WO2021210107A1 - Model creation device, model creation method, and model creation program - Google Patents

Model creation device, model creation method, and model creation program Download PDF

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Publication number
WO2021210107A1
WO2021210107A1 PCT/JP2020/016632 JP2020016632W WO2021210107A1 WO 2021210107 A1 WO2021210107 A1 WO 2021210107A1 JP 2020016632 W JP2020016632 W JP 2020016632W WO 2021210107 A1 WO2021210107 A1 WO 2021210107A1
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model
data series
unit
variable
predetermined period
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PCT/JP2020/016632
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French (fr)
Japanese (ja)
Inventor
啓介 角田
荒井 直樹
元紀 中村
和昭 尾花
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日本電信電話株式会社
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Priority to PCT/JP2020/016632 priority Critical patent/WO2021210107A1/en
Publication of WO2021210107A1 publication Critical patent/WO2021210107A1/en

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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06NCOMPUTING ARRANGEMENTS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N20/00Machine learning

Definitions

  • the disclosed technology relates to a model creation device, a model creation method, and a model creation program.
  • the conventional technology can handle cases where the time constant between parameters is constant, but there is a problem that a highly accurate model cannot be created when the time constant between parameters in the model changes depending on the situation.
  • CO2 carbon dioxide
  • the disclosed technology was made in view of the above points, and aims to create a highly accurate model even in cases where the time constants of the explained variable and the explanatory variable change depending on the situation.
  • the first aspect of the present disclosure is a model creation device, which is similar to the data series of the explanatory variables in a predetermined period including the time to be estimated from the storage unit in which the data series of the explanatory variables and the explained variables are stored.
  • the data of the explanatory variables in the other period selected by the selection unit in the case of a selection unit for selecting a predetermined number of data series of explanatory variables in other periods and a plurality of cases in which the widths of the predetermined periods are different from each other.
  • the explained from the data series of the explanatory variables in the predetermined period including the estimated target time is explained.
  • the second aspect of the present disclosure is a model creation method executed by a model creation device including a selection unit and a creation unit, in which the selection unit stores data sequences of explanatory variables and explained variables.
  • a predetermined number of explanatory variable data series in other periods similar to the explanatory variable data series in the predetermined period including the estimation target time point are selected from the storage unit, and the creating unit makes the width of the predetermined period different.
  • This is a method of creating a model for estimating the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time.
  • the third aspect of the present disclosure is a model creation program, which is a program for causing a computer to function as each part constituting the above-mentioned model creation device.
  • a model for estimating the explained variable at the time of the estimation target time is created based on the data series of the explanatory variables, and a model creation device for estimating the explained variable at the time of the estimation target time is described.
  • FIG. 1 is a block diagram showing a hardware configuration of the model creation device 10.
  • the model creation device 10 includes a CPU (Central Processing Unit) 11, a ROM (Read Only Memory) 12, a RAM (Random Access Memory) 13, a storage 14, an input unit 15, a display unit 16, and a communication. It has an I / F (Interface) 17.
  • the configurations are connected to each other via the bus 19 so as to be communicable with each other.
  • the CPU 11 is a central arithmetic processing unit that executes various programs and controls each part. That is, the CPU 11 reads the program from the ROM 12 or the storage 14, and executes the program using the RAM 13 as a work area. The CPU 11 controls each of the above configurations and performs various arithmetic processes according to the program stored in the ROM 12 or the storage 14. In the present embodiment, the ROM 12 or the storage 14 stores a model creation program for executing the model creation process described later.
  • the ROM 12 stores various programs and various data.
  • the RAM 13 temporarily stores a program or data as a work area.
  • the storage 14 is composed of a storage device such as an HDD (Hard Disk Drive) and an SSD (Solid State Drive), and stores various programs including an operating system and various data.
  • the input unit 15 includes a pointing device such as a mouse and a keyboard, and is used for performing various inputs.
  • the display unit 16 is, for example, a liquid crystal display and displays various types of information.
  • the display unit 16 may adopt a touch panel method and function as an input unit 15.
  • the communication interface 17 is an interface for communicating with other devices.
  • a wired communication standard such as Ethernet (registered trademark) or FDDI
  • a wireless communication standard such as 4G, 5G, or Wi-Fi (registered trademark) is used.
  • FIG. 2 is a block diagram showing an example of the functional configuration of the model creation device 10.
  • the data series DB (Database) 31 stores each data series of the explanatory variable and the explained variable acquired by the data acquisition unit 32.
  • the data acquisition unit 32 is, for example, an environment sensor installed in the real world that measures room temperature, CO2 concentration, etc., a motion sensor that counts the number of people existing in a room, software that transmits system logs accumulated in a server, and the like. Is.
  • the explanatory variables may be one type or a plurality of types.
  • the data sequence read from the data sequence DB 31 is input to the model creation device 10.
  • the data series DB 31 is an example of a storage unit of the disclosed technology.
  • the set value is input to the model creation device 10 from the set value input unit 33.
  • the setting value input unit 33 inputs the setting values related to the creation and selection (details will be described later) of the model used for estimating the explained variable at the time of the estimation target to the model creation device 10. Specific examples of the set values will be described later.
  • model creation device 10 outputs the estimation result estimated using the model.
  • the model creation device 10 has an estimation unit 21, a selection unit 22, and a creation unit 23 as functional configurations.
  • Each functional configuration is realized by the CPU 11 reading the model creation program stored in the ROM 12 or the storage 14 and expanding and executing the model creation program in the RAM 13.
  • the estimation unit 21 passes the information for selecting the data series necessary for creating the model to the selection unit 22, and instructs the selection unit 22 to select the data series for creating the model.
  • the estimation unit 21 has a time window in the past direction from the estimation target time point (hereinafter referred to as "previous time window”) and a time window in the future direction from the estimation target time point (hereinafter, "after time”). At least one of the windows) is used to set the width of the predetermined period including the estimated target time point. In the present embodiment, a case where the width of a predetermined period is set by using both the front time window and the back time window will be described.
  • the estimation unit 21 acquires the set value input from the set value input unit 33.
  • the estimating unit 21 a set value, the estimated target time point t, the minimum value ⁇ t 1min before time window, after the minimum value ⁇ t 2min time window before the time window of maximum ⁇ t 1max, after The maximum value ⁇ t 2max of the time window, the number of selected data n, and the type M of the model to be created are acquired.
  • Estimation unit 21, the size ⁇ t 1 before time window in the range of ⁇ t 1min ⁇ ⁇ t 1max, by changing the size ⁇ t 2 after time window in the range of ⁇ t 2min ⁇ ⁇ t 2max, width Sets a plurality of predetermined periods, each of which is different. That is, the estimating unit 21 sets up t- ⁇ t 1 after t + ⁇ t 2 as the predetermined period.
  • Estimation unit 21 at predetermined time intervals set, the data series DB31, acquires a data series of explanatory variables in the period t- ⁇ t 1 ⁇ t + ⁇ t 2, a vector X by combining the acquired data sequence do.
  • each data included in the acquired data series becomes each element of the vector X.
  • the vector X is a list of all the data included in the data series of the explanatory variables of each type.
  • the estimation unit 21 passes the vector X together with various set values to the selection unit 22.
  • the estimation unit 21 uses the optimum model in the created model and the data series of the explanatory variables in the predetermined period including the estimation target time point to explain the variable at the estimation target time point. To estimate. Specifically, the estimation unit 21 selects the model with the highest evaluation of accuracy from the models created by the creation unit 23, which will be described later. Estimation unit 21, a predetermined period including the estimated target time point t, the data series of explanatory variables in a predetermined period of set width when creating the selected model (t- ⁇ t 1 ⁇ t + ⁇ t 2) Is acquired from the data series DB 31. Then, the estimation unit 21 inputs the vector X in which the acquired data series of the explanatory variables are combined into the selected model, and estimates the explained variable at the estimation target time point t.
  • the selection unit 22 selects a predetermined number of explanatory variable data series in other periods that are similar to the explanatory variable data series in the predetermined period including the estimation target time point from the data series DB 31.
  • the selection unit 22 selects the data series of the explanatory variables similar to the data series indicated by the vector X passed from the estimation unit 21, and the data of the explained variables corresponding to the data series of the explanatory variables. , Select n data series DB31.
  • the selection unit 22 can use the sum of the average values of the pairwise distances between the data series, the correlation coefficient, the cosine similarity of the vectors, and the like as the similarity between the data series. Then, the selection unit 22 selects a data series of explanatory variables in another period in which the degree of similarity with the vector X satisfies a predetermined condition.
  • the selection unit 22 combines the data series of the selected n explanatory variables into a vector X'.
  • the selection unit 22 selects n data of the explained variables at the time corresponding to the estimation target time point in another period, and combines the data of the selected n explained variables to form a vector Y'. .. Then, the selection unit 22 passes the vectors X'and Y'to the creation unit 23 together with various set values.
  • the creating unit 23 estimates the explained variable at the time to be estimated based on the data series of the explanatory variables and the data of the explained variables selected by the selection unit 22 for each of a plurality of cases having different widths of the predetermined period. Create a model. Examples of the model include a multiple regression model, a support vector regression, a non-linear regression model such as Random Forest regression, a neural network model, and the like. Specifically, the creating unit 23 learns the relationship between the vector X'and the vector Y'passed from the selection unit 22, and derives the parameters of the model according to the model type M to obtain the model. To create.
  • the creation unit 23 calculates an evaluation value indicating the accuracy of each of the created models for each of a plurality of cases where the width of the predetermined period is different. For example, the creation unit 23 inputs each of the data series of explanatory variables constituting the vector X'passed from the selection unit 22 into the model, and the error between each of the estimated values and each of the correct answer values. The average value can be calculated as an evaluation value.
  • the correct answer value is the data of the explained variable constituting the vector Y'passed from the selection unit 22, that is, the data of the explained variable at the time corresponding to the estimation target time in another period corresponding to the predetermined period. can do.
  • the creation unit 23 stores each of the created models in the model DB 25 in association with the width of the predetermined period set when the model was created and the calculated evaluation value.
  • the model DB 25 is an example of a model storage unit of the disclosed technology.
  • FIG. 3 is a flowchart showing the flow of the model creation process by the model creation device 10.
  • the model creation process is performed by the CPU 11 reading the model creation program from the ROM 12 or the storage 14, expanding it into the RAM 13 and executing the model creation program.
  • step S11 the CPU 11 acquires the set value input from the set value input unit 33 as the estimation unit 21. Specifically, CPU 11, as the estimating unit 21, estimation target time t, before the time window minimum ⁇ t 1min of, after the time window minimum ⁇ t 2min of the previous time window maximum ⁇ t 1max, after time The maximum value of the window ⁇ t 2max , the number of selected data n, and the type M of the model to be created are acquired.
  • step S12 the CPU 11 sets the size of the front time window ⁇ t 1 to ⁇ t 1 min and the size of the rear time window ⁇ t 2 to ⁇ t 2 min as the estimation unit 21.
  • CPU 11 may, as an estimated 21, from the data series DB31, a vector X by combining the data sequence of the explanatory variable in t- ⁇ t 1 ⁇ t + ⁇ t 2, together with the various set values, selection Hand over to department 22.
  • step S14 the CPU 11, as the selection unit 22, obtains data of the explanatory variable data series in another period and the corresponding explained variable data similar to the vector X passed from the estimation unit 21. Select n items from the series DB 31. Then, as the selection unit 22, the CPU 11 uses the vector X'that combines the data series of the selected n explanatory variables and the vector Y'that combines the data of the selected n explained variables together with various setting values. Hand over to the creation unit 23.
  • step S15 the CPU 11 creates the model f by learning the relationship between the vector X'and the vector Y'as the creating unit 23 and deriving the parameters of the model according to the model type M. do.
  • step S16 the CPU 11 calculates, for example, the average value of the error between the estimated value and the correct answer value as the evaluation value score of the model f as the creating unit 23. Then, the CPU 11 stores the calculated evaluation value score as the creation unit 23 in the model DB 25 together with the model f and the currently set ⁇ t 1 and ⁇ t 2.
