{"id":2572,"date":"2016-12-13T08:51:35","date_gmt":"2016-12-13T08:51:35","guid":{"rendered":"https:\/\/mm-lab.jp\/?p=2572"},"modified":"2019-12-23T13:33:13","modified_gmt":"2019-12-23T13:33:13","slug":"%e3%83%aa%e3%82%b9%e3%83%86%e3%82%a3%e3%83%b3%e3%82%b0%e3%81%ae%e9%81%8b%e7%94%a8%e3%81%ab%e5%bf%85%e8%a6%81%e3%81%aa%e3%81%ae%e3%81%af%e6%a9%9f%e6%a2%b0%e5%ad%a6%e7%bf%92%e3%81%ab%e3%82%88%e3%82%8b","status":"publish","type":"post","link":"https:\/\/mm-lab.jp\/statistical\/abnormality_detection_by_machine_learning_necessary_for_listing_operation\/","title":{"rendered":"\u30ea\u30b9\u30c6\u30a3\u30f3\u30b0\u306e\u904b\u7528\u306b\u5fc5\u8981\u306a\u306e\u306f\u6a5f\u68b0\u5b66\u7fd2\u306b\u3088\u308b\u7570\u5e38\u691c\u77e5\u306e\u767a\u60f3\u304b\u3082\u3057\u308c\u306a\u3044"},"content":{"rendered":"
<\/div>\n
\n

\u4eca\u56de\u306f\u3001\u30ea\u30b9\u30c6\u30a3\u30f3\u30b0\u306a\u3069\u306e\u904b\u7528\u578b\u5e83\u544a\u3067\u300e\u4eca\u307e\u3067\u3068\u9055\u3046\u4f55\u304b\u304c\u8d77\u304d\u308b\u2252\u7570\u5e38\u300f\u3092\u77e5\u3089\u305b\u308b\u691c\u77e5\u306e\u4ed5\u7d44\u307f\u306b\u3064\u3044\u3066\u8003\u3048\u307e\u3059\u3002<\/p>\n

\u5e38\u6642\u51fa\u7a3f\u3055\u308c\u308b\u5e83\u544a\u3060\u304b\u3089\u3053\u305d\u300c\u7570\u5e38\u300d\u767a\u751f\u306e\u76e3\u8996\u306f\u81ea\u52d5\u5316\u3055\u308c\u308b\u3079\u304d\u3067\u3059\u304c\u3001\u591a\u304f\u306e\u4eba\u304c\u300c\u7570\u5e38\u300d\u306e\u57fa\u6e96\uff08\u95be\u5024\u8a2d\u5b9a\uff09\u306b\u982d\u3092\u60a9\u307e\u305b\u3066\u3044\u308b\u306f\u305a<\/u><\/strong>\u3067\u3059\u3002<\/p>\n

\u3069\u3053\u307e\u3067\u304c\u300c\u6b63\u5e38\u300d\u3067\u3001\u3069\u3053\u304b\u3089\u304c\u300c\u7570\u5e38\u300d\u306a\u306e\u3067\u3057\u3087\u3046\u304b\u3002\u4f55\u3092\u3082\u3063\u3066\u5883\u76ee\u3092\u898b\u3064\u3051\u308c\u3070\u3044\u3044\u306e\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n

 <\/p>\n

\u305d\u306e\u57fa\u6e96\u4f5c\u308a\u306f\u3001\u5927\u91cf\u306e\u30c7\u30fc\u30bf\u304b\u3089\u30d1\u30bf\u30fc\u30f3\u3092\u898b\u51fa\u3059\u6a5f\u68b0\u5b66\u7fd2\uff08\u6a5f\u68b0\u304c\u81ea\u52d5\u3067\u5b66\u7fd2\u3059\u308b\u4eba\u5de5\u77e5\u80fd\u7814\u7a76\u306e\u4e00\u5206\u91ce\uff09\u3068\u76f8\u6027\u304c\u826f\u3055\u305d\u3046\u3067\u3059\u3002<\/p>\n

\u3064\u307e\u308a\u904e\u53bb\u306e\u50be\u5411\u304b\u3089\u306e\u300c\u9055\u3044\u300d\u3092\u898b\u3064\u3051\u51fa\u3057\u3001\u904e\u53bb\u306e\u30d1\u30bf\u30fc\u30f3\u304b\u3089\u4f5c\u3089\u308c\u305f\u4e00\u5b9a\u306e\u57fa\u6e96\u3092\u8d85\u3048\u308c\u3070\u300c\u7570\u5e38\u300d\u3068\u898b\u306a\u3059<\/u><\/strong>\u306e\u3067\u3059\u3002<\/p>\n

\u305d\u3053\u3067\u4eca\u56de\u306f\u3001\u6a5f\u68b0\u5b66\u7fd2\u3092\u7528\u3044\u305f\u7570\u5e38\u691c\u77e5\u306e\u65b9\u6cd5\u3092\u8abf\u67fb\u3057\u3066\u307f\u307e\u3057\u305f\u3002R\u3067\u306e\u30b5\u30f3\u30d7\u30eb\u30d7\u30ed\u30b0\u30e9\u30e0\u4ed8\u304d\u3068\u306a\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u4f55\u3092\u3082\u3063\u3066\u300c\u7570\u5e38\u300d\u3068\u5b9a\u7fa9\u3059\u308b\u306e\u304b\uff1f<\/h4>\n

\u696d\u7a2e\u5225\u30de\u30fc\u30b1\u30c6\u30a3\u30f3\u30b0\u30c8\u30ec\u30f3\u30c9\u4e88\u5831\uff0816\u5e7410\u6708\uff5e12\u6708\u7de8\uff09<\/u>\u3067\u3082\u7d39\u4ecb\u3057\u305f\u3053\u306e\u672c\u3092\u30d9\u30fc\u30b9\u306b\u3001\u300c\u7570\u5e38\u300d\u306e\u5b9a\u7fa9\u3092\u3057\u3066\u3044\u304d\u307e\u3057\u3087\u3046\u3002<\/p>\n

\u672c\u30b3\u30f3\u30c6\u30f3\u30c4\u306b\u63b2\u8f09\u3055\u308c\u305f\u30b3\u30de\u30f3\u30c9\u306f\u3001\u3053\u306e\u672c\u3092\u53c2\u8003\u306b\u3057\u3066\u3044\u307e\u3059\u3002\u51c4\u304f\u5206\u304b\u308a\u3084\u3059\u3044\u672c\u306a\u306e\u3067\u8cfc\u5165\u3092\u30aa\u30b9\u30b9\u30e1\u3057\u307e\u3059\u3002<\/p>\n

\"\"<\/p>\n

\n

 <\/p>\n

\n
\u4e95\u624b \u525b<\/dd>\n
\u30b3\u30ed\u30ca\u793e 2015-02-19<\/dd>\n<\/dl>\n<\/div>\n

