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I HC CNG NGHIP H NI

Khoa Cng Ngh Thng tin

BI TP LN

Phn tch thng k s liu


ti: PHN TCH NH HNG CA CC YU T
TUI, HUYT P, BMI, GLUCOSE, CHOLESTEROL TI
B DY LP NI TRUNG MC CA NG MCH

Gio vin hng dn: TS NGUYN PHNG NGA

Nhm sinh vin thc hin : Nhm 10 Lp KHMT2 K7


L Vn Hun
u Long An
Nguyn Minh Hong

H Ni 23/06/2015
1

LI NI U
Mt nghin cu tt, mt bo co khoa hc c cn c c ngi c chp nhn v mt
hc thut i hi phi c phng php tt, p dng cc cng c k thut cung cp
cc thng tin xc thc. c bit trong cc vn kinh t - x hi v khi nghin cu s
ln chng ta cn phi quan tm n cc cng c k thut nh thng k.
Thng k hc l mt lnh vc kh rng, do vy trong phm vi bi tp ln ny
nhm chng em xin trnh by nhng kin thc c bn ca mn hc Phn tch v thng
k s liu nhm mc ch c th khai thc hiu qu cc thng tin thu thp c
phc v cho cng tc nghin cu khoa hc v cc vn kinh t - x hi. Chnh v vy
nn nhm 10 chng em chn ti Phn tch s nh hng ca cc yu t tui,
huyt p, BMI, Glucose, Cholesterol n b dy lp ni trung mc ca ng mch.
Vi s hng dn nhit tnh ca c gio TS Nguyn Phng Nga, nhm chng em
hon thnh bi tp ln ny. Nhng do cha c kinh nghim cng vi kin thc trang b
c t nn bi tp ln ny khng th trnh khi sai st. Rt mong nhng gp ca c
gio bi tp ln ny c hon thin hn.
Chng em xin chn thnh cm n!
Nhm 10 Lp KHMT2 K7

MC LC

LI NI U.............................................................................................................. 1
PHN 1......................................................................................................................... 3
PHN TCH BI TON BNG S LIU............................................................3
1. Phn tch bi ton..............................................................................................3
2. Bng s liu........................................................................................................4
3.M hnh d liu......................................................................................................6
PHN 2......................................................................................................................... 6
C S L THUYT V BIN LUN S DNG CC PHNG PHP
THCH HP................................................................................................................6
1.M hnh hi quy tuyn tnh n bin...................................................................6
1.1

L thuyt chung...........................................................................................6

1.2

Kim nh gi thuyt v a v b...................................................................9

1.3

Phn tch phng sai................................................................................10

1.4

Phn tch phn d v kim tra gi nh..................................................11

2 M hnh hi quy tuyn tnh a bin...................................................................14


2.1 khi nim........................................................................................................14
2.2

c lng tham s ca m hnh hi quy bi...........................................14

2.3

Cc thng s R2 v R 2.........................................................................17

2.4

Kim nh mc ngha chung ca m hnh............................................17

2.5

Quan h gia R2 v F................................................................................17

2.6

c lng khong v kim nh gi thit thng k cho h s hi quy. .18

PHN TCH NH HNG CA CC YU T N B DY.........................19


LP NI TRUNG MC...........................................................................................19
3

Cc thng s nh gi......................................................................................19
3.1

H s tng quan R (Coefficient of correlation).....................................19

3.2

Bnh phng ca R (R square).................................................................19

3.3

Sai s chun (Standard Error) (vi hi quy n l N-2)........................19

3.4

H s hi quy B nghing B (regression coefficient).........................19

nh gi cc yu t..........................................................................................19
4.1

Yu t tui (AGE).....................................................................................20
3

4.2

Yu t ch s khi lng c th (BMI).....................................................23

4.3

Yu t huyt p (HA)................................................................................26

4.4

Yu t hm lng ng trong mu (GLUCOSE).................................28

4.5

Yu t hm lng Cholesterol trong mu (CHOLESTEROL).............31

Kt lun v mc nh hng ca cc yu t n b dy lp NTM...........33

PHN 4....................................................................................................................... 37
PHN TCH C TRNG......................................................................................37
4.1

L thuyt phn tch c trng.....................................................................37

4.2

p dng vo bi ton...................................................................................37