  • step S18 the CPU 1 adds 1 to ⁇ t 1 as the estimation unit 21, and the process returns to step S13.
  • step S20 the CPU 1 adds 1 to ⁇ t 2 and sets ⁇ t 1 to ⁇ t 1min as the estimation unit 21. , The process returns to step S13.
  • step S21 the CPU 11 serves as the estimation unit 21 to store the model f having the smallest score, the size ⁇ t 1 of the front time window, and the size of the back time window stored in association with the model f from the model DB 25. to get the ⁇ t 2.
  • CPU 11, as the estimator 21, the data series DB31 acquires a data series of explanatory variables in the t- ⁇ t 1 ⁇ t + ⁇ t 2, to obtain the vector X that combines acquired data series.
  • step S22 the CPU 11 serves as the estimation unit 21, and based on the acquired explanatory variable data series X and the model f, the estimated value Y ⁇ of the explained variable at the estimation target time point t (in FIG. 3, “ “ ⁇ (Hat)”) is estimated on "Y” and output as the estimation result. Then, the model creation process ends.
  • the data series of the explanatory variables in the predetermined period including the estimation target time point is obtained from the storage unit in which the data series of the explanatory variables and the explained variables are stored. Select a predetermined number of similar data series of explanatory variables in other periods.
  • the model creation device has a data series of explanatory variables in other selected periods and an explained variable at a time point corresponding to an estimation target time point in other periods in a plurality of cases in which the widths of predetermined periods are different from each other. Based on the data of, a model is created to estimate the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time. As a result, a highly accurate model can be created even in the case where the time constants of the explained variable and the explanatory variable change depending on the situation.
  • the model creation device evaluates the accuracy of each of the created models, and stores each of the created models in association with the width of the predetermined period set at the time of creating the model and the evaluation of the accuracy. Keep it. Then, the model creation device selects the model having the highest evaluation of accuracy from the created models. Further, the data series of the explanatory variables in the predetermined period including the estimation target time point and the width set when the selected model was created is input to the selected model to be explained at the estimation target time point. Estimate the variable. As a result, highly accurate estimation can be performed even in the case where the time constants of the explained variable and the explanatory variable change depending on the situation.
  • the second embodiment will be described.
  • the same configuration as the model creation device 10 according to the first embodiment is applied to the creation and estimation of a model for estimating the number of people staying in the room from the carbon dioxide (CO2) concentration in the room where the ventilator is located.
  • CO2 carbon dioxide
  • the hardware configuration of the model creation device according to the second embodiment is the same as that of the model creation device 10 according to the first embodiment, the description thereof will be omitted.
  • the data series DB 231 stores the data series measured by the CO2 sensor 232A, the ventilator controller 232B, and the number of people counter 232C, which are examples of the data acquisition unit 32 in the first embodiment. ..
  • the CO2 sensor 232A is installed in the room to be measured, and measures and outputs the CO2 concentration in the room at each time.
  • the ventilator controller 232B measures and outputs the output of the inverter of the ventilator (hereinafter referred to as "INV output") at each time as an index indicating the ventilation capacity of the ventilator.
  • the number of people counter 232C detects a person staying in the room with a motion sensor or the like, and counts and outputs the number of people detected at each time.
  • FIG. 5 shows an example of the data series DB 231.
  • the data series DB231 shows the number of people staying in the room to be measured, the CO2 concentration, and the CO2 concentration every 10 minutes from 0:00 on August 1, 2019 to 17:50 on December 1, 2019.
  • the INV output is stored. Also, from 8:00 to 17:50 on December 1, 2019, the CO2 concentration and INV output are memorized every 10 minutes, but the number of people staying cannot be measured, and "null" is memorized. There is.
  • CO2 concentration and INV output are set as explanatory variables
  • number of people staying is set as an explained variable
  • the number of people staying in null is the CO2 concentration and INV output at the same time and before and after the same time.
  • a set value is input to the model creation device 210 according to the second embodiment from the input unit 233 which is an example of the set value input unit 33 in the first embodiment.
  • the input unit 233 is an input device such as a keyboard and a touch panel display.
  • the model creation device 210 has an estimation unit 221, a selection unit 222, and a creation unit 223 as functional configurations.
  • Each functional configuration is the same as each functional configuration of the model creation device 10 according to the first embodiment.
  • specific processing of each functional configuration according to the specific example applied in the second embodiment will be described.
  • FIG. 6 is a flowchart showing the flow of the model creation process by the model creation device 210.
  • the model creation process is performed by the CPU 11 reading the model creation program from the ROM 12 or the storage 14, expanding it into the RAM 13 and executing the model creation program.
  • step S211 the CPU 11 acquires the set value input from the input unit 233 as the estimation unit 221. Specifically, the CPU 11 acquires the following set values as the estimation unit 221.
  • step S212 the CPU 11 sets the size ⁇ t 1 of the front time window to ⁇ t 1 min and the size of the rear time window ⁇ t 2 to ⁇ t 2 min as the estimation unit 221.
  • step S213 CPU 11 has the estimation unit 221, CO2 from the data sequence DB 231, to t- ⁇ t 1 ⁇ t + ⁇ t 2, that is, from 2019 December 1 7:30 until the 8:30 Acquire the data series of concentration and INV output. Then, the CPU 11 passes the vector X, which is a combination of the acquired data series, to the selection unit 222 together with various set values as the estimation unit 221.
  • step S214 the CPU 11, as the selection unit 222, has a data series of CO2 concentration and INV output in another period similar to the vector X passed from the estimation unit 221 and data of the corresponding explained variable. And n are selected from the data series DB 231.
  • the selection unit 222 is a vector that combines the CO2 concentration data series and the INV output data series in the period defined by each time t', the front time window, and the back time window in the data series DB231. , The distance from the vector X acquired in step S213 is calculated.
  • the selection unit 222 adds, for example, a value obtained by adding the average value of the pairwise distance for each data series of the CO2 concentration and the INV output data series, and the distance between the vector and the vector X obtained at the time t'dist t, Calculated as t'.
  • dist t, t' (
  • ) ⁇ 14 43.2.
  • the selection unit 222 calculates the dist t, t'for all t'in which the number of people staying in the data series DB 231 is stored within the period defined by the time window and t'. In the example of FIG. 5, t'is the date and time from 0:30 on August 1, 2019 to 7:20 on December 1, 2019.
  • step S215 the CPU 11 acts as the creation unit 223 as a parameter of the multiple regression model based on X', Y', and the model type M, and the coefficient of the term corresponding to each explanatory variable in the multiple regression equation. Calculate the coefficient vector ⁇ that combines. As a result, a multiple regression model (hereinafter referred to as “model ⁇ ”) represented by using the coefficient vector ⁇ is created.
  • step S216 the CPU 11 calculates the evaluation values score ⁇ t1 and ⁇ t2 of the model ⁇ as the creation unit 223.
  • score ⁇ t1 and ⁇ t2 can be, for example, the average value of the errors between the correct answer value Y'and the estimated value estimated based on the corresponding X'and the model ⁇ .
  • the CPU 11 stores the calculated score ⁇ t1 and ⁇ t2 in the model DB 225 together with ⁇ , ⁇ t 1 and ⁇ t 2 as the creation unit 223.
  • a model ⁇ is created for each combination of all ⁇ t 1 and ⁇ t 2 in the range specified by the set value, and the evaluation value is score ⁇ t1. , ⁇ t2 is calculated.
  • CPU 11 as the estimator 221, the data series DB 231, acquires the CO2 concentration and the data series of the INV output at t- ⁇ t 1 ⁇ t + ⁇ t 2, to obtain the vector X that combines acquired data sequence .
  • the CO2 concentration and INV output from 7:00 to 9:30 on December 1, 2019 are acquired and combined to obtain a vector X.
  • step S222 the CPU 11 estimates the estimated value Y ⁇ of the number of people staying at the estimation target time point t based on X and ⁇ as the estimation unit 221 and outputs it as the estimation result, and the model creation process ends. do.
  • the model creation device when the first embodiment is applied to a specific example, the same effect as that of the model creation device according to the first embodiment can be obtained. ..
  • the third embodiment in the same specific example as in the second embodiment, a case where an optimum value is determined for the number of selected data n will be described. Since the hardware configuration of the model creation device according to the third embodiment is the same as that of the model creation device 10 according to the first embodiment, the description thereof will be omitted. Further, in the model creation device according to the third embodiment, the same components as those of the model creation device 210 according to the second embodiment are designated by the same reference numerals and detailed description thereof will be omitted.
  • the model creation device 310 has an estimation unit 321, a selection unit 222, and a creation unit 223 as functional configurations.
  • the estimation unit 321 is a range input as a set value instead of the estimation unit 221 in the second embodiment passing a fixed value input from the input unit 233 to the selection unit 222 as the number of selection data n. Each of the selection data number n different from each other is passed to the selection unit 222.
  • FIG. 8 is a flowchart showing the flow of the model creation process by the model creation device 310.
  • the model creation process is performed by the CPU 11 reading the model creation program from the ROM 12 or the storage 14, expanding it into the RAM 13 and executing the model creation program.
  • the same process as the model creation process (FIG. 6) of the second embodiment is assigned the same step number and detailed description thereof will be omitted.
  • step S311 the CPU 11 acquires the set value input from the input unit 233 as the estimation unit 321. Specifically, the CPU 11 acquires the following set values as the estimation unit 321.
  • Estimated target date and time t December 1, 2019 8:00 ⁇ Estimated target (explained variable): Number of people staying ⁇ Minimum value of previous time window ⁇ t 1min : 3 ⁇ Maximum value of the previous time window ⁇ t 1max : 12 ⁇ Minimum value of the after-time window ⁇ t 2min : 3 ⁇ Maximum value of the later time window ⁇ t 2max : 12 -Minimum value of the number of selected data n min : 50 -Maximum number of selected data n max: 100 ⁇ Model type M: Multiple regression
  • the number of selected data it differs from the second embodiment in that the maximum value and the minimum value are included instead of the fixed value.
  • step S312 the CPU 11 sets the size of the front time window ⁇ t 1 to ⁇ t 1 min , the size of the rear time window ⁇ t 2 to ⁇ t 2 min , and the number of selected data n to n min as the estimation unit 321. Are set respectively.
  • step S320 CPU 11 has the estimation unit 321, as well as adding 1 to n, to set the ⁇ t 1min to ⁇ t 1, set the ⁇ t 2min to ⁇ t 2, the process returns to step S213.
  • step S221 the CPU 11 serves as the estimation unit 321 to store the model ⁇ in which score ⁇ t1, ⁇ t2, n is the smallest from the model DB225, and the size of the previous time window stored in association with the model ⁇ . Get ⁇ t 1 and the size of the later time window ⁇ t 2 .
  • the optimum value of the number of selected data is also determined from the set range. Since the optimum value of the number of selected data may change depending on the time of estimation, a more accurate model should be created by determining the optimum value of the number of selected data as in the third embodiment. Can be done. In addition, a model created using the optimum number of selected data enables more accurate estimation.
  • an increase width may be added as a set value to increase by the set width.
  • the number of selected data in the third embodiment may be increased by the set width by adding an increase width as a set value.
  • the present invention is not limited to this. .. Only some kinds of explanatory variables selected from the explanatory variables included in the data series DB may be used.
  • the distance may be calculated, or a model may be created or estimated, using only the data at a part of the data series in the period defined by the time window.
  • the process of acquiring the data series of the explanatory variables for the predetermined period including the estimation target time point t may be performed by the selection unit.
  • processors other than the CPU may execute the model creation process in which the CPU reads the software (program) and executes the software (program) in each of the above embodiments.
  • the processors include PLD (Programmable Logic Device) whose circuit configuration can be changed after manufacturing FPGA (Field-Programmable Gate Array), and ASIC (Application Specific Integrated Circuit) for executing ASIC (Application Special Integrated Circuit).
  • PLD Programmable Logic Device
  • FPGA Field-Programmable Gate Array
  • ASIC Application Specific Integrated Circuit
  • An example is a dedicated electric circuit or the like, which is a processor having a circuit configuration designed exclusively for the purpose.
