• Title/Summary/Keyword: 의사결정 알고리즘

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Modeling for Egg Price Prediction by Using Machine Learning (기계학습을 활용한 계란가격 예측 모델링)

  • Cho, Hohyun;Lee, Daekyeom;Chae, Yeonghun;Chang, Dongil
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2022.05a
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    • pp.15-17
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    • 2022
  • In the aftermath of the avian influenza that occurred from the second half of 2020 to the beginning of 2021, 17.8 million laying hens were slaughtered. Although the government invested more than 100 billion won for egg imports as a measure to stabilize prices, the effort was not that easy. The sharp volatility of egg prices negatively affected both consumers and poultry farmers, so measures were needed to stabilize egg prices. To this end, the egg prices were successfully predicted in this study by using the analysis algorithm of a machine learning regression. For price prediction, a total of 8 independent variables, including monthly broiler chicken production statistics for 2012-2021 of the Korean Poultry Association and the slaughter performance of the national statistics portal (kosis), have been selected to be used. The Root Mean Square Error (RMSE), which indicates the difference between the predicted price and the actual price, is at the level of 103 (won), which can be interpreted as explaining the egg prices relatively well predicted. Accurate prediction of egg prices lead to flexible adjustment of egg production weeks for laying hens, which can help decision-making about stocking of laying hens. This result is expected to help secure egg price stability.

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Using GA based Input Selection Method for Artificial Neural Network Modeling Application to Bankruptcy Prediction (유전자 알고리즘을 활용한 인공신경망 모형 최적입력변수의 선정: 부도예측 모형을 중심으로)

  • 홍승현;신경식
    • Journal of Intelligence and Information Systems
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    • v.9 no.1
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    • pp.227-249
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    • 2003
  • Prediction of corporate failure using past financial data is a well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. In building neural network model, the selection of independent and dependent variables should be approached with great care and should be treated as model construction process. Irrespective of the efficiency of a teaming procedure in terms of convergence, generalization and stability, the ultimate performance of the estimator will depend on the relevance of the selected input variables and the quality of the data used. Approaches developed in statistical methods such as correlation analysis and stepwise selection method are often very useful. These methods, however, may not be the optimal ones for the development of neural network model. In this paper, we propose a genetic algorithms approach to find an optimal or near optimal input variables fur neural network modeling. The proposed approach is demonstrated by applications to bankruptcy prediction modeling. Our experimental results show that this approach increases overall classification accuracy rate significantly.

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A Hybrid System of Wavelet Transformations and Neural Networks Using Genetic Algorithms: Applying to Chaotic Financial Markets (유전자 알고리즘을 이용한 웨이블릿분석 및 인공신경망기법의 통합모형구축)

