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時系列データ予測手法の宇宙天気予報への応用
TECH in Kyoto #1
TECH in Kyoto 第1回目の発表資料です。時系列データ予測手法の宇宙天気予報への応用についてご紹介します。
Hacarus Inc.
April 28, 2022
Transcript
31 slides
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✓ ढ़ (͏ͪͷ ͻΖͱ͠) ✓ 2017 ཧֶ (ത࢜) -
ٿ࣓ؾݍͷཧաఔͷݚڀ ✓ 2021 HACARUS ʹத్ೖࣾ - ΞϓϦέʔγϣϯΤϯδχΞ ✓ ݸਓతڵຯ - ػցֶशͷࣗવՊֶͷԠ༻ - WebγεςϜ։ൃ 2 ࣗݾհ -20℃ͷத࣓ྗܭΛຒΊ͍ͯΔ @Χϓεέʔγϯά (Χφμ) -
✓ ʰΨεաఔͱػցֶशʱ - ΨεաఔΛཧղ͢ΔͨΊͷྑॻ ✓ ΨεաఔͷԠ༻ྫ - ϕΠζ࠷దԽ (࣮ݧܭըɾϋΠύϥαʔν) -
༧ଌͷ৴པ۠ؒͷ༩ ✓ Ψεաఔͷ࣮σʔλͷԠ༻ྫ͕গͳ͍ 3 ࠓճͷൃදͰಘΒΕΔ͜ͱ ࣮ࡍͷ࣌ܥྻσʔλͷԠ༻ํ๏͕Θ͔Δʂ ࠓճͷൃද -
4 ൃද֓ཁ 1. ଠཅٿڥܥͱӉఱؾ༧ใ 2. LSTM Λ༻͍ͨ Dstࢦ ༧ଌ 3.
Ψεաఔճؼʹ͍ͭͯ 4. ΨεաఔճؼΛಋೖͨ͠ Dst ࢦ ༧ଌ ✓ ଠཅ෩ͱٿ࣓ؾݍ ✓ Ӊఱؾͱ ✓ ࣓ؾཛྷ ͱ Dstࢦ ✓ σʔληοτ ✓ ೖྗύϥϝʔλ ✓ LSTMʹΑΔ Dstࢦ ༧ଌ ✓ Ψεաఔճؼͷಋೖ ✓ ༧ଌ݁Ռߟ ✓ Future Work ✓ ·ͱΊ ✓ ઢܗճؼͱΨεաఔ ✓ Χʔωϧ ✓ Ψεաఔճؼ -
✓ ଠཅ෩ - ଠཅ͔Βৗ࣌ਧ͖ग़͢ϓϥζϚ - ࣓ଘࡏ ✓ ٿ࣓ؾݍ - ଠཅ෩ͱ࣓ؾͷ૬ޓ࡞༻ʹΑΓੜ·ΕΔྖҬ
- ࣓ؾ༝དྷͷ࣓͕ϓϥζϚͷӡಈΛίϯτϩ ʔϧ - ൃදऀͷֶੜ࣌ͷݚڀͷઐྖҬ 7 ଠཅ෩ͱٿ࣓ؾݍ ·ͱΊͯଠཅٿڥܥ(Solar-Terrestrial Environment)ͱݺͿ ଠཅ෩ ٿ࣓ؾݍ -
✓ ࣓ؾཛྷ - ࣓ؾ͕શٿతʹେ͖͘มಈ͢Δݱ - େنͳଠཅϑϨΞ͕ൃੜͨ͠ͱ͖ʹى ͜Γ͍͢ ✓ Dst ࢦ
- ࣓ؾͷมಈΛද͢ࢦ - -100 nT ҎԼͰ࣓ؾཛྷͱݴΘΕΔ (-50nTͱ͍͏ఆٛ) 9 ࣓ؾཛྷͱ Dst ࢦ ࣓ؾཛྷͷݪཧ ࣓ؾཛྷ࣌ͷ Dst ࢦͷมಈ -
✓ ࣓ؾཛྷ࣌ʹ্༠ಋిྲྀ͕ൃੜ - 19893݄ͷେ࣓ؾཛྷ • ΧφμͰ600ສੈଳఀి • χϡʔδϟʔδʔभͷݪൃఀࢭ ✓ ࣓ؾཛྷͷن(=
Dstࢦ)Λ༧ଌΛ͢Δ͜ͱࣾ ձతҙٛେ͖͍ - ༧ଌʹج͍ͮͯ༧ࡦΛͱΕΔ 10 ࣓ؾཛྷͷࣾձతӨڹ https://www.jaxa.jp/article/interview/vol65/index_j.html 19893݄ͷ࣓ؾཛྷ࣌Ͱނোͨ͠ χϡʔδϟʔδʔभͷૹి༻มѹث 198910݄21 ւಓްాଜ(࣌)ͰࡱӨ͞ΕͨΦʔϩϥ ▪ ࣓ؾཛྷͷਖ਼ͷ໘ ҢҬΦʔϩϥΛݟΔ͜ͱ͕Ͱ͖Δ -
11 2. LSTMΛ༻͍ͨ Dstࢦ ༧ଌ ✓ σʔληοτ ✓ ೖྗύϥϝʔλ ✓