 <\/p>\n

\u7570\u5e38\u691c\u77e5\u3068\u805e\u304f\u3068\u3082\u306e\u3059\u3054\u304f\u9ad8\u5ea6\u306a\u6280\u8853\u7684\u5bfe\u5fdc\u306b\u805e\u3053\u3048\u307e\u3059\u3088\u306d\u3002<\/p>\n

\u305f\u3060\u3001\u7aef\u7684\u306b\u8aac\u660e\u3059\u308b\u3068\u2460\u6b63\u5e38\u3068\u8a00\u3048\u308b\u30e2\u30c7\u30eb\u3092\u904e\u53bb\u306e\u30c7\u30fc\u30bf\u304b\u3089\u3064\u304f\u3063\u3066\u3001\u2461\u305d\u306e\u30e2\u30c7\u30eb\u304b\u3089\u5916\u308c\u305f\u3082\u306e\u3092\u3001\u2462\u5916\u308c\u5177\u5408\u304c\u3042\u308b\u57fa\u6e96\u3092\u8d85\u3048\u308c\u3070\u300c\u7570\u5e38\u300d\u3068\u3059\u308b<\/u><\/strong>\u3060\u3051\u3067\u3059\u3002<\/p>\n

\u3044\u308f\u3086\u308b\u300c\u30eb\u30fc\u30eb\u30d9\u30fc\u30b9\u300d\u3068\u8a00\u308f\u308c\u308b\u5e83\u544a\u904b\u7528\u3067\u306f\u2460\u304c\u4eba\u9593\u306e\u7d4c\u9a13\u306b\u3088\u3063\u3066\u6210\u308a\u7acb\u3063\u3066\u3044\u307e\u3057\u305f\u3002CPA\u304c1,200\u5186\u3092\u8d85\u3048\u308c\u3070\u30e1\u30fc\u30eb\u3092\u98db\u3070\u3059\u3001\u3068\u304b\u3067\u3059\u3002<\/p>\n

\u3067\u3059\u304c\u3001\u4eba\u9593\u306e\u7d4c\u9a13\u3067\u4f5c\u308b\u30eb\u30fc\u30eb\u30d9\u30fc\u30b9\u578b\u306e\u300c\u7570\u5e38\u300d\u691c\u77e5\u306b\u306f\u5927\u304d\u304f2\u3064\u306e\u554f\u984c\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n


\n1.\u540c\u3058\u7d4c\u9a13\u3092\u8e0f\u307e\u3048\u3066\u3082\u4eba\u306b\u3088\u3063\u3066\u6349\u3048\u65b9\u304c\u9055\u3046\u3002\uff08IN\u306f\u540c\u3058\u3067\u3082OUT\u304c\u9055\u3046\uff09
\n2.\u30eb\u30fc\u30eb\u306e\u591a\u69d8\u6027\u306b\u306f\u9650\u754c\u304c\u3042\u308b\u3002
\n<\/strong>
\n1.\u306a\u3093\u304b\u306f\u6975\u3081\u308b\u3068\u8077\u4eba\u304c\u8a95\u751f\u3057\u305d\u3046\u3067\u3059\u304c\u3001\u81a8\u5927\u306a\u7d4c\u9a13\u3068\u6642\u9593\u304c\u5fc5\u8981\u305d\u3046\u3067\u3059\u3002<\/p>\n

\u306a\u306b\u3088\u308a\u5e83\u544a\u4e3b\u306b\u5bfe\u3059\u308b\u8aac\u660e\u8cac\u4efb<\/u><\/strong>\u3068\u3044\u3046\u89b3\u70b9\u3067\u306f\u300c\u8077\u4eba\u306e\u25ce\u25ce\u3055\u3093\u304cCPA1,200\u5186\u4ee5\u4e0a\u306f\u5909\u3060\u3068\u8a00\u3063\u305f\u304b\u3089\u300d\u3067\u306f\u7d0d\u5f97\u3057\u3066\u8cb0\u3048\u306a\u3044\u3067\u3057\u3087\u3046\u3002<\/p>\n

2.\u306f\u8a00\u3044\u63db\u3048\u308b\u3068\u300c\u4eba\u9593\u306e\u8003\u3048\u308b\u3053\u3068\u306b\u306f\u9650\u754c\u304c\u3042\u308b\u300d\u3068\u540c\u7fa9<\/u><\/strong>\u3067\u3059\u3002\u5148\u5165\u89b3\u3068\u601d\u3044\u8fbc\u307f\u304c\u3001\u30eb\u30fc\u30eb\u3068\u3044\u3046\u4eba\u9593\u306e\u601d\u8003\u306e\u584a\u306e\u5e83\u304c\u308a\u3092\u963b\u5bb3\u3057\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u3082\u3063\u3068\u3082\u4eca\u56de\u7d39\u4ecb\u3059\u308b\u7570\u5e38\u691c\u77e5\u306e\u65b9\u6cd5\u3082\u300c\u3053\u308c\u304c\u7d76\u5bfe\u6b63\u3057\u3044\uff01\u300d\u3068\u3044\u3046\u3082\u306e\u3067\u3082\u306a\u304f\u3001\u30b1\u30fc\u30b9\u30d0\u30a4\u30b1\u30fc\u30b9\u3060\u3057\u3001\u72b6\u6cc1\u306b\u3088\u3063\u3066\u306f\u9069\u5fdc\u3057\u304c\u305f\u3044\u3053\u3068\u3082\u3042\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n

\u4ee5\u964d\u306e\u7570\u5e38\u691c\u77e5\u306e\u8aac\u660e\u306f\u3001\u30a4\u30e1\u30fc\u30b8\u3057\u6613\u3044\u3088\u3046\u306bCPA\u3092KPI\u306b\u8a2d\u5b9a\u3057\u3066\u3044\u308b\u4f53\u3067\u8a71\u3092\u9032\u3081\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u30c7\u30fc\u30bf\u306e\u6e96\u5099<\/h4>\n

\u307e\u305a\u610f\u56f3\u7684\u306b1\u5730\u70b9\u3060\u3051\u5927\u304d\u3044\u30c7\u30fc\u30bf\u3092\u751f\u6210\u3057\u307e\u3059\u3002R\u3092\u4f7f\u3044\u307e\u3059\u3002<\/p>\n

