{"id":185212,"date":"2024-11-10T19:40:23","date_gmt":"2024-11-10T11:40:23","guid":{"rendered":"https:\/\/server.hk\/cnblog\/185212\/"},"modified":"2024-11-10T19:40:24","modified_gmt":"2024-11-10T11:40:24","slug":"%e4%bd%bf%e7%94%a8r%e8%aa%9e%e8%a8%80%e8%bc%95%e9%ac%86%e5%b0%87%e6%95%b8%e6%93%9a%e5%ba%ab%e8%bd%89%e6%8f%9b%e6%88%90xts%e6%99%82%e9%96%93%e5%ba%8f%e5%88%97%ef%bc%88r%e8%aa%9e%e8%a8%80%e5%b0%87","status":"publish","type":"post","link":"https:\/\/server.hk\/cnblog\/185212\/","title":{"rendered":"\u4f7f\u7528R\u8a9e\u8a00\u8f15\u9b06\u5c07\u6578\u64da\u5eab\u8f49\u63db\u6210XTS\u6642\u9593\u5e8f\u5217\uff08r\u8a9e\u8a00\u5c07\u6578\u64da\u5eab\u8f49\u63db\u6210xts\uff09"},"content":{"rendered":"

\u4f7f\u7528R\u8a9e\u8a00\u8f15\u9b06\u5c07\u6578\u64da\u5eab\u8f49\u63db\u6210XTS\u6642\u9593\u5e8f\u5217<\/h1>\n

\u5728\u6578\u64da\u5206\u6790\u7684\u904e\u7a0b\u4e2d\uff0c\u6642\u9593\u5e8f\u5217\u6578\u64da\u7684\u8655\u7406\u8207\u5206\u6790\u662f\u975e\u5e38\u91cd\u8981\u7684\u4e00\u74b0\u3002R\u8a9e\u8a00\u4f5c\u70ba\u4e00\u7a2e\u5f37\u5927\u7684\u6578\u64da\u5206\u6790\u5de5\u5177\uff0c\u63d0\u4f9b\u4e86\u591a\u7a2e\u65b9\u6cd5\u4f86\u8655\u7406\u6642\u9593\u5e8f\u5217\u6578\u64da\u3002\u5176\u4e2d\uff0cXTS\uff08eXtensible Time Series\uff09\u662f\u4e00\u7a2e\u5c08\u9580\u7528\u65bc\u6642\u9593\u5e8f\u5217\u6578\u64da\u7684R\u5305\uff0c\u80fd\u5920\u6709\u6548\u5730\u7ba1\u7406\u548c\u5206\u6790\u6642\u9593\u5e8f\u5217\u6578\u64da\u3002\u672c\u6587\u5c07\u4ecb\u7d39\u5982\u4f55\u4f7f\u7528R\u8a9e\u8a00\u5c07\u6578\u64da\u5eab\u4e2d\u7684\u6578\u64da\u8f49\u63db\u70baXTS\u6642\u9593\u5e8f\u5217\u683c\u5f0f\u3002<\/p>\n

\u4ec0\u9ebc\u662fXTS\u6642\u9593\u5e8f\u5217\uff1f<\/h2>\n

XTS\u662f\u4e00\u500bR\u5305\uff0c\u5c08\u9580\u8a2d\u8a08\u7528\u4f86\u8655\u7406\u6642\u9593\u5e8f\u5217\u6578\u64da\u3002\u5b83\u7684\u4e3b\u8981\u7279\u9ede\u662f\u80fd\u5920\u5c07\u6642\u9593\u6233\u8207\u6578\u64da\u503c\u9032\u884c\u95dc\u806f\uff0c\u4e26\u63d0\u4f9b\u591a\u7a2e\u65b9\u4fbf\u7684\u51fd\u6578\u4f86\u9032\u884c\u6642\u9593\u5e8f\u5217\u7684\u64cd\u4f5c\u548c\u5206\u6790\u3002XTS\u7684\u512a\u52e2\u5728\u65bc\u5176\u9748\u6d3b\u6027\u548c\u9ad8\u6548\u6027\uff0c\u7279\u5225\u9069\u5408\u65bc\u91d1\u878d\u6578\u64da\u548c\u5176\u4ed6\u9700\u8981\u6642\u9593\u5e8f\u5217\u5206\u6790\u7684\u9818\u57df\u3002<\/p>\n