PHN 5....................................................................................................................... 44
PHN TCH CHUI THI GIAN..........................................................................44
5.1

Khi nim......................................................................................................44

5.1.1
5.2

nh ngha..............................................................................................44

Phng php phn r..................................................................................44

5.2.1

Phn tch xu th.....................................................................................44

5.2.2

nh gi s bin i theo ma..............................................................45

5.3

D bo khi s tui tng c yu t khc se thay i nh th no...............46

PHN 3: PHN TCH NH HNG CA CC YU T N


B DY LP NI TRUNG MC
3 Cc thng s nh gi
3.1 H s tng quan R (Coefficient of correlation)
- Yu t no c R cng ln th cng nh hng cng nhiu
- Theo nh kt qu kim duyt th:
R < 0.3 khng tng quan
0.3< R < 0.7 c du hiu
0.5 < R < 0.7 hi tng quan
0.7 < R < 0.9 tng quan
R > 0.9 rt tng quan
3.2 Bnh phng ca R (R square)
- Yu t no c R2 cng ln th mi quan h gia yu t v bin y cng cht
ch:
R square:
Trong :
SSE (Sum of Square Error):
SST (Sum of Square Total):
Adjusted R Square:
3.3 Sai s chun (Standard Error) (vi hi quy n l N-2)

3.4 H s hi quy B nghing B (regression coefficient)


Yu t no c B cao th nh hng nhiu hn, tuy nhin cc yu t c n v
khc nhau (tui, mmol/L, mmHg....) nn khng th so snh mc nh hng gia
cc yu t. Nu mun so snh phi i cc yu t c cng n v l lch chun,
lc ta c h s hi qui chun ha: Bs=/B. / ( Vi Sx l lch chun ca x
tng ng v Sy l lch chun ca y). Da vo cng thc trn, ta tnh c h s
hi qui chun ca tui = 0.42, cholesterol =0.22, glucose =0,14, huyt p =0,10 v
BMI =0,02.
4 nh gi cc yu t
Xt nghing ca th xem m hnh c th chp nhn Ho hay Ha. Tc l
ta phi tnh gi tr ttnh v so snh vi gi tr tbng:
- Nu ttnh> tbng : chp nhn Ha v kt lun m hnh a ra kh thch hp vi d
bo
5

Ngc li nu ttnh< tbng : chp nhn Ho v kt lun m hnh khng c ngha,


khng nng lc d bo.
Phn mm m nhm 5 s dng l STATGRAPHIC.
phn tch hi quy n ta lm nh sau: vo Improve Regression Analysis

One factor Simple Regression

4.1 Yu t lng ma
Trong ca s Simple Regression chn yu t lng ma l X1

Sau chn OK ta c kt qu nh sau:

Coefficients
Least
Squares
Parameter Estimate
Intercept 37.2712
Slope
0.00912441

Standard

Error
Statistic
5.56553
6.6968
0.00335949 2.71601

P-Value
0.0000
0.0176

Analysis of Variance
Source
Model

Sum of Df
Squares
152.69
1

Mean
Square
152.69

Residual

269.087

13

20.699

Total (Corr.)

421.777

14

F-Ratio

P-Value

7.38

0.0176

Correlation Coefficient = 0.601678


R-squared = 36.2016 percent
R-squared (adjusted for d.f.) = 31.2941 percent
Standard Error of Est. = 4.54962
Mean absolute error = 3.65609
Durbin-Watson statistic = 0.802112 (P=0.0023)
Lag 1 residual autocorrelation = 0.411428
7

Trong :
Correlation Coefficient: h s tng quan
R-squared: h s xc nh (bnh phng R)
Standard Error of Est: lch chun
Mean absolute erro: trung bnh li

nh gi yu t lng ma vi bin c lp l sn lng la xem lng ma


s nh hng n bao nhiu phn trm thay i ca nng sut la:
Nhn vo kt qu phn tch trn ta thy h s tng quan ca n l
R=0.601678 nn c th nh gi n nm trong khong tng quan vi bin
ph thuc Y.
Tip theo n h s xc nh R 2=36.2016, iu ny gii thch c rng

bin ny dng nh l khng nh hng lm n bin ph thuc Y(nng


sut la).
Ta s kim nh gi thuyt vi gi tr dc B
t Ho: B=0
Ha: B0(B>0 hoc B<0)
s dng chun t vi tin cy P=95%
/2=0.025,df=13
Ta c ttnh = 2.71601
tbng(0.025, 13)=2.160
Ta nhn thy ttnh > tbng
Ta chp nhn Ha v bc b Ho. iu ny cho thy m hnh c nng lc d
bo.
By gi ta s dng m hnh ny a ra 1 s d bo v lng ma
S dng Statgraphics
+ Trong thanh chn: chn Table ->forecasts
Xut hin bng Predicted Values
8

