{"id":6434,"date":"2025-03-17T12:59:29","date_gmt":"2025-03-17T03:59:29","guid":{"rendered":"https:\/\/blog.since2020.jp\/?p=6434"},"modified":"2025-03-17T14:25:35","modified_gmt":"2025-03-17T05:25:35","slug":"google-search-analysis-lions","status":"publish","type":"post","link":"https:\/\/since2020.jp\/media\/google-search-analysis-lions\/","title":{"rendered":"\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u306e\u9806\u4f4d\u3068Google\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u95a2\u4fc2\u306f\uff1f\uff0d\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u3092\u7528\u3044\u305f\u6642\u7cfb\u5217\u5206\u6790\uff0d"},"content":{"rendered":"\n

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\r\n[blogcard url=”https:\/\/logics-of-blue.com\/%e7%8a%b6%e6%85%8b%e7%a9%ba%e9%96%93%e3%83%a2%e3%83%87%e3%83%ab%e3%81%a8%e3%81%af\/”][blogcard url=”https:\/\/logics-of-blue.com\/tsa-ssm-book-support\/”]<\/p>\r\n

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  • \u96c6\u8a08\u671f\u9593\uff1a2022-02-01 ~ 2025-01-31<\/li>\r\n\t
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    \u76ee\u7684\u5909\u6570\u306e\u81ea\u5df1\u76f8\u95a2<\/span><\/strong><\/p>\r\n

    \u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u81ea\u5df1\u76f8\u95a2\u4fc2\u6570\u3082\u78ba\u8a8d\u3057\u3066\u304a\u304d\u307e\u3059\u3002<\/p>\r\n

    \u4e0b\u306e\u30b3\u30ec\u30ed\u30b0\u30e9\u30e0\u3092\u307f\u308b\u3068\u3001\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306b\u660e\u3089\u304b\u306a\u81ea\u5df1\u76f8\u95a2\u304c\u3042\u308b\u3053\u3068\u304c\u308f\u304b\u308a\u307e\u3059\u3002\u305d\u306e\u305f\u3081\u3001\u901a\u5e38\u306e\u6700\u5c0f\u4e8c\u4e57\u6cd5\uff08OLS\uff09\u3092\u7528\u3044\u305f\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u3067\u306f\u306a\u304f\u3001\u81ea\u5df1\u76f8\u95a2\u3092\u8003\u616e\u3057\u305f\u6642\u7cfb\u5217\u89e3\u6790\u624b\u6cd5\u3092\u7528\u3044\u308b\u5fc5\u8981\u304c\u3042\u308a\u305d\u3046\u3067\u3059\u3002<\/p>\r\n

    \"\"<\/p>\r\n

    <\/p>\n\n

    \u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u306e\u69cb\u7bc9<\/h2>\n

    \u4eca\u56de\u306f\u3001\u5916\u751f\u5909\u6570\u4ed8\u304d\u306e\u30ed\u30fc\u30ab\u30eb\u30ec\u30d9\u30eb\u30e2\u30c7\u30eb<\/span><\/strong>\u3092\u7528\u3044\u307e\u3059\u3002<\/p>\r\n

    \u72b6\u614b\u65b9\u7a0b\u5f0f<\/strong><\/span><\/p>\r\n

    $$ \u72b6\u614b_{t} = \u72b6\u614b_{t-1} + w_{t-1}, \\ w_{t} \\sim \\mathrm{N} (0, \\sigma_{w}^{2}) $$<\/p>\r\n

     <\/p>\r\n

    \u89b3\u6e2c\u65b9\u7a0b\u5f0f<\/strong><\/span><\/p>\r\n

    $$ \\begin{align*} \u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0_{t} &= \u72b6\u614b_{t} \\\\ &+ \\beta_{\u9806\u4f4d} \\times \u9806\u4f4d_{t} \\cdot \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc_{t} \\\\ &+ \\beta_{\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3} \\times (1 – \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc_{t}) \\\\ &+ \\beta_{\u30ad\u30e3\u30f3\u30d7} \\times \u30ad\u30e3\u30f3\u30d7\u30c0\u30df\u30fc_{t} \\\\ &+ \\beta_{\u958b\u5e55} \\times \u958b\u5e55\u30c0\u30df\u30fc_{t} \\\\ &+ \\cdots \\\\ &+ v_{t}, \\ v_{t} \\sim \\mathrm{N} (0, \\sigma_{v}^{2}) \\end{align*} $$<\/p>\r\n

     <\/p>\r\n

    \u300c\u9806\u4f4d\u300d\u306f\u30b7\u30fc\u30ba\u30f3\u4e2d\u306e\u307f1.0~6.0\u306e\u5024\u3092\u53d6\u308a\u3001\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u3067\u306f\u6b20\u640d\u5024<\/strong>\u3068\u306a\u308a\u307e\u3059\u3002\u8aac\u660e\u5909\u6570\u304c\u6b20\u640d\u5024\u3092\u542b\u3093\u3060\u307e\u307e\u3067\u306f\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u3067\u6271\u3048\u306a\u3044\u306e\u3067\u3001\u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u3068\u306e\u4ea4\u5dee\u9805\u3068\u3057\u3066\u30e2\u30c7\u30eb\u306b\u7d44\u307f\u8fbc\u307f\u307e\u3059<\/strong>\u3002<\/p>\r\n

    \u3053\u308c\u306b\u3088\u308a\u3001\u300c\u9806\u4f4d\u00d7\u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u300d\u306f\u30b7\u30fc\u30ba\u30f3\u4e2d\u306f1.0~6.0\u306e\u5024\u3092\u53d6\u308a\u3001\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u4e2d\u306f0<\/strong>\u3092\u53d6\u308b\u5909\u6570\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\r\n

    \u305f\u3060\u3057\u3001\u3053\u306e\u307e\u307e\u3067\u306f\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u4e2d\u306e\u50240\u304c\u3001\u300c1\u4f4d\u3088\u308a\u3082\u826f\u3044\u9806\u4f4d\u300d\u3068\u3057\u3066\u6271\u308f\u308c\u3066\u3057\u307e\u3044\u307e\u3059\u3002<\/p>\r\n

