\uc774\ub3d9\ud3c9\uade0(MA)<\/strong>: \uacfc\uac70 \uc624\ucc28\uc758 \uc120\ud615 \uc870\ud569\uc73c\ub85c \ud604\uc7ac \uac12\uc744 \uc608\uce21<\/li>\n<\/ul>\n\n \uc774\ub294 \ub2e4\uc591\ud55c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud328\ud134\uc744 \uc774\ud574\ud558\uace0 \uc608\uce21\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\uba70, ARMA \ubaa8\ub378\uc774 \uc5b4\ub5bb\uac8c \uad6c\uc131\ub418\ub294\uc9c0\uc5d0 \ub300\ud55c \uc218\ud559\uc801 \uc815\uc758\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:\n <\/p>\n
Y_t = c + \u2211 (phi_i * Y_{t-i}) + \u2211 (theta_j * e_{t-j}) + e_t<\/code><\/pre>\n\n \uc5ec\uae30\uc11c:<\/p>\n
\nY_t<\/code>: \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud604\uc7ac \uac12<\/li>\nc<\/code>: \uc0c1\uc218 \ud56d<\/li>\nphi_i<\/code>: AR \ud30c\ub77c\ubbf8\ud130<\/li>\ntheta_j<\/code>: MA \ud30c\ub77c\ubbf8\ud130<\/li>\ne_t<\/code>: \ubc31\uc0c9 \uc7a1\uc74c(\uc624\ucc28)<\/li>\n<\/ul>\n2. ARMA \ubaa8\ub378\uc758 \ud544\uc694\uc131<\/h2>\n
\n ARMA \ubaa8\ub378\uc740 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ucd94\uc138, \uacc4\uc808\uc131, \uc8fc\uae30\uc131\uc744 \uc774\ud574\ud558\uace0 \uc608\uce21\ud558\ub294 \ub370 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. ARMA \ubaa8\ub378\uc744 \uc0ac\uc6a9\ud558\uc5ec \ub2e4\uc74c\uacfc \uac19\uc740 \uc791\uc5c5\uc744 \uc218\ud589\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:\n <\/p>\n
\n- \uacfc\uac70 \ub370\uc774\ud130\ub97c \uae30\ubc18\uc73c\ub85c \ubbf8\ub798 \uac12\uc744 \uc608\uce21<\/li>\n
- \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 \ud328\ud134\uacfc \ud2b9\uc131\uc744 \uc2dd\ubcc4<\/li>\n
- \uc774\uc0c1\uce58 \ud0d0\uc9c0<\/li>\n<\/ul>\n
\n \ub300\ubd80\ubd84\uc758 \uc2e4\uc81c \ubb38\uc81c\ub294 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc640 \uad00\ub828\uc774 \uc788\uc73c\uba70, \uc774\ub97c \ud1b5\ud574 \uc2dc\uac04\uc5d0 \ub530\ub77c \ubc1c\uc0dd\ud558\ub294 \uc0ac\uac74\uc758 \ub3d9\ud5a5\uc744 \uc774\ud574\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n
3. ARMA \ubaa8\ub378\uc744 \uc0ac\uc6a9\ud55c \ub525\ub7ec\ub2dd \uad6c\ud604<\/h2>\n
\n \ud30c\uc774\uc36c\uc5d0\uc11c\ub294 ARMA \ubaa8\ub378\uc744 \uad6c\ud604\ud558\uae30 \uc704\ud55c \uc5ec\ub7ec \ub77c\uc774\ube0c\ub7ec\ub9ac\uac00 \uc874\uc7ac\ud569\ub2c8\ub2e4. \ud2b9\ud788, statsmodels<\/code> \ub77c\uc774\ube0c\ub7ec\ub9ac\ub294 ARMA \ubaa8\ub378\uc744 \ub2e4\ub8e8\ub294 \ub370 \uc720\uc6a9\ud569\ub2c8\ub2e4. \uc774\ud6c4, \ub525\ub7ec\ub2dd \ubaa8\ub378\uc778 LSTM(Long Short-Term Memory)\uc744 \uc0ac\uc6a9\ud558\uc5ec ARMA \ubaa8\ub378\uc758 \ud559\uc2b5\uc744 \ubcf4\uc644\ud558\ub294 \ubc29\ubc95\uc744 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n3.1 Statsmodels \uc124\uce58 \ubc0f \ub370\uc774\ud130 \uc900\ube44<\/h3>\n