LSTMʹΑΔ Dstࢦ ༧ଌ ࢀߟจ Gruet, Marina A., et al. "Multiple-Hour-Ahead Forecast of the Dst Index Using a Combination of Long Short- Term Memory Neural Network and Gaussian Process." Space Weather 16.11 (2018): 1882-1896. -
✓ Dst ࢦσʔλ ✓ ଠཅ෩σʔλ - |B|: ଠཅ෩࣓ڧ [nT] -
Bz: ଠཅ෩ೆ͖ڧ [nT] - V: ଠཅ෩ [km/s] - N: ଠཅ෩ϓϥζϚີ [cm^-3] 12 ࣓ؾཛྷ࣌ͷσʔλ ࣓ؾཛྷճ෮૬ ࣓ؾཛྷओ૬ ࣓ؾཛྷͷൃੜنɺଠཅ෩͔Βٿ࣓ؾ ݍʹྲྀೖ͢ΔΤωϧΪʔʹґଘɻ্هͷଠ ཅ෩தͷཧύϥϝʔλ͕ॏཁ -
13 ܇࿅σʔληοτ Start time End Time Min. Dst (nT) 1
2000-02-11 23:00 2000-02-14 11:00 -133 2 2000-05-23 16:00 2000-05-27 07:00 -147 3 2000-07-15 06:00 2000-07-19 06:00 -301 4 2000-09-17 11:00 2000-09-21 07:00 -201 5 2000-10-12 15:00 2000-10-16 06:00 -107 6 2000-10-28 13:00 2000-10-31 16:00 -127 7 2000-11-26 13:00 2000-12-01 10:00 -119 8 2001-03-30 19:00 2001-04-04 17:00 -387 9 2001-04-11 07:00 2001-04-16 01:00 -271 10 2001-04-17 17:00 2001-04-20 19:00 -114 11 2001-08-17 01:00 2001-08-19 04:00 -105 12 2001-09-25 11:00 2001-09-27 11:00 -102 13 2001-09-30 13:00 2001-10-06 01:00 -166 14 2001-10-21 08:00 2001-10-25 20:00 -187 15 2001-10-27 18:00 2001-11-01 01:00 -157 16 2001-10-31 10:00 2001-11-03 13:00 -106 17 2002-03-23 06:00 2002-03-26 05:00 -100 Start time End Time Min. Dst (nT) 18 2002-04-17 02:00 2002-04-23 16:00 -149 19 2002-05-11 04:00 2002-05-14 01:00 -110 20 2002-08-01 01:00 2002-08-04 05:00 -102 21 2002-11-20 07:00 2002-11-24 01:00 -128 22 2003-05-29 07:00 2003-06-01 22:00 -144 23 2003-06-17 17:00 2003-06-20 20:00 -141 24 2003-08-17 09:00 2003-08-21 01:00 -148 25 2003-11-19 23:00 2003-11-24 14:00 -422 26 2004-01-21 21:00 2004-01-24 15:00 -130 27 2004-04-03 06:00 2004-04-05 02:00 -117 28 