    \u305d\u3053\u3067\u300c1 – \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u300d\u306e\u9805\u3092\u8ffd\u52a0\u3059\u308b<\/strong>\u3053\u3068\u3067\u3001\u3053\u308c\u306b\u5bfe\u51e6\u3057\u3066\u3044\u307e\u3059\u3002\u3053\u306e\u9805\u306f\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u306b1\u3092\u53d6\u308b\u30c0\u30df\u30fc\u5909\u6570\u3067\u3042\u308a\u3001\u305d\u306e\u4fc2\u6570\u306f\u300c\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u3067\u3042\u308b\u3053\u3068\u306e\u52b9\u679c\u300d\u3092\u8868\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\r\n

     <\/p>\r\n

    \u30b7\u30fc\u30ba\u30f3\u4e2d\u306e\u5834\u5408\u306e\u89b3\u6e2c\u65b9\u7a0b\u5f0f\uff1a<\/strong><\/span><\/p>\r\n

    $$ \\begin{align*} \u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0_{t} &= \u72b6\u614b_{t} \\\\ &+ \\beta_{\u9806\u4f4d} \\times \u9806\u4f4d_{t} \\\\ &+ \\beta_{\u30ad\u30e3\u30f3\u30d7} \\times \u30ad\u30e3\u30f3\u30d7\u30c0\u30df\u30fc_{t} \\\\ &+ \\cdots \\\\ \\end{align*} $$<\/p>\r\n

     <\/p>\r\n

    \u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u306e\u5834\u5408\u306e\u89b3\u6e2c\u65b9\u7a0b\u5f0f\uff1a<\/strong><\/span><\/p>\r\n

    $$ \\begin{align*} \u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0_{t} &= \u72b6\u614b_{t} \\\\ &+ \\beta_{\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3} \\times (1 – \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc_{t}) \\\\ &+ \\beta_{\u30ad\u30e3\u30f3\u30d7} \\times \u30ad\u30e3\u30f3\u30d7\u30c0\u30df\u30fc_{t} \\\\ &+ \\cdots \\\\ \\end{align*} $$<\/p>\r\n

     <\/p>\r\n

     <\/p>\r\n

    \u72b6\u614b\u3068\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u63a8\u5b9a<\/strong><\/span><\/p>\r\n

    \u4e0a\u8a18\u306e\u30ed\u30fc\u30ab\u30eb\u30ec\u30d9\u30eb\u30e2\u30c7\u30eb\u306e\u72b6\u614b\u3068\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u3001\u30ab\u30eb\u30de\u30f3\u30d5\u30a3\u30eb\u30bf<\/strong>\u3068\u6700\u5c24\u6cd5<\/strong>\u3092\u7528\u3044\u3066\u63a8\u5b9a\u3057\u307e\u3059\u3002<\/p>\r\n

    Python\u306estatsmodels<\/code>\u30e9\u30a4\u30d6\u30e9\u30ea\u3092\u7528\u3044\u3066\u5b9f\u88c5\u3057\u307e\u3057\u305f\u3002<\/p>\r\n

    [blogcard url=”https:\/\/smdocs-jp.readthedocs.io\/ja\/latest\/generated\/statsmodels.tsa.statespace.structural.UnobservedComponents.html#statsmodels.tsa.statespace.structural.UnobservedComponents”]<\/p>\r\n

    \u63a8\u5b9a\u90e8\u5206\u306e\u30b3\u30fc\u30c9\uff08\u629c\u7c8b\uff09\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3067\u3059\u3002\u306a\u304a\u3001\u5206\u6790\u5168\u4f53\u306e\u30b3\u30fc\u30c9\u306f\u672b\u5c3e\u306e\u4ed8\u9332\u306b\u8a18\u8f09\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\r\n