\n \uba3c\uc800, \ub370\uc774\ud130 \ud655\ubcf4\uc640 \uc804\ucc98\ub9ac\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. statsmodels<\/code>\ub97c \uc124\uce58\ud55c \ud6c4 \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc14b\uc744 \uc900\ube44\ud569\ub2c8\ub2e4.\n <\/p>\n<\/body><\/p>\n","protected":false},"excerpt":{"rendered":"
\ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 ARMA(\uc790\uae30\ud68c\uadc0 \uc774\ub3d9\ud3c9\uade0) \ubaa8\ub378\uc744 \ud65c\uc6a9\ud55c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130 \ubd84\uc11d\uacfc \uc774\ub97c \ub525\ub7ec\ub2dd\uc758 \ud55c \ud615\ud0dc\ub85c \ud480\uc5b4\ub0b4\ub294 \uacfc\uc815\uc5d0 \ub300\ud574 \uc2ec\ub3c4 \uc788\uac8c \ub2e4\ub8e8\uace0\uc790 \ud569\ub2c8\ub2e4. ARMA \ubaa8\ub378\uc740 \ud1b5\uacc4\ud559\uc5d0\uc11c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub97c \ubaa8\ub378\ub9c1\ud558\uae30 \uc704\ud55c \uc77c\ubc18\uc801\uc778 \ubc29\ubc95 \uc911 \ud558\ub098\uc785\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \ub525\ub7ec\ub2dd \ubaa8\ub378\uc5d0 \uc801\uc6a9\ud560 \uc218 \uc788\ub294 \uc608\uc81c \ucf54\ub4dc\ub97c \ud1b5\ud574 \ud1b5\ucc30\ub825\uc744 \uc5bb\ub3c4\ub85d \ud558\uaca0\uc2b5\ub2c8\ub2e4. 1. ARMA \ubaa8\ub378 \uc18c\uac1c ARMA \ubaa8\ub378\uc740 ‘\uc790\uae30\ud68c\uadc0 \uc774\ub3d9\ud3c9\uade0’\uc758 \uc57d\uc790\ub85c, \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\uc758 … \ub354 \ubcf4\uae30 “\ub525\ub7ec\ub2dd \ud30c\uc774\ud1a0\uce58 \uac15\uc88c, ARMA \ubaa8\ub378”<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[33],"tags":[],"class_list":["post-29896","post","type-post","status-publish","format-standard","hentry","category-33"],"yoast_head":"\n\ub525\ub7ec\ub2dd \ud30c\uc774\ud1a0\uce58 \uac15\uc88c, ARMA \ubaa8\ub378 - \ub77c\uc774\ube0c\uc2a4\ub9c8\ud2b8<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/atmokpo.com\/w\/29896\/\" \/>\n<meta property=\"og:locale\" content=\"ko_KR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"\ub525\ub7ec\ub2dd \ud30c\uc774\ud1a0\uce58 \uac15\uc88c, ARMA \ubaa8\ub378 - \ub77c\uc774\ube0c\uc2a4\ub9c8\ud2b8\" \/>\n<meta property=\"og:description\" content=\"\ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 ARMA(\uc790\uae30\ud68c\uadc0 \uc774\ub3d9\ud3c9\uade0) \ubaa8\ub378\uc744 \ud65c\uc6a9\ud55c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130 \ubd84\uc11d\uacfc \uc774\ub97c \ub525\ub7ec\ub2dd\uc758 \ud55c \ud615\ud0dc\ub85c \ud480\uc5b4\ub0b4\ub294 \uacfc\uc815\uc5d0 \ub300\ud574 \uc2ec\ub3c4 \uc788\uac8c \ub2e4\ub8e8\uace0\uc790 \ud569\ub2c8\ub2e4. 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ARMA \ubaa8\ub378\uc740 \ud1b5\uacc4\ud559\uc5d0\uc11c \uc2dc\uacc4\uc5f4 \ub370\uc774\ud130\ub97c \ubaa8\ub378\ub9c1\ud558\uae30 \uc704\ud55c \uc77c\ubc18\uc801\uc778 \ubc29\ubc95 \uc911 \ud558\ub098\uc785\ub2c8\ub2e4. \uc774\ub97c \ud1b5\ud574 \ub525\ub7ec\ub2dd \ubaa8\ub378\uc5d0 \uc801\uc6a9\ud560 \uc218 \uc788\ub294 \uc608\uc81c \ucf54\ub4dc\ub97c \ud1b5\ud574 \ud1b5\ucc30\ub825\uc744 \uc5bb\ub3c4\ub85d \ud558\uaca0\uc2b5\ub2c8\ub2e4. 1. 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