The 26th Annual Conference of the Japanese Society for Artificial Intelligence, 2012 4E1-OS-15-4 ᪂Ϊঠ΅⁄⁉•⁜⁆‷ⁱΎ ࿇ᮇᕷሙືྥ΅ศᯒ Analysis of Long-term Market Trend by Text-Mining of News Articles ܍ᮏ ଇஂ*1 Ἠ ₩*1 Takahisa Kuramoto Kiyoshi Izumi ୰ᔱ ၨᾈ*2 Akihiro Nakashima ྜྷᮧ ᚸ*1 Shinobu Yoshimura ᯇ ܘ൫*3 Tohgoroh Matsui *1ូ ▼⏣ ᬛஓ*2 Tomonari Ishida ྜྷ⏣ ⛱*4 Minoru Yoshida ୰ᕝ ࣡ᚿ*4 Hiroshi Nakagawa ᮾிᏛᏛ၄ូ ᕤᏛDŽ◊"⛉ School of Engineering, The University of Tokyo *2 ญᮧๆᰴᘧ♫ᬌ Nomura Securities Co., Ltd *3 ୰ൺᏛូ ⏕ᗣ⛉Ꮫൺ College of Life and Health Sciences , Chubu University *4 ᮾிᏛូ ሗᇶ┙‹ⁱ‽⁺ Information Technology Center, The University of Tokyo Abstract: In this study, we developed a new method of the long-term market analysis by using text-mining of news articles. Using our method, we conducted extrapolation tests to predict stock price averages by 19 industry and two market averages, TOPIX and Nikkei225 for about 10 years. As a result, 8 sectors in 21 sectors (about 40%) showed over about 60% accuracy, and 15 sectors in 21 sectors (over 70%) showed over about 55% accuracy. We also developed a web system of financial text-mining based on our method for financial professionals. 