    \r\n
    ### \u30e2\u30c7\u30eb\u306e\u5909\u6570\u3092\u5b9a\u7fa9 ###\r\n\r\n# \u76ee\u7684\u5909\u6570\uff1a\u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\r\nendog = df[\"search_volume\"]\r\n\r\n# \u8aac\u660e\u5909\u6570\r\nlist_exog = [\r\n\"stnd_onseason\", # \u9806\u4f4d \u00d7 \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\r\n\"dummy_offseason\", # 1 - \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\r\n\"dummy_camp\", # \u30ad\u30e3\u30f3\u30d7\u30c0\u30df\u30fc\r\n\"dummy_opening\", # \u958b\u5e55\u30c0\u30df\u30fc\r\n\"dummy_allstar\", # \u30aa\u30fc\u30eb\u30b9\u30bf\u30fc\u30c0\u30df\u30fc\r\n\"dummy_ps\", # \u30dd\u30b9\u30c8\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\r\n\"dummy_draft\", # \u30c9\u30e9\u30d5\u30c8\u30c0\u30df\u30fc\r\n\"dummy_fest\", # \u30d5\u30a1\u30f3\u611f\u8b1d\u30a4\u30d9\u30f3\u30c8\u30c0\u30df\u30fc\r\n\"dummy_samurai\", # \u30b5\u30e0\u30e9\u30a4\u30b8\u30e3\u30d1\u30f3\r\n\"avg_attendance\", # \u30d1\u30ea\u30fc\u30b0\u306e\u5e73\u5747\u89b3\u5ba2\u6570\r\n]\r\n\r\nexog = df[list_exog]\r\n\r\n\r\n### \u30ed\u30fc\u30ab\u30eb\u30ec\u30d9\u30eb\u30e2\u30c7\u30eb\u306e\u69cb\u7bc9 ###\r\nfrom statsmodels.tsa.statespace.structural import UnobservedComponents\r\n\r\n# \u30e2\u30c7\u30eb\u306e\u30a4\u30f3\u30b9\u30bf\u30f3\u30b9\u5316\r\nlocal_level = UnobservedComponents(\r\nendog,\r\nexog=exog,\r\nlevel=\"local level\"\r\n)\r\n\r\n# \u30d1\u30e9\u30e1\u30bf\u306e\u6700\u5c24\u63a8\u5b9a\r\nresult_ll = local_level.fit(\r\nmethod='bfgs',\r\nmaxiter=10000,\r\nstart_params=local_level.fit(method='nm', maxiter=10000).params, # 2\u6bb5\u968e\u3067\u30d1\u30e9\u30e1\u30bf\u63a8\u5b9a\r\ndisp=False\r\n)\r\n\r\n# \u7d50\u679c\u306e\u8868\u793a\r\nresult_ll.summary()\r\n\r\n# \u63a8\u5b9a\u7d50\u679c\u306e\u30d7\u30ed\u30c3\u30c8\r\nresult_ll.plot_components()\r\nplt.show()<\/code><\/pre>\r\n<\/div>\r\n
    <\/p>\r\n
    <\/p>\r\n
    <\/p>\r\n
    <\/p>\n\n
    \u5206\u6790\u306e\u7d50\u679c<\/h2>\n
    \u307e\u305a\u3001\u30e2\u30c7\u30eb\u304c\u4e88\u6e2c\u3057\u305f\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\uff08\u4e0b\u56f3\u306e\u9752\u7dda\uff09\u3068\u5b9f\u969b\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\uff08\u4e0b\u56f3\u306e\u9ed2\u7dda\uff09\u306e\u5f53\u3066\u306f\u307e\u308a\u3092\u78ba\u8a8d\u3057\u307e\u3059\u3002<\/p>\r\n
    \u671f\u9593\u5168\u4f53\u3092\u901a\u3058\u3066\u3001\u6982\u306d\u4e88\u6e2c\u5024\u306e95\uff05\u4fe1\u983c\u533a\u9593\u306f\u5b9f\u969b\u306e\u89b3\u6e2c\u5024\u3092\u542b\u3093\u3067\u304a\u308a\u3001\u5f53\u3066\u306f\u307e\u308a\u306f\u60aa\u304f\u306a\u3055\u305d\u3046\u3067\u3059\u3002<\/p>\r\n
    \u306a\u304a\u3001\u4e88\u6e2c\u5024\uff08\u9752\u7dda\uff09\u3068\u5b9f\u6e2c\u5024\uff08\u9ed2\u7dda\uff09\u306e\u9593\u306b1\u6642\u70b9\u5206\u30e9\u30b0\u304c\u3042\u308b\u3088\u3046\u306b\u898b\u3048\u308b\u306e\u306f\u3001\u4e88\u6e2c\u5024\u304c\u524d\u306e\u6642\u70b9\u306e\u5b9f\u6e2c\u5024\u3092\u3082\u3068\u306b\u8a08\u7b97\u3055\u308c\u3066\u3044\u308b<\/strong>\u304b\u3089\u3067\u3059\u3002<\/p>\r\n
    <\/p>\r\n
    \"\"<\/p>\r\n
     <\/p>\r\n
    \u6b21\u306b\u3001\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u63a8\u5b9a\u5024\u3092\u78ba\u8a8d\u3057\u307e\u3059\u3002<\/p>\r\n
    \"\"<\/p>\r\n
     <\/p>\r\n
    \u9806\u4f4d\u3068\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u95a2\u4fc2<\/strong><\/span><\/p>\r\n
    \u300c\u9806\u4f4d\u00d7\u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u300d\u306f\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306b\u8ca0\u306e\u5f71\u97ff<\/strong>\u3092\u4e0e\u3048\u3066\u3044\u308b\u3053\u3068\u304c\u793a\u5506\u3055\u308c\u307e\u3059\u3002<\/p>\r\n
    \u3053\u306e\u5909\u6570\u304c1\u5358\u4f4d\u5897\u52a0\u3059\u308b\uff08\u9806\u4f4d\u304c1\u3064\u4e0b\u843d\u3059\u308b<\/strong>\uff09\u3068\u3001\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306f\u5e73\u5747\u7684\u306b\u7d043.26\u5358\u4f4d\u6e1b\u5c11\u3059\u308b<\/strong>\u50be\u5411\u306b\u3042\u308b\u3068\u89e3\u91c8\u3067\u304d\u307e\u3059\u3002\u3057\u305f\u304c\u3063\u3066\u30011\u4f4d\u3067\u3042\u308b\u5834\u5408\u3068\u6bd4\u3079\u3066\u30016\u4f4d\u3067\u3042\u308b\u3053\u3068\u306b\u3088\u3063\u3066\u5e73\u5747\u7684\u306b (-3.26\u00d75=) 16.31\u3060\u3051\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u304c\u5c0f\u3055\u3044\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\r\n