Mun d bo cho gi tr no th click chut phi, chn Pane Option hin ra


ca s hin ra ca s Forecasts Options. Nhp gi tr ca tham s vo nhn
gi tr d bo tng ng

4.2 Yu t nhit
Trong ca s Simple Regression chn yu t tui l X2

Ta c kt qu sau:

Coefficients
Least
Squares
Parameter Estimate
Intercept -40.0945
Slope
3.76496

Standard

Error
59.8582
2.44523

Statistic
P-Value
-0.669825 0.5147
1.53972
0.1476
9

Analysis of Variance
Source
Model
Residual
Total (Corr.)

Sum
Squares
65.0535
356.724
421.777

of Df
1
13
14

Mean Square

F-Ratio P-Value

65.0535
27.4403

2.37

0.1476

Correlation Coefficient = 0.39273


R-squared = 15.4237 percent
R-squared (adjusted for d.f.) = 8.91779 percent
Standard Error of Est. = 5.23835
Mean absolute error = 4.15453
Durbin-Watson statistic = 0.377187 (P=0.0000)
Lag 1 residual autocorrelation = 0.700665
y = -40.0945 + 3.76496*X2

nh gi yu t nhit vi yu t nng sut la


H s tng quan ca yu t ny R= 0. 39273>0.3 nn c th nh gi n
nm trong khong tng quan vi bin ph thuc y.
H s xc nh R2= 15.4237 % iu khng nh c rng yu t nhit

c kh nng gii thch khong 15.4237 % s thay di ca bin ph


thuc chnh l nng sut la
Xt n kim nh gi tr gi thuyt vi gi tr dc B
t Ho: B=0
Ha: B0(B>0 hoc B<0)
s dng chun t vi tin cy P=95%
/2=0.025,df=13
10

Ta c ttnh= 1.53972
So snh tbng(0.025, 13)=2.160
Ta nhn thy ttnh<tbng chp nhn Ho bc b Ha. iu ny khng nh
chnh xc rng yu t nhit dng nh khng nh hng n yu t ph
thuc v b dy lp NTM m ta ang xt:

11

5 Kt lun v mc nh hng ca cc yu t n b dy lp NTM


R2

ST
T
1

Cc yu t

AGE
BMI

0,40
6
0,99
9

0,40
8
0,02
7

0.166

0,01
1
0,00
3

HA

0.00
2

0,77
0

0,10
7

0,011

0,28
9

GLUCOSE

0,01
6
CHOLESTERO 0,06
L
2

0,95
8
0,74
8

0,14
0
0,21
9

0,020

0,08
4
0,02
9

0,0007
3

0,048

P
0,00
0
0,78
8

Trong :
: H s hi qui
:im ct trn trc tung
R: h s tng quan
P: ngha thng k
Ta c th vit cc phng trnh tuyn tnh n sau:
1. B dy NTM= 0,406 + 0,011 *(AGE)
2. B dy NTM= 0,999 + 0,003 *(BMI)
3. B dy NTM= 0,770 + 0,002 *(HA)
4. B dy NTM= 0,958 + 0,016*(GLUCOSE)
5. B dy NTM= 0,748 + 0,062 *(CHOLESTEROL)
Nhn vo bng phn tch n bin ta thy h s tng quan R ca tui cao nht
(0,408) ri n >Cholesterol (0,219)>Glucose (0,140) >HA (0,107)>BMI (0,027).
Nh vy Tui v Cholesterol l 2 yu t c nh hng nhiu nht lm dy lp
NTM. Tr s R2 cng tng t nh vy. Trong thng k tr s R 2 c din dch nh
sau: S thay i ca tui gii thch c 16,6% s thay i ca b dy lp NTM S
thay i ca cholesterol gii thch c 4,8% s thay i ca b dy lp NTM.
Tng t glucose gii thch c 2%, HA tm thu gii thch c 1,1%, v BMI ch
gii thch c 0,1% s thay i lp b dy NTM. Tm li nu cng li tt c cc
yu t trn ch gii thch c khong 24,6% s thay i b dy ca lp NTM. Nh
vy c th cn c nhiu yu t khc lm tng b dy lp NTM nh do di truyn,
chng tc, gii tnh hoc mc bnh tim mch (khng thuc phm vi bi nghin cu
ny). H s hi qui (nu + t l thun v t l nghch).Trong thng k h s hi
qui c din dch nh sau: C tui tng ln 1 n v (1 tui) th b dy lp NTM
tng ln 0,011 mm. C cholesterol tng ln 1 n v (1mmol/L) th b dy lp NTM
tng ln 0,062 mm. C glucose tng ln 1 n v (1 mmol/L) th b dy lp NTM
12

