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코드와 해설을 함께 읽는 학습 문서
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Signal Processing + Statistics 중심의 Octave 학습 예제
ex-recv/02/02_scy/main_02_scy.m
코드를 복사해 Octave에서 바로 실행할 수 있습니다.
101 lines
# In house code 함수를 통한 mean, variance, standard deviation, rms 계산
# 작성자 : 신찬영
# 작성날짜 : 25.03.26.
clc
clear
pkg load io
pkg load signal
path = "google_data_2024.csv"; #작업파일 경로
# rawdata : (254,6) / 1행 : 라벨 / 4행 부터 필요 데이터
[date, close_price, high_price, low_price, open_price, volume, label] = loadcsv(path);
# save -7 google_data_2024.mat high_price low_price open_price volume label #load 한 데이터 중 사용하지 않는것 mat파일로 저장
# save("google_data_2024.mat", "close_price", "high_price", "low_price", "open_price", "volume", "label", "-v7")
# in house VS built in 비교 - 종가 기준
%mean 비교
mean_builtin = mean(close_price);
mean_inhouse = mean_(close_price);
printf("mean(built in) : %f\n", mean_builtin);
printf("mean(in house) : %f\n", mean_inhouse);
%variance 비교
var_builtin = var(close_price);
var_inhouse = var_(close_price);
printf("var(built in) : %f\n", var_builtin);
printf("var(in house) : %f\n", var_inhouse);
%standard deviation 비교
std_builtin = std(close_price);
std_inhouse = std_(close_price);
printf("std(built in) : %f\n", std_builtin);
printf("std(in house) : %f\n", std_inhouse);
%rms 비교
rms_builtin = rms(close_price);
rms_inhouse = rms_(close_price);
printf("rms(built in) : %f\n", rms_builtin);
printf("rms(in house) : %f\n", rms_inhouse);
mean_val = zeros(1, size(date,1)-29);
# 30일 동안 항목 비교
nn = size(date,1)-29;
for i = 1:nn; #데이터 상 첫 날부터 30일씩 묶기
close_30d = close_price(i:i+29);
mean_val(i) = mean_(close_30d); # OUT : (1,222)
var_val(i) = var_(close_30d); # OUT : (1,222)
std_val(i) = std_(close_30d); # OUT : (1,222)
rms_val(i) = rms_(close_30d); # OUT : (1,222)
end
# 30일 동안의 결과 플로팅
xlim_val = [0 size(date,1)-29]; # x축 설정
figure(1)
subplot(2,2,1) # mean plot
hold on
plot(mean_val)
grid on
hold off
xlim(xlim_val);
title("mean")
subplot(2,2,2) # variance plot
hold on
plot(var_val)
grid on
hold off
xlim(xlim_val);
title("variance")
subplot(2,2,3) # standard deviation plot
hold on
plot(std_val)
grid on
hold off
xlim(xlim_val);
title("standard deviation")
subplot(2,2,4) # rms plot
hold on
plot(rms_val)
grid on
hold off
xlim(xlim_val);
title("rms")
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