\u6e96\u5099\u5de5\u4f5c<\/h2>\n

\u5728\u958b\u59cb\u4e4b\u524d\uff0c\u60a8\u9700\u8981\u78ba\u4fdd\u5df2\u7d93\u5b89\u88dd\u4e86\u5fc5\u8981\u7684R\u5305\u3002\u53ef\u4ee5\u4f7f\u7528\u4ee5\u4e0b\u547d\u4ee4\u5b89\u88ddXTS\u5305\uff1a<\/p>\n

install.packages(\"xts\")<\/code><\/pre>\n
\u6b64\u5916\uff0c\u60a8\u9084\u9700\u8981\u5b89\u88dd\u7528\u65bc\u9023\u63a5\u6578\u64da\u5eab\u7684R\u5305\uff0c\u4f8b\u5982RMySQL\u6216RSQLite\uff0c\u5177\u9ad4\u53d6\u6c7a\u65bc\u60a8\u4f7f\u7528\u7684\u6578\u64da\u5eab\u985e\u578b\u3002<\/p>\n
install.packages(\"RMySQL\")<\/code><\/pre>\n
\u5f9e\u6578\u64da\u5eab\u8b80\u53d6\u6578\u64da<\/h2>\n
\u9996\u5148\uff0c\u6211\u5011\u9700\u8981\u5f9e\u6578\u64da\u5eab\u4e2d\u8b80\u53d6\u6578\u64da\u3002\u4ee5\u4e0b\u662f\u4e00\u500b\u793a\u4f8b\uff0c\u5c55\u793a\u5982\u4f55\u4f7f\u7528RMySQL\u5305\u9023\u63a5\u5230MySQL\u6578\u64da\u5eab\u4e26\u8b80\u53d6\u6578\u64da\uff1a<\/p>\n
library(RMySQL)\n\n# \u9023\u63a5\u5230\u6578\u64da\u5eab\ncon <- dbConnect(MySQL(), user='username', password='password', dbname='database_name', host='host_address')\n\n# \u67e5\u8a62\u6578\u64da\nquery <- "SELECT timestamp, value FROM your_table"\ndata <- dbGetQuery(con, query)\n\n# \u95dc\u9589\u9023\u63a5\ndbDisconnect(con)<\/code><\/pre>\n
\u5c07\u6578\u64da\u8f49\u63db\u70baXTS\u683c\u5f0f<\/h2>\n
\u4e00\u65e6\u6211\u5011\u6210\u529f\u8b80\u53d6\u4e86\u6578\u64da\uff0c\u63a5\u4e0b\u4f86\u7684\u6b65\u9a5f\u662f\u5c07\u5176\u8f49\u63db\u70baXTS\u683c\u5f0f\u3002\u9019\u53ef\u4ee5\u901a\u904e\u4ee5\u4e0b\u4ee3\u78bc\u5be6\u73fe\uff1a<\/p>\n
library(xts)\n\n# \u5c07timestamp\u5217\u8f49\u63db\u70baPOSIXct\u683c\u5f0f\ndata$timestamp <- as.POSIXct(data$timestamp)\n\n# \u5c07\u6578\u64da\u6846\u8f49\u63db\u70baXTS\u5c0d\u8c61\nxts_data <- xts(data$value, order.by=data$timestamp)<\/code><\/pre>\n
\u5728\u9019\u6bb5\u4ee3\u78bc\u4e2d\uff0c\u6211\u5011\u9996\u5148\u5c07\u6642\u9593\u6233\u5217\u8f49\u63db\u70baPOSIXct\u683c\u5f0f\uff0c\u7136\u5f8c\u4f7f\u7528xts\u51fd\u6578\u5c07\u6578\u64da\u6846\u8f49\u63db\u70baXTS\u5c0d\u8c61\u3002\u9019\u6a23\uff0c\u6211\u5011\u5c31\u53ef\u4ee5\u5229\u7528XTS\u5305\u63d0\u4f9b\u7684\u5404\u7a2e\u529f\u80fd\u4f86\u9032\u884c\u6642\u9593\u5e8f\u5217\u5206\u6790\u3002<\/p>\n
\u6642\u9593\u5e8f\u5217\u5206\u6790\u793a\u4f8b<\/h2>\n
\u4e00\u65e6\u6578\u64da\u8f49\u63db\u70baXTS\u683c\u5f0f\uff0c\u6211\u5011\u53ef\u4ee5\u9032\u884c\u5404\u7a2e\u6642\u9593\u5e8f\u5217\u5206\u6790\u3002\u4f8b\u5982\uff0c\u6211\u5011\u53ef\u4ee5\u8a08\u7b97\u79fb\u52d5\u5e73\u5747\uff1a<\/p>\n