## \u6b63\u898f\u5206\u5e03\u306a\u30c7\u30fc\u30bf\u306e\u4f5c\u6210\r\ncpa.a <- rnorm(80, mean=1300, sd=200)\r\ncpa.3\u03c3<- 2100\r\ncpa.b <- rnorm(19, mean=1300, sd=200)\r\n\r\na <- length(cpa.a)\r\nb <- length(cpa.b)\r\n\r\ncpa[a+1] <- cpa.3\u03c3\r\n  \r\nfor (i in 1:b) {\r\n  cpa[i+a+1] <- cpa.b[i]\r\n}\r\n\r\ncpa.df <- data.frame(cpa=cpa.a)\r\n<\/pre>\n
\"\"
\n\u3061\u306a\u307f\u306b\u3001\u3042\u3048\u3066\u3053\u3053\u3067\u5b8c\u5168\u306b\u30e9\u30f3\u30c0\u30e0\u306a\u30c7\u30fc\u30bf\u3067\u306f\u306a\u304f\u6b63\u898f\u4e71\u6570\u3092\u4f7f\u3063\u305f\u7406\u7531\u3068\u3057\u3066\u3001CPA\u306f\u4e00\u5b9a\u7bc4\u56f2\u5185\u306b\u53ce\u307e\u308b\u3088\u3046\u30b3\u30f3\u30c8\u30ed\u30fc\u30eb\u3055\u308c\u305f\u30c7\u30fc\u30bf\u306a\u306e\u3067\u3001\u591a\u5c11\u306e\u30db\u30ef\u30a4\u30c8\u30ce\u30a4\u30ba\u306f\u542b\u307e\u308c\u3066\u3082\u3001\u6b63\u898f\u5206\u5e03\u306b\u8fd1\u3044\u5f62\u306b\u53ce\u307e\u308b\u306e\u3067\u306f\uff1f\u3068\u611f\u3058\u3066\u3044\u308b\u304b\u3089\u3067\u3059\u3002<\/p>\n
\u79c1\u306e\u611f\u899a\u3060\u3068CPA\u304cN\u5186\u3068\u8a2d\u5b9a\u3055\u308c\u3066\u3044\u308c\u3070\u3001\u65e5\u6bce\u306eCPA\u306fN\u00b1N*20%\u5186\u3001\u9031\u6bce\u306eCPA\u306fN\u00b1N*10%\u5186\u3092\u57fa\u6e96\u306b\u6b63\u898f\u5206\u5e03\u3057\u3066\u3044\u308b\u611f\u3058\u3067\u3059\u3002<\/p>\n
\u30b3\u30f3\u30c8\u30ed\u30fc\u30eb\u3057\u3088\u3046\u3068\u3057\u3066\u3001\u30b3\u30f3\u30c8\u30ed\u30fc\u30eb\u306b\u5931\u6557\u3059\u308b\u3053\u3068\u3082\u3042\u308b\uff08\u2252\u7570\u5e38\uff09\u304b\u3089\u3001\u305d\u308c\u3092\u767a\u898b\u3059\u308b\u3053\u3068\u304c\u4e3b\u76ee\u7684\u306b\u306a\u308b\u304b\u306a\u3001\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n
\u3082\u3061\u308d\u3093\u5168\u3066\u304c\u5168\u3066\u305d\u3046\u3067\u306f\u3042\u308b\u3068\u601d\u3063\u3066\u3044\u306a\u3044\u3067\u3059\u3057\u3001CPA\u6539\u5584\u4e2d\u306f\u9069\u3055\u306a\u3044\u7b49\u3082\u8003\u3048\u3089\u308c\u308b\uff08\u5f8c\u8ff0\uff09\u306e\u3067\u3001\u3042\u304f\u307e\u3067\u300c\u4ed5\u7d44\u307f\u3092\u5206\u304b\u308a\u3084\u3059\u304f\u8aac\u660e\u3059\u308b\u305f\u3081\u306b\u305d\u3046\u3057\u305f\u300d\u3068\u3057\u3066\u53d7\u3051\u6b62\u3081\u3066\u304f\u3060\u3055\u3044<\/u><\/strong>\u3002<\/p>\n
CPA\u6539\u5584\u4e2d\u306e\u5834\u5408\u306e\u7570\u5e38\u691c\u77e5\u65b9\u6cd5\u306b\u3064\u3044\u3066\u306f\u3001\u5f8c\u534a\u306b\u8a18\u8ff0\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n
 <\/p>\n
|x-\u03bc| > 3\u03c3 \u3067\u8003\u3048\u308b<\/h4>\n
\u30c7\u30fc\u30bf\u304c\u7279\u5b9a\u57fa\u6e96\u7bc4\u56f2\u3092\u4e0a\u4e0b\u30a6\u30ed\u30a6\u30ed\u3057\u3066\u3044\u308b\u306e\u3067\u3042\u308c\u3070\u3001\u5e73\u5747\u3068\u306e\u5dee\u5206\u304c3\u03c3\uff08\u6a19\u6e96\u504f\u5dee\uff09\u3092\u8d85\u3048\u308b\u304b\u3069\u3046\u304b\u3067\u898b\u3066\u3082\u3044\u3044\u306e\u3067\u306f\u306a\u3044\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n
R\u3092\u4f7f\u3063\u3066\u8868\u73fe\u3057\u3066\u307f\u307e\u3059\u3002<\/p>\n
## \u5e73\u5747\r\nmu <- mean(cpa.df$cpa)\r\n## \u6a19\u6e96\u504f\u5dee\r\nsd <- sd(cpa.df$cpa)\r\n\r\ncpa.df$mu <- mu\r\ncpa.df$plus.sd  <- mu + sd*3\r\ncpa.df$minus.sd <- mu - sd*3\r\n\r\n# plot\u3059\u308b\r\nplot(cpa.df$cpa,     ann=F, type=\"b\",ylim=c(0,2200), xaxp=c(0,100,10), col=\"red\")\r\npar(new=T)\r\nplot(cpa.df$mu,      ann=F, type=\"l\",ylim=c(0,2200))\r\npar(new=T)\r\nplot(cpa.df$plus.sd, ann=F, type=\"l\",ylim=c(0,2200))\r\npar(new=T)\r\nplot(cpa.df$minus.sd,ann=F, type=\"l\",ylim=c(0,2200))\r\n<\/pre>\n
\"\"
\n\u00b13\u03c3\u306b\u5165\u308b\u78ba\u7387\u306f\u7d0499.7\uff05\u3067\u3059\u304b\u3089\u30011000\u65e5\u5206\u306e\u30c7\u30fc\u30bf\u304c\u3042\u3063\u30663\u65e5\u8d77\u304d\u308b\u304b\u8d77\u304d\u306a\u3044\u304b\u306e\u51fa\u6765\u4e8b\u3067\u3059\u3002<\/p>\n
\u305d\u308c\u3092\u8d85\u3048\u305f\u5024\u306f\u300c\u5916\u308c\u5024\u300d\u3068\u898b\u306a\u3057\u3066\u3001\u300c\u3061\u3087\u3063\u3068\u5909\u3060\u3088\u306d\u300d\u3068\u601d\u3046\u306b\u5341\u5206\u3067\u306f\u306a\u3044\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n