    \u9806\u4f4d\u304c\u4e0b\u304c\u308b\u3053\u3068\u306b\u3088\u3063\u3066\u30d5\u30a1\u30f3\u304b\u3089\u306e\u95a2\u5fc3\u3092\u5931\u3044\u3001\u691c\u7d22\u6570\u304c\u6e1b\u5c11\u3059\u308b\u53ef\u80fd\u6027\u304c\u793a\u5506\u3055\u308c\u3001\u76f4\u611f\u3068\u6574\u5408\u7684\u306a\u7d50\u679c\u304c\u5f97\u3089\u308c\u305f\u3068\u8a00\u3048\u307e\u3059\u3002<\/p>\r\n
    \u305f\u3060\u3057\u3001p\u5024\u306f0.072\u3067\u3042\u308b\u305f\u3081\u3001\u6709\u610f\u6c34\u6e965%\u306e\u5e30\u7121\u4eee\u8aac \\(\\beta_{\u9806\u4f4d}=0\\) \u3092\u68c4\u5374\u3067\u304d\u306a\u3044\u3053\u3068\u306b\u306f\u6ce8\u610f\u304c\u5fc5\u8981\u3067\u3059\u3002<\/p>\r\n
     <\/p>\r\n
    \u4ed6\u306e\u8aac\u660e\u5909\u6570\u3068\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u95a2\u4fc2<\/strong><\/span><\/p>\r\n
    \u300c1 – \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u300d\u306e\u4fc2\u6570\uff08\u3059\u306a\u308f\u3061\u3001\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u3067\u3042\u308b\u3053\u3068\u306e\u52b9\u679c\uff09\u306f\u7d04-29.81\u3067\u3042\u308a\u30015%\u6c34\u6e96\u3067\u7d71\u8a08\u7684\u306b\u6709\u610f\u306b0\u3068\u7570\u306a\u308b\u3068\u3044\u3046\u7d50\u679c\u304c\u5f97\u3089\u308c\u307e\u3057\u305f\u3002\u30b7\u30fc\u30ba\u30f3\u4e2d\u3068\u6bd4\u3079\u3066\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306f\u7d0429.81\u5358\u4f4d\u307b\u3069\u5c11\u306a\u3044\u3068\u89e3\u91c8\u3055\u308c\u3001\u30d7\u30ed\u91ce\u7403\u304c\u3082\u3064\u5b63\u7bc0\u6027\uff08\u30b7\u30fc\u30ba\u30f3\u4e2d\u3068\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u3068\u3044\u3046\u5927\u304d\u306a\u9694\u305f\u308a\uff09\u3092\u6349\u3048\u308b\u3053\u3068\u304c\u3067\u304d\u3066\u3044\u305d\u3046\u3067\u3059\u3002<\/p>\r\n
     <\/p>\r\n
     <\/p>\r\n
    \u9806\u4f4d\u306e\u5bc4\u4e0e\u5ea6\u3092\u53ef\u8996\u5316<\/strong><\/span><\/p>\r\n
    \u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306b\u5bfe\u3059\u308b\u9806\u4f4d<\/strong>\u306e\u5bc4\u4e0e\u5ea6\u3092\u53ef\u8996\u5316\u3057\u3066\u307f\u307e\u3059\u3002<\/p>\r\n
    \u4e0b\u56f3\u306e\u9ed2\u3044\u5b9f\u7dda\u306f\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u89b3\u6e2c\u5024\u3092\u8868\u3057\u3001\u9752\u3044\u7834\u7dda\u306f\u300c\u9806\u4f4d\u300d\u3092\u9664\u304f\u5168\u8981\u7d20\uff08\u72b6\u614b\u30fb\u4ed6\u306e\u8aac\u660e\u5909\u6570\uff09\u306b\u3088\u3063\u3066\u8a08\u7b97\u3055\u308c\u308b\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u4e88\u6e2c\u5024\u3092\u8868\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\r\n
    \u30aa\u30ec\u30f3\u30b8\u8272\u306e\u9818\u57df\u306f\u30e9\u30a4\u30aa\u30f3\u30ba\u306e\u9806\u4f4d\u306e\u5bc4\u4e0e\u3092\u8868\u3057\u3066\u304a\u308a\u3001\u4e0b\u4f4d\u306e\u671f\u9593\u304c\u9577\u304b\u3063\u305f2023\u30012024\u5e74\u30b7\u30fc\u30ba\u30f3\u306f\u7279\u306b\u30cd\u30ac\u30c6\u30a3\u30d6\u306a\u52b9\u679c\u304c\u5927\u304d\u304b\u3063\u305f\u3053\u3068\u304c\u8aad\u307f\u53d6\u308c\u307e\u3059\u3002<\/p>\r\n
    \"\"<\/p>\r\n
    <\/p>\r\n
    <\/p>\r\n
    <\/p>\n\n
    \u5206\u6790\u306e\u554f\u984c\u70b9<\/h2>\n
    \u4eca\u56de\u5b9f\u65bd\u3057\u305f\u5206\u6790\u306e\u554f\u984c\u70b9\u3084\u9650\u754c\u306b\u3064\u3044\u3066\u8ff0\u3079\u307e\u3059\u3002<\/p>\r\n
     <\/p>\r\n
    \u30c7\u30fc\u30bf\u30b5\u30a4\u30ba\u306e\u9650\u754c<\/strong><\/span><\/p>\r\n
    \u4eca\u56de\u306e\u76ee\u7684\u5909\u6570\u306f\u3001Google\u30c8\u30ec\u30f3\u30c9\u304b\u3089\u53d6\u5f97\u3057\u305f\u9031\u6b21<\/strong>\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\uff08156\u9031\u5206\uff09\u3067\u3057\u305f\u3002<\/p>\r\n
    \u672c\u6765\u3067\u3042\u308c\u3070\u65e5\u6b21\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u3092\u53d6\u5f97\u3057\u305f\u304b\u3063\u305f\u3068\u3053\u308d\u3067\u3059\u304c\u3001Google\u30c8\u30ec\u30f3\u30c9\u306e\u4ed5\u69d8\u4e0a\u3001\u8907\u6570\u5e74\u306b\u308f\u305f\u308b\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u30c7\u30fc\u30bf\u306f\u9031\u6b21\u3067\u3057\u304b\u53d6\u5f97\u3067\u304d\u306a\u304b\u3063\u305f\u305f\u3081\u3001\u4eca\u56de\u306f\u9031\u6b21\u306e\u30c7\u30fc\u30bf\u3092\u7528\u3044\u307e\u3057\u305f\u3002<\/p>\r\n
    \u30c7\u30fc\u30bf\u30b5\u30a4\u30ba\u304c\u65e5\u6b21\u306e\u5834\u5408\u3068\u6bd4\u30797\u5206\u306e1\u306b\u306a\u3063\u3066\u3044\u308b\u3053\u3068\u3067\u3001\u5c11\u306a\u3044\u30c7\u30fc\u30bf\u3067\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u63a8\u5b9a\u305b\u3056\u308b\u3092\u5f97\u305a\u3001\u7d50\u679c\u3068\u3057\u3066\u4fc2\u6570\u306e\u63a8\u5b9a\u5024\u306e\u6a19\u6e96\u8aa4\u5dee\u304c\u5927\u304d\u304f\u306a\u3063\u3066\u3057\u307e\u3063\u305f\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\r\n