  • model creation process may be executed by one of these various processors, or a combination of two or more processors of the same type or different types (for example, a plurality of FPGAs and a combination of a CPU and an FPGA). Etc.).
  • the hardware structure of these various processors is, more specifically, an electric circuit in which circuit elements such as semiconductor elements are combined.
  • the program is a non-temporary storage medium such as a CD-ROM (Compact Disk Read Only Memory), a DVD-ROM (Digital entirely Disk Online Memory), and a USB (Universal Serial Bus) memory. It may be provided in the form. Further, the program may be downloaded from an external device via a network.
  • a model creation device configured to create a model for estimating the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time based on the above.
  • a non-temporary recording medium that stores a program that can be executed by a computer to perform a modeling process.
  • the model creation process is From the storage unit in which each data series of the explanatory variable and the explained variable is stored, a predetermined number of data series of the explanatory variables in other periods similar to the data series of the explanatory variables in the predetermined period including the estimation target time point are selected. , For a plurality of cases in which the widths of the predetermined periods are different, the data series of the explanatory variables in the other period selected and the data of the explained variables at the time corresponding to the estimation target time in the other period.
  • a non-temporary recording medium comprising creating a model for estimating an explained variable at an estimated target time from a data series of explanatory variables in the predetermined period including the estimated target time based on the above.

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Abstract

The present invention creates a highly accurate model even in a case where time constants of an explained variable and an explanatory variable change according to a condition by: a selection unit (22) selecting, from a data series DB (31) in which each data series of the explanatory variable and the explained variable are stored, a prescribed number of data series of the explanatory variable in another period, which are similar to a data series of the explanatory variable in a prescribed period including a time point to be estimated; and a creation unit (23) creating a model for estimating the explained variable at the time point to be estimated from a data series of the explanatory variable in a prescribed period including the time point to be estimated on the basis of the selected data series of the explanatory variable in the other period and data of the explained variable at a time point corresponding to the time point to be estimated in the other period for a plurality of cases where the widths of the prescribed period are set to be different.

Description

モデル作成装置、モデル作成方法、及びモデル作成プログラムModel creation device, model creation method, and model creation program
 開示の技術は、モデル作成装置、モデル作成方法、及びモデル作成プログラムに関する。 The disclosed technology relates to a model creation device, a model creation method, and a model creation program.
 従来、ある値を他の測定データから推定する際に使用する機械学習モデルの作成に関する技術が存在する。例えば、被説明変数となるある数値を、説明変数となる数値であって、被説明変数との因果関係はあるが変化速度が被説明変数とは異なる別の数値から推定する場合において、推定対象時点前後のデータも説明変数として用いる方法が提案されている(非特許文献1参照)。これにより、この方法は、説明変数と被説明変数との変化速度の差、すなわち時定数の差の吸収を図っている。 Conventionally, there is a technique for creating a machine learning model used when estimating a certain value from other measurement data. For example, when a certain numerical value that is an explained variable is estimated from another numerical value that is an explanatory variable and has a causal relationship with the explained variable but a change rate is different from that of the explained variable, it is an estimation target. A method has been proposed in which data before and after the time point is also used as an explanatory variable (see Non-Patent Document 1). As a result, this method absorbs the difference in the rate of change between the explanatory variable and the explained variable, that is, the difference in the time constant.
 従来技術は、パラメタ間の時定数が一定なケースには対応できるが、状況によってモデル内パラメタ間の時定数が変化するケースでは、高精度なモデルを作成することができない問題があった。例として、ある室内の二酸化炭素(CO2)濃度から滞在人数を予測する場合、CO2濃度と人数変化とで時定数が大きく異なるだけでなく、その時の換気能力によって、人が排出するCO2が室内のCO2濃度に影響を及ぼす度合い及び時定数が変化しうる。 The conventional technology can handle cases where the time constant between parameters is constant, but there is a problem that a highly accurate model cannot be created when the time constant between parameters in the model changes depending on the situation. As an example, when predicting the number of people staying from the carbon dioxide (CO2) concentration in a room, not only the time constant differs greatly depending on the CO2 concentration and the change in the number of people, but also the CO2 emitted by the person depends on the ventilation capacity at that time. The degree and time constant that affect the CO2 concentration can change.
 開示の技術は、上記の点に鑑みてなされたものであり、状況によって被説明変数及び説明変数の時定数が変化するケースにおいても、高精度なモデルを作成することを目的とする。 The disclosed technology was made in view of the above points, and aims to create a highly accurate model even in cases where the time constants of the explained variable and the explanatory variable change depending on the situation.
 本開示の第1態様は、モデル作成装置であって、説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択する選択部と、前記所定期間の幅を各々異ならせた複数の場合について、前記選択部により選択された前記他の期間における説明変数のデータ系列と、前記他の期間において前記推定対象時点に対応する時点の被説明変数のデータとに基づいて、前記推定対象時点を含む前記所定期間における説明変数のデータ系列から前記推定対象時点の被説明変数を推定するモデルを作成する作成部と、を含む。 The first aspect of the present disclosure is a model creation device, which is similar to the data series of the explanatory variables in a predetermined period including the time to be estimated from the storage unit in which the data series of the explanatory variables and the explained variables are stored. , The data of the explanatory variables in the other period selected by the selection unit in the case of a selection unit for selecting a predetermined number of data series of explanatory variables in other periods and a plurality of cases in which the widths of the predetermined periods are different from each other. Based on the series and the data of the explained variable at the time corresponding to the estimated target time in the other period, the explained from the data series of the explanatory variables in the predetermined period including the estimated target time is explained. Includes a creation unit that creates a model for estimating variables.
 本開示の第2態様は、選択部と、作成部とを含むモデル作成装置が実行するモデル作成方法であって、前記選択部が、説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択し、前記作成部が、前記所定期間の幅を各々異ならせた複数の場合について、前記選択部により選択された前記他の期間における説明変数のデータ系列と、前記他の期間において前記推定対象時点に対応する時点の被説明変数のデータとに基づいて、前記推定対象時点を含む前記所定期間における説明変数のデータ系列から前記推定対象時点の被説明変数を推定するモデルを作成する方法である。 The second aspect of the present disclosure is a model creation method executed by a model creation device including a selection unit and a creation unit, in which the selection unit stores data sequences of explanatory variables and explained variables. A predetermined number of explanatory variable data series in other periods similar to the explanatory variable data series in the predetermined period including the estimation target time point are selected from the storage unit, and the creating unit makes the width of the predetermined period different. In the plurality of cases, based on the data series of the explanatory variables in the other period selected by the selection unit and the data of the explained variables at the time corresponding to the estimation target time in the other period. This is a method of creating a model for estimating the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time.
 本開示の第3態様は、モデル作成プログラムであって、コンピュータを、上記のモデル作成装置を構成する各部として機能させるためのプログラムである。 The third aspect of the present disclosure is a model creation program, which is a program for causing a computer to function as each part constituting the above-mentioned model creation device.
 開示の技術によれば、状況によって被説明変数及び説明変数の時定数が変化するケースにおいても、高精度なモデルを作成することができる。 According to the disclosed technology, it is possible to create a highly accurate model even in the case where the time constants of the explained variable and the explanatory variable change depending on the situation.
モデル作成装置のハードウェア構成を示すブロック図である。It is a block diagram which shows the hardware configuration of a model making apparatus. 第1実施形態に係るモデル作成装置の機能構成の例を示すブロック図である。It is a block diagram which shows the example of the functional structure of the model making apparatus which concerns on 1st Embodiment. 第1実施形態におけるモデル作成処理の流れを示すフローチャートである。It is a flowchart which shows the flow of the model creation process in 1st Embodiment. 第2及び第3実施形態に係るモデル作成装置の機能構成の例を示すブロック図である。It is a block diagram which shows the example of the functional structure of the model making apparatus which concerns on 2nd and 3rd Embodiment. データ系列DBの一例を示す図である。It is a figure which shows an example of a data series DB. 第2実施形態におけるモデル作成処理の流れを示すフローチャートである。It is a flowchart which shows the flow of the model creation process in 2nd Embodiment. モデルDBの一例を示す図である。It is a figure which shows an example of a model DB. 第3実施形態におけるモデル作成処理の流れを示すフローチャートである。It is a flowchart which shows the flow of the model creation process in 3rd Embodiment.
 以下、開示の技術の実施形態の一例を、図面を参照しつつ説明する。なお、各図面において同一又は等価な構成要素及び部分には同一の参照符号を付与している。また、図面の寸法比率は、説明の都合上誇張されており、実際の比率とは異なる場合がある。 Hereinafter, an example of the embodiment of the disclosed technology will be described with reference to the drawings. The same reference numerals are given to the same or equivalent components and parts in each drawing. In addition, the dimensional ratios in the drawings are exaggerated for convenience of explanation and may differ from the actual ratios.
<第1実施形態>
 第1実施形態では、説明変数のデータ系列に基づいて、推定対象時点の被説明変数を推定するためのモデルを作成すると共に、推定対象時点の被説明変数を推定するモデル作成装置について説明する。
<First Embodiment>
In the first embodiment, a model for estimating the explained variable at the time of the estimation target time is created based on the data series of the explanatory variables, and a model creation device for estimating the explained variable at the time of the estimation target time is described.
 図1は、モデル作成装置10のハードウェア構成を示すブロック図である。 FIG. 1 is a block diagram showing a hardware configuration of the model creation device 10.
 図1に示すように、モデル作成装置10は、CPU(Central Processing Unit)11、ROM(Read Only Memory)12、RAM(Random Access Memory)13、ストレージ14、入力部15、表示部16、及び通信I/F(Interface)17を有する。各構成は、バス19を介して相互に通信可能に接続されている。 As shown in FIG. 1, the model creation device 10 includes a CPU (Central Processing Unit) 11, a ROM (Read Only Memory) 12, a RAM (Random Access Memory) 13, a storage 14, an input unit 15, a display unit 16, and a communication. It has an I / F (Interface) 17. The configurations are connected to each other via the bus 19 so as to be communicable with each other.
 CPU11は、中央演算処理ユニットであり、各種プログラムを実行したり、各部を制御したりする。すなわち、CPU11は、ROM12又はストレージ14からプログラムを読み出し、RAM13を作業領域としてプログラムを実行する。CPU11は、ROM12又はストレージ14に記憶されているプログラムに従って、上記各構成の制御及び各種の演算処理を行う。本実施形態では、ROM12又はストレージ14には、後述するモデル作成処理を実行するためのモデル作成プログラムが格納されている。 The CPU 11 is a central arithmetic processing unit that executes various programs and controls each part. That is, the CPU 11 reads the program from the ROM 12 or the storage 14, and executes the program using the RAM 13 as a work area. The CPU 11 controls each of the above configurations and performs various arithmetic processes according to the program stored in the ROM 12 or the storage 14. In the present embodiment, the ROM 12 or the storage 14 stores a model creation program for executing the model creation process described later.
 ROM12は、各種プログラム及び各種データを格納する。RAM13は、作業領域として一時的にプログラム又はデータを記憶する。ストレージ14は、HDD(Hard Disk Drive)、SSD(Solid State Drive)等の記憶装置により構成され、オペレーティングシステムを含む各種プログラム、及び各種データを格納する。 ROM 12 stores various programs and various data. The RAM 13 temporarily stores a program or data as a work area. The storage 14 is composed of a storage device such as an HDD (Hard Disk Drive) and an SSD (Solid State Drive), and stores various programs including an operating system and various data.
 入力部15は、マウス等のポインティングデバイス、及びキーボードを含み、各種の入力を行うために使用される。 The input unit 15 includes a pointing device such as a mouse and a keyboard, and is used for performing various inputs.
 表示部16は、例えば、液晶ディスプレイであり、各種の情報を表示する。表示部16は、タッチパネル方式を採用して、入力部15として機能してもよい。 The display unit 16 is, for example, a liquid crystal display and displays various types of information. The display unit 16 may adopt a touch panel method and function as an input unit 15.