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.271-280
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    • 1999
  • 인공신경망을 시계열예측에 적용하는 경우에 고려되어야 할 문제중, 특히 모형에 적합한 입력변수의 생성이 중요시되고 있는데, 이러한 분야는 인공신경망의 모형생성과정에서 입력변수에 대한 전처리기법으로써 다양하게 제시되어 왔다. 가장 최근의 입력변수 전처리기법으로써 제시되고 있는 신호처리기법은 전통적 주기분할처리방법인 푸리에변환기법(Fourier transforms)을 비롯하여 이를 확장시킨 개념인 웨이블릿변환기법(wavelet transforms) 등으로 대별될 수 있다. 이는 기본적으로 시계열이 다수의 주기(cycle)들로 구성된 상이한 시계열들의 집합이라는 가정에서 출발하고 있다. 전통적으로 이러한 시계열은 전기 또는 전자공학에서 주파수영역분할, 즉 고주파 및 저주파수를 분할하기 위한 기법에 적용되어 왔다. 그러나, 최근에는 이러한 연구가 다양한 분야에 활발하게 응용되기 시작하였으며, 그 중의 대표적인 예가 바로 경영분야의 재무시계열에 대한 분석이다. 전통적으로 재무시계열은 장, 단기의사결정을 가진 시장참여자들간의 거래특성이 시계열에 각기 달리 가격으로 반영되기 때문에 이러한 상이한 집단들의 고요한 거래움직임으로 말미암아 예를 들어, 주식시장이 프랙탈구조를 가지고 있다고 보기도 한다. 이처럼 재무시계열은 다양한 사회현상의 집합체라고 볼 수 있으며, 그만큼 예측모형을 구축하는데 어려움이 따른다. 본 연구는 이러한 시계열의 주기적 특성에 기반을 둔 신호처리분석으로서 기존의 시계열로부터 노이즈를 줄여 주면서 보다 의미있는 정보로 변환시켜줄 수 있는 웨이블릿분석 방법론을 새로운 필터링기법으로 사용하여 현재 많은 연구가 진행되고 있는 인공신경망의 모형결합을 통해 기존연구과는 다른 새로운 통합예측방법론을 제시하고자 한다. 본 연구에서는 제시하는 통합방법론은 크게 2단계 과정을 거쳐 예측모형으로 완성이 된다. 즉, 1차 모형단계에서 원시 재무시계열은 먼저 웨이브릿분석을 통해서 노이즈가 필터링 되는 동시에, 과거 재무시계열의 프랙탈 구조, 즉 비선형적인 움직임을 보다 잘 반영시켜 주는 다차원 주기요소를 가지는 시계열로 분해, 생성되며, 이렇게 주기에 따라 장단기로 분할된 시계열들은 2차 모형단계에서 신경망의 새로운 입력변수로서 사용되어 최종적인 인공 신경망모델을 구축하는 데 반영된다. 기존의 주기분할방법론은 모형개발자입장에서 여러 가지 통계기준치중에서 최적의 기준치를 합리적으로 선택해야 하는 문제가 추가적으로 발생하며, 본 연구에서는 이상의 제반 문제들을 개선시키기 위해 통합방법론으로서 기존의 인공신경망모형을 구조적으로 확장시켰다. 이 모형에서 기존의 입력층 이전단계에 새로운 층이 정의된다. 이렇게 해서 생성된 새로운 통합모형은 기존모형에서 생성되는 기본적인 학습파라미터와 더불어, 본 연구에서 새롭게 제시된 주기분할층의 파라미터들이 모형의 학습성과를 높이기 위해 함께 고려된다. 한편, 이러한 학습과정에서 추가적으로 고려해야 할 파라미터 갯수가 증가함에 따라서, 본 모델의 학습성과가 local minimum에 빠지는 문제점이 발생될 수 있다. 즉, 웨이블릿분석과 인공신경망모형을 모두 전역적으로 최적화시켜야 하는 문제가 발생한다. 본 연구에서는 이 문제를 해결하기 위해서, 최근 local minimum의 가능성을 최소화하여 전역적인 학습성과를 높여 주는 인공지능기법으로서 유전자알고리즘기법을 본 연구이 통합모델에 반영하였다. 이에 대한 실증사례 분석결과는 일일 환율예측문제를 적용하였을 경우, 기존의 방법론보다 더 나운 예측성과를 타나내었다.

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90/150 RCA Corresponding to Maximum Weight Polynomial with degree 2n (2n 차 최대무게 다항식에 대응하는 90/150 RCA)

  • Choi, Un-Sook;Cho, Sung-Jin
    • The Journal of the Korea institute of electronic communication sciences
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    • v.13 no.4
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    • pp.819-826
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    • 2018
  • The generalized Hamming weight is one of the important parameters of the linear code. It determines the performance of the code when the linear codes are applied to a cryptographic system. In addition, when the block code is decoded by soft decision using the lattice diagram, it becomes a measure for evaluating the state complexity required for the implementation. In particular, a bit-parallel multiplier on finite fields based on trinomials have been studied. Cellular automata(CA) has superior randomness over LFSR due to its ability to update its state simultaneously by local interaction. In this paper, we deal with the efficient synthesis of the pseudo random number generator, which is one of the important factors in the design of effective cryptosystem. We analyze the property of the characteristic polynomial of the simple 90/150 transition rule block, and propose a synthesis algorithm of the reversible 90/150 CA corresponding to the trinomials $x^2^n+x^{2^n-1}+1$($n{\geq}2$) and the 90/150 reversible CA(RCA) corresponding to the maximum weight polynomial with $2^n$ degree by using this rule block.

Estimation of River Flow Data Using Machine Learning (머신러닝 기법을 이용한 유량 자료 생산 방법)