     <\/p>\r\n
    \u9806\u4f4d\u306e\u52b9\u679c\u306e\u975e\u5747\u4e00\u6027<\/strong><\/span><\/p>\r\n
    \u4eca\u56de\u306e\u30e2\u30c7\u30eb\u3067\u306f\u3001\u9806\u4f4d\u306e\u52b9\u679c\u306f\u5747\u4e00\u3067\u3042\u308b\u3053\u3068\u3092\u4eee\u5b9a\u3057\u307e\u3057\u305f\u3002<\/p>\r\n
    1\u4f4d\u21922\u4f4d\u30685\u4f4d\u21926\u4f4d\u3067\u3001\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u5909\u52d5\u304c\u7b49\u3057\u3044\u3053\u3068\u3092\u4eee\u5b9a\u3057\u3066\u3044\u307e\u3059\u304c\u3001\u73fe\u5b9f\u306b\u306f\u3053\u306e\u4eee\u5b9a\u306f\u6b63\u3057\u304f\u306a\u3044\u53ef\u80fd\u6027\u3082\u3042\u308a\u307e\u3059\u3002<\/p>\r\n
     <\/p>\r\n
    \u4fc2\u6570\u306e\u89e3\u91c8\u306b\u95a2\u3059\u308b\u6ce8\u610f\u70b9<\/strong><\/span><\/p>\r\n
    \u4eca\u56de\u306e\u30e2\u30c7\u30eb\u3067\u63a8\u5b9a\u3055\u308c\u305f\u4fc2\u6570\u306e\u63a8\u5b9a\u5024\u306f\u3001\u76ee\u7684\u5909\u6570\u3078\u306e\u56e0\u679c\u52b9\u679c\u3067\u3042\u308b\u3068\u306f\u9650\u3089\u306a\u3044\u70b9\u306b\u6ce8\u610f\u304c\u5fc5\u8981\u3067\u3059\u3002<\/p>\r\n
    \u3088\u308a\u53b3\u5bc6\u306b\u300c\u9806\u4f4d\u2192\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u300d\u3078\u306e\u56e0\u679c\u52b9\u679c\u3092\u6c42\u3081\u305f\u3044\u5834\u5408\u306b\u306f\u3001\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u3068\u306f\u5225\u306e\u30a2\u30d7\u30ed\u30fc\u30c1\u3092\u7528\u3044\u305f\u307b\u3046\u304c\u3088\u3044\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002<\/p>\n\n
    \u307e\u3068\u3081<\/h2>\n
    \u672c\u8a18\u4e8b\u3067\u306f\u3001\u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u306e\u9806\u4f4d\u3068Google\u3067\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u95a2\u4fc2\u3092\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u3092\u7528\u3044\u3066\u5206\u6790\u3057\u307e\u3057\u305f\u3002\u5206\u6790\u306e\u7d50\u679c\u3001\u7b46\u8005\u306e\u76f4\u611f\u901a\u308a\u3001\u30c1\u30fc\u30e0\u306e\u9806\u4f4d\u304c\u4e0b\u304c\u308b\u3068\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u3082\u6e1b\u5c11\u3059\u308b\u50be\u5411<\/strong>\u304c\u78ba\u8a8d\u3067\u304d\u307e\u3057\u305f\u3002\u5177\u4f53\u7684\u306b\u306f\u30011\u4f4d\u304b\u30896\u4f4d\u306b\u9806\u4f4d\u304c\u4e0b\u304c\u308b\u3068\u3001\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306f16\u5358\u4f4d\u307b\u3069\u6e1b\u5c11\u3059\u308b\u3068\u3044\u3046\u7d50\u679c\u304c\u5f97\u3089\u308c\u307e\u3057\u305f\u3002<\/p>\r\n
    \u305f\u3060\u3057\u3001\u4eca\u56de\u306e\u5206\u6790\u306b\u306f\u3044\u304f\u3064\u304b\u306e\u9650\u754c\u3082\u3042\u308a\u307e\u3059\u3002\u9806\u4f4d\u306e\u52b9\u679c\u3092\u5747\u4e00\u3068\u4eee\u5b9a\u3057\u3066\u3044\u308b\u3053\u3068\u3084\u3001\u30c7\u30fc\u30bf\u306e\u5358\u4f4d\u3092\u9031\u6b21\u3068\u3057\u305f\u3053\u3068\u306a\u3069\u306f\u3001\u5206\u6790\u7d50\u679c\u3092\u89e3\u91c8\u3059\u308b\u969b\u306b\u8003\u616e\u3059\u3079\u304d\u70b9\u3067\u3059\u3002\u307e\u305f\u3001\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u3068\u9806\u4f4d\u306e\u95a2\u4fc2\u306f\u76f8\u95a2\u95a2\u4fc2\u3067\u3042\u308a\u3001\u53b3\u5bc6\u306a\u56e0\u679c\u95a2\u4fc2\u306e\u8a3c\u660e\u3067\u306f\u306a\u3044\u3053\u3068\u306b\u3082\u7559\u610f\u304c\u5fc5\u8981\u3067\u3059\u3002<\/p>\r\n
    \u672c\u8a18\u4e8b\u304c\u3001\u30d7\u30ed\u91ce\u7403\u306b\u95a2\u3059\u308b\u30c7\u30fc\u30bf\u5206\u6790\u3092\u5b9f\u65bd\u3057\u305f\u3044\u65b9\u3084\u3001Python\u3067\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u3092\u7528\u3044\u3066\u6642\u7cfb\u5217\u89e3\u6790\u3092\u5b9f\u65bd\u3057\u305f\u3044\u65b9\u306e\u53c2\u8003\u306b\u306a\u308c\u3070\u5e78\u3044\u3067\u3059\u3002<\/p>\r\n
    \u305d\u3057\u3066\u4f55\u3088\u308a\u3001\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u306b\u306f\u9806\u4f4d\u3092\u4e0a\u3052\u3066\u3001\u30d5\u30a1\u30f3\u306e\u95a2\u5fc3\u3092\u9ad8\u3081\u3066\u307b\u3057\u3044\u3068\u9858\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\r\n
    <\/p>\n\n
    \u53c2\u8003<\/h2>\n
    \u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u306b\u95a2\u3059\u308b\u53c2\u8003\u8cc7\u6599<\/span><\/strong><\/p>\r\n