 通信インタフェース17は、他の機器と通信するためのインタフェースである。当該通信には、例えば、イーサネット(登録商標)若しくはFDDI等の有線通信の規格、又は、4G、5G、若しくはWi-Fi(登録商標)等の無線通信の規格が用いられる。 The communication interface 17 is an interface for communicating with other devices. For the communication, for example, a wired communication standard such as Ethernet (registered trademark) or FDDI, or a wireless communication standard such as 4G, 5G, or Wi-Fi (registered trademark) is used.
 次に、モデル作成装置10の機能構成について説明する。図2は、モデル作成装置10の機能構成の例を示すブロック図である。 Next, the functional configuration of the model creation device 10 will be described. FIG. 2 is a block diagram showing an example of the functional configuration of the model creation device 10.
 図2に示すように、データ系列DB(Database)31には、データ取得部32により取得される、説明変数及び被説明変数の各々のデータ系列が記憶される。データ取得部32は、例えば、実世界に設置された、室温やCO2濃度等を計測する環境センサ、室内に存在する人数をカウントする人感センサ、サーバで蓄積されたシステムログを送信するソフトウェア等である。説明変数は1種類であってもよいし、複数種類であってもよい。モデル作成装置10には、データ系列DB31から読み出されたデータ系列が入力される。なお、データ系列DB31は、開示の技術の記憶部の一例である。 As shown in FIG. 2, the data series DB (Database) 31 stores each data series of the explanatory variable and the explained variable acquired by the data acquisition unit 32. The data acquisition unit 32 is, for example, an environment sensor installed in the real world that measures room temperature, CO2 concentration, etc., a motion sensor that counts the number of people existing in a room, software that transmits system logs accumulated in a server, and the like. Is. The explanatory variables may be one type or a plurality of types. The data sequence read from the data sequence DB 31 is input to the model creation device 10. The data series DB 31 is an example of a storage unit of the disclosed technology.
 また、モデル作成装置10には、設定値入力部33から設定値が入力される。設定値入力部33は、推定対象時点の被説明変数の推定に用いるモデルの作成及び選択(詳細は後述)に関する設定値をモデル作成装置10へ入力する。設定値の具体例は、後述する。 Further, the set value is input to the model creation device 10 from the set value input unit 33. The setting value input unit 33 inputs the setting values related to the creation and selection (details will be described later) of the model used for estimating the explained variable at the time of the estimation target to the model creation device 10. Specific examples of the set values will be described later.
 また、モデル作成装置10からは、モデルを用いて推定された推定結果が出力される。 Further, the model creation device 10 outputs the estimation result estimated using the model.
 図2に示すように、モデル作成装置10は、機能構成として、推定部21と、選択部22と、作成部23とを有する。各機能構成は、CPU11がROM12又はストレージ14に記憶されたモデル作成プログラムを読み出し、RAM13に展開して実行することにより実現される。 As shown in FIG. 2, the model creation device 10 has an estimation unit 21, a selection unit 22, and a creation unit 23 as functional configurations. Each functional configuration is realized by the CPU 11 reading the model creation program stored in the ROM 12 or the storage 14 and expanding and executing the model creation program in the RAM 13.
 推定部21は、モデルの作成に必要なデータ系列を選択するための情報を選択部22へ受け渡し、モデルを作成するためのデータ系列の選択を指示する。具体的には、推定部21は、推定対象時点からの過去方向の時間窓(以下では、「前時間窓」という)、及び推定対象時点からの未来方向の時間窓(以下では、「後時間窓」という)の少なくとも一方を用いて、推定対象時点を含む所定期間の幅を設定する。本実施形態では、前時間窓及び後時間窓の両方を用いて所定期間の幅を設定する場合について説明する。 The estimation unit 21 passes the information for selecting the data series necessary for creating the model to the selection unit 22, and instructs the selection unit 22 to select the data series for creating the model. Specifically, the estimation unit 21 has a time window in the past direction from the estimation target time point (hereinafter referred to as "previous time window") and a time window in the future direction from the estimation target time point (hereinafter, "after time"). At least one of the windows) is used to set the width of the predetermined period including the estimated target time point. In the present embodiment, a case where the width of a predetermined period is set by using both the front time window and the back time window will be described.
 より具体的には、推定部21は、設定値入力部33から入力された設定値を取得する。本実施形態では、推定部21は、設定値として、推定対象時点t、前時間窓の最小値∂t1min、後時間窓の最小値∂t2min、前時間窓の最大値∂t1max、後時間窓の最大値∂t2max、選択データ数n、及び作成するモデルの種類Mを取得する。推定部21は、前時間窓のサイズ∂tを∂t1min~∂t1maxの範囲で、後時間窓のサイズ∂tを∂t2min~∂t2maxの範囲で変更することにより、幅が各々異なる複数の所定期間を設定する。すなわち、推定部21は、t-∂t以降t+∂tまでを所定期間として設定する。 More specifically, the estimation unit 21 acquires the set value input from the set value input unit 33. In the present embodiment, the estimating unit 21, a set value, the estimated target time point t, the minimum value ∂t 1min before time window, after the minimum value ∂t 2min time window before the time window of maximum ∂t 1max, after The maximum value ∂t 2max of the time window, the number of selected data n, and the type M of the model to be created are acquired. Estimation unit 21, the size ∂t 1 before time window in the range of ∂t 1min ~ ∂t 1max, by changing the size ∂t 2 after time window in the range of ∂t 2min ~ ∂t 2max, width Sets a plurality of predetermined periods, each of which is different. That is, the estimating unit 21 sets up t-∂t 1 after t + ∂t 2 as the predetermined period.
 推定部21は、設定した所定期間毎に、データ系列DB31から、t-∂t~t+∂tの期間における説明変数のデータ系列を取得し、取得したデータ系列を結合してベクトルXとする。説明変数が1種類の場合には、取得されたデータ系列に含まれる各データがベクトルXの各要素となる。説明変数が複数種類の場合には、各種類の説明変数のデータ系列に含まれる各データを全て羅列したものがベクトルXとなる。推定部21は、ベクトルXを各種設定値と共に、選択部22へ受け渡す。 Estimation unit 21, at predetermined time intervals set, the data series DB31, acquires a data series of explanatory variables in the period t-∂t 1 ~ t + ∂t 2, a vector X by combining the acquired data sequence do. When there is only one type of explanatory variable, each data included in the acquired data series becomes each element of the vector X. When there are a plurality of types of explanatory variables, the vector X is a list of all the data included in the data series of the explanatory variables of each type. The estimation unit 21 passes the vector X together with various set values to the selection unit 22.
 また、推定部21は、モデルが作成された後、作成されたモデルの中の最適なモデル、及び推定対象時点を含む所定期間における説明変数のデータ系列を用いて、推定対象時点の被説明変数を推定する。具体的には、推定部21は、後述する作成部23により作成されたモデルのうち、精度の評価が最も高いモデルを選択する。推定部21は、推定対象時点tを含む所定期間であって、選択したモデルを作成した際に設定された幅の所定期間(t-∂t~t+∂t)における説明変数のデータ系列を、データ系列DB31から取得する。そして、推定部21は、選択したモデルに、取得した説明変数のデータ系列を結合したベクトルXを入力して、推定対象時点tの被説明変数を推定する。 Further, after the model is created, the estimation unit 21 uses the optimum model in the created model and the data series of the explanatory variables in the predetermined period including the estimation target time point to explain the variable at the estimation target time point. To estimate. Specifically, the estimation unit 21 selects the model with the highest evaluation of accuracy from the models created by the creation unit 23, which will be described later. Estimation unit 21, a predetermined period including the estimated target time point t, the data series of explanatory variables in a predetermined period of set width when creating the selected model (t-∂t 1 ~ t + ∂t 2) Is acquired from the data series DB 31. Then, the estimation unit 21 inputs the vector X in which the acquired data series of the explanatory variables are combined into the selected model, and estimates the explained variable at the estimation target time point t.
 選択部22は、データ系列DB31から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択する。 The selection unit 22 selects a predetermined number of explanatory variable data series in other periods that are similar to the explanatory variable data series in the predetermined period including the estimation target time point from the data series DB 31.
 具体的には、選択部22は、推定部21から受け渡されたベクトルXが示すデータ系列と類似する説明変数のデータ系列、及び、その説明変数のデータ系列に対応する被説明変数のデータを、データ系列DB31からn個選択する。例えば、選択部22は、データ系列間のペアワイズ距離の平均値の和や相関係数、ベクトルのコサイン類似度等をデータ系列間の類似度として用いることができる。そして、選択部22は、ベクトルXとの類似度が所定の条件を満たす、他の期間における説明変数のデータ系列を選択する。選択部22は、選択したn個の説明変数のデータ系列を結合してベクトルX’とする。また、選択部22は、他の期間において、推定対象時点に対応する時点の被説明変数のデータをn個選択し、選択したn個の被説明変数のデータを結合してベクトルY’とする。そして、選択部22は、ベクトルX’及びY’を、各種設定値と共に作成部23へ受け渡す。 Specifically, the selection unit 22 selects the data series of the explanatory variables similar to the data series indicated by the vector X passed from the estimation unit 21, and the data of the explained variables corresponding to the data series of the explanatory variables. , Select n data series DB31. For example, the selection unit 22 can use the sum of the average values of the pairwise distances between the data series, the correlation coefficient, the cosine similarity of the vectors, and the like as the similarity between the data series. Then, the selection unit 22 selects a data series of explanatory variables in another period in which the degree of similarity with the vector X satisfies a predetermined condition. The selection unit 22 combines the data series of the selected n explanatory variables into a vector X'. Further, the selection unit 22 selects n data of the explained variables at the time corresponding to the estimation target time point in another period, and combines the data of the selected n explained variables to form a vector Y'. .. Then, the selection unit 22 passes the vectors X'and Y'to the creation unit 23 together with various set values.
 作成部23は、所定期間の幅が異なる複数の場合の各々について、選択部22で選択された説明変数のデータ系列及び被説明変数のデータに基づいて、推定対象時点の被説明変数を推定するモデルを作成する。モデルの例としては、重回帰モデル、Support Vector回帰、Random Forest回帰のような非線形回帰モデル、ニューラルネットワークモデル等が挙げられる。具体的には、作成部23は、選択部22から受け渡されたベクトルX’とベクトルY’との関係を学習して、モデルの種類Mに応じたモデルのパラメタを導出することにより、モデルを作成する。 The creating unit 23 estimates the explained variable at the time to be estimated based on the data series of the explanatory variables and the data of the explained variables selected by the selection unit 22 for each of a plurality of cases having different widths of the predetermined period. Create a model. Examples of the model include a multiple regression model, a support vector regression, a non-linear regression model such as Random Forest regression, a neural network model, and the like. Specifically, the creating unit 23 learns the relationship between the vector X'and the vector Y'passed from the selection unit 22, and derives the parameters of the model according to the model type M to obtain the model. To create.
 作成部23は、所定期間の幅が異なる複数の場合の各々について作成したモデルの各々の精度を示す評価値を算出する。例えば、作成部23は、選択部22から受け渡されたベクトルX’を構成する説明変数のデータ系列の各々をモデルに入力して得られる推定値の各々と、正解値の各々との誤差の平均値を評価値として算出することができる。正解値は、選択部22から受け渡されたベクトルY’を構成する被説明変数のデータ、すなわち、所定期間に対応する他の期間において、推定対象時点に対応する時点の被説明変数のデータとすることができる。作成部23は、作成したモデルの各々を、モデルを作成した際に設定されていた所定期間の幅、及び算出した評価値と対応付けてモデルDB25に記憶する。なお、モデルDB25は、開示の技術のモデル記憶部の一例である。 The creation unit 23 calculates an evaluation value indicating the accuracy of each of the created models for each of a plurality of cases where the width of the predetermined period is different. For example, the creation unit 23 inputs each of the data series of explanatory variables constituting the vector X'passed from the selection unit 22 into the model, and the error between each of the estimated values and each of the correct answer values. The average value can be calculated as an evaluation value. The correct answer value is the data of the explained variable constituting the vector Y'passed from the selection unit 22, that is, the data of the explained variable at the time corresponding to the estimation target time in another period corresponding to the predetermined period. can do. The creation unit 23 stores each of the created models in the model DB 25 in association with the width of the predetermined period set when the model was created and the calculated evaluation value. The model DB 25 is an example of a model storage unit of the disclosed technology.