library(TTR)\n\n# \u8a08\u7b97\u79fb\u52d5\u5e73\u5747\nma <- SMA(xts_data, n=10)\n\n# \u7e6a\u88fd\u6642\u9593\u5e8f\u5217\u5716\nplot(xts_data, main="\u539f\u59cb\u6578\u64da", col="blue")\nlines(ma, col="red", lwd=2)\nlegend("topright", legend=c("\u539f\u59cb\u6578\u64da", "\u79fb\u52d5\u5e73\u5747"), col=c("blue", "red"), lty=1)<\/code><\/pre>\n
\u5728\u9019\u500b\u793a\u4f8b\u4e2d\uff0c\u6211\u5011\u4f7f\u7528SMA\u51fd\u6578\u8a08\u7b97\u4e8610\u671f\u7684\u79fb\u52d5\u5e73\u5747\uff0c\u4e26\u5c07\u539f\u59cb\u6578\u64da\u548c\u79fb\u52d5\u5e73\u5747\u4e00\u8d77\u7e6a\u88fd\u51fa\u4f86\uff0c\u4ee5\u4fbf\u9032\u884c\u6bd4\u8f03\u3002<\/p>\n
\u7e3d\u7d50<\/h2>\n
\u901a\u904e\u4ee5\u4e0a\u6b65\u9a5f\uff0c\u6211\u5011\u53ef\u4ee5\u8f15\u9b06\u5730\u5c07\u6578\u64da\u5eab\u4e2d\u7684\u6578\u64da\u8f49\u63db\u70baXTS\u6642\u9593\u5e8f\u5217\u683c\u5f0f\uff0c\u4e26\u9032\u884c\u9032\u4e00\u6b65\u7684\u5206\u6790\u3002R\u8a9e\u8a00\u7684\u9748\u6d3b\u6027\u548c\u5f37\u5927\u529f\u80fd\u4f7f\u5f97\u6642\u9593\u5e8f\u5217\u5206\u6790\u8b8a\u5f97\u66f4\u52a0\u7c21\u55ae\u548c\u9ad8\u6548\u3002\u5982\u679c\u60a8\u9700\u8981\u7a69\u5b9a\u7684\u74b0\u5883\u4f86\u904b\u884cR\u8a9e\u8a00\u548c\u9032\u884c\u6578\u64da\u5206\u6790\uff0c\u8003\u616e\u4f7f\u7528\u9999\u6e2fVPS<\/a>\u670d\u52d9\uff0c\u4ee5\u7372\u5f97\u66f4\u597d\u7684\u6027\u80fd\u548c\u53ef\u9760\u6027\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"
\u4f7f\u7528R\u8a9e\u8a00\u8f15\u9b06\u5c07\u6578\u64da\u5eab\u8f49\u63db\u6210XTS\u6642\u9593\u5e8f\u5217\uff0c\u63d0\u5347\u6578\u64da\u5206\u6790\u6548\u7387\uff0c\u5be6\u73fe\u7cbe\u6e96\u7684\u6642\u9593\u5e8f\u5217\u8655\u7406\u3002<\/p>\n","protected":false},"author":0,"featured_media":0,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[101],"tags":[],"class_list":["post-185212","post","type-post","status-publish","format-standard","hentry","category-database"],"_links":{"self":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts\/185212","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/types\/post"}],"replies":[{"embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/comments?post=185212"}],"version-history":[{"count":1,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts\/185212\/revisions"}],"predecessor-version":[{"id":185213,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/posts\/185212\/revisions\/185213"}],"wp:attachment":[{"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/media?parent=185212"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/categories?post=185212"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/server.hk\/cnblog\/wp-json\/wp\/v2\/tags?post=185212"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}