    Logics of Blues \u300c\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u300d [blogcard url=”https:\/\/logics-of-blue.com\/%e7%8a%b6%e6%85%8b%e7%a9%ba%e9%96%93%e3%83%a2%e3%83%87%e3%83%ab%e3%81%a8%e3%81%af\/”]<\/p>\r\n
    \u99ac\u5834\u771f\u54c9 \u300e\u6642\u7cfb\u5217\u5206\u6790\u3068\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u306e\u57fa\u790e\u300f [blogcard url=”https:\/\/logics-of-blue.com\/tsa-ssm-book-support\/”]<\/p>\r\n
     <\/p>\r\n
    Python\u306b\u3088\u308b\u5b9f\u88c5\u306e\u53c2\u8003\u8cc7\u6599<\/strong><\/span><\/p>\r\n
    statsmodels<\/code> \u516c\u5f0f\u30c9\u30ad\u30e5\u30e1\u30f3\u30c8 [blogcard url=”https:\/\/smdocs-jp.readthedocs.io\/ja\/latest\/generated\/statsmodels.tsa.statespace.structural.UnobservedComponents.html#statsmodels.tsa.statespace.structural.UnobservedComponents”]<\/p>\n\n
    \u4ed8\u9332\uff1a\u5206\u6790\u7528\u30b3\u30fc\u30c9<\/h2>\n
    \u5fc5\u8981\u306a\u30c7\u30fc\u30bf\u304ccsv\u30d5\u30a1\u30a4\u30eb\u3068\u3057\u3066\u5f97\u3089\u308c\u305f\u5f8c\u306e\u30b3\u30fc\u30c9\u3092\u4ee5\u4e0b\u306b\u8a18\u3057\u307e\u3059\u3002<\/p>\r\n
    \uff08\u5b9f\u884c\u74b0\u5883\uff1aPython 3.11.9\uff09<\/p>\r\n
    \r\n
    ### \u5fc5\u8981\u306a\u30e9\u30a4\u30d6\u30e9\u30ea\u306e\u30a4\u30f3\u30dd\u30fc\u30c8 ###\r\nimport numpy as np\r\nimport pandas as pd\r\nimport matplotlib.pyplot as plt\r\nimport matplotlib.colors as mcolors\r\nimport matplotlib.patches as mpatches\r\nfrom matplotlib.collections import LineCollection\r\nfrom matplotlib.dates import date2num\r\nimport japanize_matplotlib\r\nimport statsmodels.api as sm\r\nfrom statsmodels.graphics.tsaplots import plot_acf, plot_pacf\r\nfrom statsmodels.stats.outliers_influence import variance_inflation_factor\r\nfrom statsmodels.tsa.statespace.structural import UnobservedComponents\r\n\r\n### \u30c7\u30fc\u30bf\u306e\u6e96\u5099 ###\r\n# CSV\u30d5\u30a1\u30a4\u30eb\u306e\u8aad\u307f\u8fbc\u307f\r\nfile_path = \"\u4efb\u610f\u306e\u30d5\u30a1\u30a4\u30eb\u30d1\u30b9\"\r\ndf = pd.read_csv(file_path, parse_dates=[\"week\"])\r\n\r\n# \u9806\u4f4d\u3068\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u306e\u4ea4\u5dee\u9805\u3092\u4f5c\u6210\r\ndf[\"stnd_onseason\"] = df[\"standings\"].fillna(0)\r\n\r\n# \u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\u306e\u4f5c\u6210\r\ndf[\"dummy_offseason\"] = 1 - df[\"dummy_onseason\"]\r\n\r\n### \u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u63a8\u79fb ###\r\nplt.figure(figsize=(12, 6))\r\n\r\n# \u65e5\u4ed8\u30c7\u30fc\u30bf\u3092\u6570\u5024\u306b\u5909\u63db\r\ndates = date2num(df['week'])\r\n\r\n# \u30bb\u30b0\u30e1\u30f3\u30c8\u4f5c\u6210\r\npoints = np.array([dates, df['search_volume']]).T.reshape(-1, 1, 2)\r\nsegments = np.concatenate([points[:-1], points[1:]], axis=1)\r\n\r\n# \u30b7\u30fc\u30ba\u30f3\u4e2d\u3068\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u306b\u57fa\u3065\u3044\u3066\u8272\u3092\u8a2d\u5b9a\r\ncolors = [df['dummy_onseason'].iloc[i] for i in range(len(df)-1)]\r\n\r\n# \u30ab\u30e9\u30fc\u30de\u30c3\u30d7\u3068\u6b63\u898f\u5316\u306e\u8a2d\u5b9a\r\nnorm = mcolors.Normalize(0, 1)\r\ncmap = mcolors.LinearSegmentedColormap.from_list('Season', ['#1F77B4', '#FF7F0E'])\r\n\r\n# LineCollection\u306e\u4f5c\u6210\r\nlc = LineCollection(segments, cmap=cmap, norm=norm, linewidth=2)\r\nlc.set_array(np.array(colors))\r\n\r\n# \u30d7\u30ed\u30c3\u30c8\u306b\u8ffd\u52a0\r\nplt.gca().add_collection(lc)\r\n\r\n# \u30dd\u30a4\u30f3\u30c8\u306e\u30d7\u30ed\u30c3\u30c8\r\nplt.scatter(df['week'], df['search_volume'], c=df['dummy_onseason'], cmap=cmap, norm=norm, s=30)\r\n\r\n# \u6700\u5927\u5024\u3068\u6700\u5c0f\u5024\u306e\u30dd\u30a4\u30f3\u30c8\u3092\u30de\u30fc\u30af\r\nmax_val = df[\"search_volume\"].max()\r\nmax_idx = df[\"search_volume\"].idxmax()\r\nmax_date = df[\"week\"].iloc[max_idx]\r\n\r\nmin_val = df[\"search_volume\"].min()\r\nmin_idx = df[\"search_volume\"].idxmin()\r\nmin_date = df[\"week\"].iloc[min_idx]\r\n\r\n# \u6700\u5927\u5024\u3068\u6700\u5c0f\u5024\u3092\u30d7\u30ed\u30c3\u30c8\r\nplt.plot(max_date, max_val, 'ro', markersize=8, label='\u6700\u5927\u5024')\r\nplt.plot(min_date, min_val, 'go', markersize=8, label='\u6700\u5c0f\u5024')\r\n\r\n# \u6ce8\u91c8\u3092\u8ffd\u52a0\r\nplt.annotate(f'\u6700\u5927\u5024: {max_val}', xy=(max_date, max_val), xytext=(60, 7.5), textcoords='offset points', ha='center', bbox=dict(boxstyle=\"round,pad=0.3\", fc=\"white\", ec=\"gray\", alpha=0.8))\r\nplt.annotate(f'\u6700\u5c0f\u5024: {min_val}', xy=(min_date, min_val), xytext=(-50, -15), textcoords='offset points', ha='center', bbox=dict(boxstyle=\"round,pad=0.3\", fc=\"white\", ec=\"gray\", alpha=0.8))\r\n\r\n# \u51e1\u4f8b\u3092\u4f5c\u6210\r\nonseason_patch = mpatches.Patch(color='#FF7F0E', label='\u30b7\u30fc\u30ba\u30f3\u4e2d')\r\noffseason_patch = mpatches.Patch(color='#1F77B4', label='\u30aa\u30d5\u30b7\u30fc\u30ba\u30f3')\r\n\r\n# \u30d7\u30ed\u30c3\u30c8\u306e\u7f8e\u5316\r\nplt.grid(True, linestyle='--', alpha=0.5)\r\nplt.title('\u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u63a8\u79fb', fontsize=16)\r\nplt.xlabel('\u9031')\r\nplt.ylabel('\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\uff08\u76f8\u5bfe\u5024\uff09')\r\nplt.xlim(df['week'].min(), df['week'].max())\r\nplt.ylim(df['search_volume'].min() - 10, df['search_volume'].max() + 10)\r\nplt.xticks(rotation=45)\r\nplt.legend(handles=[onseason_patch, offseason_patch,\r\nplt.Line2D([0], [0], marker='o', color='w', markerfacecolor='r', markersize=3, label='\u6700\u5927\u5024'),\r\nplt.Line2D([0], [0], marker='o', color='w', markerfacecolor='g', markersize=3, label='\u6700\u5c0f\u5024')],\r\nloc=\"best\", fontsize=\"small\")\r\nplt.tight_layout()\r\nplt.show()\r\n\r\n### \u9806\u4f4d\u306e\u63a8\u79fb ###\r\nplt.figure(figsize=(12, 6))\r\n\r\n# \u9806\u4f4d\u306e\u63a8\u79fb\u3092\u30d7\u30ed\u30c3\u30c8\r\nplt.plot(df[\"week\"], df[\"standings\"], color='#1F77B4', linewidth=2, marker='o', markersize=5, alpha=1, label='\u9806\u4f4d')\r\n\r\n# y\u8ef8\u3092\u53cd\u8ee2\r\nplt.gca().invert_yaxis()\r\n\r\n# \u30d7\u30ed\u30c3\u30c8\u306e\u7f8e\u5316\r\nplt.grid(True, linestyle='--', alpha=1)\r\nplt.title('\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u306e\u9806\u4f4d\u306e\u63a8\u79fb', fontsize=16)\r\nplt.xlabel('\u9031')\r\nplt.ylabel('\u9806\u4f4d')\r\nplt.xticks(rotation=45)\r\nplt.legend(loc=\"best\", fontsize=\"small\", markerscale=0.8)\r\nplt.tight_layout()\r\nplt.show()\r\n\r\n### \u81ea\u5df1\u76f8\u95a2\u95a2\u6570\u306e\u30d7\u30ed\u30c3\u30c8 ###\r\nplt.figure(figsize=(12, 6))\r\nplot_acf(df['search_volume'], lags=53, alpha=0.05)\r\n\r\nplt.title('\u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u81ea\u5df1\u76f8\u95a2\u4fc2\u6570', fontsize=12)\r\nplt.tight_layout()\r\nplt.show()\r\n\r\n### \u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u306e\u5909\u6570\u3092\u5b9a\u7fa9 ###\r\n# \u76ee\u7684\u5909\u6570\uff1a\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u306e\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\r\nendog = df[\"search_volume\"]\r\n\r\n# \u8aac\u660e\u5909\u6570\u306e\u30ea\u30b9\u30c8\r\nlist_exog = [\r\n\"stnd_onseason\", # \u9806\u4f4d \u00d7 \u30aa\u30f3\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\r\n\"dummy_offseason\", # \u30aa\u30d5\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\r\n\"dummy_camp\", # \u30ad\u30e3\u30f3\u30d7\u30c0\u30df\u30fc\r\n\"dummy_opening\", # \u958b\u5e55\u30c0\u30df\u30fc\r\n\"dummy_allstar\", # \u30aa\u30fc\u30eb\u30b9\u30bf\u30fc\u30c0\u30df\u30fc\r\n\"dummy_ps\", # \u30dd\u30b9\u30c8\u30b7\u30fc\u30ba\u30f3\u30c0\u30df\u30fc\r\n\"dummy_draft\", # \u30c9\u30e9\u30d5\u30c8\u30c0\u30df\u30fc\r\n\"dummy_fest\", # \u30d5\u30a1\u30f3\u611f\u8b1d\u30a4\u30d9\u30f3\u30c8\u30c0\u30df\u30fc\r\n\"dummy_samurai\", # \u30b5\u30e0\u30e9\u30a4\u30b8\u30e3\u30d1\u30f3\r\n\"avg_attendance\", # \u30d1\u30ea\u30fc\u30b0\u306e\u5e73\u5747\u89b3\u5ba2\u6570\r\n]\r\n\r\nexog = df[list_exog]\r\n\r\n### \u30ed\u30fc\u30ab\u30eb\u30ec\u30d9\u30eb\u30e2\u30c7\u30eb\u306e\u69cb\u7bc9 ###\r\nlocal_level = UnobservedComponents(endog, exog=exog, level=\"local level\")\r\n\r\n# \u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u6700\u5c24\u63a8\u5b9a\r\nresult_ll = local_level.fit(\r\nmethod='bfgs',\r\nmaxiter=10000,\r\nstart_params=local_level.fit(method='nm', maxiter=10000).params, # 2\u6bb5\u968e\u3067\u30d1\u30e9\u30e1\u30fc\u30bf\u63a8\u5b9a\r\ndisp=False\r\n)\r\n\r\n# \u7d50\u679c\u306e\u8868\u793a\r\nprint(result_ll.summary())\r\n\r\n# \u63a8\u5b9a\u7d50\u679c\u306e\u30d7\u30ed\u30c3\u30c8\r\nresult_ll.plot_components()\r\nplt.show()\r\n\r\n### \u9806\u4f4d\u306e\u5bc4\u4e0e\u5ea6\u3092\u53ef\u8996\u5316 ###\r\n# \u72b6\u614b\u306e\u63a8\u5b9a\u5024\u3092\u62bd\u51fa\r\nstates_df = pd.DataFrame(result_ll.smoothed_state.T, columns=result_ll.model.state_names, index=endog.index)\r\nmu_t = states_df[\"level\"]\r\n\r\n# \u5916\u751f\u5909\u6570\u306e\u5bc4\u4e0e\u3092\u8a08\u7b97\r\nexog_contribs = pd.DataFrame(index=endog.index)\r\nfor col in exog.columns:\r\nparam_name = \"beta.