 次に、第1実施形態に係るモデル作成装置10の作用について説明する。 Next, the operation of the model creation device 10 according to the first embodiment will be described.
 図3は、モデル作成装置10によるモデル作成処理の流れを示すフローチャートである。CPU11がROM12又はストレージ14からモデル作成プログラムを読み出して、RAM13に展開して実行することにより、モデル作成処理が行なわれる。 FIG. 3 is a flowchart showing the flow of the model creation process by the model creation device 10. The model creation process is performed by the CPU 11 reading the model creation program from the ROM 12 or the storage 14, expanding it into the RAM 13 and executing the model creation program.
 ステップS11で、CPU11は、推定部21として、設定値入力部33から入力された設定値を取得する。具体的には、CPU11は、推定部21として、推定対象時点t、前時間窓の最小値∂t1min、後時間窓の最小値∂t2min、前時間窓の最大値∂t1max、後時間窓の最大値∂t2max、選択データ数n、及び作成するモデルの種類Mを取得する。 In step S11, the CPU 11 acquires the set value input from the set value input unit 33 as the estimation unit 21. Specifically, CPU 11, as the estimating unit 21, estimation target time t, before the time window minimum ∂t 1min of, after the time window minimum ∂t 2min of the previous time window maximum ∂t 1max, after time The maximum value of the window ∂t 2max , the number of selected data n, and the type M of the model to be created are acquired.
 次に、ステップS12で、CPU11は、推定部21として、前時間窓のサイズ∂tに∂t1minを、後時間窓のサイズ∂tに∂t2minをそれぞれ設定する。 Next, in step S12, the CPU 11 sets the size of the front time window ∂t 1 to ∂t 1 min and the size of the rear time window ∂t 2 to ∂t 2 min as the estimation unit 21.
 次に、ステップS13で、CPU11は、推定部21として、データ系列DB31から、t-∂t~t+∂tにおける説明変数のデータ系列を結合してベクトルXとし、各種設定値と共に、選択部22へ受け渡す。 Next, in step S13, CPU 11 may, as an estimated 21, from the data series DB31, a vector X by combining the data sequence of the explanatory variable in t-∂t 1 ~ t + ∂t 2, together with the various set values, selection Hand over to department 22.
 次に、ステップS14で、CPU11は、選択部22として、推定部21から受け渡されたベクトルXと類似する、他の期間における説明変数のデータ系列、及び対応する被説明変数のデータを、データ系列DB31からn個選択する。そして、CPU11は、選択部22として、選択したn個の説明変数のデータ系列を結合したベクトルX’、及び選択したn個の被説明変数のデータを結合したベクトルY’を、各種設定値と共に作成部23へ受け渡す。 Next, in step S14, the CPU 11, as the selection unit 22, obtains data of the explanatory variable data series in another period and the corresponding explained variable data similar to the vector X passed from the estimation unit 21. Select n items from the series DB 31. Then, as the selection unit 22, the CPU 11 uses the vector X'that combines the data series of the selected n explanatory variables and the vector Y'that combines the data of the selected n explained variables together with various setting values. Hand over to the creation unit 23.
 次に、ステップS15で、CPU11は、作成部23として、ベクトルX’とベクトルY’との関係を学習して、モデルの種類Mに応じたモデルのパラメタを導出することにより、モデルfを作成する。 Next, in step S15, the CPU 11 creates the model f by learning the relationship between the vector X'and the vector Y'as the creating unit 23 and deriving the parameters of the model according to the model type M. do.
 次に、ステップS16で、CPU11は、作成部23として、例えば、推定値と正解値との誤差の平均値等を、モデルfの評価値scoreとして算出する。そして、CPU11は、作成部23として、算出した評価値scoreを、モデルfと、現在設定されている∂t及び∂tと共に、モデルDB25へ記憶する。 Next, in step S16, the CPU 11 calculates, for example, the average value of the error between the estimated value and the correct answer value as the evaluation value score of the model f as the creating unit 23. Then, the CPU 11 stores the calculated evaluation value score as the creation unit 23 in the model DB 25 together with the model f and the currently set ∂t 1 and ∂t 2.
 次に、ステップS17で、CPU11は、推定部21として、∂t=∂t1maxか否かを判定する。∂t=∂t1maxの場合には、処理はステップS19へ移行する。一方、∂t≠∂t1maxの場合には、処理はステップS18へ移行し、CPU1は、推定部21として、∂tに1を加算し、処理はステップS13に戻る。 Next, in step S17, the CPU 11 determines whether or not ∂t 1 = ∂t 1max as the estimation unit 21. When ∂t 1 = ∂t 1max , the process proceeds to step S19. On the other hand, when ∂t 1 ≠ ∂t 1max , the process proceeds to step S18, the CPU 1 adds 1 to ∂t 1 as the estimation unit 21, and the process returns to step S13.
 ステップS19では、CPU11は、推定部21として、∂t=∂t2maxか否かを判定する。∂t=∂t2maxの場合には、処理はステップS21へ移行する。一方、∂t≠∂t2maxの場合には、処理はステップS20へ移行し、CPU1は、推定部21として、∂tに1を加算すると共に、∂tを∂t1minに設定し、処理はステップS13に戻る。 In step S19, the CPU 11 determines whether or not ∂t 2 = ∂t 2max as the estimation unit 21. When ∂t 2 = ∂t 2max , the process proceeds to step S21. On the other hand, when ∂t 2 ≠ ∂t 2max , the process proceeds to step S20, and the CPU 1 adds 1 to ∂t 2 and sets ∂t 1 to ∂t 1min as the estimation unit 21. , The process returns to step S13.
 ステップS21では、CPU11は、推定部21として、モデルDB25から、scoreが最小であるモデルfと、モデルfと対応付けて記憶されている前時間窓のサイズ∂t、及び後時間窓のサイズ∂tを取得する。そして、CPU11は、推定部21として、データ系列DB31から、t-∂t~t+∂tにおける説明変数のデータ系列を取得し、取得したデータ系列を結合したベクトルXを取得する。 In step S21, the CPU 11 serves as the estimation unit 21 to store the model f having the smallest score, the size ∂t 1 of the front time window, and the size of the back time window stored in association with the model f from the model DB 25. to get the ∂t 2. Then, CPU 11, as the estimator 21, the data series DB31, acquires a data series of explanatory variables in the t-∂t 1 ~ t + ∂t 2, to obtain the vector X that combines acquired data series.
 次に、ステップS22で、CPU11は、推定部21として、取得した説明変数のデータ系列Xとモデルfとに基づいて、推定対象時点tの被説明変数の推定値Y^(図3では、「Y」の上に「^(ハット)」)を推定し、推定結果として出力する。そして、モデル作成処理は終了する。 Next, in step S22, the CPU 11 serves as the estimation unit 21, and based on the acquired explanatory variable data series X and the model f, the estimated value Y ^ of the explained variable at the estimation target time point t (in FIG. 3, “ "^ (Hat)") is estimated on "Y" and output as the estimation result. Then, the model creation process ends.
 以上説明したように、第1実施形態に係るモデル作成装置は、説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択する。また、モデル作成装置は、所定期間の幅を各々異ならせた複数の場合について、選択された他の期間における説明変数のデータ系列と、他の期間において推定対象時点に対応する時点の被説明変数のデータとに基づいて、推定対象時点を含む所定期間における説明変数のデータ系列から推定対象時点の被説明変数を推定するモデルを作成する。これにより、状況によって被説明変数及び説明変数の時定数が変化するケースにおいても、高精度なモデルを作成することができる。 As described above, in the model creation device according to the first embodiment, the data series of the explanatory variables in the predetermined period including the estimation target time point is obtained from the storage unit in which the data series of the explanatory variables and the explained variables are stored. Select a predetermined number of similar data series of explanatory variables in other periods. In addition, the model creation device has a data series of explanatory variables in other selected periods and an explained variable at a time point corresponding to an estimation target time point in other periods in a plurality of cases in which the widths of predetermined periods are different from each other. Based on the data of, a model is created to estimate the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time. As a result, a highly accurate model can be created even in the case where the time constants of the explained variable and the explanatory variable change depending on the situation.
 また、モデル作成装置は、作成したモデルの各々の精度を評価し、作成したモデルの各々を、モデルを作成した際に設定されていた所定期間の幅、及び精度の評価と対応付けて記憶しておく。そして、モデル作成装置は、作成されたモデルのうち、精度の評価が最も高いモデルを選択する。さらに、推定対象時点を含む所定期間であって、選択したモデルを作成した際に設定されていた幅の所定期間における説明変数のデータ系列を、選択したモデルに入力して推定対象時点の被説明変数を推定する。これにより、状況によって被説明変数及び説明変数の時定数が変化するケースにおいても、高精度な推定を行うことができる。 Further, the model creation device evaluates the accuracy of each of the created models, and stores each of the created models in association with the width of the predetermined period set at the time of creating the model and the evaluation of the accuracy. Keep it. Then, the model creation device selects the model having the highest evaluation of accuracy from the created models. Further, the data series of the explanatory variables in the predetermined period including the estimation target time point and the width set when the selected model was created is input to the selected model to be explained at the estimation target time point. Estimate the variable. As a result, highly accurate estimation can be performed even in the case where the time constants of the explained variable and the explanatory variable change depending on the situation.
<第2実施形態>
 次に、第2実施形態について説明する。第2実施形態では、第1実施形態に係るモデル作成装置10と同様の構成を、換気機がある室内の二酸化炭素(CO2)濃度から、室内の滞在人数を推定するモデルの作成及び推定に適用した場合について説明する。なお、第2実施形態に係るモデル作成装置のハードウェア構成は、第1実施形態に係るモデル作成装置10と同様であるため、説明を省略する。
<Second Embodiment>
Next, the second embodiment will be described. In the second embodiment, the same configuration as the model creation device 10 according to the first embodiment is applied to the creation and estimation of a model for estimating the number of people staying in the room from the carbon dioxide (CO2) concentration in the room where the ventilator is located. This case will be described. Since the hardware configuration of the model creation device according to the second embodiment is the same as that of the model creation device 10 according to the first embodiment, the description thereof will be omitted.
 図4に示すように、データ系列DB231には、第1実施形態におけるデータ取得部32の一例である、CO2センサ232A、換気機コントローラ232B、及び人数カウンタ232Cで計測されたデータ系列が記憶される。CO2センサ232Aは、計測対象の室内に設置され、各時刻における室内のCO2濃度を計測して出力する。換気機コントローラ232Bは、換気機の換気能力を示す指標として、各時刻における換気機のインバータの出力(以下では、「INV出力」という)を計測して出力する。人数カウンタ232Cは、人感センサ等で室内に滞在する人を検知し、各時刻において検知された人数をカウントして出力する。 As shown in FIG. 4, the data series DB 231 stores the data series measured by the CO2 sensor 232A, the ventilator controller 232B, and the number of people counter 232C, which are examples of the data acquisition unit 32 in the first embodiment. .. The CO2 sensor 232A is installed in the room to be measured, and measures and outputs the CO2 concentration in the room at each time. The ventilator controller 232B measures and outputs the output of the inverter of the ventilator (hereinafter referred to as "INV output") at each time as an index indicating the ventilation capacity of the ventilator. The number of people counter 232C detects a person staying in the room with a motion sensor or the like, and counts and outputs the number of people detected at each time.