1. `Ῐ Ύ άືΎᙺWῤሗ‒ᥦ౪Ῑ Ȃ῭΅ኚື`Ȃ῭ᣦᶆ ᰴ౯Ύ௦ࢢᩘ್⁅⁺‽⁉⁺ ‷ ᪂ΪΎ௦ࢢ⁄⁅⁆‷⁺‽ῪῩѮῪሗῌ┦Ύస ⏝ῗྜΰῦỴᐃ῟ ჰɪᙧῪᣲື‒♧Ῑ῝Ύᑐῗῦᢞ ଘᐙ`⁄⁉ ศᯒ ⁓‟ⁱ‾ ⁱ‽‸ศᯒ΅ ῆῪศᯒᡭἲ ‒ቁῗῦᢞଘ‒ࢌΰῦῄῌ῝ῧ ࿇ᮇ΅ኚື΅ண `ჰ ᖖΎᅔႤῪ΅ῌ⌧≧ῧῂΐ`ሗฎ΅Ѯሗ΅ ಀᛶ΅ࣽ႗ΎୣᅉῗῦῊ ῝΅ሗῦ‒▐Ύॾจῗῦപ ษῪᢞଘ‒ࢌῆΐῨ`ྍЏΎಶῄ࿇ᮇ΅ኚືΎῊῄῦ`ኚື ‒ỴᐃῙሗ ΎѮΎῪ ῝΅ಀᛶ ᫂░ΎῪ῟ ᢞଘุ᩿`┈ᾫႤῗ῏Ὺ ΐ῾ῧ΅◊"ῧ`⁉⁺⁋⁁⁆⁺> @ ഷఏ ⓗ⁕⁝ⁱ>ఀᗞ @Ῠῄΰ῟ᶵᲔᏛ͖΅ᡭἲΎ ΰῦȂ ῭΅ኚື‒ҜືⓗΎศᯒῙΐῨ‒┠ᣦῗ῟ ΅ῌᏑᅾῙῗΉ ῗᩘ್ሗ΅ॾᯒȆᯝ΅ῧ࿇ᮇⓗῪᢞଘุ᩿‒ୗῙΐῨ`Ⴄ ῗῄ῝΅⌮⏤Ῠῗῦேῌॾจ‒ࢌῈῪῄΏῩࣽ႗Ὺ᭱പῌ ⏕ῘΐῨ ᩘ್እ΅ሗῌḞؐῗῦῗ῾ΰῦῄΐῨῌᣲῒ ῝ΐῧ⁄⁆‷ሗ‒⏝ῄῦȂ῭΅ኚື‒ศᯒῙ◊"ῌಶᖺ ⌧ῦ῍῟Ἠ ` &35 ἲῨῄῆᡭἲ‒࿔Ⓨῗ⁄ॾ‒⁆‷ᯒ ῙΐῨῧȂ῭ືྥ΅ศᯒ‒ࢌΰῦῄ>Ἠ @⁄⏝‒⁆‷ ῄⅬῨῗῦ`ॾจῌᐜ᫆ῧῂΐῨᩘ್Ύྵ῾Ὺῄሗ ศᯒῧ῍ΐῨ΅ Ⅼῌᣲῒ ᮏ◊"ῧ`⁄⁆‷ሗ‒⏝ῄᢞଘᐙΉ ΅ोᮃῌῄ࿇ᮇ ⓗῪȂ῭ືྥ΅ศᯒ‒ࢌῆ ΎѮῪሗ΅୰Ή ᢞଘΎ᭷ ┈Ὺሗ‒ᢳฟῗ῝΅ሗ΅ೳᛶ‒᫂☜ΎῙΐῨῧᢞଘ 2. ศᯒᡭἲ ᬌᮏ◊"΅ෆᐜ`ญᮧๆᰴᘧ♫΅බᘧ॒ॾ‒♧Ῑ ΅ῧ` ῂ ῾Ί–ូ ೳȑඛ៖ូ Ἠ₩ᮾிᏛᏛ၄ᕤᏛDŽ◊"⛉‵‷⁄⁞ᡂᏛᑓ ᨷᾸ៍៍៏៉។្៑្ូ ᩥி༊ᮏඃ ៓៉៏៉៍ូ ᠅᠖᠑᠉᠅ៜ᠏᠕᠏៊᠐៊᠑៉᠐᠋᠇᠕᠋៊៊᠆᠌ូ ᮏ◊"ῧ`Ἠ ῌᥦၐῙ CPR ἲ‒⏝ῄῦศᯒ‒ࢌῆCPR ἲῨ`ඹୣॾᯒᡂศศᯒᅇᖐศᯒ΅୕ẁၥΉ Ὺศᯒᡭ ἲῧῂ[Ἠ 2011]ᚑ᮶΅ CPR ἲῧධຊ⁄⁆‷Ῠῗῦῄ῟᪥ ᮏຏࢌ΅ฐࠕȂ῭᭶ሗ`ẚుⓗᙧᘧ΅Ỵ῾ΰ῟ᩥ᭩ῧῂ῟ ჰᖖΎᢅῄ Ῑῄ ΅ῧῂΰ῟ᮏ◊"ῧ`᪂ΪঠῨῄῆᙧᘧ ῌฐࠕȂ῭᭶ሗ ᐃ῾ΰῦῄῪῄᩥf‒⏝ῄ ᗈúῧ࿇ᮇ ⓗῪศᯒῌྍЏῨῪ ῆΎ CPR ἲ‒ᣑᙇῗ῟ 2.1 ඹୣॾᯒ ᮏ◊"ῧ⏝ῄ῟⁄⁆‷ሗ`᪥ᮏȂ῭᪂ΪῧῂȂ῭ǜῧ ῂ῟ Ȃ῭΅ኚື‒ỴᐃῙोᅉῌᥖῦῄῨͳῈ ῾Ὶᆅ᪉ჳ‒၆῏ঠΎᑐῗῦ ChaSen[ChaS]‒⏝ῄῦᙧែǢ ॾᯒ‒ࢌῄື⁹ྡ⁹ᙧᐜ‒ᢳฟῙ῝ῗῦྠ୍ᩥ୰Ύၴ ᥋ῗῦฟ⌧ῗ῟༢ਂ΅ῆῡᑡῪ῏Ῠ ୍᪉Ύ᪥Ȃ‵※⁺‷>ូ ᪥ Ȃ@Ύ༃ῦῄȂ῭ᑓ࿋⏝ਂῌྵ῾ǼྜΊ΅‒ᩘῈ ୖῒ᪥Ȃ‵※⁺‷Ῠ`᪥ᮏȂ῭⁅‶‽ ⁅‡†ῌබ࿔ῗῦ ῄ᪂Ϊঠ᳨Ǥ΅῟ ΅᭩ῧῂ lj1 3 ༓ਂῌ༃ῦ ῄ༢ਂῨ΅ฟ⌧ᆆᗘ‒ᩘῈୖῒ ၴ᥋ῗ῟ඹୣಀ ΅ฟ⌧ᆆᗘ‒ᩘῈୖῒΐῨῧȂ῭ືྥΎῙሗ‒ῆ῾῏ᢳฟ ῧ ῍ॾจ ᐜ᫆Ύ Ὺ ῨͳῈ ᚑ᮶΅ CPR ἲῧ` KeyGraph †′‸⁞[⃝ 2006]‒⏝ῄῦฌोਂ‒ồ ῦῄῌ ᮏ◊"`᪂Ϊঠ‒⏝ῄ῟࿇ᮇண ῧῂ῟ ᪥Ȃ‵※⁺‷ ΅ਂῨ΅ඹୣ‒ῨΐῨῧɉ̦ⓗῪሗ‒ᢳฟῗ῟ΐ΅ᩘῈୖῒ ‒ ⁴᭶΅ঠῧˎ ಹῗࢌῄ್௨ୖῪ ฟ⌧್ᮍ‶Ὺ ฟ⌧Ῠῗฟ⌧⁏‽⁺ⁱ‒ᐃ̿ῗ῟ῪῊ್` Ῠῗ῟1 ⁴᭶Ύฟ⌧ῗ῟ඹୣಀ΅ῆῡᑡῪ῏Ῠ ୍᪉Ύ᪥Ȃ‵※⁺‷ -1- The 26th Annual Conference of the Japanese Society for Artificial Intelligence, 2012 2.2 ᡂศศᯒ 2.1 ÷΅ඹୣॾᯒ‒ഓཤ 3 ᖺ36 ⁴᭶΅᪂ΪঠΎᑐῗῦࢌ ῄ್௨ୖῪ 1್ᮍ‶Ὺ 0 Ῠῗ1 ⁴᭶Ῠ΅༢ਂ΅ ฟ⌧⁏‽⁺ⁱ‒Ȇྜῗ῟ࢌิ‒సᡂῙΐ΅ছɾᮇῧᑡῪ ῏Ῠ ୍ᅇ`ฟ⌧ῗ῟༢ਂᩘ`lj 2 ༓ਂῧῂ 36 ࢌ 2000 ิ΅ࢌ ิῌసᡂ῟ΐῨΎῪΐ΅ࢌิΎᑐῗῦᡂศศᯒ‒ࢌῄ ྛ᭶ 15 ಶ΅ᡂศῧঠ‒ো౯ῗ῟ῙῪῡ1 ⁴᭶΅᪂Ϊ ঠ‒ 15 ḟඖ΅⁗⁆ῧো౯ῗ῝΅⁗⁆‒ȆྜῙΐῨῧ ᪂Ϊঠ΅≉ᚩฎ΅DŽิ⁅⁺‽ῌᚓ ῟ΐῨΎῪ 2.3 ᅇᖐศᯒ ᰴ౯⁅⁺‽` 12085$ ΅ ᴗ✀ Ύ᪥Ȃᖹᆒ 723,; ‒⏝ῄ῟NOMURA400 Ῠ`ญᮧๆฐࠕᕤᏛ◊"‹ ⁱ‽⁺ῌᥦ౪ῗῦῄ⁅⁺‽ῧῂ ᪥ᮏᰴᘧᕷሙ΅ຝΉ വ ᐃ῟ᕷሙ௦ࢢᛶ΅ῄᢞଘ⁉⁎⁺‷ῧῂᵓᡂຝ`᪥ ᮏᰴᘧᕷሙ΅ຝ΅୰Ή †⁈‷⁆΅ព॒‒ᇶΎവᐃ῟ ᕷሙ௦ࢢᛶ΅ῄ 400 ຝῧῂ[ญᮧ]῝΅ῆῡᏛ⁹ჰ ᶵᲔҜືతႱᶵ⁹Ɲᐦ་⒪⁹⁖‷ †ᇇရᐙᗞ⏝ရ ၟ♫ᑠ ″⁺⁑‷※⁓⁆․‥† ⁅‡†೫ಙ೫ಙᘓযఫ Ꮿ⁹ື⏘ഐ౪බ┈ฐࠕ΅ 19 ᴗ✀ῌᑐῧῂ᪥ᮏ΅ᕷሙ ΅ศᯒΎ`പῗῦῄᣦᶆῠῨุ᩿ῗ῟῾῟ᕷሙయ΅ື῍‒ ᢕᥱῙ῟ ΅ᣦᶆῨῗῦ᪥ȂᖹᆒTOPIX ண ᣦᶆΎຍῈ῟ ᣦᶆ݅ ΅้ ݐΎῊῑᰴ౯‒݅ǡ ݐῨῙῨ༢ᮇ᳃( ݐ1 ⁴᭶2 ⁴᭶3 ⁴᭶)ῧ΅‽⁺ⁱ݅ݎǡ ` ݐୗᘧῧᐃ̿ῧ῍ ݎǡ௧ ൌ 1 ⁴᭶ᚋ΅ண ΎῊῄῦ` 9 ᖺ 9 ⁴᭶΅ 117 ᅇ΅᥎ᐃ‒ࢌΰ῟῾ ῟2 ⁴᭶ᚋ⁹3 ⁴᭶ᚋ΅ண ΅ሙྜ‽⁺ⁱΎῊῑ༢ᮇ᳃ݐ ‒ਚᩚῙΐῨῧ᥎ᐃ‒ࢌΰ῟ 3.1 1 ⁴᭶ᚋ΅እᤄண Ȇᯝ ូ እᤄண ΅ኀؐṇµ⋡΅Ȇᯝ‒ᅗ 1 Ύ♧Ῑΐ΅Ȇᯝ`እᤄண ‒ࢌΰ῟ᅇᩘ΅ῆῡኀؐῌ୍Ҥῗῦῄ῟ᅇᩘ΅ྜ‒ⓒศ⋡ ῧࢢῗ῟ ΅ῧῂ 1 ⁴᭶ᚋ΅ண ΅ኀؐṇµ⋡`ᕷሙయ΅ືྥ‒ࢢῙ TOPIX ᪥ȂᖹᆒῨῄΰ῟ᕷሙᖹᆒᰴ౯ῧ 63.7%ῧῂΰ῟῾῟ᢞଘุ ᩿Ὸ΅പ⏝ྍЏᛶ΅┠ᏳῨῪ 55%௨ୖ΅ṇµ⋡` 7 ௨ୖ΅ᴗ ✀(ண ᣦᶆ 21 ΅ῆῡ15 ᣦᶆ)ῧങᡂῙΐῨῌῧ῍῟55%Ῠῄῆ ኀؐṇµ⋡` AI ‒⏝ῄ῟ᐇၯ΅⁓‟ⁱ⁇ ┠ᣦῗῦῄᩘ್ῧῂ [AERA]ᮏ◊"ῧ`᪥ḟ ࿇ᮇ΅᭶ḟண ῧῗΉ lj 10 ᖺῨῄῆ࿇ᮇ΅እᤄண ⁄‷⁆ῧᏳᐃῗ῟Ȇᯝ‒♧ῗῦῄΐ `ᢞଘᐙΉ ोᮃ΅ῄ࿇ᮇண ΅Ɲᗘ‒ᖜΎᨵၿῗ῟Ῠῄ ῆΐῨῧῂ ᅗ 1℆ូ 1 ⁴᭶ᚋ΅እᤄண ΎῊῑኀؐṇµ⋡ ϲϰ͘ϭ ϲϯ͘Ϯ ϲϯ͘Ϯ ϱϵ͘ϴ ϱϵ͘ϴ ϱϵ͘ϴ ϱϵ ϲϬ͘ϳ ϱϳ͘ϯ ϱϳ͘ϯ ϲϬ ϱϱ͘ϲ ϱϲ͘ϰ ϱϲ͘ϰ ϱϳ͘ϯ ኀ ϱϰ͘ϳ ϱϱ͘ϲ ؐ ϱϱ ϱϮ͘ϭ ṇ ϰϵ͘ϲ ϰϴ͘ϳ ϰϳ͘ϵ µ ϱϬ ϲϱ ⋡ ǡ௧ା᳃௧ െ ǡ௧ ǡ௧ ϰϱ ϯϱ ഓཤ 3 ᖺ΅᪂ΪঠΉ ᚓ ῟ᡂศ‷‱†Ῠᰴ౯⁅⁺‽ ‒⏝ῄῦḟ΅ᅇᖐᘧ‒᥎ᐃῙ ଵହ ݎǡ௧ ൌ ܽǡ ܽǡ ݔǡ௧ ୀଵ ូ ݔǡ௧ Ῠ`้ݐΎῊῑ݇ᡂศ΅ᡂศ‷‱†ῧῂᅇᖐศ ᯒ΅ၯAIC ᇶ‽[Akaike 74]ΎῊῑ‷⁄⁁⁕•‸വᢥ‒ࢌῄ ᫂ຊ΅పῄ᫂ኚᩘ`ᅇᖐᘧΎྵ ῦῄῪῄ ូ 1 ⁴᭶ᚋ΅ண ΎῊῄῦ`ছɾᮇ΅ฌᅇᖐศᯒ΅Ҝ⏤ᗘਚ ᩚ῭ỴᐃῨእᤄᮇ΅ኀؐṇµ⋡Ύṇ΅┦ῌ॒ ῟῝΅ ᵝᏊ‒ᅗ 2 Ύ♧Ῑᅗ୰΅┤ɪ`୍ḟ΅ಶఝ᭤ɪῧῂ ᅗ 2℆ូ ண ṇµ⋡ῨҜ⏤ᗘਚᩚ῭Ỵᐃಀᩘ΅┦ 3. እᤄண Ȇᯝ 2 ÷΅ᡭἲ‒⏝ῄῦእᤄண ΅Ɲᗘ᳨হ‒ࢌΰ῟ᅇᖐᘧ΅᥎ ᐃῊ ῳእᤄண ΅ᡭᅠ`௨ୗ΅೫ ῧῂ 1998 ᖺ 1 ᭶ 1 ᪥~2000 ᖺ 12 ᭶ 31 ᪥΅ 3 ᖺ(36 ⁴᭶)΅᪂ Ϊঠῧ᫂ኚᩘ΅ছɾ⁅⁺‽‒సᡂῙ ኀ ؐ ṇ µ ⋡ 1. 2. 3. 4. ྛ᭶΅᫂ኚᩘῧ͓᭶ᮎ΅Ǻ್‒ࣅ᫂ኚᩘῨῙฌᅇᖐ ᘧ‒᥎ᐃῙ῟ῠῗΐ΅᥎ᐃῙ΅` 2.3 ÷ῧ♧ῗ῟ ‽⁺ⁱ΅್ῧῂ ᥎ᐃ῟ᅇᖐᘧΎ┤ಶ΅⁄⁅⁆‷⁺‽(2001 ᖺ 1 ᭶ 1 ᪥ ~2001 ᖺ 1 ᭶ 31 ᪥)Ή ᚓ ῟ᡂศ‷‱†‒௦ධῙΐῨ ῧ͓᭶ᮎ(2001 ᖺ 2 ᭶ᮎ)΅Ǻ್΅᥎ᐃ‒ࢌῆ ছɾ⁅⁺‽΅సᡂ࿔ጞ᪥‒ 1 ⁴᭶Ὶῤഌ ΊΐῨῧᅇᖐᘧ ‒ẖ᭶᭦᪂ῗῦῄ῍2010 ᖺ 10 ᭶ᮎ῾ῧ΅᥎ᐃ‒ࢌῆ ϯϵ͘ϯ ϰϬ Ꮫ ៊ჰ ᶵᲔ Ҝືత Ⴑᶵ៊Ɲᐦ ་۶៊⁖‷ † ᇇရ ᐙᗞ⏝ရ ၟ♫ ᑠ ″⁺⁑‷ ※⁓⁆․‥† ⁅‡† ೫ಙ ᘓয ఫᏯ៊ື⏘ ഐ౪ බ┈ ฐࠕ TOPIX ᪥Ȃᖹᆒ ΅༢ਂ‒ྵ ΅`lj 10 ǼᏑᅾῗ್௨ୖ΅ඹୣಀ΅Ǽ ྜΊ` 400 Ή 500 Ǽῧῂΰ῟ ᜓ ᪥Ȃᖹᆒ ᇇရ ၟ♫ ᘓয බ┈ ་۶࣊ࣝࢫ 723,; ฐࠕ ႱᶵƝᐦ ᶵᲔ ࢯࣇࢺ࢙࢘ ࢧ࣮ࣅࢫ ఫᏯື⏘ ࣓ࢹ ჰ ഐ౪Ꮫ ᐙᗞ⏝ရ Ҝືత ᑠࡾ ೫ಙ Ҝ⏤ᗘਚᩚ῭ࡳỴᐃಀᩘ Ҝ⏤ᗘਚᩚ῭ỴᐃಀᩘῨ`ᅇᖐᘧ΅ᙜῦ`῾ ᗘ‒ࢢῙᣦᶆ ῧῂ ᅇᖐᘧῌഓཤ΅ኚື‒ ῏᫂ῧ῍ῦῄΏῩኀؐṇµ⋡ ῌ῏Ὺഴྥῌ॒ ῟ΐ`ছɾᮇῧᙜῦ`῾ ΅ ῄᅇ ᖐᘧ‒సᡂῧ῍ῦῄΏῩእᤄண ΅Ɲᗘ ῾ῨῄῆΐῨῧῂ -2- The 26th Annual Conference of the Japanese Society for Artificial Intelligence, 2012 ෆᤄ΅ẁၥῧእᤄண ΅Ɲᗘ‒῾ΉΎ᥎ῗฎΐῨῌῧ῍῾ ῟ᅗ2Ή ᫂ ΉῪ ῆΎᮏ◊"ῧ`ഓപྜῌ⏕ῘῦῄῪῄ ഓപྜῨ`ছɾᮇῧᙜῦ`῾ ΅ῄ⁅⁺‽‒సᡂῙῂ῾ Ύỗ⏝ᛶΎḞῑᮍ᮶΅⁅⁺‽΅ண Ύ`പῪῄᙧῨῪΰῦῗ ῾ῆΐῨῧῂ᪂ΪῨῄῆȂ῭ືྥΎῙɉ̦ⓗῪሗ‒ᢅῆ⁄ ⁅⁆‷⁺‽Ή ᡂศศᯒΎ ΰῦྜᡂኚᩘ‒సᡂῗ Ύᅇ ᖐศᯒ΅ၯΎ‷⁄⁁⁕•‸വᢥ‒⏝ῄΐῨῧഓപྜῌᅇഺ ῟ῨͳῈ ូ ୍᪉ῧ೫ಙ බ┈ ᘓয་⒪⁹⁖‷ †Ύῗῦ`Ҝ⏤ᗘ ਚᩚ῭Ỵᐃಀᩘእᤄண ΅ኀؐṇµ⋡Ῠ ΎపῄỈ‽ῧῂΰ ῟ΐ ΅⏘ᴗῌෆႲ⏘ᴗῨ᪂ΪঠΉ ΐ ΅⏘ᴗ ΎῙ≉ᚩฎῌῆ῾῏ᢳฟῧ῍ῪΉΰ῟῟ ῧῂῨͳῈ ូ ᐇၯΎᢳฟ῟ඹୣ༢ਂ΅⁘†‒॒ῦῨᾲ࿇ᮇฐୖ ᪼ᾳ ᾲ⁅⁓ඞ᭹ᾳῪῩῨῄΰ῟Ȃ῭యΎస⏝ῙῨͳῈ ඹୣᾲůᅜ⁆‽Ҝືతᾳ ᾲఫᏯࠕଘᾳ΅ ῆΎಶู΅ᴗ✀Ύᙳ ᅚ‒ཬῼῙῨͳῈ ඹୣῌ॒ ῟ΐ ΅ฟ⌧⁏‽⁺ⁱ‒ ⏝ῄῦᅇᖐᘧ‒᥎ᐃῗῦῄ῟ ≉ᚩฎῌῆ῾῏ᢳฟῧ῍ᴗ✀ Ῠ῝ῆῧῪῄᴗ✀ῌᏑᅾῙ῝ῌᅗ 2 ΅Ҝ⏤ᗘਚᩚ῭Ỵᐃ ಀᩘΎࢢῦῄῗΉῗ⁄⁆‷Ῠῄῆேῌॾจ‒ࢌῆΐῨ΅ῧ ῍ሗ‒⏝ῄῦᰴ౯ண ‒ࢌΰῦῄ῟ ྛᾫ΅᥎ᐃΎᑐῗῦ Ῡ΅ ῆῪሗῌᐇၯΎຠᯝ‒ᣢΰῦῄ῟΅Ή‒ख़ड़ⓗΎ☜Ή ΐῨῌῧ῍ΐ`ഓཤ΅ኚືΎᑐῗῦศᯒῌྍЏῧῂ ῝ῗῦᮍ᮶΅ᰴ౯΅᥎ᐃ΅ၯΎ⏝ῄΐῨ΅ῧ῍ྍЏᛶ‒♧ῗῦ ῄ 3.2 ண ᮇู⁹ኚືᮇ΅ண ṇµ⋡ 3.1 ÷ῧ` 1 ⁴᭶ᚋ΅እᤄண ΎῤῄῦΌ῟ῌᮏᡭἲΎ ΰ ῦῩ΅⛬ᗘඛ΅ᮍ᮶῾ῧ᥎ᐃῧ῍΅Ή‒᳨হῗ῟ᮇู΅እ ᤄண ΅ኀؐṇµ⋡‒ᅗ 3 ᕥ΅ᩳɪᲬ⁓ῧ♧ῙᮇูῨ` ண ᮇ΅࿇ῧῂ 2 ÷ῧΌ῟ ῆΎ 1 ⁴᭶ᚋ2 ⁴᭶ᚋ3 ⁴ ᭶ᚋ΅ 3 ῤ΅ᮇΎῤῄῦண Ɲᗘ‒᳨হῗ῟ ូ ண ᮇῌ࿇῏ῪΎῤ῝΅Ύୣΐ΅ᩘῌቑῈ῟ ⁄⁆‷ῨȂ῭ኚື΅┦`ᙅ῾ᅇᖐᘧΎ⏝ῄ ῟ᡂศ ΅॒ῦῨ 2 ⁴᭶ᚋ⁹3 ⁴᭶ᚋ΅ண ῧ`1 ⁴᭶ᚋ΅ண ΅ 1.5 ಸΉ 2.0ಸ΅ᩘ΅ᡂศῌ⏝ῄ ῦῄ῟ΐ`᫂ຊ΅ᙅῄ ᫂ኚᩘ‒ከ῏⏝ῄΐῨῧȂ῭ኚືΎྜҤῙᅇᖐᘧ‒సᡂῗῦ ῄ῟ΐῨΎῪ ഓཤ΅ኚື΅᫂`ῧ῍ῦ ᮍ᮶΅ኚືΎᑐῙ ண ຊῌؐῡᐇၯΎᮇῌ࿇῏ῪΎῤῦண Ɲᗘῌᝏ῏ Ὺഴྥῌ॒ ῟Ύ1 ⁴᭶ᚋ΅ண Ύῗῦ 2 ⁴᭶ᚋ3 ⁴ ᭶ᚋ΅ண ᑡῪῄᡂศΎ ᥎ᐃῧዲᡂʬ‒ ῟Ῠῄῆ ΐῨ`῝ῠῑȂ῭΅ኚືΎ┤Ȇῗ῟ᡂศ‒సᡂῧ῍ῦῄ῟Ῠ ῄῆΐῨῧῂ ϲϬ ኀ ؐ ṇ µ ⋡ ϱϴ ϱϲ ண ᮇῌ࿇῏ῪΎῤῦኀؐṇµ⋡ῌୗῌ୍᪉ῧኚື ΅῍ῪᮇΎῊῑண ṇµ⋡ῧ` 1 ⁴᭶ᚋ⁹2 ⁴᭶ᚋ΅ண ῧ 2 ⁛•ⁱ⁆௨ୖ΅ᨵၿῌ॒ ῟(ᅗ3 ྑ΅ᓞᲬ)⁓ΐ΅ΐῨΉ ᮏᡭἲ` 2 ⁴᭶ᚋ΅ண ῾ῧ᭷ຠῧῂῨῄῆΐῨῌῧ῍ῪῊ ኚືᮇ΅ண Ῠ`ୗᘧΎ ΰῦᐃ῾้ T Ή ጞ῾ছɾᮇ 36 ⁴᭶ΎῊῑ‽⁺ⁱ΅ᶆ‽೫ᕪ ߪ ΅ 0.1 ಸ ȟᑐ್ῌ ῍Ὺኚື‒᥎ᐃῗ῟ሙྜ΅ண ‒ࢌΰ῟ ΅ῧῂ ்ାଷହ ଶ ߪ ଶ ൌ ሺݎǡ௧ െ ݎതതതതሻ పǡ௧ ௧ୀ் ΐ΅್Ύ ΰῦᐃ ῟ኚືᮇ`ண ᮇ΅Ὴ ῝ 3 ศ΅ 1 ῧῂΰ῟ண ῗ῟ᅇᩘ΅ῆῡኀؐῌ୍Ҥῗ῟ྜ‒ᅗ 3 ΅ᓞῄ Წ⁓ῧ♧ῗῦῄ 4. ᥦᡭἲ΅‵‷⁄⁞ ᐇၯ΅ฐࠕಀ͵΅⏝‒┠ⓗῨῗῦᮏ◊"ῧᥦῗ῟ᡭἲ ΅‵‷⁄⁞‒ࢌΰ῟3 ÷῾ῧ΅ᐇቲῧᢞଘᐙΉ ोᮃ΅ῄ࿇ ᮇண ΅᭷ຠᛶ‒☜Ή ῟῝΅ୖῧᢞଘᐙῌΎᢞଘ‒ࢌῆ ῟ ΅ॾจ‒ࢌῄഓཤ΅ኚືΎᑐῗῦ ศᯒῧ῍‵‷⁄⁞‒ᥦ Ῑഓཤ΅ᰴ౯ኚື ⁄΅⁆‷ሗ‒ᥦ♧Ῑ΅ῧῪ῏ ศᯒΎᇶῥῄ῟ሗ‒ᥦ౪Ῑ 4.1 ᥦ‵‷⁄⁞ᴫो ᮏ‵‷⁄⁞` forecast ‽⁔tag cloud ‽⁔ඹୣಀฟ⌧⁏‽⁺ ⁱ୍।ῧᵓᡂῦῄᅗ 4 ῌ forecast ‽⁔ᅗ 5 ῌ tag cloud ‽ ⁔ᅗ 6 ῌඹୣಀฟ⌧⁏‽⁺ⁱ୍।ῧῂᮏ÷ῧ`῝῞ ΅ᅗΎᑐῗῦᶵЏ‒᫂Ῑ ṯforecast ‽⁔ ᣦᶆῨ΅ண ΅ኀؐ‒ᰴ౯ኳẼணሗ΅ᙧῧᅗ 4 ᕥ΅ࢢΎ῾Ῠ ῦῄᅠΎ 1 ⁴᭶ᚋ2 ⁴᭶ᚋ3 ⁴᭶ᚋ΅ண ‒ࢢ♧ῗ῟ ΅ῧ ῂ ୍┠ῧȂ῭ືྥῌᢕᥱῧ῍ ῆΎῪΰῦῄᅗ 4 ྑ΅ ⁓`ᣦᶆῨΎ‽⁔ῧษ ᭰Ὲ ῆΎῪΰῦῊ ᐇၯ΅‽ ⁺ⁱῨᅇᖐῧ᥎ᐃ῟‽⁺ⁱ‒ছɾᮇ΅ 36 ⁴᭶+ண ΅ 1 ⁴ ᭶ศࢢ♧ῗῦῄ⁺‴`ୖ⁓ൺΎῂ a Ή u ΅‽⁔‒ษ ᭰ῈΐῨῧಶู΅ᣦᶆ‒ศᯒῙΐῨ ྍЏῧῂ῾῟⁓ ୖ΅ྛⅬ‒⁁ῙῨ⁛⁁⁕†⁁⁕ῌࢢ♧ྛⅬΎῊῄῦ ኚືΎ᭱ ᐤῗ῟ᡂศῌࢢ♧ኚືΎ᭱ ᐤῗ῟ᡂ ศῨ`῝΅ⅬΎῊῄῦᅇᖐಀᩘῨᡂศ‷‱†΅ ΅ȟᑐ್ ῌ᭱ ῍ῄᡂศ΅ΐῨῧῂpre/next ΅ⁱ‒⁁ῙΐῨ ῧ๓᭶/͓᭶΅ศᯒȆᯝΎ⛣ືῙ ϱϴ͘ϰ ᮇ ϱϲ͘ϭ ϱϯ͘ϱ ϱϰ ϱϭ͘Ϯ ϱϮ ϱϬ ኚືᮇ ϱϬ͘ϱ ϰϴ͘ϴ ϰϴ ϰϲ ϰϰ ϭ⁴᭶ᚋ Ϯ⁴᭶ᚋ ϯ⁴᭶ᚋ ண ᮇ ᅗ 3℆ូ ண ᮇูண ṇµ⋡⁹ኚືᮇ΅ண ṇµ⋡ ᅗ℀℆ូ forecast ‽⁔ -3- The 26th Annual Conference of the Japanese Society for Artificial Intelligence, 2012 ṯtag cloud ‽⁔ ΐ΅ᮇ΅ᅇᖐᘧ΅᫂ኚᩘῨῪΰ῟ྛᡂศΎᑐῗῦᅉᏊ ֤ฎ΅῍Ὺ༢ਂ‒ྵ ඹୣ༢ਂ⁘†΅୍‒ᡂศῨΎ♧ῗ ῦῄᅗ 4 ΅⁕⁁†⁕⁁⁛΅⁓ῧࢢ♧ᙳᅚຊ΅῍Ὺ ᡂศῨΐ΅ࢢ‒॒ẚΌΐῨῧῩ΅ ῆῪ༢ਂῌῩ΅ᣦᶆ΅Ῡ ΅ኚືΎຠῄῦῄ῟΅ΉਚΌΐῨῌῧ῍῾῟ྛᡂศ΅ ोῪඹୣ༢ਂ‒୍।ῧ῾Ῠ ῦῄ΅`ഓཤ΅ศᯒΎ ᑐᛂῙ ῟ ῧῂ ΐΐ‒୍॒ῙῩ΅ ῆῪȂ῭ೳ΅ঠῌῂΰ῟ ΅Ή‒῾ΉΎᢕᥱῙΐῨῌῧ῍῾῟ྛᡂศྡPC1 PC2…PC15`ⁱᵓ‒ᣢΰῦῊ ⁁ῙΐῨῧᅗ 6 ΅ ඹୣಀฟ⌧⁏‽⁺ⁱ‒॒ΐῨῌῧ῍ ᑠῄ῝΅୍᪉ῧᑡῪῄᡂศ΅ᩘῧኚື‒᫂ῧ῍ῦῄ῟ ᅗ 5 ᅗ 6 ΅ᡂศ୰΅ᅉᏊ֤ฎῌ῍ῄ༢ਂ‒ྵ ඹୣ ⁘†ῌῩ΅ ῆΎᰴ౯΅ኀؐΎᙳᅚῗῦῄ΅Ή‒ᢕᥱῧ῍ ᮏ‵‷⁄⁞ῧ`ഓཤ΅ᰴ౯⁅⁺‽Ῠ⁄⁅⁆‷⁺‽΅┦ᛶ‒ྍ ख़ῙΐῨῧॾจ‒ྍЏΎῗῦῄഓཤ΅┦Ή ᮍ᮶΅ண ΅ॾจΎᙺWῦΐῨῌᮏ‵‷⁄⁞΅┠ⓗῧῂ 5. ῾Ῠ ᮏ◊"ῧ` CPR ἲ‒ᛂ⏝ῗῦlj 10 ᖺῨῄῆ࿇ῄ‷⁏ⁱῧ΅እ ᤄண ‒ࢌΰ῟Ȇᯝ1 ⁴᭶ᚋ΅ண ΎῊῄῦ TOPIX ᪥Ȃᖹᆒ Ῠῄΰ῟ᕷሙᖹᆒᰴ౯ῧ` 60%௨ୖ΅ኀؐṇµ⋡‒ ῟῾῟ ᴗ✀ูᖹᆒᰴ౯‒ྵ ῟ኀؐṇµ⋡΅ᖹᆒῧ 55%௨ୖῨῄῆ ῄƝᗘ‒♧ῗ῟ΐ`ᐇົῧồ Ỉ‽΅ṇµ⋡ῧῂ[7] Ύᮏ◊"ῧ⏝ῄ῟ᡭἲ‒ᇶΎᢞଘᐙῌॾจ‒ࢌῆΐῨ‒๓ ᥦῨῗ῟Ȃ῭ືྥศᯒ‵‷⁄⁞ ᵓÿῗ῟ΐ΅‵‷⁄⁞Ύ ῾ῧ᫂░ῧῂΰ῟Ȃ῭ኚືῨ⁄⁆‷ሗῨ΅ಀᛶῌ᫂ ΉῨ Ὺΰ῟ᢞଘᐙ`ᮏ‵‷⁄⁞‒⏝ῄῦॾจ‒ࢌῄᢞଘάືΎᙺ WῦΐῨῌྍЏῧῂ ូ ᮏ◊"ῧ⏝ῄ῟ᡭἲΎ`῾ῠᨵၿ΅వᆅῌῂῈᙧែǢ ॾᯒ΅ẁၥῧ ೳਂῌศॾῦῗ῾ΰῦῄⅬ ᐜฎ΅⁅ ⁺‽Ῠῗῦ᪂Ϊঠ΅⁅⁺‽ῠῑΎးᐃῗῦῗ῾ΰῦῄⅬῧῂ ᐇၯ΅ᢞଘΎ`ᵝᾫῪሗ‒⏝ῄῦॾจ‒ࢌῆ῟ ༢୍΅ሗ ῧ`Ὺ῏ࣽᩘᣦᶆΎᑐᛂῗ῟‵‷⁄⁞‒ᥦῗῦῄ῍῟ῄ ཧͳᩥ⊩ ᅗ 5℆ូ tag cloud ‽⁔ ṯඹୣಀฟ⌧⁏‽⁺ⁱ୍। ছɾᮇ⁹እᤄᮇΎῊῑो༢ਂ⁘†΅DŽิⓗῪฟ⌧⁏‽ ⁺ⁱሗ‒♧ῗῦῄो༢ਂῨ`ྛᡂศΎῊῄῦᅉᏊ֤ ฎῌୖ 15 ῾ῧ΅ ΅Ῠῗ῟῝΅ो༢ਂ‒ྵ ඹୣ༢ਂ⁘ †ῦ΅ฟ⌧⁏‽⁺ⁱ‒ᮏ‵‷⁄⁞ῧ`ࢢ♧ῗୖΎῂΏῩᅉᏊ ֤ฎῌ῍ῄ༢ਂ‒ྵ ⁘†ῨῪΰῦῄΐ΅ฟ⌧΅᭷↓Ῠᰴ ౯΅ኀؐ‒ྜΊῦศᯒῙΐῨῧῩ΅ ῆῪ⁘†΅ฟ⌧΅᭷↓ ῧኀؐῌỴ῾ΰῦῄ΅Ή‒ᢕᥱῙΐῨῌῧ῍ [AERA] AERA’2012.2.13pp.62ᮅ᪥᪂Ϊฟ∧. [Akaike 74] Akaike, H.: A new lool at the statistical model identification, IEEE Transactions on Automatic Control, Vol.19, pp.716-723 (1974). [ChaS] ChaSen ⁙⁺⁞⁘⁺‶ : http://chasen.naist.jp/hiki/chasen . [ 2002] ὒ֘ၟࢌyᩒ⏣୰࢘ ℆ ⁉⁺⁋ ⁁⁆⁺Ύ ᮇ΅ᰴ౯ண ᰴ౯ண ΎῊῑ⁓‡‽ⁱ Ύ ≉ᚩฎᢳฟႱᏊሗ೫ಙᏛᢏ◊"ሗ(NPL) Vol.102No.432 pp.13-16 (2002) . [ఀᗞ 2006] ఀᗞᩧᚿ ℆ ਭⓗᡭἲ‒⏝ῄ῟ฐࠕ⁅⁺‽΅ண ᪥ᮏಙᆇᛶᏛ৵Vol.28No.7pp.471-480 (2006) . [Ἠ 2011] Ἠ₩ᚋܘ༟ᯇܘ൫℆ Ȃ῭⁄⁆‷ሗ‒⏝ ῄ῟࿇ᮇⓗῪᕷሙືྥ᥎ᐃሗฎ⌮Ꮫ৵Vol.52No.12 pp.3309-3315 (2011) . [⃝ 2006] ⃝ᖾ⏕ : ‿ⁱ‷Ⓨ॒΅⁅⁺‽ศᯒ⁅+ ྍख़+‱⁝⁉ ⁺‵ⁱ᮫‵⁈ ⓎᮾிႱᶵᏛฟ∧ᒁ (2006). ᅗ 6℆ូ ඹୣಀฟ⌧⁏‽⁺ⁱ୍। 4.2 ᮏ‵‷⁄⁞‒⏝ῄ῟Ȃ῭ືྥศᯒ΅⏝ ᭱ึΎ forecast‽⁔΅ᬕ/Ⴅ΅ࢢ୍।ῧᚋ΅Ȃ῭⁆ⁱ⁇‒୍┠ ῧᢕᥱῧ῍ ῆΎῪΰῦῄ⁓Ύῤῄῦ`ഓཤ΅ኚືΎᑐ ῗῦෆᤄᩘ‒సΰῦῄῌҜ⏤ᗘਚᩚ῭Ỵᐃಀᩘ`ẚుⓗ [ ᪥Ȃ] ᪥Ȃ‵ ※ ⁺ ‷ ᪥ᮏȂ῭᪂Ϊ⁅ ‶ ‽ ⁅ ‡ † http://vip-test2.nikkei.co.jp/help/contract/price/02/help_KIJI_thes.html [ญᮧ] ญᮧๆฐࠕᕤᏛ◊"‹ⁱ‽⁺⁙⁺⁞⁘⁺‶ : http:// qr.nomura.co.jp/jp/n40/index.htmlᬌᬌ ᬌᬌ῟ῠῗ12085$ ΅ᥦ౪` ᖺ ᭶ᮎ᪥‒ ΰῦ Ǻῗῦῄ῾Ῑូ -4-
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