 <\/p>\n
\u30db\u30c6\u30ea\u30f3\u30b0\u7406\u8ad6\u3067\u8003\u3048\u308b<\/h4>\n
\u6b21\u306b\u30db\u30c6\u30ea\u30f3\u30b0\u7406\u8ad6\uff08\u6b63\u5e38\u30c7\u30fc\u30bf\u7fa4\u304c\u3042\u3063\u3066\u3001\u65b0\u3057\u304f\u30c7\u30fc\u30bf x \u3092\u89b3\u6e2c\u3057\u305f\u3068\u3059\u308b\u3002x \u3082\u6b63\u5e38\u30c7\u30fc\u30bf\u7fa4\u3068\u540c\u3058\u5206\u5e03\u306b\u3057\u305f\u304c\u3046\u3068\u3059\u308b\u3068\u3001(x\u2212\u03bc)2<\/sup>\/\u03c32<\/sup>\u00a0\u306f\u81ea\u7531\u5ea6 (1,N\u22121) \u306eF\u5206\u5e03\u306b\u3057\u305f\u304c\u3046\uff09\u3067\u8003\u3048\u307e\u3059\u3002<\/p>\n
\u30db\u30c6\u30ea\u30f3\u30b0\u7406\u8ad6\u306f\u7570\u5e38\u691c\u77e5\u6280\u8853\u3067\u6700\u3082\u6709\u540d\u3067\u3001\u6700\u3082\u53e4\u5178\u7684\u306a\u624b\u6cd5\u306e1\u3064<\/u><\/strong>\u3067\u3059\u3002\u3042\u308b\u89b3\u6e2c\u5024x\u2019\u304c\u3069\u306e\u304f\u3089\u3044\u7570\u5e38\u304b\u3092\u8868\u3059\u5024\u03b1(x\u2019)\u3092\u5b9a\u7fa9\u3059\u308b\u3060\u3051\u3067\u3059\u3002\u3053\u306e\u3088\u3046\u306a\u8a08\u7b97\u5f0f\u3067\u8868\u305b\u307e\u3059\u3002<\/p>\n
\u03b1(x\u2019) = ((x\u2019 \u2013 \u03bc)\/\u03c3)2<\/sup><\/p>\n
\u89b3\u6e2c\u5024x\u2019\u304c\u3042\u308b\u5024\u3060\u3063\u305f\u5834\u5408\u306b\u300c\u305d\u306e\u3088\u3046\u306a\u5024\u3092\u3068\u308b\u78ba\u7387\u306f1%\u3057\u304b\u306a\u3044\u3001\u3060\u304b\u3089\u7570\u5e38\u5024\u3060\u3068\u601d\u308f\u308c\u308b\u300d\u3068\u3001\u5206\u6790\u8005\u306e\u52d8\u3068\u7d4c\u9a13\u306b\u62e0\u3089\u305a\u306b\u4e3b\u5f35\u3067\u304d\u307e\u3059\u3002<\/p>\n
R\u3092\u4f7f\u3063\u3066\u8868\u73fe\u3057\u307e\u3059\u3002<\/p>\n
s2 <- mean((cpa.df$cpa - mu)^2)\r\ner <- (cpa.df$cpa - mu)^2\/s2\r\nth <- qchisq(0.99, 1)\r\nplot(er, xaxp=c(0,100,10))\r\nlines(0:100,rep(th,length(0:100)),col=\"red\",lty=2)\r\n<\/pre>\n
\"\"
\n1\uff05\u6c34\u6e96\u3067\u8003\u3048\u3066\u3001\u540c\u3058\u304f81\u6642\u70b9\u76ee\u304c\u7570\u5e38\u3068\u3057\u3066\u691c\u51fa\u3067\u304d\u307e\u3057\u305f\u3002<\/p>\n
\u3061\u306a\u307f\u306b\u3001\u8a13\u7df4\u30c7\u30fc\u30bf\u3068\u691c\u8a3c\u30c7\u30fc\u30bf\u304c\u540c\u4e00\u3068\u3044\u3046\u70b9\u3067\u53b3\u5bc6\u306b\u8a00\u3048\u3070\u4f7f\u3044\u65b9\u304c\u9593\u9055\u3063\u3066\u3044\u307e\u3059\uff08\u672c\u306b\u3082\u8a18\u8f09\u304c\u3042\u308a\u307e\u3057\u305f\uff09\u3002\u5206\u304b\u308c\u3066\u3044\u305f\u65b9\u304c\u826f\u3044\u306e\u3067\u3059\u304c\u3001\u6a19\u672c\u6570\u304c\u591a\u3051\u308c\u3070\u554f\u984c\u7121\u3044\u3068\u3044\u3046\u898b\u65b9\u3082\u3042\u308b\u306e\u3067\u3001\u3053\u306e\u307e\u307e\u7d39\u4ecb\u3057\u307e\u3057\u305f\u3002<\/p>\n
\u300c\u7570\u5e38\u300d\u306f\u3001\u306a\u308b\u3079\u304f\u5c11\u91cf\u306e\u6a19\u672c\u3067\u3001\u3067\u304d\u308b\u3060\u3051\u6b63\u78ba\u306b\u691c\u77e5\u3057\u305f\u3044\u3068\u8ab0\u3082\u304c\u601d\u3046<\/u><\/strong>\u3082\u306e\u3067\u3059\u3002<\/p>\n
\u305d\u308c\u306a\u306e\u306b\u8a13\u7df4\u30c7\u30fc\u30bf\u3068\u691c\u8a3c\u30c7\u30fc\u30bf\u3092\u5225\u3005\u306b\u7528\u610f\u3057\u306a\u3044\u3068\u3044\u3051\u306a\u3044\u306e\u306f\u3001\u3061\u3087\u3063\u3068\u8f9b\u3044\u3067\u3059\u3088\u306d\u3002<\/p>\n
\u30db\u30c6\u30ea\u30f3\u30b0\u7406\u8ad6\u306b\u304a\u3044\u3066\u306f\u300c\u6b63\u898f\u5206\u5e03\u3092\u524d\u63d0\u3068\u3059\u308b\u305f\u3081\u3001\u6b63\u898f\u5206\u5e03\u304b\u3089\u5916\u308c\u308b\u3001\u5206\u5e03\u304c\u8907\u6570\u306e\u5c71\u304b\u3089\u6210\u308b\u306a\u3069\u306e\u5834\u5408\u306f\u7570\u5e38\u5024\u3092\u6b63\u3057\u304f\u5224\u65ad\u3067\u304d\u306a\u3044\u300d\u300c\u7570\u5e38\u5024\u306e\u5b9a\u7fa9\u304c\u4e00\u5b9a\u306e\u5e73\u5747\u5024\u304b\u3089\u306e\u30ba\u30ec\u306a\u306e\u3067\u3001\u305d\u306e\u5e73\u5747\u5024\u304c\u52d5\u7684\u306b\u5909\u5316\u3059\u308b\u5834\u5408\u306f\u691c\u51fa\u304c\u56f0\u96e3\u3067\u3042\u308b\u300d\u3068\u3044\u3063\u305f\u610f\u898b\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n