 図5に、データ系列DB231の一例を示す。図5の例では、データ系列DB231には、2019年8月1日 0:00から2019年12月1日 17:50まで、10分毎の、計測対象の室内の滞在人数、CO2濃度、及びINV出力が記憶されている。また、2019年12月1日 8:00から17:50までは、10分毎にCO2濃度及びINV出力は記憶されているが、滞在人数は計測できておらず、「null」が記憶されている。第2実施形態では、「CO2濃度」及び「INV出力」を説明変数、「滞在人数」を被説明変数とし、nullとなっている滞在人数を、同時刻及びその前後時刻のCO2濃度及びINV出力から推定する。 FIG. 5 shows an example of the data series DB 231. In the example of FIG. 5, the data series DB231 shows the number of people staying in the room to be measured, the CO2 concentration, and the CO2 concentration every 10 minutes from 0:00 on August 1, 2019 to 17:50 on December 1, 2019. The INV output is stored. Also, from 8:00 to 17:50 on December 1, 2019, the CO2 concentration and INV output are memorized every 10 minutes, but the number of people staying cannot be measured, and "null" is memorized. There is. In the second embodiment, "CO2 concentration" and "INV output" are set as explanatory variables, "number of people staying" is set as an explained variable, and the number of people staying in null is the CO2 concentration and INV output at the same time and before and after the same time. Estimate from.
 また、図4に示すように、第2実施形態に係るモデル作成装置210には、第1実施形態における設定値入力部33の一例である入力部233から設定値が入力される。入力部233は、キーボード、タッチパネルディスプレイ等の入力装置である。 Further, as shown in FIG. 4, a set value is input to the model creation device 210 according to the second embodiment from the input unit 233 which is an example of the set value input unit 33 in the first embodiment. The input unit 233 is an input device such as a keyboard and a touch panel display.
 図4に示すように、モデル作成装置210は、機能構成として、推定部221と、選択部222と、作成部223とを有する。各機能構成は、第1実施形態に係るモデル作成装置10の各機能構成と基本的な構成は同様である。以下、作用の説明において、第2実施形態で適用する具体例に応じた各機能構成の具体的処理について説明する。 As shown in FIG. 4, the model creation device 210 has an estimation unit 221, a selection unit 222, and a creation unit 223 as functional configurations. Each functional configuration is the same as each functional configuration of the model creation device 10 according to the first embodiment. Hereinafter, in the description of the operation, specific processing of each functional configuration according to the specific example applied in the second embodiment will be described.
 次に、第2実施形態に係るモデル作成装置210の作用について説明する。 Next, the operation of the model creation device 210 according to the second embodiment will be described.
 図6は、モデル作成装置210によるモデル作成処理の流れを示すフローチャートである。CPU11がROM12又はストレージ14からモデル作成プログラムを読み出して、RAM13に展開して実行することにより、モデル作成処理が行なわれる。 FIG. 6 is a flowchart showing the flow of the model creation process by the model creation device 210. The model creation process is performed by the CPU 11 reading the model creation program from the ROM 12 or the storage 14, expanding it into the RAM 13 and executing the model creation program.
 ステップS211で、CPU11は、推定部221として、入力部233から入力された設定値を取得する。具体的には、CPU11は、推定部221として、以下に示す設定値を取得する。 In step S211 the CPU 11 acquires the set value input from the input unit 233 as the estimation unit 221. Specifically, the CPU 11 acquires the following set values as the estimation unit 221.
   ・推定対象日時t:2019年12月1日 8:00
   ・推定対象(被説明変数):滞在人数
   ・前時間窓の最小値∂t1min:3
   ・前時間窓の最大値∂t1max:12
   ・後時間窓の最小値∂t2min:3
   ・後時間窓の最大値∂t2max:12
   ・選択データ数n:50
   ・モデルの種類M:重回帰
・ Estimated target date and time t: December 1, 2019 8:00
・ Estimated target (explained variable): Number of people staying ・ Minimum value of previous time window ∂t 1min : 3
・ Maximum value of the previous time window ∂t 1max : 12
・ Minimum value of the after-time window ∂t 2min : 3
・ Maximum value of the later time window ∂t 2max : 12
-Number of selected data n: 50
・ Model type M: Multiple regression
 次に、ステップS212で、CPU11は、推定部221として、前時間窓のサイズ∂tに∂t1minを、後時間窓のサイズ∂tに∂t2minをそれぞれ設定する。 Next, in step S212, the CPU 11 sets the size ∂t 1 of the front time window to ∂t 1 min and the size of the rear time window ∂t 2 to ∂t 2 min as the estimation unit 221.
 次に、ステップS213で、CPU11は、推定部221として、データ系列DB231から、t-∂t~t+∂tまで、すなわち2019年12月1日 7:30から同8:30までのCO2濃度及びINV出力のデータ系列を取得する。そして、CPU11は、推定部221として、取得したデータ系列を結合したベクトルXを、各種設定値と共に、選択部222へ受け渡す。 Next, in step S213, CPU 11 has the estimation unit 221, CO2 from the data sequence DB 231, to t-∂t 1 ~ t + ∂t 2, that is, from 2019 December 1 7:30 until the 8:30 Acquire the data series of concentration and INV output. Then, the CPU 11 passes the vector X, which is a combination of the acquired data series, to the selection unit 222 together with various set values as the estimation unit 221.
 次に、ステップS214で、CPU11は、選択部222として、推定部221から受け渡されたベクトルXと類似する、他の期間におけるCO2濃度及びINV出力のデータ系列と、対応する被説明変数のデータとを、データ系列DB231からn個選択する。具体的には、選択部222は、データ系列DB231内の各時刻t’、前時間窓、及び後時間窓により定義される期間におけるCO2濃度のデータ系列及びINV出力のデータ系列を結合したベクトルと、上記ステップS213で取得されたベクトルXとの距離を算出する。 Next, in step S214, the CPU 11, as the selection unit 222, has a data series of CO2 concentration and INV output in another period similar to the vector X passed from the estimation unit 221 and data of the corresponding explained variable. And n are selected from the data series DB 231. Specifically, the selection unit 222 is a vector that combines the CO2 concentration data series and the INV output data series in the period defined by each time t', the front time window, and the back time window in the data series DB231. , The distance from the vector X acquired in step S213 is calculated.
 例えば、時刻t’を2019年10月14日 13:30とすると、ここでは、2019年10月14日 13:00から同14:00までのCO2濃度のデータ系列とINV出力のデータ系列とを結合したベクトルが取得される。また、選択部222は、例えば、CO2濃度のデータ系列、及びINV出力のデータ系列毎のペアワイズ距離の平均値を加算した値を、時刻t’について取得したベクトルとベクトルXとの距離distt,t’として算出する。 For example, assuming that the time t'is 13:30 on October 14, 2019, here, the data series of CO2 concentration and the data series of INV output from 13:00 to 14:00 on October 14, 2019 are used. The combined vector is obtained. Further, the selection unit 222 adds, for example, a value obtained by adding the average value of the pairwise distance for each data series of the CO2 concentration and the INV output data series, and the distance between the vector and the vector X obtained at the time t'dist t, Calculated as t'.
 より具体的な例で、t’=2019年10月14日 13:30とした場合のCO2濃度のデータ系列を(564,568,579,592,601,599,597)、INV出力のデータ系列を(33.5,35.3,34.9,37.6,37.1,36.7,36.0)とする。この場合、distt,t’=(|564-489|+|568-499|+|579-501|+|592-499|+|601-504|+|599-521|+|597-527|+|33.5-29.6|+|35.3-29.7|+|34.9-29.9|+|37.6-28.7|+|37.1-28.6|+|36.7-29.6|+|36.0-30.1|)÷14=43.2となる。 As a more specific example, the data series of CO2 concentration when t'= 13:30 on October 14, 2019 is (564,568,579,592,601,599,597), and the data series of INV output. Is (33.5, 35.3, 34.9, 37.6, 37.1, 36.7, 36.0). In this case, dist t, t' = (| 564-489 | + | 568-499 | + | 579-501 | + | 592-499 | + | 601-504 | + | 599-521 | + | 597-527 | + | 33.5-29.6 | + | 35.3-29.7 | + | 34.9-29.9 | + | 37.6-28.7 | + | 37.1-28.6 | + | 36.7-29.6 | + | 36.0-30.1 |) ÷ 14 = 43.2.
 選択部222は、データ系列DB231において、t’及び時間窓により定義される期間内で滞在人数が記憶されている全てのt’について、distt,t’を算出する。図5の例では、t’は、2019年8月1日 0:30から同12月1日 7:20までの各日時となる。選択部222は、算出したdistt,t’が小さい順に上位n=50件のベクトルをベクトルX’として選択する。また、選択部222は、各ベクトルX’に対応するt’における滞在人数のデータn個を結合してベクトルY’とする。そして、CPU11は、選択部22として、ベクトルX’及びベクトルY’を、各種設定値と共に作成部223へ受け渡す。 The selection unit 222 calculates the dist t, t'for all t'in which the number of people staying in the data series DB 231 is stored within the period defined by the time window and t'. In the example of FIG. 5, t'is the date and time from 0:30 on August 1, 2019 to 7:20 on December 1, 2019. The selection unit 222 selects the top n = 50 vectors as the vector X'in ascending order of the calculated dust t, t'. Further, the selection unit 222 combines n data of the number of people staying at t'corresponding to each vector X'to form a vector Y'. Then, the CPU 11 passes the vector X'and the vector Y'to the creating unit 223 together with various set values as the selection unit 22.
 次に、ステップS215で、CPU11は、作成部223として、X’、Y’、及びモデルの種類Mに基づいて、重回帰モデルのパラメタとして、重回帰式における各説明変数に対応する項の係数を結合した係数ベクトルαを算出する。これにより、係数ベクトルαを用いて表される重回帰モデル(以下、「モデルα」という)が作成される。 Next, in step S215, the CPU 11 acts as the creation unit 223 as a parameter of the multiple regression model based on X', Y', and the model type M, and the coefficient of the term corresponding to each explanatory variable in the multiple regression equation. Calculate the coefficient vector α that combines. As a result, a multiple regression model (hereinafter referred to as “model α”) represented by using the coefficient vector α is created.
 次に、ステップS216で、CPU11は、作成部223として、モデルαの評価値score∂t1,∂t2を算出する。score∂t1,∂t2は、例えば、正解値となるY’と、対応するX’及びモデルαに基づいて推定した推定値との誤差の平均値とすることができる。CPU11は、作成部223として、算出したscore∂t1,∂t2を、α、∂t、及び∂tと共にモデルDB225に記憶する。 Next, in step S216, the CPU 11 calculates the evaluation values score ∂t1 and ∂t2 of the model α as the creation unit 223. score ∂t1 and ∂t2 can be, for example, the average value of the errors between the correct answer value Y'and the estimated value estimated based on the corresponding X'and the model α. The CPU 11 stores the calculated score ∂t1 and ∂t2 in the model DB 225 together with α, ∂t 1 and ∂t 2 as the creation unit 223.
 次に、ステップS217で、∂t=3≠∂t1max=12であるため、処理はステップS218へ移行し、∂t=4となり、ステップS213に戻り同様の処理が行われる。これが繰り返され、∂t=12となって処理がステップS217へ到達した場合、処理はステップS219へ移行する。 Next, in step S217, since ∂t 1 = 3 ≠ ∂t 1max = 12, the process proceeds to step S218, ∂t 1 = 4, and returns to step S213 to perform the same process. When this is repeated and the process reaches step S217 with ∂t 1 = 12, the process proceeds to step S219.
 ステップS219では、∂t=3≠∂t2max=12であるため、ステップS220で∂t=4、∂t=∂t1min=3となり、再度ステップS213に戻る。これを繰り返し、最後、∂t=∂t1maxかつ∂t=∂t2maxとなった場合、ステップS217及びステップS219の両方で肯定判定となり、処理はステップS221へ移行する。この時点では、図7に示すモデルDB225のように、設定値で指定されている範囲の全ての∂tと∂tとの組み合わせ毎にモデルαが作成され、評価値であるscore∂t1,∂t2が算出された状態となる。 In step S219, since ∂t 2 = 3 ≠ ∂t 2max = 12, ∂t 2 = 4 and ∂t 1 = ∂t 1min = 3 in step S220, and the process returns to step S213 again. This is repeated, and finally, when ∂t 1 = ∂t 1max and ∂t 2 = ∂t 2max , a positive determination is made in both step S217 and step S219, and the process proceeds to step S221. At this point, as in the model DB225 shown in FIG. 7, a model α is created for each combination of all ∂t 1 and ∂t 2 in the range specified by the set value, and the evaluation value is score ∂t1. , ∂t2 is calculated.
