{"id":3963,"date":"2023-07-14T11:22:08","date_gmt":"2023-07-14T11:22:08","guid":{"rendered":"https:\/\/statorials.org\/ja\/r%e3%81%aewmape\/"},"modified":"2023-07-14T11:22:08","modified_gmt":"2023-07-14T11:22:08","slug":"r%e3%81%aewmape","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/r%e3%81%aewmape\/","title":{"rendered":"R \u3067 wmape \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 (\u4f8b\u3042\u308a)"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u30e2\u30c7\u30eb\u306e\u4e88\u6e2c\u7cbe\u5ea6\u3092\u6e2c\u5b9a\u3059\u308b\u305f\u3081\u306b\u6700\u3082\u4e00\u822c\u7684\u306b\u4f7f\u7528\u3055\u308c\u308b\u30e1\u30c8\u30ea\u30c3\u30af\u306e 1 \u3064\u306f\u3001<strong>\u52a0\u91cd\u5e73\u5747\u7d76\u5bfe\u30d1\u30fc\u30bb\u30f3\u30c8\u8aa4\u5dee<\/strong>\u3092\u8868\u3059<strong>WMAPE<\/strong>\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">WMAPE \u3092\u8a08\u7b97\u3059\u308b\u5f0f\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>WMAPE<\/strong> = (\u03a3|y <sub>i<\/sub> \u2013 \u0177 <sub>i<\/sub> |*wi <sub>)<\/sub> \/ (\u03a3y <sub>i<\/sub> * <sub>wi<\/sub> ) * 100<\/span><\/p>\n<p><span style=\"color: #000000;\">\u91d1\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>\u03a3<\/strong> \u2013 \u300c\u548c\u300d\u3092\u610f\u5473\u3059\u308b\u8a18\u53f7<\/span><\/li>\n<li><span style=\"color: #000000;\"><span style=\"color: #000000;\"><b>y <sub>i<\/sub><\/b> \u2013 <sup>i \u756a\u76ee\u306e<\/sup>\u89b3\u6e2c\u5024\u306e\u5b9f\u6570\u5024<\/span><\/span><\/li>\n<li><span style=\"color: #000000;\"><b>\u0177 <sub>i<\/sub><\/b> \u2013 i<sup>\u756a\u76ee<\/sup>\u306e\u89b3\u6e2c\u5024\u306e\u4e88\u6e2c\u5024<\/span><\/li>\n<li><span style=\"color: #000000;\"><b>w <sub>i<\/sub><\/b> \u2013 i<sup>\u756a\u76ee\u306e<\/sup>\u89b3\u6e2c\u5024\u306e\u91cd\u307f<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">R \u3067 WMAPE \u3092\u8a08\u7b97\u3059\u308b\u6b21\u306e\u95a2\u6570\u3092\u5b9a\u7fa9\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong>find_WMAPE &lt;- <span style=\"color: #008000;\">function<\/span> (y, yhat, w){\n  <span style=\"color: #008000;\">return<\/span> (sum(abs(y-yhat)*w)\/sum(y*w)*100)\n}\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u4f8b\u306f\u3001\u3053\u306e\u95a2\u6570\u3092\u5b9f\u969b\u306b\u4f7f\u7528\u3059\u308b\u65b9\u6cd5\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u4f8b: R \u3067\u306e WMAPE \u306e\u8a08\u7b97<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">R \u306b\u3001\u5c0f\u58f2\u5e97\u306e\u5b9f\u969b\u306e\u58f2\u4e0a\u3068\u4e88\u6e2c\u58f2\u4e0a\u306b\u95a2\u3059\u308b\u60c5\u5831\u3092\u542b\u3080\u6b21\u306e\u30c7\u30fc\u30bf \u30d5\u30ec\u30fc\u30e0\u304c\u3042\u308b\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create dataset<\/span>\ndata &lt;- data. <span style=\"color: #3366ff;\">frame<\/span> (actual=c(23, 37, 44, 47, 48, 48, 46, 43, 32, 27, 26, 24),\n                   forecast=c(37, 40, 46, 44, 46, 50, 45, 44, 34, 30, 22, 23))\n<span style=\"color: #008080;\">\n#view dataset<\/span>\ndata\n\n   current forecast\n1 23 37\n2 37 40\n3 44 46\n4 47 44\n5 48 46\n6 48 50\n7 46 45\n8 43 44\n9 32 34\n10 27 30\n11 26 22\n12 24 23\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u5b9f\u969b\u306e\u58f2\u4e0a\u3068\u4e88\u6e2c\u58f2\u4e0a\u306e\u5dee\u306e WMAPE \u3092\u8a08\u7b97\u3059\u308b\u306b\u306f\u3001\u4f7f\u7528\u3059\u308b\u91cd\u307f\u306e\u30d9\u30af\u30c8\u30eb\u3092\u5b9a\u7fa9\u3057\u3001\u524d\u306b\u5b9a\u7fa9\u3057\u305f