2004-07-22 11:00 2004-07-31 09:00 -170 29 2004-08-29 20:00 2004-09-02 12:00 -129 30 2005-05-07 13:00 2005-05-11 13:00 -110 31 2005-05-29 13:00 2005-06-02 01:00 -111 32 2005-06-12 08:00 2005-06-15 05:00 -103 33 2005-08-31 03:00 2005-09-02 14:00 -122 34 2005-09-10 05:00 2005-09-15 20:00 -139 Start time End Time Min. Dst (nT) 35 2006-12-14 06:00 2006-12-19 04:00 -159 36 2011-10-24 12:00 2011-10-28 13:00 -147 37 2012-04-23 08:00 2012-04-28 02:00 -120 38 2012-07-14 16:00 2012-07-19 23:00 -139 39 2012-09-30 05:00 2012-10-03 16:00 -122 40 2012-10-07 20:00 2012-10-12 11:00 -109 41 2013-03-16 21:00 2013-03-20 23:00 -132 42 2013-05-31 16:00 2013-06-04 20:00 -124 43 2014-02-18 06:00 2014-02-23 16:00 -119 44 2015-03-16 21:00 2015-03-22 14:00 -222 45 2015-06-22 03:00 2015-06-29 22:00 -204 46 2015-10-06 17:00 2015-10-11 20:00 -124 47 2015-12-31 02:00 2016-01-02 17:00 -110 48 2017-05-27 13:00 2017-05-29 19:00 -125 49 2018-08-25 09:00 2018-08-29 09:00 -174 શ49Πϕϯτ -
14 ςετσʔληοτ Start time End Time Min. Dst (nT) 1
2000-08-10 11:00 2000-08-15 08:00 -235 2 2000-10-02 06:00 2000-10-08 07:00 -182 3 2000-11-06 04:00 2000-11-08 21:00 -159 4 2001-03-19 04:00 2001-03-22 21:00 -149 5 2001-04-21 17:00 2001-04-25 09:00 -102 6 2001-11-23 21:00 2001-11-27 19:00 -221 7 2002-09-03 21:00 2002-09-06 13:00 -181 8 2002-09-30 19:00 2002-10-03 20:00 -176 9 2003-07-10 16:00 2003-07-13 17:00 -105 10 2004-11-07 11:00 2004-11-16 14:00 -374 11 2005-05-14 18:00 2005-05-20 15:00 -247 12 2005-08-23 23:00 2005-08-28 18:00 -184 