 次に、ステップS221で、CPU11は、推定部221として、モデルDB225から、score∂t1,∂t2が最小であるモデルαと、モデルαと対応付けて記憶されている前時間窓のサイズ∂t、及び後時間窓のサイズ∂tを取得する。例えば、∂t=6、∂t=9でのscore∂t1,∂t2=0.26が最小であったとすれば、CPU11は、推定部221として、その場合のモデルα、∂t=6、及び∂t=9を取得する。そして、CPU11は、推定部221として、データ系列DB231から、t-∂t~t+∂tにおけるCO2濃度及びINV出力のデータ系列を取得し、取得したデータ系列を結合したベクトルXを取得する。この例では、2019年12月1日 7:00から同9:30までのCO2濃度及びINV出力を取得して結合し、ベクトルXとする。 Next, in step S221, the CPU 11 serves as the estimation unit 221 from the model DB 225 to display the model α having the smallest score ∂t1 and ∂t2 and the size ∂t of the previous time window stored in association with the model α. Obtain 1 and the size ∂t 2 of the later time window. For example, if score ∂t1, ∂t2 = 0.26 at ∂t 1 = 6 and ∂t 2 = 9 is the minimum, the CPU 11 uses the estimation unit 221 as the model α, ∂t 1 in that case. = 6 and ∂t 2 = 9 are acquired. Then, CPU 11, as the estimator 221, the data series DB 231, acquires the CO2 concentration and the data series of the INV output at t-∂t 1 ~ t + ∂t 2, to obtain the vector X that combines acquired data sequence .. In this example, the CO2 concentration and INV output from 7:00 to 9:30 on December 1, 2019 are acquired and combined to obtain a vector X.
 次に、ステップS222で、CPU11は、推定部221として、Xとαとに基づいて、推定対象時点tの滞在人数の推定値Y^を推定し、推定結果として出力し、モデル作成処理は終了する。 Next, in step S222, the CPU 11 estimates the estimated value Y ^ of the number of people staying at the estimation target time point t based on X and α as the estimation unit 221 and outputs it as the estimation result, and the model creation process ends. do.
 以上説明したように、第2実施形態に係るモデル作成装置によれば、第1実施形態を具体例に適用した場合において、第1実施形態に係るモデル作成装置と同様の効果を奏することができる。 As described above, according to the model creation device according to the second embodiment, when the first embodiment is applied to a specific example, the same effect as that of the model creation device according to the first embodiment can be obtained. ..
<第3実施形態>
 次に、第3実施形態について説明する。第3実施形態では、第2実施形態と同様の具体例において、選択データ数nについても、最適な値を決定する場合について説明する。なお、第3実施形態に係るモデル作成装置のハードウェア構成は、第1実施形態に係るモデル作成装置10と同様であるため、説明を省略する。また、第3実施形態に係るモデル作成装置において、第2実施形態に係るモデル作成装置210と同様の構成については、同一符号を付して詳細な説明を省略する。
<Third Embodiment>
Next, the third embodiment will be described. In the third embodiment, in the same specific example as in the second embodiment, a case where an optimum value is determined for the number of selected data n will be described. Since the hardware configuration of the model creation device according to the third embodiment is the same as that of the model creation device 10 according to the first embodiment, the description thereof will be omitted. Further, in the model creation device according to the third embodiment, the same components as those of the model creation device 210 according to the second embodiment are designated by the same reference numerals and detailed description thereof will be omitted.
 図4に示すように、第3実施形態に係るモデル作成装置310は、機能構成として、推定部321と、選択部222と、作成部223とを有する。 As shown in FIG. 4, the model creation device 310 according to the third embodiment has an estimation unit 321, a selection unit 222, and a creation unit 223 as functional configurations.
 推定部321は、第2実施形態における推定部221が、選択データ数nとして、入力部233から入力された固定値を選択部222へ受け渡していることに替えて、設定値として入力された範囲内で各々異ならせた選択データ数nの各々を選択部222へ受け渡す。 The estimation unit 321 is a range input as a set value instead of the estimation unit 221 in the second embodiment passing a fixed value input from the input unit 233 to the selection unit 222 as the number of selection data n. Each of the selection data number n different from each other is passed to the selection unit 222.
 図8は、モデル作成装置310によるモデル作成処理の流れを示すフローチャートである。CPU11がROM12又はストレージ14からモデル作成プログラムを読み出して、RAM13に展開して実行することにより、モデル作成処理が行なわれる。なお、第3実施形態におけるモデル作成処理において、第2実施形態におけるモデル作成処理(図6)と同様の処理については、同一のステップ番号を付して詳細な説明を省略する。 FIG. 8 is a flowchart showing the flow of the model creation process by the model creation device 310. The model creation process is performed by the CPU 11 reading the model creation program from the ROM 12 or the storage 14, expanding it into the RAM 13 and executing the model creation program. In the model creation process of the third embodiment, the same process as the model creation process (FIG. 6) of the second embodiment is assigned the same step number and detailed description thereof will be omitted.
 ステップS311で、CPU11は、推定部321として、入力部233から入力された設定値を取得する。具体的には、CPU11は、推定部321として、以下に示す設定値を取得する。 In step S311 the CPU 11 acquires the set value input from the input unit 233 as the estimation unit 321. Specifically, the CPU 11 acquires the following set values as the estimation unit 321.
   ・推定対象日時t:2019年12月1日 8:00
   ・推定対象(被説明変数):滞在人数
   ・前時間窓の最小値∂t1min:3
   ・前時間窓の最大値∂t1max:12
   ・後時間窓の最小値∂t2min:3
   ・後時間窓の最大値∂t2max:12
   ・選択データ数の最小値nmin:50
   ・選択データ数の最大値nmax:100
   ・モデルの種類M:重回帰
・ Estimated target date and time t: December 1, 2019 8:00
・ Estimated target (explained variable): Number of people staying ・ Minimum value of previous time window ∂t 1min : 3
・ Maximum value of the previous time window ∂t 1max : 12
・ Minimum value of the after-time window ∂t 2min : 3
・ Maximum value of the later time window ∂t 2max : 12
-Minimum value of the number of selected data n min : 50
-Maximum number of selected data n max: 100
・ Model type M: Multiple regression
 選択データ数に関して、固定値に替えて、最大値及び最小値が含まれる点が第2実施形態と異なる。 Regarding the number of selected data, it differs from the second embodiment in that the maximum value and the minimum value are included instead of the fixed value.
 次に、ステップS312で、CPU11は、推定部321として、前時間窓のサイズ∂tに∂t1minを、後時間窓のサイズ∂tに∂t2minを、選択データ数nにnminをそれぞれ設定する。 Next, in step S312, the CPU 11 sets the size of the front time window ∂t 1 to ∂t 1 min , the size of the rear time window ∂t 2 to ∂t 2 min , and the number of selected data n to n min as the estimation unit 321. Are set respectively.
 次に、ステップS213~S220まで、第2実施形態と同様の処理が実行される。なお、ステップS216におけるscore∂t1,∂t2,nは、第2実施形態におけるscore∂t1,∂t2と同様であるが、選択データ数nも変数であるため、添え字にnを加えている。 Next, from steps S213 to S220, the same processing as in the second embodiment is executed. Incidentally, score ∂t1, ∂t2, n is in the step S216, score ∂t1 in the second embodiment is similar to ∂t2, for selecting the number of data n is also variable, and adding n to the index ..
 ステップS217及びS219がいずれも肯定判定となると、処理はステップS319へ移行する。ステップS319では、CPU11は、推定部321として、n=nmaxか否かを判定する。n=nmaxの場合には、処理はステップS221へ移行し、n≠nmaxの場合には、処理はステップS320へ移行する。 When both steps S217 and S219 are positive, the process proceeds to step S319. In step S319, the CPU 11 determines whether or not n = n max as the estimation unit 321. When n = n max , the process proceeds to step S221, and when n ≠ n max , the process proceeds to step S320.
 ステップS320では、CPU11は、推定部321として、nに1を加算すると共に、∂tに∂t1minを設定し、∂tに∂t2minを設定し、処理はステップS213に戻る。 In step S320, CPU 11 has the estimation unit 321, as well as adding 1 to n, to set the ∂t 1min to ∂t 1, set the ∂t 2min to ∂t 2, the process returns to step S213.
 次に、ステップS221で、CPU11は、推定部321として、モデルDB225から、score∂t1,∂t2,nが最小であるモデルαと、モデルαと対応付けて記憶されている前時間窓のサイズ∂t、及び後時間窓のサイズ∂tを取得する。例えば、ここでは、∂t=4、∂t=8、n=60でのscore∂t1,∂t2,n=0.21が最小であったとすれば、CPU11は、推定部321として、その場合のモデルα、∂t=4、及び∂t=8を取得する。 Next, in step S221, the CPU 11 serves as the estimation unit 321 to store the model α in which score ∂t1, ∂t2, n is the smallest from the model DB225, and the size of the previous time window stored in association with the model α. Get ∂t 1 and the size of the later time window ∂t 2 . For example, here , assuming that score ∂t1, ∂t2, n = 0.21 at ∂t 1 = 4, ∂t 2 = 8, n = 60 is the minimum, the CPU 11 uses the estimation unit 321 as the estimation unit 321. In that case, the models α, ∂t 1 = 4, and ∂t 2 = 8 are acquired.
 以下、第2実施形態と同様の処理が実行され、モデル作成処理は終了する。 Hereinafter, the same processing as in the second embodiment is executed, and the model creation processing is completed.
 以上説明したように、第3実施形態に係るモデル作成装置によれば、説明変数のデータ系列を選択する際の時間窓に加え、選択データ数も設定された範囲から最適値が決定される。推定対象時点によっては、選択データ数の最適値が変化する場合もあり得るため、第3実施形態のように、選択データ数の最適値も決定することで、より高精度なモデルを作成することができる。また、最適な選択データ数を用いて作成されたモデルにより、より高精度な推定を行うことができる。 As described above, according to the model creation device according to the third embodiment, in addition to the time window when selecting the data series of the explanatory variables, the optimum value of the number of selected data is also determined from the set range. Since the optimum value of the number of selected data may change depending on the time of estimation, a more accurate model should be created by determining the optimum value of the number of selected data as in the third embodiment. Can be done. In addition, a model created using the optimum number of selected data enables more accurate estimation.
 なお、上記各実施形態では、前時間窓及び後時間窓は1ずつ増加させる場合について説明したが、設定値として増加幅を追加し、設定した幅だけ増加させるようにしてもよい。第3実施形態における選択データ数も同様に、設定値として増加幅を追加し、設定した幅だけ増加させるようにしてもよい。 In each of the above embodiments, the case where the front time window and the back time window are increased by 1 has been described, but an increase width may be added as a set value to increase by the set width. Similarly, the number of selected data in the third embodiment may be increased by the set width by adding an increase width as a set value.
 また、上記各実施形態では、データ系列間の距離を算出する際、並びにモデル作成及び推定の際は、データ系列DB内の全ての種類の説明変数を用いる場合について説明したが、これに限定されない。データ系列DB内に含まれる説明変数から選択した一部の種類の説明変数のみを用いてもよい。また、時間窓によって定義される期間におけるデータ系列のうち、一部時点のデータのみを用いて距離を算出したり、モデル作成や推定を行ったりしてもよい。 Further, in each of the above embodiments, the case where all kinds of explanatory variables in the data series DB are used when calculating the distance between the data series and when creating and estimating the model has been described, but the present invention is not limited to this. .. Only some kinds of explanatory variables selected from the explanatory variables included in the data series DB may be used. In addition, the distance may be calculated, or a model may be created or estimated, using only the data at a part of the data series in the period defined by the time window.