WMAPE \u95a2\u6570\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/span><\/p>\n<pre style=\"background-color: #e5e5e5; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#define function to calculate WMAPE\n<\/span>find_WMAPE &lt;- <span style=\"color: #008000;\">function<\/span> (y, yhat, w){\n  <span style=\"color: #008000;\">return<\/span> (sum(abs(y-yhat)*w)\/sum(y*w)*100)\n}\n\n<span style=\"color: #008080;\">#define weights for each month\n<\/span>weights &lt;- c(20, 20, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6)\n\n<span style=\"color: #008080;\">#calculate WMAPE\n<\/span>find_WMAPE(df$actual, df$predicted, weights)\n\n[1] 13.27635\n<\/strong><\/pre>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30e2\u30c7\u30eb\u306e WMAPE \u306f<strong>13.27635%<\/strong>\u3067\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3064\u307e\u308a\u3001\u4e88\u6e2c\u8ca9\u58f2\u5024\u3068\u5b9f\u969b\u306e\u8ca9\u58f2\u5024\u306e\u9593\u306e\u52a0\u91cd\u5e73\u5747\u7d76\u5bfe\u30d1\u30fc\u30bb\u30f3\u30c8\u8aa4\u5dee\u306f 13.27635% \u3067\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u4f8b\u3067\u306f\u30011 \u6708\u3068 2 \u6708\u306e\u5024\u306b\u306f\u308b\u304b\u306b\u5927\u304d\u306a\u91cd\u307f\u3092\u5272\u308a\u5f53\u3066\u3066\u3044\u308b\u3053\u3068\u306b\u6ce8\u610f\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u7279\u5b9a\u306e\u554f\u984c\u306b\u5fdc\u3058\u3066\u3001\u30e2\u30c7\u30eb\u5185\u306e\u5404\u30a8\u30e9\u30fc\u306e\u91cd\u8981\u6027\u306b\u57fa\u3065\u3044\u3066\u3001\u3055\u307e\u3056\u307e\u306a\u89b3\u6e2c\u5024\u306b\u5927\u304d\u3044\u307e\u305f\u306f\u5c0f\u3055\u3044\u91cd\u307f\u3092\u5272\u308a\u5f53\u3066\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067\u4ed6\u306e\u4e00\u822c\u7684\u306a\u30bf\u30b9\u30af\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <a href=\"https:\/\/statorials.org\/ja\/r\u30ab\u30fc\u30c8\u3099\/\" target=\"_blank\" rel=\"noopener\">R\u3067MAPE\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/r\u306e\u30b9\u30de\u30c3\u30d5\u309a\/\" target=\"_blank\" rel=\"noopener\">R\u3067SMAPE\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/r\u3066\u3099rmse\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\/\" target=\"_blank\" rel=\"noopener\">R \u3067 RMSE \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u30e2\u30c7\u30eb\u306e\u4e88\u6e2c\u7cbe\u5ea6\u3092\u6e2c\u5b9a\u3059\u308b\u305f\u3081\u306b\u6700\u3082\u4e00\u822c\u7684\u306b\u4f7f\u7528\u3055\u308c\u308b\u30e1\u30c8\u30ea\u30c3\u30af\u306e 1 \u3064\u306f\u3001\u52a0\u91cd\u5e73\u5747\u7d76\u5bfe\u30d1\u30fc\u30bb\u30f3\u30c8\u8aa4\u5dee\u3092\u8868\u3059WMAPE\u3067\u3059\u3002 WMAPE \u3092\u8a08\u7b97\u3059\u308b\u5f0f\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002 WMAPE = (\u03a3|y i \u2013 \u0177 i |*w [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-3963","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>R \u3067 WMAPE \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 (\u4f8b\u4ed8\u304d) \u2013 Statorials<\/title>\n<meta name=\"description\" content=\"\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001R \u3067 WMAPE (\u52a0\u91cd\u5e73\u5747\u7d76\u5bfe\u30d1\u30fc\u30bb\u30f3\u30c8\u8aa4\u5dee) \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u4f8b\u3092\u542b\u3081\u3066\u8aac\u660e\u3057\u307e\u3059\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" 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