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温度をARIMA時系列分析
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| library(forecast) | |
| # データ読み込み | |
| d = read.csv("temp.csv") | |
| # unixtimeをPOSIXctに変換 | |
| tsPOSIX = as.POSIXct(d[,1], origin="1970-01-01") | |
| d = cbind(tsPOSIX, d) | |
| colnames(d)[1] = "ts" | |
| head(d) | |
| tail(d) | |
| # auto.arimaを使って時系列分析 | |
| d.arima = auto.arima(d[, 2], stepwise = T, trace=T) | |
| # 100期先まで予測する | |
| d.arima.forecast = forecast(d.arima, level=c(50,95), h = 100) | |
| # 予測値をプロット | |
| plot(d.arima.forecast) |
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