\u3057\u305f\u304c\u3063\u3066\u6700\u8fd1\u3067\u306fMT\u6cd5\u304c\u7528\u3044\u3089\u308c\u308b\u3053\u3068\u304c\u591a\u3044\u3088\u3046\u3067\u3059\u304c\u3001\u57fa\u672c\u7684\u306a\u8003\u3048\u65b9\u306f\u30db\u30c6\u30ea\u30f3\u30b0\u7406\u8ad6\u306b\u7acb\u811a\u3057\u3066\u3044\u308b\u306e\u3067\u7d39\u4ecb\u3057\u307e\u3057\u305f\u3002<\/p>\n
 <\/p>\n
\u8fd1\u508d\u6cd5\u306b\u3088\u308b\u7570\u5e38\u90e8\u4f4d\u691c\u51fa<\/h4>\n
\u4eca\u307e\u3067\u306e\u691c\u77e5\u6cd5\u306f\u3001\u6642\u7cfb\u5217\u306e\u9806\u756a\u3092\u7121\u8996\u3057\u3066\u5404\u6642\u70b9\u5358\u4f4d\u3067\u30c7\u30fc\u30bf\u3092\u898b\u3066\u304a\u308a\u3001\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u7279\u6709\u306e\u300c\u4e26\u3073\u300d\u3092\u610f\u8b58\u3057\u3066\u3044\u307e\u305b\u3093\u3002<\/p>\n
\u305d\u3053\u3067\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u304b\u3089\u7570\u5e38\u5ea6\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3068\u3057\u3066\u30dd\u30d4\u30e5\u30e9\u30fc\u306a\u8fd1\u508d\u6cd5\u3092\u7d39\u4ecb\u3057\u307e\u3059\u3002<\/p>\n
\u8a13\u7df4\u30c7\u30fc\u30bf\u3068\u691c\u8a3c\u30c7\u30fc\u30bf\u306b\u5206\u3051\u3066\uff08\u4eca\u56de\u306f\u3055\u3059\u304c\u306b\uff01\uff09\u3001\u305d\u308c\u305e\u308c\u540c\u3058\u7a93\u5e45\u306e\u90e8\u5206\u7684\u306a\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u53d6\u308a\u51fa\u3057\u3001\u305d\u306e\u30c7\u30fc\u30bf\u540c\u58eb\u306e\u8fd1\u508d\u8ddd\u96e2\u3092\u8a08\u7b97\u3057\u307e\u3059\u3002<\/p>\n
R\u3092\u4f7f\u3063\u3066\u8868\u73fe\u3057\u307e\u3059\u3002<\/p>\n
install.packages(\"FNN\")\r\nlibrary(FNN)\r\nday<- 5\r\nnk <- 1\r\n# \u8a13\u7df4\u30c7\u30fc\u30bf\r\ncpa.bf2 <- data.frame(cpa=cpa.df[1:50,])\r\n# \u691c\u8a3c\u30c7\u30fc\u30bf\r\ncpa.af2 <- data.frame(cpa=cpa.df[51:100,])\r\nd.em.bf2 <- embed(cpa.bf2$cpa,day)\r\nd.em.af2 <- embed(cpa.af2$cpa,day)\r\ncpa.d <- knnx.dist(d.em.bf2,d.em.af2,k=nk)\r\na <- cpa.d[,1]\r\npar(mfrow=c(1,2))\r\nplot(cpa.bf2$cpa,type=\"b\",ylim=c(0,2000))\r\nplot(cpa.af2$cpa[5:50],type=\"b\",ylim=c(0,2200))\r\npar(new=T)\r\nplot(a,type=\"l\", col=\"red\",ylim=c(0,2200))\r\n<\/pre>\n
\"\"
\n\u5de6\u304c\u8a13\u7df4\u30c7\u30fc\u30bf\u3001\u53f3\u304c\u691c\u8a3c\u30c7\u30fc\u30bf\u3067\u3059\u3002\u8d64\u7dda\u3092\u898b\u3066\u307f\u308b\u3068\u3001\u7a81\u51fa\u3057\u305f\u70b9\u3092\u691c\u77e5\u3057\u3066\u7570\u5e38\u5024\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\u306e\u3068\u3001\u305d\u308c\u306b\u5408\u308f\u305b\u3066\u6b21\u306e5\u5730\u70b9\u5206\u307e\u3067\u7570\u5e38\u3067\u3042\u308b\u3053\u3068\u304c\u5206\u304b\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\n
\u3053\u308c\u306f\u7a93\u5e45\u306b\u62e0\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n
 <\/p>\n
\u50be\u304d\u3092\u6301\u3063\u305f\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5834\u5408<\/h4>\n
\u4eca\u307e\u3067\u306f\u3001\u6a2a\u3070\u3044\u3067\u63a8\u79fb\u3059\u308bCPA\u3092\u30d9\u30fc\u30b9\u306b\u8003\u3048\u3066\u304d\u307e\u3057\u305f\u3002<\/p>\n
\u4eca\u5ea6\u306f\u904b\u7528\u6539\u5584\u4e2d\u3067\u7de9\u3084\u304b\u306b\u843d\u3061\u3066\u3044\u304fCPA\u3092\u30d9\u30fc\u30b9\u306b\u8003\u3048\u3066\u307f\u307e\u3057\u3087\u3046\u3002<\/p>\n
cpa.df.Redu <- NULL\r\nfor (i in 1:100) {\r\n  cpa.df.Redu[i] <- (1000 - i * 10) + cpa.df$cpa[i]\r\n}\r\ncpa.df.Redu = data.frame(cpa = cpa.df.Redu)\r\n<\/pre>\n
\"\"
\n\u5730\u70b9\u6bce\u306bCPA\u304c10\u5186\u305a\u3064\u6e1b\u3063\u3066\u3044\u3063\u3066\u304a\u308a\u307e\u3059\u3002<\/p>\n
\u3055\u3066\u3001\u3053\u306e\u30c7\u30fc\u30bf\u3067\u4eca\u307e\u3067\u7d39\u4ecb\u3057\u305f\u624b\u6cd5\u3067\u7570\u5e38\u3092\u691c\u77e5\u3067\u304d\u308b\u3067\u3057\u3087\u3046\u304b\uff1f<\/p>\n
\"\"
\n\u7de9\u3084\u304b\u306b\u53f3\u80a9\u4e0b\u304c\u308a\u306a\u306e\u3067\u3001\u03c3\u306f\u305d\u308a\u3083\u6a2a\u3070\u3044\u3068\u6bd4\u3079\u3066\u5927\u304d\u3044\u3067\u3059\u3088\u306d\u3002<\/p>\n
\u5168\u3066\u304c\u3059\u3063\u307d\u308a\u30ad\u30ec\u30a4\u306b\u304a\u3055\u307e\u308a\u307e\u3057\u305f\u3002<\/p>\n
\"\"
