  ͰޡࠩͷӨ ڹΛՃຯͨ͠Βྑ͘ͳͬͨΑʂ
20. ೔ޙ
    ͷ༧ଌ
21. .VMUJQMF
    4FBTPOBM
    )PMU
    8JOUFST
    (PVME
     .VMUJQMFͱ͍͍ͭͭɺ5BZMPS  ͷ%4ͷந৅ ԽΛߦͬͨϞσϧ
    ݁ہͭͷपظੑͷΈ
    
    
    
    
    
    
    
    
    ͔ͭຐज़తͳύϥϝλ ݄ʙ໦ɺۚɺ౔ɺ೔Λ· ͱΊΑ͏ʂͱ͔ ͕ೖͬͯΔ
    ͨͩɺ༧ଌʹඞཁͳม਺ࣗମͷ࡟ݮ͸Ͱ͖Δ
22. ਅͷ .VMUJQMF
    4FBTPOBM
    )PMU
    8JOUFST MݸͷقઅੑΛՃຯͨ͠Ϟσϧ
    
    
    
    
    
    
    
    
    ࣗݾ૬ؔؔ਺͔Βٻ·ΔϐʔΫΛपظੑͱͯ͠ར༻
    ਪఆʹඞཁͳύϥϝλ͸ଟ͍ɾɾɾ
    قઅੑຖͷฏ׈ԽύϥϝλͷϑΟοςΟϯά΋ ඞཁ
23. EFNP
24. ࣮ద༻্ͷ՝୊ 
    Y
    
    Y
    9
    ͱ͍͏ܗࣜ͹͔ΓͰ͸ͳ͍
    पظੑΛͲͷΑ͏ʹநग़͢Δ͔
    4FBTPOBMJUZΛഁյ͢ΔཁҼ
    ݄ͱ͍͏ࠔͬͨ֓೦ 
    
    ೔ ˠྫɿڅྉ೔
    ୈ9݄༵ͱ͍͏ࠔͬͨ֓೦ˠྫɿ੒ਓͷ೔
    ࢛൒ظͱ͍͏ࠔͬͨ֓೦
    ͏Δ͏೥ͱ͍͏ࠔͬͨ֓೦
    ղܾํ๏
    قઅੑύϥϝλΛٵऩ͢Δϥούϝιου
    D@\J U N-@J^ʹରͯ͠ʮຖ݄೔ʯΛٻΊΔͱ͔
25. ࣮૷͍ͨ͠ͱࢥ͍ͬͯΔ͜ͱ
    ύϥϝλͷ෼ׂ                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    ೔ िؒ Ծʹपظੑ͕ ࣌ ؒ࣌
     ि ༵ۚ
     ݄ୈ Ұू ͰݟΒΕͨ ৔߹ɺ͜ΕΛશ෦ ૊Έࠐ΋͏ͱࢥ͏ ͱͷ ཤྺ ύ ϥϝλΛ࣋ͨͳ͚ Ε͹ͳΒͳ͍
    ͜ΕΛ݄ɾࣣ༵ɾ ࣌ؒຖʹ࣋ͪɺͦ ΕΒΛD@Jͱͯ͠ ܭࢉ͢Δ ͜͜Λ
    ਪఆ͍ͨ͠
26. ࢀߟจݙ 'PSFDBTUJOH
    5JNF
    4FSJFT
    XJUI
    .VMUJQMF
    4FBTPOBM
    1BUUFSOT
    &VSPQFBO
    +PVSOBM
    PG
    0QFSBUJPOBM
    3FTFBSDI
    
     
    r
    1IJMMJQ
    (
    (PVME
    "OOF
    #
    ,PFIMFS
    ,FJUI
    0SE
    3BMQI
    %
    4OZEFS
    3PC
    +
    )ZOENBO
    BOE
    'BSTIJE
    7BIJE"SBHIJ
    4IPSUUFSN
    FMFDUSJDJUZ
    EFNBOE
    GPSFDBTUJOH
    VTJOH
    EPVCMF
    TFB
    TPOBM
    FYQPOFOUJBM
    TNPPUIJOH
    +PVSOBM
    PG
    0QFSBUJPOBM
    3FTFBSDI
    4PDJFUZ
    
    r
    
    +BNFT
    8
    5BZMPS
    
    5FYUT
    
    &YQPOFOUJBM
    TNPPUIJOH
    IUUQTXXXPUFYUTPSH GQQ
27. એ఻ ࠾༻ืूதͰ͢
    Ϋϥ΢υͷσʔλ͋Γ·͢
    ݱࡏɺԾ૝ɾ෺ཧͷো֐༧ଌ΍ҟৗՕॴಛఆ ͷਝ଎ԽɺΞϥʔτɺࣗಈରԠͷ४උத
    ύʔτφʔاۀͷσʔλ͋Γ·͢
    ๭ࣾͷσʔλΛಗ໊Խͯ͠ղੳɾ༧ଌɺ݁Ռ ͷՄࢹԽΛߦ͍ɺചΓ্͛޲্ͷͨΊͷγε ςϜ
    ΞϧϑΝఏڙ
28. એ఻ !TMB͞ΜʹΑΔηογϣϯ΋͋Γ·͢
    $3044
    ͓ӽ͍ͩ͘͠͞
    ྫ೥ฒΈʹνέοτ͕ചΕ͍ͯ·ͤΜ
29. Πϕϯτ֓ཁ