\" + col\r\nexog_contribs[col] = exog[col] * result_ll.params[param_name]\r\n\r\n# \u9806\u4f4d\u306e\u5bc4\u4e0e\u306e\u307f\u62bd\u51fa\r\nseason_contrib = pd.DataFrame(index=endog.index)\r\nif \"stnd_onseason\" in exog_contribs.columns:\r\nseason_contrib[\"stnd_onseason\"] = exog_contribs[\"stnd_onseason\"]\r\n\r\n# \u9806\u4f4d\u4ee5\u5916\u306e\u5bc4\u4e0e\u3092\u5408\u8a08\r\nother_vars = [col for col in exog_contribs.columns if col != \"stnd_onseason\"]\r\nother_contribs_sum = exog_contribs[other_vars].sum(axis=1) if other_vars else pd.Series(0, index=endog.index)\r\n\r\n# \u30d9\u30fc\u30b9\u30e9\u30a4\u30f3 + \u9806\u4f4d\u4ee5\u5916\u306e\u5bc4\u4e0e\r\nbaseline = mu_t + other_contribs_sum\r\n\r\n# \u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u306e\u4e88\u6e2c\u5024\r\npredicted = baseline + season_contrib[\"stnd_onseason\"] if \"stnd_onseason\" in exog_contribs.columns else baseline\r\n\r\n# \u30b0\u30e9\u30d5\u4f5c\u6210\r\nfig, ax = plt.subplots(figsize=(20, 10))\r\ntime = df[\"week\"] if \"week\" in df.columns else df.index\r\n\r\n# \u30d9\u30fc\u30b9\u30e9\u30a4\u30f3\u3092\u30d7\u30ed\u30c3\u30c8\r\nax.plot(time, baseline, 'b--', lw=3.5, label='\u9806\u4f4d\u3092\u9664\u304f\u5168\u3066\u8981\u7d20\u306b\u3088\u308b\u4e88\u6e2c\u5024', zorder=3, alpha=0.8)\r\n\r\n# \u30b7\u30fc\u30ba\u30f3\u52b9\u679c\u3092\u7a4d\u307f\u4e0a\u3052\u30a8\u30ea\u30a2\u3068\u3057\u3066\u8868\u793a\r\nif \"stnd_onseason\" in season_contrib.columns:\r\nax.fill_between(time, baseline, baseline + season_contrib[\"stnd_onseason\"], label='\u9806\u4f4d\u52b9\u679c', alpha=0.7, color='#FF7F0E')\r\n\r\n# \u89b3\u6e2c\u5024\u3092\u5b9f\u7dda\u3067\u8868\u793a\r\nax.plot(time, endog, 'k-', lw=3.5, label='\u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\uff08\u89b3\u6e2c\u5024\uff09', zorder=2, alpha=0.8)\r\n\r\n# \u51e1\u4f8b\u3068\u30d1\u30e9\u30e1\u30fc\u30bf\u5024\u306e\u8868\u793a\r\nhandles, labels = ax.get_legend_handles_labels()\r\nparam_labels = labels.copy()\r\nif \"stnd_onseason\" in exog.columns:\r\nseason_index = labels.index('\u9806\u4f4d\u52b9\u679c')\r\nparam_name = \"beta.stnd_onseason\"\r\nparam_value = result_ll.params[param_name]\r\nparam_labels[season_index] = f'\u9806\u4f4d\u306e\u5bc4\u4e0e (\u03b2={param_value:.2f})'\r\n\r\n# \u51e1\u4f8b\u3068\u30b0\u30e9\u30d5\u306e\u7f8e\u5316\r\nax.legend(handles, param_labels, loc='upper left', bbox_to_anchor=(1.01, 1), fontsize=16)\r\nax.set_title(\"\u9806\u4f4d\u306e\u5bc4\u4e0e\u5ea6\", fontsize=20)\r\nax.set_xlabel(\"\u9031\", fontsize=14)\r\nax.set_ylabel(\"\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\uff08\u76f8\u5bfe\u5024\uff09\", fontsize=14)\r\nax.grid(True, alpha=0.3)\r\nplt.tight_layout()\r\nplt.show()<\/code><\/pre>\r\n<\/div>","protected":false},"excerpt":{"rendered":"
    \u30d7\u30ed\u91ce\u7403\u30c1\u30fc\u30e0\u300c\u897f\u6b66\u30e9\u30a4\u30aa\u30f3\u30ba\u300d\u306e\u9806\u4f4d\u3068\u30d5\u30a1\u30f3\u306e\u95a2\u5fc3\u5ea6\u306e\u95a2\u4fc2\u3092\u30c7\u30fc\u30bf\u3067\u691c\u8a3c\u3057\u307e\u3057\u305f\u3002\u9806\u4f4d\u304c\u4f4e\u3044\u3068\u3001\u30d5\u30a1\u30f3\u306e\u95a2\u5fc3\u5ea6\u3082\u4e0b\u304c\u308b\u306e\u3067\u3057\u3087\u3046\u304b\uff1f2022\u301c2024\u5e74\u306eGoogle\u691c\u7d22\u30dc\u30ea\u30e5\u30fc\u30e0\u3092\u3082\u3068\u306b\u3001\u72b6\u614b\u7a7a\u9593\u30e2\u30c7\u30eb\u3092\u7528\u3044\u3066\u5206\u6790\u3057 […]<\/p>\n","protected":false},"author":46,"featured_media":6453,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"content-type":"","swell_btn_cv_data":"","footnotes":"","_wp_rev_ctl_limit":""},"categories":[1246],"tags":[331,39,57],"class_list":["post-6434","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-data-infrastructure","tag-python","tag-39","tag-57"],"_links":{"self":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/6434","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/users\/46"}],"replies":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/comments?post=6434"}],"version-history":[{"count":0,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/6434\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media\/6453"}],"wp:attachment":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media?parent=6434"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/categories?post=6434"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/tags?post=6434"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}