\n\u30db\u30c6\u30ea\u30f3\u30b0\u7d71\u8a08\u91cf\u3082U\u5b57\u578b\u3092\u63cf\u3044\u3066\u3044\u307e\u3059\u3002\u5148\u8ff0\u3057\u305f\u3088\u3046\u306b\u300c\u5730\u70b9\u304c\u5897\u3048\u308b\u6bce\u306b\u5e73\u5747\u5024\u304c\u52d5\u7684\u306b\u5909\u5316\u3059\u308b\u5834\u5408\u300d\u306b\u8a72\u5f53\u3059\u308b\u306e\u3067\u3001\u5e73\u5747\u304b\u3089\u96e2\u308c\u305f\u5024\u307b\u3069\u7570\u5e38\u5024\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n
\u3080\u3057\u308d\u95a2\u4fc2\u306a\u304489\u5730\u70b9\u76ee\u304c\u7570\u5e38\u5024\u6271\u3044\u2026\u3002<\/p>\n
\"\"
\n\u8fd1\u508d\u6cd5\u3082\u540c\u3058\u3067\u3059\u3002<\/p>\n
 <\/p>\n
\u4ee3\u66ff\u6848\uff1a\u56de\u5e30\u76f4\u7dda\u3092\u5f15\u3044\u3066\u7570\u5e38\u691c\u77e5<\/h4>\n
\u660e\u3089\u304b\u306b\u53f3\u80a9\u4e0b\u304c\u308a\uff08\u4e0a\u304c\u308a\uff09\u306a\u50be\u5411\u304c\u898b\u3066\u53d6\u308c\u308b\u5834\u5408\u306f\u3001\u56de\u5e30\u76f4\u7dda\u3092\u5f15\u3044\u3066\u3001\u305d\u306e\u76f4\u7dda\u00b13\u03c3\u3092\u898b\u3066\u3082\u826f\u3044\u306e\u3067\u306f\u306a\u3044\u304b\u3068\u8003\u3048\u307e\u3059\u3002<\/p>\n
R\u3092\u4f7f\u3063\u3066\u8868\u73fe\u3057\u307e\u3059\u3002<\/p>\n
# \u7dda\u5f62\u30e2\u30c7\u30eb\u306b\u3088\u308b\u56de\u5e30\r\nlm_out<-lm(cpa.df2$cpa~cpa.id)\r\nsummary(lm_out)\r\ncoeff<-coefficients(lm_out)\r\n# \u4e88\u6e2c\u30e2\u30c7\u30eb\u3092\u7528\u3044\u3066\u3001\u5168\u671f\u9593\u306e\u4e88\u6e2c\uff08pred\uff09\u3092\u884c\u3046\r\ncpa.df2$pred<-coeff[1]+coeff[2]*cpa.id\r\ncpa.df2$plus.sd<-cpa.df2$pred+sd(resid(lm_out))*3\r\ncpa.df2$minus.sd<-cpa.df2$pred-sd(resid(lm_out))*3\r\n# \u4e88\u6e2c\u3068\u5b9f\u969b\u3092\u63cf\u3044\u3066\r\nplot(cpa.df2$pred,     ann=F, type = \"l\", ylim=c(0, 3000))\r\npar(new=T)\r\nplot(cpa.df2$plus.sd,  ann=F, type = \"l\", ylim=c(0, 3000))\r\npar(new=T)\r\nplot(cpa.df2$minus.sd, ann=F, type = \"l\", ylim=c(0, 3000))\r\npar(new=T)\r\nplot(cpa.df2$cpa,      ann=F, type=\"b\",ylim=c(0,3000), xaxp=c(0,100,10), col=\"red\")\r\n<\/pre>\n
\"\"
\n81\u5730\u70b9\u76ee\u306f\u3001\u5916\u308c\u5024\u3068\u898b\u306a\u3057\u3066\u3082\u826f\u3044\u3068\u3044\u3046\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n
\u305f\u3060\u3001\u305a\u3063\u3068\u53f3\u80a9\u4e0b\u304c\u308a\u3067\u3082\u306a\u3044\u3067\u3057\u3087\u3046\u304b\u3089\u3001\u305d\u306e\u5883\u76ee\u3092\u77e5\u3089\u306a\u3044\u3068\u3044\u304b\u3093\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n
\u305d\u308c\u306f\u7570\u5e38\u691c\u77e5\u306e\u4e2d\u3067\u3082\u5909\u5316\u70b9\u691c\u77e5\u306b\u5f53\u305f\u308a<\/u><\/strong>\u3001\u3053\u3061\u3089\u306e\u300c\u9010\u6b21\u78ba\u7387\u6bd4\u691c\u5b9a\u3067\u30de\u30e1\u7814\u304c\u6025\u6210\u9577\u3092\u59cb\u3081\u305f\u65e5\u3092\u5206\u6790\u3059\u308b<\/u>\u300d\u3068\u3044\u3046\u30b3\u30f3\u30c6\u30f3\u30c4\u3067\u7d39\u4ecb\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n
 <\/p>\n
\u4ee3\u66ff\u6848\uff1a\u81ea\u5df1\u56de\u5e30\u30e2\u30c7\u30eb\u306b\u3088\u308b\u7570\u5e38\u691c\u77e5<\/h4>\n
\u3055\u3089\u306b\u3001\u3053\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u767a\u5c55\u3055\u305b\u3066\u3001\u6b21\u6570r\u306e\u81ea\u5df1\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u7528\u3044\u307e\u3059\u3002\u6700\u9069\u6b21\u6570\u306b\u3064\u3044\u3066\u306fAIC\u3092\u7528\u3044\u307e\u3057\u3087\u3046\u3002<\/p>\n
R\u3092\u4f7f\u3063\u3066\u8868\u73fe\u3057\u307e\u3059\u3002<\/p>\n
# \u8a13\u7df4\u30c7\u30fc\u30bf\r\ncpa.bf2 <- cpa.df.Redu$cpa[1:50]\r\n# \u691c\u8a3c\u30c7\u30fc\u30bf\r\ncpa.af2 <- cpa.df.Redu$cpa[51:100]\r\n\r\nar.model <- ar(cpa.bf2)\r\nprint(ar.model)\r\n\r\nX <- t(embed(cpa.af2-ar.model$x.mean,ar.model$order))[,1:(length(cpa.af2) - r)]\r\nyped <- t(X) %*% ar.model$ar + ar.model$x.mean\r\ny <- cpa.af2[(1+r):length(cpa.af2)]\r\na <- (y - as.numeric(yped))^2\/ar.model$var.pred\r\n\r\npar(mfrow=c(1,2))\r\nplot(cpa.bf2[1:50],ann=F, type=\"b\",ylim=c(0, 3000))\r\nplot(cpa.af2[r:50],ann=F, type=\"b\",ylim=c(0, 3000))\r\npar(new=T)\r\nplot(a,ann=F, type = \"l\",  axes = FALSE,col=\"red\")\r\naxis(4)\r\n<\/pre>\n
\"\"
\n\u5f8c\u534a\u304c\u6bd4\u8f03\u7684\u51f8\u51f9\u3057\u3066\u3044\u305f\u306e\u3067\u3001\u9055\u3046\u5730\u70b9\u3082\u591a\u304f\u5f15\u3063\u304b\u304b\u3063\u3066\u3044\u307e\u3059\u306d\u2026\u3002<\/p>\n
