機械学習

演習課題

px <- seq(as.POSIXct('2023-01-01 01:00:00'),
          as.POSIXct('2023-01-01 12:00:00'), by = 60 * 60)

n <- length(px)

x <- 1:n

y <- ts(x) 

y.lag1 <- lag(y, k = -1) 
y.lag2 <- lag(y, k = -2)  
y.lag3 <- lag(y, k = -3) 
ts4 <- cbind(y, y.lag1, y.lag2, y.lag3)[1:n, ]

d <- as.data.frame(ts4)
d

matplot(x = px, y = d, type = 'o', lty = 1:4, col = 1:4, pch = 1:4, 
        main = '原系列とラグ系列', xlab = '時刻', ylab = '値')

grid()

legend('topleft', lty = 1:4, col = 1:4, pch = 1:4,
       legend = c('原系列', '1次ラグ系列', '2次ラグ系列', '3次ラグ系列'))

px <- seq(as.POSIXct('2023-01-01 01:00:00'),
          as.POSIXct('2023-01-01 12:00:00'), by = 60 * 60)

n <- length(px)

set.seed(5963)
x <- rnorm(n, mean = 0, sd = 1)

y <- ts(x) 

y.lag1 <- lag(y, k = -1) 
y.lag2 <- lag(y, k = 1)

ts4 <- cbind(y, y.lag1, y.lag2)[1:n, ]

d <- as.data.frame(ts4)
d

matplot(x = px, y = d, type = 'o', lty = 1:4, col = 1:4, pch = 1:4, 
        main = '原系列とラグ系列とリード系列', xlab = '時刻', ylab = '値')

grid()

legend('topleft', lty = 1:4, col = 1:4, pch = 1:4,
       legend = c('原系列', '1次ラグ系列', '1次リード系列'))