Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Exploratory data analysis for Korean daily exchange rate data with recurrence plots

재현그림을 통한 우리나라 환율 자료에 대한 탐색적 자료분석

  • Received : 2013.06.30
  • Accepted : 2013.08.02
  • Published : 2013.11.30
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Abstract

Exploratory data analysis focuses mostly on data exploration instead of model fitting. We can use the recurrence plot as a graphical exploratory data analysis tool. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in time series at a glance.

탐색적 자료분석에서는 자료를 통계적 모형에 바로 적합시키기 보다는 자료를 있는 그대로 보려는 데 주안점을 둔다. 우리는 시계열 자료에 대한 그래픽 탐색적 자료분석방법의 하나로서 재현그림을 사용할 수 있다. 재현그림의 장점은 통계모형에 대한 가정 없이 시계열 자료의 구조적 패턴을 확인할 수 있고 이 패턴을 통하여 탐색적으로 시계열 데이터의 구조 변화점을 한 눈에 확인할 수 있다는 데 있다.

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References

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