\u3082\u3057\u304b\u3057\u305f\u3089\u3001\u3069\u3063\u304b\u30df\u30b9\u3063\u3066\u308b\u3093\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n
 <\/p>\n
\u4eca\u56de\u306e\u307e\u3068\u3081<\/h4>\n
 <\/p>\n
\u306a\u308b\u3079\u304f\u5c11\u91cf\u306e\u6a19\u672c\u3067\u3001\u3067\u304d\u308b\u3060\u3051\u6b63\u78ba\u306b\u7570\u5e38\u3092\u691c\u77e5\u3059\u308b\u3002<\/p>\n
\u3053\u306e\u4e21\u65b9\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u4fdd\u3068\u3046\u3068\u3059\u308b\u307b\u3069\u3001\u3069\u3063\u3061\u3064\u304b\u305a\u306e\u72b6\u614b\u3092\u8fce\u3048\u305d\u3046\u3067\u3059\u3002<\/p>\n
\u5bfe\u8c61\u671f\u9593\u3092\u9577\u304f\u3057\u3066\u30c7\u30fc\u30bf\u91cf\u3092\u591a\u304f\u96c6\u3081\u3066\u6b63\u78ba\u6027\u3092\u62c5\u4fdd\u3059\u308b\u304b\u3001\u5bfe\u8c61\u671f\u9593\u304c\u77ed\u3044\u4ee3\u308f\u308a\u306b\u6b63\u78ba\u6027\u306b\u76ee\u3092\u3064\u3076\u3063\u3066\u8aa4\u691c\u77e5\u3092\u8a31\u5bb9\u3059\u308b\u304b\u3001\u3053\u306e\u3069\u3061\u3089\u304b<\/u><\/strong>\u306b\u5bc4\u305b\u305f\u307b\u3046\u304c\u826f\u3044\u3067\u3057\u3087\u3046\u3002<\/p>\n
 <\/p>\n
\u624b\u6cd5\u306b\u3064\u3044\u3066\u3082\u8272\u3005\u3068\u691c\u8a0e\u3057\u307e\u3057\u305f\u3002<\/p>\n
\u4eca\u306e\u3068\u3053\u308d\u3001\u79c1\u81ea\u8eab\u304c\u30e9\u30a4\u30c8\u306b\u3001\u304b\u3064\u30de\u30fc\u30b1\u30bf\u30fc\u306e\u65b9\u304c\u898b\u3066\u8179\u843d\u3061\u5ea6\u304c\u9ad8\u3044\u306e\u304c\uff08\u3053\u3053\u306f\u7d50\u69cb\u91cd\u8981\u3067\u306f\u306a\u304b\u308d\u3046\u304b\uff09\u56de\u5e30\u76f4\u7dda\u3092\u5f15\u304f\u624b\u6cd5\u3067\u3059\u3002<\/p>\n
\u4eca\u56de\u306f\u30de\u30fc\u30b1\u30c6\u30a3\u30f3\u30b0\u7cfb\u30c7\u30fc\u30bf\u306b\u7d5e\u308a\u307e\u3057\u305f\u304c\u3001\u30b7\u30b9\u30c6\u30e0\u306e\u7570\u5e38\u691c\u77e5\u30840%\uff5e100%\u306e\u9593\u306e\u30b7\u30b9\u30c6\u30e0\u95be\u5024\u8a2d\u5b9a\u306a\u3069\u3001\u69d8\u3005\u306a\u7570\u5e38\u691c\u77e5\u30d1\u30bf\u30fc\u30f3\u304c\u3042\u308b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n
\u3053\u306e\u3042\u305f\u308a\u306f\u4eca\u5f8c\u306e\u7814\u7a76\u8ab2\u984c\u3068\u3057\u305f\u3044\u3067\u3059\u306d\u3002<\/p>\n
\u4ee5\u4e0a\u3001\u304a\u624b\u6570\u3067\u3059\u304c\u3088\u308d\u3057\u304f\u304a\u9858\u3044\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"
\u4eca\u56de\u306f\u3001\u30ea\u30b9\u30c6\u30a3\u30f3\u30b0\u306a\u3069\u306e\u904b\u7528\u578b\u5e83\u544a\u3067\u300e\u4eca\u307e\u3067\u3068\u9055\u3046\u4f55\u304b\u304c\u8d77\u304d\u308b\u2252\u7570\u5e38\u300f\u3092\u77e5\u3089\u305b\u308b\u691c\u77e5\u306e\u4ed5\u7d44\u307f\u306b\u3064\u3044\u3066\u8003\u3048\u307e\u3059\u3002 \u5e38\u6642\u51fa\u7a3f\u3055\u308c\u308b\u5e83\u544a\u3060\u304b\u3089\u3053\u305d\u300c\u7570\u5e38\u300d\u767a\u751f\u306e\u76e3\u8996\u306f\u81ea\u52d5\u5316\u3055\u308c\u308b\u3079\u304d\u3067\u3059\u304c\u3001\u591a\u304f\u306e\u4eba\u304c\u300c\u7570\u5e38\u300d\u306e\u57fa\u6e96\uff08\u95be\u5024\u8a2d\u5b9a\uff09\u306b\u982d\u3092\u60a9\u307e\u305b\u3066\u3044\u308b\u306f\u305a\u3067\u3059\u3002 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\u3064\u307e\u308a\u904e\u53bb\u306e\u50be\u5411\u304b\u3089\u306e\u300c\u9055\u3044\u300d\u3092\u898b\u3064\u3051\u51fa\u3057\u3001\u904e\u53bb\u306e\u30d1\u30bf\u30fc\u30f3\u304b\u3089\u4f5c\u3089\u308c\u305f\u4e00\u5b9a\u306e\u57fa\u6e96\u3092\u8d85\u3048\u308c\u3070\u300c\u7570\u5e38\u300d\u3068\u898b\u306a\u3059\u306e\u3067\u3059\u3002 \u305d\u3053\u3067\u4eca\u56de\u306f\u3001\u6a5f\u68b0\u5b66\u7fd2\u3092\u7528\u3044\u305f\u7570\u5e38\u691c\u77e5\u306e\u65b9\u6cd5\u3092\u8abf\u67fb\u3057\u3066\u307f\u307e\u3057\u305f\u3002R\u3067\u306e\u30b5\u30f3\u30d7\u30eb\u30d7\u30ed\u30b0\u30e9\u30e0\u4ed8\u304d\u3068\u306a\u3063\u3066\u3044\u307e\u3059\u3002   \u4f55\u3092\u3082\u3063\u3066\u300c\u7570\u5e38\u300d\u3068\u5b9a\u7fa9\u3059\u308b\u306e\u304b\uff1f 