13 2011-09-26 06:00 2011-10-01 07:00 -118 14 2012-03-08 16:00 2012-03-12 20:00 -145 15 2012-11-13 08:00 2012-11-17 01:00 -108 16 2013-06-28 01:00 2013-07-02 09:00 -102 17 2015-12-19 19:00 2015-12-23 17:00 -155 18 2016-10-12 21:00 2016-10-15 07:00 -103 શ18Πϕϯτ ✓ Πϕϯτநग़ʹ͍ͭͯ - -100nTҎԼʹୡͨ͠Πϕϯτ - ࣓ؾཛྷओ૬ɾճ෮૬ΛؚΉظؒ -
15 LSTMʹΑΔ Dst ࢦ༧ଌϞσϧ LSTM Cell Fully Connected Layer 1
with Dropout & ReLu Dst T+p Dst T−5 h ˜ Bz T−5 h ˜ N T−5 h ˜ V T−5 h ˜ |B| T−5 h Dst T−4 h ˜ Bz T−4 h ˜ N T−4 h ˜ V T−4 h ˜ |B| T−4 h Dst T−3 h ˜ Bz T−3 h ˜ N T−3 h ˜ V T−3 h ˜ |B| T−3 h Dst T−2 h ˜ Bz T−2 h ˜ N T−2 h ˜ V T−2 h ˜ |B| T−2 h Dst T−1 h ˜ Bz T−1 h ˜ N T−1 h ˜ V T−1 h ˜ |B| T−1 h Dst T ˜ Bz T ˜ N T ˜ V T ˜ |B| T : ଠཅ෩࣓ೆ͖ : ଠཅ෩࣓ڧ : ଠཅ෩ϓϥζϚີ : ଠཅ෩ Bz |B| N V ※ ཧྔ ͷ࣌ࠁ ͷฏۉ ˜ X T X T − 1 ∼ T ✓ p = 4 h ✓ Output dim : 125 (LSTM), 25(FC) ✓ Dropout ratio : 0.5 ✓ Batch size: 32 ✓ Epochs: 100 LSTM Cell LSTM Cell LSTM Cell LSTM Cell LSTM Cell Fully Connected Layer 2 with Dropout ݱࡏ࣌ࠁ ʹରͯ͠ɺ ࣌ؒޙͷ Dstࢦ Λ༧ଌ T p ࣮ݧύϥϝʔλ -
✓ ࣌ؒޙͷ Dstࢦ (ઢ) ✓ ෆेͳ͋Γ (ಈ࡞ʹྗ) - ςετσʔλʹର͢ΔධՁ -
ύϥϝʔλνϡʔχϯά p = 4 16 LSTMʹΑΔ Dst ࢦ༧ଌ݁Ռྫ ͜͜·ͰΑ͋͘ΔLSTMΛ༻͍ͨ࣌ܥྻ༧ଌ -
17 ༧ଌσʔλͷ࣮ࣾձʹ͓͚Δ׆༻ ✓ ୯७ͳ༧ଌ͚ͩͰͷରࡦे͔ʁ - ޡؚࠩΊͯͲͷఔͷରࡦ͕ඞཁ͔Λஅ͍ͨ͠ ޡ͕ࠩΘ͔Ε࠷ѱέʔε ͷରࡦΛͱΕΔ ༧ଌͲΕ͙Β͍ͷޡࠩʁ ޡࠩͷ࠷ѱέʔεΛߟ͑ͨͱ͖ʹ
Ͳͷఔͷରࡦ͕ඞཁʁ ୯७ͳ༧ଌ https://www.bousai.go.jp/kohou/kouhoubousai/h29/88/news_02.html -
19 ઢܗճؼ جຊతͳ1࣍ݩͷೖྗʹର͢ΔઢܗճؼΛߟ͑Δ ˒ ઢܗճؼͷදݱྗΛߴΊ͍ͨ 㱺 جఈؔΛ૿ͤྑ͍ y = w
0 + w 1 x + w 2 x2 + w 3 x3 = wTϕ(x) w = (w 0 , w 1 , w 2 , w 3 )T, ϕ(x) = (1, x, x2, x3)T جఈؔ ϕ h (x) = exp ( − (x − μ h )2 σ2 ) y = H ∑ h=−H w h exp ( − (x − μ h )2 σ2 ) ͷͱ͖جఈؔͷݸ 21 ݸɻ ͷ࣍ݩΛ 10࣍ݩʹ͢Δͱ? ɹˠ ݸ (࣍ݩͷढ͍) H = 10 x 2110 = 16,679,880,978,201 ΨεաఔʹΑΔղܾʂ -