tng ln 0,013 mm.C HA tm thu tng ln 1 n v (1 mmHg) th b dy lp NTM


tng ln 0,002 mm. C BMI tng ln 1 n v (kg/m2) th b dy lp NTM tng ln
0,003 mm. Nu nhn tr s p ( P-value) ta thy ch c 2 yu t c ngha thng k l
tui v Cholesterol.
Multiple Regression - y
Dependent variable: y
Independent variables: X1, X2, X3, X4, X5
Standard
Parameter
Estimate
Error
CONSTANT -0.0981118
0.386296
x1
0.00981374 0.00245316
x2
-0.000225252 0.0111851
x3
0.00213651 0.00184915
x4
0.00887406 0.00867451
x5
0.0377106
0.0274208
Analysis of Variance
Source
Model
Residual
Total (Corr.)

Sum of Squares
3.40385
12.7402
16.1441

Df
5
94
99

T
Statistic
-0.253981
4.00045
-0.0201387
1.1554
1.023
1.37525

P-Value
0.8001
0.0001
0.9840
0.2509
0.3089
0.1723

Mean Square F-Ratio P-Value


0.68077
5.02
0.0004
0.135535

Correlation Coefficient = 0.458


R-squared = 21.0842 percent
R-squared (adjusted for d.f.) = 16.8865 percent
Standard Error of Est. = 0.36815
Mean absolute error = 0.244592
Durbin-Watson statistic = 1.91941 (P=0.3303)
Lag 1 residual autocorrelation = -0.0244124
y = -0.0981118 + 0.00981374*x1 - 0.000225252*x2 + 0.00213651*x3 +
0.00887406*x4 + 0.0377106*x5

13

Vi m hnh ny ta nhn thy gi tr hi quy ca yu t BMI l gn v 0, v


theo phn tch trn n l yu t khng kh quan nht th c th loi b khi m
hnh.
Kim nh m hnh vi 5 bin:
- Theo bng kt qu trn ta c R=0.458, vi gi tr ny ta c th nh m hnh kh thch
hp la chn, tuy cn nhiu yu t khng c kh nng nh hng lm n kt qu
ca bin ph thuc y.
- C m hnh a ra ch gii thch c 21.1% s thay i ca lp NTM.
- So snh Ftnh v Fbng kim nh m hnh chp nhn Ha hay Ho
B0= B1 =.=0 ( chp nhn H0)
B0= B1 =. 0 ( ch cn tn ti mt Bi 0 th m hnh c th chp nhn c
theo kim nh ny, lc ny ta s chp nhn Ha).
Ta c gi thuyt tin cy P=95%
Ftnh= 5.02
Fbng =(F,/2=0.025,k=5,df=n-(k+1)=94) = 0.00029164
Ta nhn thy Ftnh> Fbngiu ny c ngha ta s loi b Ho hay l m hnh c
ngha d on s thay di ca b dy lp NTM.
- Nhn vo gi tr P-value ct bn trn th ta nhn thy ch c yu t tui (bin x1) l
c gi tr thng k vi P=0.000. Ta nhn thy trong phn tch hi quy n (ring l)
14

th yu t tui v Cholesterol c ngha thng k. Nhng trong phn tch a bin ny


th ch c tui c ngha c lp gii thch c s thay i ca b dy lp NTM.
Tht vy gia tui v b dy lp NTM c tng quan l cao nht nh phn tch
hi quy ring l trn (R=0.408) v gii thch c 16.6% b dy ca lp NTM. Bn
yu t cn li ch gii thch c 5% s thay di ca lp NTM trong m hnh ny.Ta
c th kt lun rng: ch c tui l bin c lp nh hng nhiu nht n b dy lp
NTM ca lp ng mch cnh cn cc yu t cn li c th l nh hng hoc nh
hng t ti s thay i ca lp ng mch NTM.