  • Kang, Noel;Lee, Ji Hun;Lee, Jung Hoon;Lee, Chungdae
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.261-261
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    • 2020
  • 물관리의 기본이 되는 연속적인 유량 자료 확보를 위해서는 정확도 높은 수위-유량 관계 곡선식 개발이 필수적이다. 수위-유량 관계곡선식은 모든 수문시설 설계의 기초가 되며 홍수, 가뭄 등 물재해 대응을 위해서도 중요한 의미를 가지고 있다. 그러나 일반적으로 유량 측정은 많은 비용과 시간이 들고, 식생성장, 단면변화 등의 통제특성(control)이 변함에 따라 구간분리, 기간분리와 같은 비선형적인 양상이 나타나 자료 해석에 어려움이 존재한다. 특히, 국내 하천의 경우 자연적 및 인위적인 환경 변화가 다양하여 지점 및 기간에 따라 세밀한 분석이 요구된다. 머신러닝(Machine Learning)이란 데이터를 통해 컴퓨터가 스스로 학습하여 모델을 구축하고 성능을 향상시키는 일련의 과정을 뜻한다. 기존의 수위-유량 관계곡선식은 개발자의 판단에 의해 데이터의 종류와 기간 등을 설정하여 회귀식의 파라미터를 산출한다면, 머신러닝은 유효한 전체 데이터를 이용해 스스로 학습하여 자료 간 상관성을 찾아내 모델을 구축하고 성능을 지속적으로 향상 시킬 수 있다. 머신러닝은 충분한 수문자료가 확보되었다는 전제 하에 복잡하고 가변적인 수자원 환경을 반영하여 유량 추정의 정확도를 지속적으로 향상시킬 수 있다는 이점을 가지고 있다. 본 연구는 머신러닝의 대표적인 알고리즘들을 활용하여 유량을 추정하는 모델을 구축하고 성능을 비교·분석하였다. 대상지역은 안정적인 수량을 확보하고 있는 한강수계의 거운교 지점이며, 사용자료는 2010~2018년의 시간, 수위, 유량, 수면폭 등 이다. 프로그램은 파이썬을 기반으로 한 머신러닝 라이브러리인 사이킷런(sklearn)을 사용하였고 알고리즘은 랜덤포레스트 회귀, 의사결정트리, KNN(K-Nearest Neighbor), rgboost을 적용하였다. 학습(train) 데이터는 입력자료 종류별로 조합하여 6개의 세트로 구분하여 모델을 구축하였고, 이를 적용해 검증(test) 데이터를 RMSE(Roog Mean Square Error)로 평가하였다. 그 결과 모델 및 입력 자료의 조합에 따라 3.67~171.46로 다소 넓은 범위의 값이 도출되었다. 그 중 가장 우수한 유형은 수위, 연도, 수면폭 3개의 입력자료를 조합하여 랜덤포레스트 회귀 모델에 적용한 경우이다. 비교를 위해 동일한 검증 데이터를 한국수문조사연보(2018년) 내거운교 지점의 수위별 수위-유량 곡선식을 이용해 유량을 추정한 결과 RMSE가 3.76이 산출되어, 머신러닝이 세분화된 수위-유량 곡선식과 비슷한 수준까지 성능을 내는 것으로 확인되었다. 본 연구는 양질의 유량자료 생산을 위해 기 구축된 수문자료를 기반으로 머신러닝 기법의 적용 가능성을 검토한 기초 연구로써, 국내 효율적인 수문자료 측정 및 수위-유량 곡선 산출에 도움이 될 수 있을 것으로 판단된다. 향후 수자원 환경 및 통제특성에 영향을 미치는 다양한 영향변수를 파악하기 위해 기상자료, 취수량 등의 입력 자료를 적용할 필요가 있으며, 머신러닝 내 비지도학습인 딥러닝과 같은 보다 정교한 모델에 대한 추가적인 연구도 수행되어야 할 것이다.

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A Morphological Analysis Method of Predicting Place-Event Performance by Online News Titles (온라인 뉴스 제목 분석을 통한 특정 장소 이벤트 성과 예측을 위한 형태소 분석 방법)

  • Choi, Sukjae;Lee, Jaewoong;Kwon, Ohbyung
    • The Journal of Society for e-Business Studies
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    • v.21 no.1
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    • pp.15-32
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    • 2016
  • Online news on the Internet, as published open data, contain facts or opinions about a specific affair and hence influences considerably on the decisions of the general publics who are interested in a particular issue. Therefore, we can predict the people's choices related with the issue by analyzing a large number of related internet news. This study aims to propose a text analysis methodto predict the outcomes of events that take place in a specific place. We used topics of the news articles because the topics contains more essential text than the news articles. Moreover, when it comes to mobile environment, people tend to rely more on the news topics before clicking into the news articles. We collected the titles of news articles and divided them into the learning and evaluation data set. Morphemes are extracted and their polarity values are identified with the learning data. Then we analyzed the sensitivity of the entire articles. As a result, the prediction success rate was 70.6% and it showed a clear difference with other analytical methods to compare. Derived prediction information will be helpful in determining the expected demand of goods when preparing the event.