20 Ψεաఔ ࣍ݩͷढ͍ͷղܾํ๏ɿ ʹ͍ͭͯظΛͱΔ ɹɹˠ Ϟσϧ͔Β Λੵফڈ͢Δ w w Nݸͷೖग़ྗϖΞ
ʹରͯ͠ɺ ઢܗճؼϞσϧ (y 1 , x1 ), . . . , (y N , xN ) y 1 y 2 ⋮ y N = ϕ 0 (x1 ) ϕ 1 (x1 ) ⋯ ϕ H (x1 ) ϕ 0 (x2 ) ϕ 1 (x2 ) ⋯ ϕ H (x2 ) ⋮ ⋮ ϕ 0 (xN ) ϕ 1 (xN ) ⋯ ϕ H (xN ) w 0 w 1 ⋮ w H y = Φw : ܭըߦྻ Φ ॏΈ ͕ɺฏۉ Ͱࢄ ͷΨ ε͔Βੜ w 0 λ2I w ∼ (0, λ2I) ͷΨεʹै͏ y = Φw ͷظͱڞࢄߦྻ y = Φw [y] = Φ [w] = 0 Σ = [yyT] − [y] [y]T = [(Φw)(Φw)T] = Φ [wwT]ΦT = λ2ΦΦT y ∼ (0, λ2ΦΦT) ҙͷೖྗू߹ ʹ͍ͭͯɺରԠ͢Δग़ྗ ͷಉ࣌ ͕ଟมྔΨεʹै͏ͱ͖ɺ ͱ ͷؔΨεաఔ (x1 , x2 , …, xN ) (y 1 , y 2 , …, y N ) x y Ծఆ ఆٛ -
21 Ψεաఔͷҙຯ ڞࢄߦྻΛ ͱ͓͘ͱɺڞࢄߦྻͷ֤ཁૉ K = λ2ΦΦT K n, n′
= λ2ϕ(xn )Tϕ(xn′ ) ͱ༩͑ΒΕΔɻڞࢄߦྻͷ֤ཁૉɺೖྗ ͱ ͷಛϕΫτϧ ͱ ͷ ੵͷఆഒͰ͋ΔɻଟมྔΨεʹ͓͍ͯɺڞࢄߦྻ͕େ͖͍ 㱺 ࣅͨΛऔ Γ͍͢ɻ Ψεաఔͷੑ࣭ ɹɹࣅͨಛΛࣔ͢ೖྗͷΈ߹ΘͤͰ͋Εɺग़ྗͷ ͱ ࣅͨͱͳΔ xn xn′ ϕ(xn ) ϕ(xn′ ) y n y′ n y ∼ (0, K) ฏۉ ͷΨεաఔ 0 -
22 Χʔωϧ K n, n′ = ϕ(xn )Tϕ(xn′ ) લϖʔδͷٞʹΑΓɺ
ͷڞࢄߦྻ ͷཁૉ y K Ͱఆ·Δɻ͔͠͠ɺ Λॻ͖Լͯ͠ܭࢉ͢Δͷߴ࣍ݩͷ߹ࠔͱͳΔɻ 㱺 ͱ ͷੵͷܗঢ়(2ͭͷಛ͕ͲͷΑ͏ʹྨࣅ͢Δ͔)ΛԾఆ͢Δ ϕ(x) ϕ(x) ϕ(x′ ) ΧʔωϧτϦοΫ ΧʔωϧτϦοΫʹΑΓɺࡶͳܭࢉΛආ͚ͯΧʔωϧؔ Λܭࢉͯ͠ڞࢄߦྻΛಘΔ͜ͱ͕Ͱ͖Δ k(xn , xn′ ) = ϕ(xn )Tϕ(xn′ ) ▪ Χʔωϧؔͷྫ k(x, x′ ) = θ 1 exp ( − |x − x′ |2 θ2 ) k(x, x′ ) = θ 1 exp θ 2 cos ( |x − x′ | θ3 ) RBF Χʔωϧ पظ Χʔωϧ -
23 ΨεաఔճؼϞσϧ طͷσʔληοτ ͕༩͑ΒΕ͍ͯΔͱ͖ɺ ೖྗ ʹର͢Δग़ྗ Λ༧ଌ͍ͨ͠ = {(x1 ,
y 1 ), (x2 , y 2 ), …, (xN , y N )} x* y* Ψεʹै͏͜ͱΛར༻͢Δ y* ( y y*) ∼ ( 0, ( K k* kT * k ** )) k* = (k(x*, x1 ), k(x*, x2 ), …, k(x*, xN ))T k ** = k(x*, x*) ʹ͍ͭͯղ͘ͱɺΨεաఔͷ༧ଌ y* p(y*|x*, ) = (kT * K−1y, k ** − kT * K−1k* ) ɾɾɾ(※) -