15

PHN 4
PHN TCH C TRNG
4.1 L thuyt phn tch c trng
Chng ta tin hnh phn tch tng thnh phn s liu ring ca tng yu tv
rt ra cc bng kt qu sau:
Ch thch:
- Count: S lng mu.
- Average: S trung bnh.
- Median: Trung v.
- Mode: S tri.
- Variance: Phng sai.
- Standard deviation: lch chun.
- Coeff. of variation: H s bin thin.
- Standard Error: Sai s chun.
- Minimum: Tr s quan st b nht.
- Maximum: Tr s quan st ln nht.
- Range: bin thin.
- Skewness: lch ca phn b.
- Kurtosis: nhn ca phn b.
- Sum: Tng cc tr s quan st.
4.2 p dng vo bi ton
phn tch c trng ta chn : Analyze Variable Data
OneVariable Analysis

a. Yu t AGE tng ng vi bin X1


Ca s One-Varible Analysis hin ra, chn X1 ri bm OK
16

Ta c bng phn tch c trng ca yu t AGE:

Cch tnh cc gi tr trong bng:


Median Med=

X n +1
2

17

Variance S2 =

1
( X i X )2

N ' i=1

Standard deviation Sf =

S2

Coeff. of variation Cv =

Sf
100 = 24.7563 %
X

= 15.5197

f
Standard errorS x = N

Range = Maximum Minimum


x jx
N
Skewness = ( N 1 ) ( N2) s

( )

Kurtosis =

= -1.44492

( )}

x j x
n(n+ 1)

s
( n1 )( n2 ) (n3)

3 ( n1 )2
( n2 ) (n3)

= -0.422179

Nhn xt: Nhn vo bng kt qu ta quan tm n cc thng s sau:


- Skewness c gi tr >0 nn tp s liu c xu hng ln hn gi tr trung
bnh v th phn b c xu hng lch tri so vi gi tr trung bnh.
- Kurtosis c gi tr >0 nn tp s liu c xu hng phn b xung quanh gi
tr trung bnh ( th phn b ca tp s liu ny nhn hn phn phi
chun)
b. Yu t BMI tng ng vi bin X2
Ca s One-Varible Analysis hin ra, chn X2 ri bm OK

Ta c bng phn tch c trng ca yu t BMI:

Nhn xt: Nhn vo bng kt qu ta quan tm n cc thng s sau:


18

Skewness c gi tr >0 nn tp s liu c xu hng ln hn gi tr trung


bnh v th phn b c xu hng lch tri so vi gi tr trung bnh.
- Kurtosis c gi tr >0 nn tp s liu c xu hng phn b xung quanh gi
tr trung bnh ( th phn b ca tp s liu ny nhn hn phn phi
chun)
c. Yu t HA tng ng vi bin X3
Ca s One-Varible Analysis hin ra, chn X3 ri bm OK

Ta c bng phn tch c trng ca yu t BMI:

Nhn xt: Nhn vo bng kt qu ta quan tm n cc thng s sau:


- Skewness c gi tr <0 nn tp s liu c xu hng ln hn gi tr trung
bnh v th phn b c xu hng lch phi so vi gi tr trung bnh.
- Kurtosis c gi tr <0 nn tp s liu c xu hng phn b xung quanh gi
tr trung bnh ( th phn b ca tp s liu ny nhn hn phn phi
chun).

d. Yu t GLUCOSE tng ng vi bin X4


Ca s One-Varible Analysis hin ra, chn X4 ri bm OK
19

Ta c bng phn tch c trng ca yu t GLUCOSE:

Nhn xt: Nhn vo bng kt qu ta quan tm n cc thng s sau:


- Skewness c gi tr >0 nn tp s liu c xu hng ln hn gi tr trung
bnh v th phn b c xu hng lch tri so vi gi tr trung bnh.
- Kurtosis c gi tr >0 nn tp s liu c xu hng phn b xung quanh gi
tr trung bnh ( th phn b ca tp s liu ny nhn hn phn phi
chun)
e. Yu t CHOLESTEROL tng ng vi bin X5
Ca s One-Varible Analysis hin ra, chn X5 ri bm OK

Ta c bng phn tch c trng ca yu t CHOLESTEROL:

20

Nhn xt: Nhn vo bng kt qu ta quan tm n cc thng s sau:


- Skewness c gi tr <0 nn tp s liu c xu hng ln hn gi tr trung
bnh v th phn b c xu hng lch phi so vi gi tr trung bnh.
- Kurtosis c gi tr <0 nn tp s liu c xu hng phn b xung quanh gi
tr trung bnh ( th phn b ca tp s liu ny nhn hn phn phi
chun).
f. Yu t BE-DAY-NTM tng ng vi bin Y
Ca s One-Varible Analysis hin ra, chn Y ri bm OK

Ta c bng phn tch c trng ca yu t CHOLESTEROL:

Nhn xt: Nhn vo bng kt qu ta quan tm n cc thng s sau:


21

Skewness c gi tr >0 nn tp s liu c xu hng ln hn gi tr trung


bnh v th phn b c xu hng lch tri so vi gi tr trung bnh.
Kurtosis c gi tr >0 nn tp s liu c xu hng phn b xung quanh gi
tr trung bnh ( th phn b ca tp s liu ny nhn hn phn phi
chun)

22

PHN 5
PHN TCH CHUI THI GIAN
5.1 Khi nim
5.1.1 nh ngha
- Chui thi gian l tp hp cc gi tr ca mt bin ngu nhin c xp xp
theo th t thi gian.
- Chui thi gian cn c gi l dy s thi gian. n v thi gian c th l
ngy, thng, qu, nm.
- Phn tch chui thi gian c mc ch l lm r cu trc ca chui thi gian
(tc l cc thnh phn ca n) trong s bin ng ca bn thn n. Trn c
s c th thy r hn bn cht cng nh quy lut ca hin tng thng
qua mt ch tiu c th, t c th d bo ngn hn gi tr ca chui .
- Phng php phn tch chui thi gian c:
+ Phng php phn r
+ Phng php Box-Renkins
5.2 Phng php phn r.

Chui s liu c nghin ca tch bit theo 2 yu t:


Xu th s liu
Bin i ma
5.2.1 Phn tch xu th
y l mt phn tch lin quan n chui nhiu nm, do ta s s dng s liu
hng nm phn tch. Mt cch tng qut ta cn phi c mt chui di.

Phng php nh gi yu t xu
th ph bin l phng php bnh phng ti thiu.y l phng php cho php

23

xc nh c ng cong (thng) hoc mt phng biu th xu th s liu, gii


thiu tt nht s liu trong qu kh
Trong trng hp c bit khi nhn thy xu th ca bin kho st trong thi gian di
l tuyn tnh, phng trnh s xc nh bi:
Y=a + bt
Trong :
+ t:biu th thi gian(nm)
+ a, b: ch cc thng s c xc nh ng thng tnh c t
phng php bnh phng ti tiu

yi

Gi
l khong cch thng ng t im quan st (t i ,Yi )n ng thng cn
xc nh .Ta cn nh ngha hm mc tiu
n

i 1

i 1

Yi 2 [Yi (a bt i )] min
D=

y l mt hm hai bin a v b, cho D cc tr (vi ngha vt l ca bi ton ta


bit l cc tiu) ta phi c

D
=0
a
D
=0
b

T :

