The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Exploratory Data Analysis for Korean Stock Data with Recurrence Plots

재현그림을 통한 우리나라 주식 자료에 대한 탐색적 자료분석

  • Received : 2013.08.22
  • Accepted : 2013.09.30
  • Published : 2013.10.31
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Abstract

A recurrence plot can be used as a graphical exploratory data analysis tool before confirmatory time series analysis. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in a time series at a glance. Korean stock data shows the usefulness of the recurrence plot as a graphical exploratory data analysis tool for time series data.

확증적 시계열 자료분석 전의 그래픽 탐색적 자료분석방법으로서 재현그림을 사용할 수 있다. 재현그림을 통하여 시계열 자료의 구조적 패턴을 확인할 수 있고 이 패턴을 통하여 탐색적으로 시계열 데이터의 구조 변화점을 한 눈에 확인할 수 있게 된다. 우리나라 주식 자료를 이용하여 재현그림이 시계열 자료를 위한 그래픽 탐색적 자료분석방법으로서 유용함을 보였다.

Keywords

References

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  1. Exploratory data analysis for Korean daily exchange rate data with recurrence plots vol.24, pp.6, 2013, https://doi.org/10.7465/jkdi.2013.24.6.1103