24 ϋΠύʔύϥϝʔλਪఆ ΧʔωϧؔͷϋΠύʔύϥϝʔλਪఆ 㱺 طͷσʔλͷֶशʹΑΔ࠷దԽ ϋΠύʔύϥϝʔλΛ·ͱΊͯ ͱ͓͘ͱֶशσʔλͷ֬ θ = (θ
1 , …, θ J ) p(y|x, θ) = (y|0, K θ ) = 1 (2π)N/2 1 |Kθ |1/2 exp ( − 1 2 yTK−1 θ y ) ରΛͱΔ L = log p(y|x, θ) ∝ − log|K θ | + yTK−1 θ y + const . ্هͷରؔΛ࠷େԽ͢ΔΑ͏ʹ࠷దԽ (ޯ๏ͳͲ) -
25 4. ΨεաఔճؼΛಋೖͨ͠ Dst ࢦ ༧ଌ ✓ Ψεաఔճؼͷಋೖ ✓ ༧ଌ݁Ռߟ
✓ Future Work ✓ ·ͱΊ -
26 Dst ࢦ༧ଌͷΨεաఔͷಋೖ p(y*|x*, ) = (m(x*) + kT *
K−1(y − m(x)), k ** − kT * K−1k* ) (※)ΛฏۉΛՃຯͨ͠ͷʹมܗ ʹ LSTM + FC ͷग़ྗΛ༻͢Δ m(x), m(x*) k(x, x′ ) = θ 1 exp ( − |x − x′ |2 θ2 ) Χʔωϧ RBF ΧʔωϧΛ༻ (จͰNNΧʔωϧ) Ψεաఔͷܭࢉ GpyTorch[https://gpytorch.ai/]Λ༻ -
✓ ΨεաఔճؼΛؚΜͩ༧ଌ݁ Ռྫ - 2σͷ৴པ۠ؒ༩ - ৴པ۠ؒʹ؍ଌ͕΄΅ೖΔ - ҆ఆྖҬͰ৴པ۠ؒͷ෯͕খ ͘͞ͳΔ
✓ վળ - Χʔωϧͷબఆ 28 ༧ଌ݁Ռྫ -
✓ ςετσʔλʹର͢Δ༧ଌͷධՁ - Dst ࢦมಈ͕େ͖͍෦ͷ༧ଌਫ਼Λॏཁࢹ͢ΔΑ͏ͳࢦඪʁ ✓ ࣌ؒޙҎ֎Ͱͷ༧ଌ - ࠓճͷଠཅ෩ͷ؍ଌ͔Β࣌ؒͰٿӨڹ͕ੜ͡Δͱ͍ΘΕΔ㱺 ͨͱ
͑ɺ ͳͲҙຯ͕ͳ͞ͳ͘ͳΔͱߟ͑ΒΕΔ ✓ ϦΞϧλΠϜσʔλରԠ - ֶशσʔλͷࣗಈߋ৽ɻ༧ଌͷө p = 4 p = 10 29 Dst ࢦ༧ଌશମͷFuture Work -
✓ ଠཅٿڥܥͱӉఱؾͷղઆ - ࣓ؾཛྷͱDstࢦ - DstࢦΛ༧ଌ͢Δҙٛ ✓ LSTM + ΨεաఔճؼΛ༻͍ͯ
Dst ࢦΛޡࠩΛؚΊͯ༧ଌ - ΨεաఔճؼͷཧΛղઆ - ࣮σʔλͷద༻ํ๏Λհɺ࣮ફ 30 ·ͱΊ αϯϓϧσʔλͰຬͤͣɺ࣮σʔλͱઓͬͯΈΑ͏ʂ -
✓ Ӊఱؾ༧ใ[https://swc.nict.go.jp/knowledge/] by ࠃཱݚڀ։ൃ๏ਓใ௨৴ݚڀػߏ - ը૾Ҿ༻ ✓ ࣋ڮ େɾେӋ
(2019)ʰΨεաఔͱػցֶशʱɹߨஊࣾ ✓ Gruet, Marina A., et al. "Multiple-Hour-Ahead Forecast of the Dst Index Using a Combination of Long Short-Term Memory Neural Network and Gaussian Process." Space Weather 16.11 (2018): 1882-1896. 31 ࢀߟࢿྉ σʔλऔಘݩ ✓ Dst ࢦ - ژେֶେֶӃཧֶݚڀՊଐ࣓ؾੈքࢿྉղੳηϯλʔ [http://wdc.kugi.kyoto-u.ac.jp/wdc/Sec3-j.html] ✓ ଠཅ෩σʔλ - High resolution OMNI (5-min) ͷଠཅ෩σʔλ [https://omniweb.gsfc.nasa.gov/ow_min.html] - Pyspedas [https://github.com/spedas/pyspedas] Λར༻ͯ͠μϯϩʔυ