{"id":1157,"date":"2023-07-27T11:12:00","date_gmt":"2023-07-27T11:12:00","guid":{"rendered":"https:\/\/statorials.org\/ru\/%d1%8d%d0%ba%d1%81%d0%bf%d0%be%d0%bd%d0%b5%d0%bd%d1%86%d0%b8%d0%b0%d0%bb%d1%8c%d0%bd%d0%be%d0%b5-%d1%81%d0%ba%d0%be%d0%bb%d1%8c%d0%b7%d1%8f%d1%89%d0%b5%d0%b5-%d1%81%d1%80%d0%b5%d0%b4%d0%bd%d0%b5%d0%b5\/"},"modified":"2023-07-27T11:12:00","modified_gmt":"2023-07-27T11:12:00","slug":"%d1%8d%d0%ba%d1%81%d0%bf%d0%be%d0%bd%d0%b5%d0%bd%d1%86%d0%b8%d0%b0%d0%bb%d1%8c%d0%bd%d0%be%d0%b5-%d1%81%d0%ba%d0%be%d0%bb%d1%8c%d0%b7%d1%8f%d1%89%d0%b5%d0%b5-%d1%81%d1%80%d0%b5%d0%b4%d0%bd%d0%b5%d0%b5","status":"publish","type":"post","link":"https:\/\/statorials.org\/ru\/%d1%8d%d0%ba%d1%81%d0%bf%d0%be%d0%bd%d0%b5%d0%bd%d1%86%d0%b8%d0%b0%d0%bb%d1%8c%d0%bd%d0%be%d0%b5-%d1%81%d0%ba%d0%be%d0%bb%d1%8c%d0%b7%d1%8f%d1%89%d0%b5%d0%b5-%d1%81%d1%80%d0%b5%d0%b4%d0%bd%d0%b5%d0%b5\/","title":{"rendered":"\u041a\u0430\u043a \u0440\u0430\u0441\u0441\u0447\u0438\u0442\u0430\u0442\u044c \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e\u0435 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0432 r"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u0412 \u0430\u043d\u0430\u043b\u0438\u0437\u0435 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432 <strong>\u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435<\/strong> \u2014 \u044d\u0442\u043e \u043f\u0440\u043e\u0441\u0442\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 \u0440\u044f\u0434\u0430 \u043f\u0440\u0435\u0434\u044b\u0434\u0443\u0449\u0438\u0445 \u043f\u0435\u0440\u0438\u043e\u0434\u043e\u0432.<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>\u042d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e\u0435 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435<\/strong> \u2014 \u044d\u0442\u043e \u0442\u0438\u043f \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0433\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0433\u043e, \u043a\u043e\u0442\u043e\u0440\u044b\u0439 \u043f\u0440\u0438\u0434\u0430\u0435\u0442 \u0431\u043e\u043b\u044c\u0448\u0438\u0439 \u0432\u0435\u0441 \u043d\u0435\u0434\u0430\u0432\u043d\u0438\u043c \u043d\u0430\u0431\u043b\u044e\u0434\u0435\u043d\u0438\u044f\u043c, \u0430 \u044d\u0442\u043e \u043e\u0437\u043d\u0430\u0447\u0430\u0435\u0442, \u0447\u0442\u043e \u043e\u043d\u043e \u0441\u043f\u043e\u0441\u043e\u0431\u043d\u043e \u0431\u044b\u0441\u0442\u0440\u0435\u0435 \u0443\u043b\u0430\u0432\u043b\u0438\u0432\u0430\u0442\u044c \u043f\u043e\u0441\u043b\u0435\u0434\u043d\u0438\u0435 \u0442\u0435\u043d\u0434\u0435\u043d\u0446\u0438\u0438.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0412 \u044d\u0442\u043e\u043c \u0443\u0440\u043e\u043a\u0435 \u043e\u0431\u044a\u044f\u0441\u043d\u044f\u0435\u0442\u0441\u044f, \u043a\u0430\u043a \u0440\u0430\u0441\u0441\u0447\u0438\u0442\u0430\u0442\u044c \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e\u0435 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0432 R.