Round Here

Title: Talk about Financial Time Series(시계열) Stationarity Author: “Hyun Bong Lee” Get Financial Time Series library(quantmod) ## Warning: package 'quantmod' was built under R version 3.2.2 ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## ## Loading require..

Financial 시계열 구하기 1. Reading the financial time series data from the local CSV file ‘quantmod’ package loads xts & zoo package internally 이 경우 local file은 zoo 시계열로 읽기에 적절한 형태로 되어 있어야 함. library(quantmod) ## Warning: package 'quantmod' was built under R version 3.2.2 ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## ## The following objects are ma..

Time Series Clustering with R Time Series Clustering with RAn Exercise on Time Series Clustering. A test with various TS representations. For the reference ; “A Symbolic Representation of Time Series, with Implications for Streaming Algorithms (SAX paper)” - Lin & Keogh http://www.cs.ucr.edu/~eamonn/SAX.pdf Data : The synthetic control chart time series is used in the examples in the following s..