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\u305f\u3060\u3001\u7aef\u7684\u306b\u8aac\u660e\u3059\u308b\u3068\u2460\u6b63\u5e38\u3068\u8a00\u3048\u308b\u30e2\u30c7\u30eb\u3092\u904e\u53bb\u306e\u30c7\u30fc\u30bf\u304b\u3089\u3064\u304f\u3063\u3066\u3001\u2461\u305d\u306e\u30e2\u30c7\u30eb\u304b\u3089\u5916\u308c\u305f\u3082\u306e\u3092\u3001\u2462\u5916\u308c\u5177\u5408\u304c\u3042\u308b\u57fa\u6e96\u3092\u8d85\u3048\u308c\u3070\u300c\u7570\u5e38\u300d\u3068\u3059\u308b\u3060\u3051\u3067\u3059\u3002 \u3044\u308f\u3086\u308b\u300c\u30eb\u30fc\u30eb\u30d9\u30fc\u30b9\u300d\u3068\u8a00\u308f\u308c\u308b\u5e83\u544a\u904b\u7528\u3067\u306f\u2460\u304c\u4eba\u9593\u306e\u7d4c\u9a13\u306b\u3088\u3063\u3066\u6210\u308a\u7acb\u3063\u3066\u3044\u307e\u3057\u305f\u3002CPA\u304c1,200\u5186\u3092\u8d85\u3048\u308c\u3070\u30e1\u30fc\u30eb\u3092\u98db\u3070\u3059\u3001\u3068\u304b\u3067\u3059\u3002 \u3067\u3059\u304c\u3001\u4eba\u9593\u306e\u7d4c\u9a13\u3067\u4f5c\u308b\u30eb\u30fc\u30eb\u30d9\u30fc\u30b9\u578b\u306e\u300c\u7570\u5e38\u300d\u691c\u77e5\u306b\u306f\u5927\u304d\u304f2\u3064\u306e\u554f\u984c\u304c\u3042\u308a\u307e\u3059\u3002 1.\u540c\u3058\u7d4c\u9a13\u3092\u8e0f\u307e\u3048\u3066\u3082\u4eba\u306b\u3088\u3063\u3066\u6349\u3048\u65b9\u304c\u9055\u3046\u3002\uff08IN\u306f\u540c\u3058\u3067\u3082OUT\u304c\u9055\u3046\uff09 2.\u30eb\u30fc\u30eb\u306e\u591a\u69d8\u6027\u306b\u306f\u9650\u754c\u304c\u3042\u308b\u3002 1.\u306a\u3093\u304b\u306f\u6975\u3081\u308b\u3068\u8077\u4eba\u304c\u8a95\u751f\u3057\u305d\u3046\u3067\u3059\u304c\u3001\u81a8\u5927\u306a\u7d4c\u9a13\u3068\u6642\u9593\u304c\u5fc5\u8981\u305d\u3046\u3067\u3059\u3002 \u306a\u306b\u3088\u308a\u5e83\u544a\u4e3b\u306b\u5bfe\u3059\u308b\u8aac\u660e\u8cac\u4efb\u3068\u3044\u3046\u89b3\u70b9\u3067\u306f\u300c\u8077\u4eba\u306e\u25ce\u25ce\u3055\u3093\u304cCPA1,200\u5186\u4ee5\u4e0a\u306f\u5909\u3060\u3068\u8a00\u3063\u305f\u304b\u3089\u300d\u3067\u306f\u7d0d\u5f97\u3057\u3066\u8cb0\u3048\u306a\u3044\u3067\u3057\u3087\u3046\u3002 2.\u306f\u8a00\u3044\u63db\u3048\u308b\u3068\u300c\u4eba\u9593\u306e\u8003\u3048\u308b\u3053\u3068\u306b\u306f\u9650\u754c\u304c\u3042\u308b\u300d\u3068\u540c\u7fa9\u3067\u3059\u3002\u5148\u5165\u89b3\u3068\u601d\u3044\u8fbc\u307f\u304c\u3001\u30eb\u30fc\u30eb\u3068\u3044\u3046\u4eba\u9593\u306e\u601d\u8003\u306e\u584a\u306e\u5e83\u304c\u308a\u3092\u963b\u5bb3\u3057\u307e\u3059\u3002   \u3082\u3063\u3068\u3082\u4eca\u56de\u7d39\u4ecb\u3059\u308b\u7570\u5e38\u691c\u77e5\u306e\u65b9\u6cd5\u3082\u300c\u3053\u308c\u304c\u7d76\u5bfe\u6b63\u3057\u3044\uff01\u300d\u3068\u3044\u3046\u3082\u306e\u3067\u3082\u306a\u304f\u3001\u30b1\u30fc\u30b9\u30d0\u30a4\u30b1\u30fc\u30b9\u3060\u3057\u3001\u72b6\u6cc1\u306b\u3088\u3063\u3066\u306f\u9069\u5fdc\u3057\u304c\u305f\u3044\u3053\u3068\u3082\u3042\u308b\u3068\u601d\u3044\u307e\u3059\u3002 \u4ee5\u964d\u306e\u7570\u5e38\u691c\u77e5\u306e\u8aac\u660e\u306f\u3001\u30a4\u30e1\u30fc\u30b8\u3057\u6613\u3044\u3088\u3046\u306bCPA\u3092KPI\u306b\u8a2d\u5b9a\u3057\u3066\u3044\u308b\u4f53\u3067\u8a71\u3092\u9032\u3081\u3066\u3044\u304d\u307e\u3059\u3002   \u30c7\u30fc\u30bf\u306e\u6e96\u5099 \u307e\u305a\u610f\u56f3\u7684\u306b1\u5730\u70b9\u3060\u3051\u5927\u304d\u3044\u30c7\u30fc\u30bf\u3092\u751f\u6210\u3057\u307e\u3059\u3002R\u3092\u4f7f\u3044\u307e\u3059\u3002 ## \u6b63\u898f\u5206\u5e03\u306a\u30c7\u30fc\u30bf\u306e\u4f5c\u6210 cpa.a <- rnorm(80, mean=1300, sd=200) cpa.3\u03c3<- 2100 cpa.b <- rnorm(19, mean=1300, sd=200) a <- length(cpa.a) b <- length(cpa.b) cpa[a+1] <- cpa.3\u03c3 […]<\/p>\n","protected":false},"author":2,"featured_media":3418,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[157],"tags":[],"yoast_head":"\n\u30ea\u30b9\u30c6\u30a3\u30f3\u30b0\u306e\u904b\u7528\u306b\u5fc5\u8981\u306a\u306e\u306f\u6a5f\u68b0\u5b66\u7fd2\u306b\u3088\u308b\u7570\u5e38\u691c\u77e5\u306e\u767a\u60f3\u304b\u3082\u3057\u308c\u306a\u3044 - \u30de\u30fc\u30b1\u30c6\u30a3\u30f3\u30b0\u30e1\u30c8\u30ea\u30c3\u30af\u30b9\u7814\u7a76\u6240\/MARKETING METRICS Lab. – \u30b3\u30df\u30e5\u30cb\u30b1\u30fc\u30b7\u30e7\u30f3\u306e\u6700\u9069\u5316\u3092\u8003\u3048\u308b\u3002\u30de\u30fc\u30b1\u30c6\u30a3\u30f3\u30b0\u30e1\u30c8\u30ea\u30c3\u30af\u30b9\u7814\u7a76\u6240<\/title>\n<meta name=\"description\" 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