<\/span><\/p>\n<h3> <strong>\u041f\u0440\u0438\u043c\u0435\u0440: \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e\u0435 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0432 R<\/strong><\/h3>\n<p> <span style=\"color: #000000;\">\u041f\u0440\u0435\u0434\u043f\u043e\u043b\u043e\u0436\u0438\u043c, \u0443 \u043d\u0430\u0441 \u0435\u0441\u0442\u044c \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0439 \u043a\u0430\u0434\u0440 \u0434\u0430\u043d\u043d\u044b\u0445 \u0432 R:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\">#create data frame<\/span>\ndf &lt;- data.frame(period=1:10,\n                 sales=c(25, 20, 14, 16, 27, 20, 12, 15, 14, 19))\n\n<span style=\"color: #008080;\">#view data frame<\/span>\ndf\n\n   period sales\n1 1 25\n2 2 20\n3 3 14\n4 4 16\n5 5 27\n6 6 20\n7 7 12\n8 8 15\n9 9 14\n10 10 19\n<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\u041c\u044b \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c <a href=\"https:\/\/www.rdocumentation.org\/packages\/pracma\/versions\/1.9.9\/topics\/movavg\" target=\"_blank\" rel=\"noopener noreferrer\">\u0444\u0443\u043d\u043a\u0446\u0438\u044e movavg()<\/a> \u0438\u0437 \u043f\u0430\u043a\u0435\u0442\u0430 <strong>pracma<\/strong> \u0434\u043b\u044f \u0440\u0430\u0441\u0447\u0435\u0442\u0430 \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e \u0432\u0437\u0432\u0435\u0448\u0435\u043d\u043d\u043e\u0433\u043e \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0433\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0433\u043e \u0437\u0430 \u0440\u044f\u0434 \u043f\u0440\u0435\u0434\u044b\u0434\u0443\u0449\u0438\u0445 \u043f\u0435\u0440\u0438\u043e\u0434\u043e\u0432.<\/span><\/p>\n<p> <span style=\"color: #000000;\">\u042d\u0442\u0430 \u0444\u0443\u043d\u043a\u0446\u0438\u044f \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u0435\u0442 \u0441\u043b\u0435\u0434\u0443\u044e\u0449\u0438\u0439 \u0441\u0438\u043d\u0442\u0430\u043a\u0441\u0438\u0441:<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>movavg(x, n, type=c(&#171;s&#187;, &#171;t&#187;, &#171;w&#187;, &#171;m&#187;, &#171;e&#187;, &#171;r&#187;))<\/strong><\/span><\/p>\n<p> <span style=\"color: #000000;\">\u0417\u043e\u043b\u043e\u0442\u043e:<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>x:<\/strong> \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u043e\u0439 \u0440\u044f\u0434 \u0432 \u0432\u0438\u0434\u0435 \u0446\u0438\u0444\u0440\u043e\u0432\u043e\u0433\u043e \u0432\u0435\u043a\u0442\u043e\u0440\u0430<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>n:<\/strong> \u043a\u043e\u043b\u0438\u0447\u0435\u0441\u0442\u0432\u043e \u043f\u0440\u0435\u0434\u044b\u0434\u0443\u0449\u0438\u0445 \u043f\u0435\u0440\u0438\u043e\u0434\u043e\u0432 \u0434\u043b\u044f \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u043d\u0438\u044f \u0432 \u043a\u0430\u0447\u0435\u0441\u0442\u0432\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0433\u043e \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u044f.<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>type:<\/strong> \u0422\u0438\u043f \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0433\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0433\u043e \u0434\u043b\u044f \u0440\u0430\u0441\u0447\u0435\u0442\u0430. \u041c\u044b \u0431\u0443\u0434\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u00abe\u00bb \u0434\u043b\u044f \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e\u0433\u043e \u0432\u0437\u0432\u0435\u0448\u0435\u043d\u043d\u043e\u0433\u043e \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0433\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0433\u043e.