 また、上記各実施形態で推定部が実行する、推定対象時点tを含む所定期間の説明変数のデータ系列をデータ系列DBから取得する処理は、選択部が行ってもよい。 Further, the process of acquiring the data series of the explanatory variables for the predetermined period including the estimation target time point t, which is executed by the estimation unit in each of the above embodiments, may be performed by the selection unit.
 また、上記各実施形態でCPUがソフトウェア(プログラム)を読み込んで実行したモデル作成処理を、CPU以外の各種のプロセッサが実行してもよい。この場合のプロセッサとしては、FPGA(Field-Programmable Gate Array)等の製造後に回路構成を変更可能なPLD(Programmable Logic Device)、及びASIC(Application Specific Integrated Circuit)等の特定の処理を実行させるために専用に設計された回路構成を有するプロセッサである専用電気回路等が例示される。また、モデル作成処理を、これらの各種のプロセッサのうちの1つで実行してもよいし、同種又は異種の2つ以上のプロセッサの組み合わせ(例えば、複数のFPGA、及びCPUとFPGAとの組み合わせ等)で実行してもよい。また、これらの各種のプロセッサのハードウェア的な構造は、より具体的には、半導体素子等の回路素子を組み合わせた電気回路である。 Further, various processors other than the CPU may execute the model creation process in which the CPU reads the software (program) and executes the software (program) in each of the above embodiments. In this case, the processors include PLD (Programmable Logic Device) whose circuit configuration can be changed after manufacturing FPGA (Field-Programmable Gate Array), and ASIC (Application Specific Integrated Circuit) for executing ASIC (Application Special Integrated Circuit). An example is a dedicated electric circuit or the like, which is a processor having a circuit configuration designed exclusively for the purpose. Further, the model creation process may be executed by one of these various processors, or a combination of two or more processors of the same type or different types (for example, a plurality of FPGAs and a combination of a CPU and an FPGA). Etc.). Further, the hardware structure of these various processors is, more specifically, an electric circuit in which circuit elements such as semiconductor elements are combined.
 また、上記各実施形態では、モデル作成処理プログラムがROM12又はストレージ14に予め記憶(インストール)されている態様を説明したが、これに限定されない。プログラムは、CD-ROM(Compact Disk Read Only Memory)、DVD-ROM(Digital Versatile Disk Read Only Memory)、及びUSB(Universal Serial Bus)メモリ等の非一時的(non-transitory)記憶媒体に記憶された形態で提供されてもよい。また、プログラムは、ネットワークを介して外部装置からダウンロードされる形態としてもよい。 Further, in each of the above embodiments, the mode in which the model creation processing program is stored (installed) in the ROM 12 or the storage 14 in advance has been described, but the present invention is not limited to this. The program is a non-temporary storage medium such as a CD-ROM (Compact Disk Read Only Memory), a DVD-ROM (Digital Versailles Disk Online Memory), and a USB (Universal Serial Bus) memory. It may be provided in the form. Further, the program may be downloaded from an external device via a network.
 以上の実施形態に関し、さらに以下の付記を開示する。 Regarding the above embodiments, the following additional notes will be further disclosed.
 (付記項1)
 メモリと、
 前記メモリに接続された少なくとも1つのプロセッサと、
 を含み、
 前記プロセッサは、
 説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択し、
 前記所定期間の幅を各々異ならせた複数の場合について、選択された前記他の期間における説明変数のデータ系列と、前記他の期間において前記推定対象時点に対応する時点の被説明変数のデータとに基づいて、前記推定対象時点を含む前記所定期間における説明変数のデータ系列から前記推定対象時点の被説明変数を推定するモデルを作成する
 ように構成されているモデル作成装置。
(Appendix 1)
Memory and
With at least one processor connected to the memory
Including
The processor
From the storage unit in which each data series of the explanatory variable and the explained variable is stored, a predetermined number of data series of the explanatory variables in other periods similar to the data series of the explanatory variables in the predetermined period including the estimation target time point are selected. ,
For a plurality of cases in which the widths of the predetermined periods are different, the data series of the explanatory variables in the other period selected and the data of the explained variables at the time corresponding to the estimation target time in the other period. A model creation device configured to create a model for estimating the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time based on the above.
 (付記項2)
 モデル作成処理を実行するようにコンピュータによって実行可能なプログラムを記憶した非一時的記録媒体であって、
 前記モデル作成処理は、
 説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択し、
 前記所定期間の幅を各々異ならせた複数の場合について、選択された前記他の期間における説明変数のデータ系列と、前記他の期間において前記推定対象時点に対応する時点の被説明変数のデータとに基づいて、前記推定対象時点を含む前記所定期間における説明変数のデータ系列から前記推定対象時点の被説明変数を推定するモデルを作成する
 ことを含む非一時的記録媒体。
(Appendix 2)
A non-temporary recording medium that stores a program that can be executed by a computer to perform a modeling process.
The model creation process is
From the storage unit in which each data series of the explanatory variable and the explained variable is stored, a predetermined number of data series of the explanatory variables in other periods similar to the data series of the explanatory variables in the predetermined period including the estimation target time point are selected. ,
For a plurality of cases in which the widths of the predetermined periods are different, the data series of the explanatory variables in the other period selected and the data of the explained variables at the time corresponding to the estimation target time in the other period. A non-temporary recording medium comprising creating a model for estimating an explained variable at an estimated target time from a data series of explanatory variables in the predetermined period including the estimated target time based on the above.
10、210、310 モデル作成装置
11   CPU
12   ROM
13   RAM
14   ストレージ
15   入力部
16   表示部
17   通信I/F
19   バス
21、221、321 推定部
22、222  選択部
23、223  作成部
25、225  モデルDB
31、231  データ系列DB
32   データ取得部
33   設定値入力部
232A      CO2センサ
232B      換気機コントローラ
232C      人数カウンタ
10, 210, 310 Modeling device 11 CPU
12 ROM
13 RAM
14 Storage 15 Input unit 16 Display unit 17 Communication I / F
19 Bus 21, 221 and 321 Estimating unit 22, 222 Selecting unit 23, 223 Creating unit 25, 225 Model DB
31,231 data series DB
32 Data acquisition unit 33 Set value input unit 232A CO2 sensor 232B Ventilator controller 232C Number of people counter

Claims (8)

  1.  説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択する選択部と、
     前記所定期間の幅を各々異ならせた複数の場合について、前記選択部により選択された前記他の期間における説明変数のデータ系列と、前記他の期間において前記推定対象時点に対応する時点の被説明変数のデータとに基づいて、前記推定対象時点を含む前記所定期間における説明変数のデータ系列から前記推定対象時点の被説明変数を推定するモデルを作成する作成部と、
     を含むモデル作成装置。
    From the storage unit in which each data series of the explanatory variable and the explained variable is stored, a predetermined number of data series of the explanatory variables in other periods similar to the data series of the explanatory variables in the predetermined period including the estimation target time point are selected. Selection part and
    In the case of a plurality of cases in which the widths of the predetermined periods are different from each other, the data series of the explanatory variables in the other period selected by the selection unit and the time points corresponding to the estimation target time points in the other period are explained. A creation unit that creates a model that estimates the explained variable at the estimation target time from the data series of the explanatory variables in the predetermined period including the estimation target time based on the variable data.
    Modeling device including.
  2.  前記選択部は、前記推定対象時点からの過去方向の時間窓、及び前記推定対象時点からの未来方向の時間窓の少なくとも一方を用いて前記所定期間の幅を定義し、前記時間窓のサイズを変更することにより、前記所定期間の幅を各々異ならせる請求項1に記載のモデル作成装置。 The selection unit defines the width of the predetermined period using at least one of the time window in the past direction from the estimation target time point and the time window in the future direction from the estimation target time point, and determines the size of the time window. The model creation device according to claim 1, wherein the width of the predetermined period is changed by changing the width of the predetermined period.
  3.  前記選択部は、設定値として入力された範囲内で前記所定期間の幅を各々異ならせる請求項1又は請求項2に記載のモデル作成装置。 The model creation device according to claim 1 or 2, wherein the selection unit has different widths of the predetermined period within a range input as a set value.
  4.  前記選択部は、設定値として入力された範囲内で、前記他の期間における説明変数のデータ系列を選択する前記所定個を各々異ならせる請求項1~請求項3のいずれか1項に記載のモデル作成装置。 The item according to any one of claims 1 to 3, wherein the selection unit selects the predetermined data series of the explanatory variables in the other period within the range input as the set value. Modeling device.
  5.  前記作成部は、作成したモデルの各々の精度を評価し、前記作成したモデルの各々を、前記モデルを作成した際の前記所定期間の幅、及び前記精度の評価と対応付けてモデル記憶部に記憶し、
     前記作成部により作成されたモデルのうち、精度の評価が最も高いモデルを選択し、前記推定対象時点を含む前記所定期間であって、選択した前記モデルを作成した際の幅の前記所定期間における説明変数のデータ系列を、選択した前記モデルに入力して前記推定対象時点の被説明変数を推定する推定部をさらに含む
     請求項1~請求項4のいずれか1項に記載のモデル作成装置。
    The creation unit evaluates the accuracy of each of the created models, and puts each of the created models in the model storage unit in association with the width of the predetermined period when the model is created and the evaluation of the accuracy. Remember,
    Among the models created by the creation unit, the model with the highest evaluation of accuracy is selected, and the predetermined period including the estimation target time point is in the predetermined period of the width when the selected model is created. The model creation apparatus according to any one of claims 1 to 4, further comprising an estimation unit that inputs a data series of explanatory variables into the selected model and estimates the explained variable at the time of the estimation target.
  6.  前記推定部は、前記モデル記憶部から、前記精度の評価が最も高いモデルを選択すると共に、選択した前記モデルに対応付けて前記モデル記憶部に記憶されている前記所定期間の幅に基づいて、選択した前記モデルに入力する説明変数のデータ系列についての前記所定期間を設定する請求項5に記載のモデル作成装置。 The estimation unit selects the model having the highest evaluation of accuracy from the model storage unit, and based on the width of the predetermined period stored in the model storage unit in association with the selected model. The model creation device according to claim 5, wherein the predetermined period is set for the data series of explanatory variables to be input to the selected model.
  7.  選択部と、作成部とを含むモデル作成装置が実行するモデル作成方法であって、
     前記選択部が、説明変数及び被説明変数の各々のデータ系列が記憶された記憶部から、推定対象時点を含む所定期間における説明変数のデータ系列と類似する、他の期間における説明変数のデータ系列を所定個選択し、
     前記作成部が、前記所定期間の幅を各々異ならせた複数の場合について、前記選択部により選択された前記他の期間における説明変数のデータ系列と、前記他の期間において前記推定対象時点に対応する時点の被説明変数のデータとに基づいて、前記推定対象時点を含む前記所定期間における説明変数のデータ系列から前記推定対象時点の被説明変数を推定するモデルを作成する
     モデル作成方法。
    A model creation method executed by a model creation device including a selection unit and a creation unit.
    From the storage unit in which the data series of the explanatory variable and the explained variable are stored, the selection unit is similar to the data series of the explanatory variable in the predetermined period including the estimation target time point, and the data series of the explanatory variable in another period. Select the specified number and
    In the case where the creation unit has a plurality of cases in which the widths of the predetermined periods are different from each other, the data series of the explanatory variables in the other period selected by the selection unit corresponds to the estimation target time point in the other period. A model creation method for creating a model for estimating an explained variable at an estimated target time point from a data series of explanatory variables in the predetermined period including the estimated target time point, based on the data of the explained variable at the time point to be estimated.
  8.  コンピュータを、請求項1~請求項6のいずれか1項に記載のモデル作成装置を構成する各部として機能させるためのモデル作成プログラム。 A model creation program for causing the computer to function as each part constituting the model creation device according to any one of claims 1 to 6.
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Citations (1)

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JP2018092439A (en) * 2016-12-05 2018-06-14 株式会社日立製作所 Data processing system and data processing method

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JP2018092439A (en) * 2016-12-05 2018-06-14 株式会社日立製作所 Data processing system and data processing method

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