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i
a+bt
y i=0
2

i
a+bt
y i=0
2

Gii h trn ta c

t i y iN . t . y
b=

( t )N . t
i

2
i

a= y ib t i
N

ti

t = i=1 =
N

t 1+..+t N
N

N: S quan trc.
Trong trng hp xu th khng phi tuyn tnh ta c th xt n dng ng cong
hm m y=abt hoc dng parabol y=a+bt+ct2. Cc tham s a,b,c vn xc nh da
vo khi nim bnh phng ti thiu m ta va nghin cu.
+ Cc thng s a, b, c xc nh bng phng php bnh phng ti thiu.
5.2.2 nh gi s bin i theo ma
nhn bit nh hng ca thnh phn ma ln chui thi gian kho st ta dng
thng s gi l ch s ma
+ Nu s liu theothng, ta c 12 thng gi tr is.
+ Nu s liu theo qu ,ta c 12 gi tr is.
+ Nu gi tr tnh theo 6 thng ,ta c 2 gi tr is.
-Tnh ch s ma
T s liu quan trc ch s ma c tnh t is,t nh sau:
is,t=[gi tr quan trc]/[gi tr cho bi y=[a+bt]t

C bao nhiu s liu quan trc


c by nhiu is,t v gi tr is,t thay i quanh gi
tr 1
-T cc gi tr i biu i s,t , cc gi tr i biu is c tnh bng gi tr trung bnh ca
cc thng (qu) tng ng :
+ Theo thng

25

is ,t=k
1

i s ,k =

vi k =1,12

+ Theo qu
N

is ,t=k
i s ,k =

vi k =1,4

Vi N (s thng, qu) c trong chui s liu phn tch


-Gi tr ch s ma hiu chnh
Ta phi c:
12

i 1

i 1

is ,t 12(thng) is,t 4(qu )


i s ,k

Hiu chnh
12
12

i
i 1

i s ,k (thng ) i s ,k

s ,i

is ,k (qu )

i
i 1

s ,i

-Chui CVS(loi b nh hng ma trong chui gi tr quan st)


S hiu chnh ma ny cho php chng ta mun so snh kt qu ca cc thng khc
nhau trog mt ma nhm bit nu c s tng hay gim xy ra so vi gi tr
bnh thng .Gi tr hiu chnh ma s c tnh nh sau
y t*.k

yt
y t*,k
is ,k

chui CVS
k=1, 12 (s liu thng) hay 1, 4 (s liu qu)
-D bo vi m hnh phn r
Gi tr d bo ti thi im t ca bin nghin cu

yt*

c xc nh nh sau:

y t* [ a bt ] * is , k
[a bt ]

: gi tr cho bi ng xu th

K: ng vi thng (ma) ti thi im t


26

5.3 D bo khi s tui tng c yu t khc se thay i nh th no


Tin hnh d bo khi tui tngnh hng n cc yu t khc: HA, GLUCOSE,
CGOLESTEROL. d bo ta chn Forecast> User-Specified Model

Ta c kt qu sau:

27

KT LUN
Trc kia vic nghin cu, tnh ton..cho mt tp d liu l mt cng vic
tng i kh khn v mt thi gian. Nhng ngy nay, vi s tr gip ca CNTT th
cc cng vic n gin hn rt nhiu.c bit Statgraphicfor Windows cung cp
mt h thng qun l d liu, v phn tch thng k trong mt mi trng ha, s
dng cc trnh n m t (menu) v cc hp thoi (dialogue box) n gin thc
hin hu ht cc cng vic cho bn. Phn ln cc nhim v c th c hon thin
bng cch r v nhp chut.
Trong phn trnh by ny, nhm chng ti xin a ra mt s bi tp, phn tch
cc tham s m t c trng bng phng php thch hp, v biu histogram, tm
ng hi qui, tm khong tin cy i vi dc, tm mt khong tin cy i vi gi
tr trung bnh ca bin ph thuc,thc hin tm ng hi qui v nh gi nng lc d
bo ca m hnh,Bng vic s dng phn mm Statgraphic.
Do thi gian nghin cu v s hiu bit cn nhiu hn ch. Chnh v vy bi
Trnh by khng trnh c nhng sai st, rt mong nhn c s ng gp ca c
gio v cc bn.V chng em xin cm n c gio Nguyn Phng Nga tn tnh
hng dn nhm chng em lm bo bo co ny.
Chng em xin chn thnh cm n !

TI LIU THAM KHO


[1]
[2]
[3]
[4]

Nguyn Phng Nga, Bi ging Phn tch v thng k s liu, trng i Hc


Cng Nghip H Ni nm 2012
Phn tch chui thi gian TS. Nguyn Thng
Bi ging Phng php nh lng trong qun l TS. Phm Cnh Duy
Nhp mn l thuyt xc sut v thng k ton

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