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  | source("common.R", encoding = "utf-8") | |
| # ----- KFAS ------ | |
| df$RP <- calc_RP(df$RP095, df$AP, .95) | |
| z <- calc_Z(RP = df$RP, p = df$AP) | |
| df <- mutate(df, z1=z$z1, z2=z$z2) | |
| df <- mutate(df, z1E=z1*end, z2E=z2*end) | |
| # specify model | |
| model3KFAS <- SSModel(logPI ~ SSMtrend(1, Q=NA) + | 
  
    
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  | source("common.R", encoding = "utf-8") | |
| df$RP <- calc_RP(df$RP095, df$AP, .95) | |
| z <- calc_Z(RP = df$RP, p = df$AP) | |
| df <- mutate(df, z1=z$z1, z2=z$z2) | |
| df <- mutate(df, z1E=z1*end, z2E=z2*end) | |
| ss <- AddLocalLevel(list(), y = df$logPI) # c | |
| ss <- AddAr(ss, lags=2, y = df$logPI) # AR(2) | |
| # time-varying regression | 
  
    
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  | require(bsts) # 0.7.1 | |
| data(iclaims) # bring the initial.claims data into scope | |
| # --- model 1 ---- | |
| ss <- AddLocalLinearTrend(list(), initial.claims$iclaimsNSA) | |
| ss <- AddSeasonal(ss, initial.claims$iclaimsNSA, nseasons = 52) | |
| model1 <- bsts(initial.claims$iclaimsNSA, | |
| state.specification = ss, | |
| niter = 1000) | 
  
    
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  | require(KFAS) # 1.2.9 | |
| require(dplyr) | |
| require(tidyr) | |
| require(ggplot2) | |
| # --- ARIMA(2, 1) with linear trend --- | |
| # generate a dataset | |
| set.seed(42) | |
| t <- 100 | |
| y <- arima.sim(n = t, model = list(ar=c(.3, -0.1), ma=.2), sd=.1) + seq(from=1, to=10, length.out = t) | 
  
    
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  | require(KFAS) # 1.2.9 | |
| require(dplyr) | |
| require(tidyr) | |
| require(ggplot2) | |
| require(data.table) | |
| require(zoo) | |
| ##### read dataset ##### | |
| # https://catalog.data.gov/dataset/allegheny-county-crash-data | |
| # data description | 
  
    
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  | require(ggplot2) | |
| require(purrr) | |
| require(stringr) | |
| require(glue) | |
| require(qrencoder) | |
| require(png) | |
| require(gridExtra) | |
| # given_name 必須. 名 | |
| # family_name 任意. 姓 | 
  
    
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  | #!/usr/bin/env python3 | |
| # -*- coding: utf-8 -*- | |
| import sys | |
| import argparse | |
| import random | |
| from pathlib import Path | |
| from itertools import chain | |
| # fname = Path('~/Downloads/vpylm/out_2018-04-01T040258.txt') | 
  
    
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  | #!/usr/bin/env python3 | |
| # -*- coding: utf-8 -*- | |
| """ | |
| Created on Sat Mar 31 22:57:58 2018 | |
| https://www.quora.com/How-can-I-extract-only-text-data-from-HTML-pages | |
| https://qiita.com/matsu0228/items/edf7dbba9b0b0246ef8f | |
| @author: ks | |
| """ | |
| import sys, re, datetime | 
      
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  | require(tidyverse) | |
| require(ggthemes) | |
| require(rjson) | |
| require(jsonlite) | |
| # 参考 | |
| # https://www.data.jma.go.jp/gmd/risk/obsdl/index.php | |
| # https://www.data.jma.go.jp/gmd/risk/obsdl/top/help3.html#hukajoho | |
| # https://twitter.com/mehori/status/1020644999703089152 |