株価異常検知

過去20日間の株価

Open High Low Close Volume AdjClose date
2012-11-06 2598.00 2630.00 2551.00 2594.00 3787300.00 2594.00 2012-11-06
2012-11-07 2689.00 2708.00 2627.00 2642.00 7484900.00 2642.00 2012-11-07
2012-11-08 2620.00 2700.00 2620.00 2667.00 4648100.00 2667.00 2012-11-08
2012-11-09 2673.00 2675.00 2623.00 2641.00 2532900.00 2641.00 2012-11-09
2012-11-12 2630.00 2667.00 2596.00 2596.00 2042300.00 2596.00 2012-11-12
2012-11-13 2596.00 2641.00 2577.00 2600.00 2199400.00 2600.00 2012-11-13
2012-11-14 2607.00 2607.00 2545.00 2576.00 1613300.00 2576.00 2012-11-14
2012-11-15 2538.00 2623.00 2531.00 2597.00 2660000.00 2597.00 2012-11-15
2012-11-16 2592.00 2610.00 2543.00 2576.00 2808900.00 2576.00 2012-11-16
2012-11-19 2571.00 2579.00 2534.00 2570.00 2732400.00 2570.00 2012-11-19
2012-11-20 2571.00 2670.00 2565.00 2654.00 3905700.00 2654.00 2012-11-20
2012-11-21 2660.00 2663.00 2601.00 2610.00 2318200.00 2610.00 2012-11-21
2012-11-22 2590.00 2654.00 2590.00 2621.00 2406800.00 2621.00 2012-11-22
2012-11-26 2656.00 2692.00 2647.00 2680.00 3300000.00 2680.00 2012-11-26
2012-11-27 2700.00 2753.00 2683.00 2746.00 4716200.00 2746.00 2012-11-27
2012-11-28 2790.00 2802.00 2756.00 2766.00 3786800.00 2766.00 2012-11-28
2012-11-29 2768.00 2876.00 2765.00 2869.00 4949100.00 2869.00 2012-11-29
2012-11-30 2904.00 3050.00 2892.00 3025.00 7640400.00 3025.00 2012-11-30
2012-12-03 3090.00 3090.00 2917.00 2940.00 7181100.00 2940.00 2012-12-03
2012-12-04 2939.00 2982.00 2906.00 2932.00 4498300.00 2932.00 2012-12-04

過去20日間のClose値推移

plot of chunk unnamed-chunk-4

過去20日間のClose値異常スコア

date Close change.score
2012-11-06 2012-11-06 2594.00 0.71
2012-11-07 2012-11-07 2642.00 0.74
2012-11-08 2012-11-08 2667.00 0.78
2012-11-09 2012-11-09 2641.00 0.81
2012-11-12 2012-11-12 2596.00 0.81
2012-11-13 2012-11-13 2600.00 0.81
2012-11-14 2012-11-14 2576.00 0.80
2012-11-15 2012-11-15 2597.00 0.80
2012-11-16 2012-11-16 2576.00 0.85
2012-11-19 2012-11-19 2570.00 0.99
2012-11-20 2012-11-20 2654.00 0.85
2012-11-21 2012-11-21 2610.00 0.64
2012-11-22 2012-11-22 2621.00 0.39
2012-11-26 2012-11-26 2680.00 -0.08
2012-11-27 2012-11-27 2746.00 -0.32
2012-11-28 2012-11-28 2766.00 -0.51
2012-11-29 2012-11-29 2869.00 0.52
2012-11-30 2012-11-30 3025.00 3.92
2012-12-03 2012-12-03 2940.00 7.62
2012-12-04 2012-12-04 2932.00 9.62

異常スコアの推移

plot of chunk unnamed-chunk-7

詳細

詳細については、以下のURLをご確認下さい。

http://example.com/~yokkuns/stock_anomaly_detection_sample.html