<\/span><\/li>\n<\/ul>\n<p> <span style=\"color: #000000;\">\u041d\u0430\u043f\u0440\u0438\u043c\u0435\u0440, \u0432\u043e\u0442 \u043a\u0430\u043a \u0440\u0430\u0441\u0441\u0447\u0438\u0442\u0430\u0442\u044c \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e \u0432\u0437\u0432\u0435\u0448\u0435\u043d\u043d\u0443\u044e \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0443\u044e \u0441\u0440\u0435\u0434\u043d\u044e\u044e, \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u0443\u044f \u043f\u0440\u0435\u0434\u044b\u0434\u0443\u0449\u0438\u0435 \u0447\u0435\u0442\u044b\u0440\u0435 \u043f\u0435\u0440\u0438\u043e\u0434\u0430:<\/span><\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008080;\"><span style=\"color: #000000;\"><span style=\"color: #993300;\">library<\/span> (pracma)<\/span>\n\n#create new column to hold 4-day exponentially weighted moving average<\/span>\ndf$EWM_4day &lt;- <span style=\"color: #3366ff;\">movavg<\/span> (df$sales, n=4, type=' <span style=\"color: #008000;\">e<\/span> ')\n\n<span style=\"color: #008080;\">#view DataFrame<\/span> \ndf\n\n        period sales 4dayEWM\n0 1 25 25.000000\n1 2 20 23.000000\n2 3 14 19.400000\n3 4 16 18.040000\n4 5 27 21.624000\n5 6 20 20.974400\n6 7 12 17.384640\n7 8 15 16.430784\n8 9 14 15.458470\n9 10 19 16.875082<\/strong><\/pre>\n<p> <span style=\"color: #000000;\">\u041c\u044b \u0442\u0430\u043a\u0436\u0435 \u043c\u043e\u0436\u0435\u043c \u0438\u0441\u043f\u043e\u043b\u044c\u0437\u043e\u0432\u0430\u0442\u044c \u0431\u0438\u0431\u043b\u0438\u043e\u0442\u0435\u043a\u0443 \u0432\u0438\u0437\u0443\u0430\u043b\u0438\u0437\u0430\u0446\u0438\u0438 ggplot2 \u0434\u043b\u044f \u0432\u0438\u0437\u0443\u0430\u043b\u0438\u0437\u0430\u0446\u0438\u0438 \u043f\u0440\u043e\u0434\u0430\u0436 \u043e\u0442\u043d\u043e\u0441\u0438\u0442\u0435\u043b\u044c\u043d\u043e 4-\u0434\u043d\u0435\u0432\u043d\u043e\u0433\u043e \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e \u0432\u0437\u0432\u0435\u0448\u0435\u043d\u043d\u043e\u0433\u043e \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0433\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0433\u043e:<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <span style=\"color: #000000;\"><strong><span style=\"color: #993300;\">library<\/span> (ggplot2)\n<span style=\"color: #993300;\">library<\/span> (reshape2)\n\n<span style=\"color: #008080;\">#melt data into format for easy plotting\n<\/span>df &lt;- <span style=\"color: #3366ff;\">melt<\/span> (df, id.vars = ' <span style=\"color: #008000;\">period<\/span> ', variable.name = ' <span style=\"color: #008000;\">series<\/span> ')\n\n<span style=\"color: #008080;\">#plot sales vs. 4-day exponentially weighted moving average\n<\/span>ggplot(df, <span style=\"color: #3366ff;\">aes<\/span> (period, value)) +\n  geom_line( <span style=\"color: #3366ff;\">aes<\/span> (color=series))\n<\/strong><\/span><\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-11622 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/ewma1.png\" alt=\"\u042d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e \u0432\u0437\u0432\u0435\u0448\u0435\u043d\u043d\u043e\u0435 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0432 R\" width=\"492\" height=\"491\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p> <span style=\"color: #000000;\">\u041a\u0440\u0430\u0441\u043d\u0430\u044f \u043b\u0438\u043d\u0438\u044f \u043f\u043e\u043a\u0430\u0437\u044b\u0432\u0430\u0435\u0442 \u043f\u0440\u043e\u0434\u0430\u0436\u0438 \u0437\u0430 \u043a\u0430\u0436\u0434\u044b\u0439 \u043f\u0435\u0440\u0438\u043e\u0434, \u0430 \u0441\u0438\u043d\u044f\u044f \u043b\u0438\u043d\u0438\u044f \u043f\u043e\u043a\u0430\u0437\u044b\u0432\u0430\u0435\u0442 \u044d\u043a\u0441\u043f\u043e\u043d\u0435\u043d\u0446\u0438\u0430\u043b\u044c\u043d\u043e \u0432\u0437\u0432\u0435\u0448\u0435\u043d\u043d\u043e\u0435 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435.<\/span><\/p>\n<h3> <span style=\"color: #000000;\"><strong>\u0414\u043e\u043f\u043e\u043b\u043d\u0438\u0442\u0435\u043b\u044c\u043d\u044b\u0435 \u0440\u0435\u0441\u0443\u0440\u0441\u044b<\/strong><\/span><\/h3>\n<p> <a href=\"https:\/\/statorials.org\/ru\/\u043f\u043e\u0441\u0442\u0440\u043e\u0438\u0442\u044c-\u043d\u0435\u0441\u043a\u043e\u043b\u044c\u043a\u043e-\u0441\u0442\u043e\u043b\u0431\u0446\u043e\u0432-\u0432-r\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u041a\u0430\u043a \u043f\u043e\u0441\u0442\u0440\u043e\u0438\u0442\u044c \u043d\u0435\u0441\u043a\u043e\u043b\u044c\u043a\u043e \u0441\u0442\u043e\u043b\u0431\u0446\u043e\u0432 \u0432 R<\/a><br \/> <a href=\"https:\/\/statorials.org\/ru\/\u0441\u0440\u0435\u0434\u043d\u0435\u0435-\u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435-\u043f\u043e-\u0441\u0442\u043e\u043b\u0431\u0446\u0430\u043c-\u0432-r\/\" target=\"_blank\" rel=\"noopener noreferrer\">\u041a\u0430\u043a \u0443\u0441\u0440\u0435\u0434\u043d\u0438\u0442\u044c \u043f\u043e \u0441\u0442\u043e\u043b\u0431\u0446\u0430\u043c \u0432 R<\/a><br \/> <a href=\"https:\/\/statorials.org\/ru\/\u0441\u0440\u0435\u0434\u043d\u0435\u0435-\u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435-\u043f\u043e-\u0433\u0440\u0443\u043f\u043f\u0435\/\">\u041a\u0430\u043a \u0440\u0430\u0441\u0441\u0447\u0438\u0442\u0430\u0442\u044c \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 \u043d\u0430 \u0433\u0440\u0443\u043f\u043f\u0443 \u0432 R<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u0412 \u0430\u043d\u0430\u043b\u0438\u0437\u0435 \u0432\u0440\u0435\u043c\u0435\u043d\u043d\u044b\u0445 \u0440\u044f\u0434\u043e\u0432 \u0441\u043a\u043e\u043b\u044c\u0437\u044f\u0449\u0435\u0435 \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u2014 \u044d\u0442\u043e \u043f\u0440\u043e\u0441\u0442\u043e \u0441\u0440\u0435\u0434\u043d\u0435\u0435 \u0437\u043d\u0430\u0447\u0435\u043d\u0438\u0435 \u0440\u044f\u0434\u0430 \u043f\u0440\u0435\u0434\u044b\u0434\u0443\u0449\u0438\u0445 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