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#VilniusR
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Dzidorius Martinaitis
www.investuotojas.eu
www.twitter.com/dzidorius
www.linkedin.com/in/dzidorius
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Remėjai
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Praeitis• idėja
• www.vilniusR.org
Dabartis• pirmas susitikimas
Ateitis• susitikimai
• komandinis darbas virtualioje erdvėje (kaggle.com)
• hackaton/datadive
• lobizmas (data.gov)
VilniusR
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Duomenų badas I
Naudota vrk.lt pateikta
medžiaga
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Duomenų badas II
Naudota viesai.lt
pateikta medžiaga
http://www.viesai.lt/savivaldybiu-efektyvumas/
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Duomenų badas III
Naudota
vilniaus.policija.lt
pateikta medžiaga
http://www.vilnius.policija.lt/?lang=1&sid=75&tid=11036
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Nekilnojamas turtas
Finansai
IT
Laisvalaikis
Politika
Asmeninė patirtis naudojant R
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Performance tuning
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Anomalijų paieška
Prisijungimų skaičius
Užklausų skaičius
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Anomalijų paieška II
Oracle DB sesijų
skaičius
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ggplot2
http://had.co.nz/ggplot2/
ggplot2: Elegant Graphics for Data Analysis (Use R)simple=read.table('simple.txt')
node=read.table('node.txt')
simple=cbind(simple,as.character(c('simple')))
colnames(simple)=c('time','type')
node=cbind(node,c('node'))
colnames(node)=c('time','type')
rez=data.frame(rbind(simple, node))
require(ggplot2)
ggplot(rez,aes(time,fill=type))+geom_density(alpha=0.6,size=1.3)
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Butų kainos Vilniuje
Naudota aruodas.lt
medžiaga
http://www.vilnius.policija.lt/?lang=1&sid=75&tid=11036
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High frequency data
30 akcijų+indeksas+etf
20 dienų
5000 minutinių duomenų
RCpp – pagreitinti
skaičiavimus
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High frequency data
https://github.com/kafka399/Rproject/blob/master/HFD/showHFD.R
v1• Java JMS/klientas
• MySql
• RMySQL
V2• C++ klientas
• Mongodb
• rmongodb
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Apyvartos prognozavimas
250 dienų
10 000 atsitiktine tvarka
sugeneruotų laiko eilučių
95 % konfidencialumo
intervalas
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Dujų kainų sezoniškumas
Ateities sandoriai dujomis
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R greitis
Sugeneruoti
duomenys
https://github.com/kafka399/Rproject/tree/master/performance
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RCpp
library(inline)library(Rcpp)
Code='########### pure C++ #################
NumericVector bid(bid_); NumericVector ask(ask_); NumericVector close(close_);
int bid_size = bid.size();
NumericVector ret(bid_size);
for(int i =0;i<bid_size;i++){
if(close[i]>0) {
if(bid[i]>close[i])
ret[i] = bid[i];
else if(ask[i]>0 && ask[i]<close[i])
ret[i] = ask[i];
else
ret[i] = close[i];//
}
else
ret[i]=(bid[i]+ask[i])/2;
}
return ret;'
getLastPrice <- cxxfunction(signature( bid_ = "numeric",ask_ =
"numeric",close_="numeric"),body=code,plugin="Rcpp")
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Maratonas, 10 km.
Naudota
http://luxembourg.mi
katiming.de/2011/
medžiaga