An Integrated Model based on Genetic Algorithms for Implementing Cost-Effective Intelligent Intrusion Detection Systems (비용효율적 지능형 침입탐지시스템 구현을 위한 유전자 알고리즘 기반 통합 모형)

  • Lee, Hyeon-Uk;Kim, Ji-Hun;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.18 no.1
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    • pp.125-141
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    • 2012
  • These days, the malicious attacks and hacks on the networked systems are dramatically increasing, and the patterns of them are changing rapidly. Consequently, it becomes more important to appropriately handle these malicious attacks and hacks, and there exist sufficient interests and demand in effective network security systems just like intrusion detection systems. Intrusion detection systems are the network security systems for detecting, identifying and responding to unauthorized or abnormal activities appropriately. Conventional intrusion detection systems have generally been designed using the experts' implicit knowledge on the network intrusions or the hackers' abnormal behaviors. However, they cannot handle new or unknown patterns of the network attacks, although they perform very well under the normal situation. As a result, recent studies on intrusion detection systems use artificial intelligence techniques, which can proactively respond to the unknown threats. For a long time, researchers have adopted and tested various kinds of artificial intelligence techniques such as artificial neural networks, decision trees, and support vector machines to detect intrusions on the network. However, most of them have just applied these techniques singularly, even though combining the techniques may lead to better detection. With this reason, we propose a new integrated model for intrusion detection. Our model is designed to combine prediction results of four different binary classification models-logistic regression (LOGIT), decision trees (DT), artificial neural networks (ANN), and support vector machines (SVM), which may be complementary to each other. As a tool for finding optimal combining weights, genetic algorithms (GA) are used. Our proposed model is designed to be built in two steps. At the first step, the optimal integration model whose prediction error (i.e. erroneous classification rate) is the least is generated. After that, in the second step, it explores the optimal classification threshold for determining intrusions, which minimizes the total misclassification cost. To calculate the total misclassification cost of intrusion detection system, we need to understand its asymmetric error cost scheme. Generally, there are two common forms of errors in intrusion detection. The first error type is the False-Positive Error (FPE). In the case of FPE, the wrong judgment on it may result in the unnecessary fixation. The second error type is the False-Negative Error (FNE) that mainly misjudges the malware of the program as normal. Compared to FPE, FNE is more fatal. Thus, total misclassification cost is more affected by FNE rather than FPE. To validate the practical applicability of our model, we applied it to the real-world dataset for network intrusion detection. The experimental dataset was collected from the IDS sensor of an official institution in Korea from January to June 2010. We collected 15,000 log data in total, and selected 10,000 samples from them by using random sampling method. Also, we compared the results from our model with the results from single techniques to confirm the superiority of the proposed model. LOGIT and DT was experimented using PASW Statistics v18.0, and ANN was experimented using Neuroshell R4.0. For SVM, LIBSVM v2.90-a freeware for training SVM classifier-was used. Empirical results showed that our proposed model based on GA outperformed all the other comparative models in detecting network intrusions from the accuracy perspective. They also showed that the proposed model outperformed all the other comparative models in the total misclassification cost perspective. Consequently, it is expected that our study may contribute to build cost-effective intelligent intrusion detection systems.

Development of High-Resolution Fog Detection Algorithm for Daytime by Fusing GK2A/AMI and GK2B/GOCI-II Data (GK2A/AMI와 GK2B/GOCI-II 자료를 융합 활용한 주간 고해상도 안개 탐지 알고리즘 개발)

  • Ha-Yeong Yu;Myoung-Seok Suh
    • Korean Journal of Remote Sensing
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    • v.39 no.6_3
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    • pp.1779-1790
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    • 2023
  • Satellite-based fog detection algorithms are being developed to detect fog in real-time over a wide area, with a focus on the Korean Peninsula (KorPen). The GEO-KOMPSAT-2A/Advanced Meteorological Imager (GK2A/AMI, GK2A) satellite offers an excellent temporal resolution (10 min) and a spatial resolution (500 m), while GEO-KOMPSAT-2B/Geostationary Ocean Color Imager-II (GK2B/GOCI-II, GK2B) provides an excellent spatial resolution (250 m) but poor temporal resolution (1 h) with only visible channels. To enhance the fog detection level (10 min, 250 m), we developed a fused GK2AB fog detection algorithm (FDA) of GK2A and GK2B. The GK2AB FDA comprises three main steps. First, the Korea Meteorological Satellite Center's GK2A daytime fog detection algorithm is utilized to detect fog, considering various optical and physical characteristics. In the second step, GK2B data is extrapolated to 10-min intervals by matching GK2A pixels based on the closest time and location when GK2B observes the KorPen. For reflectance, GK2B normalized visible (NVIS) is corrected using GK2A NVIS of the same time, considering the difference in wavelength range and observation geometry. GK2B NVIS is extrapolated at 10-min intervals using the 10-min changes in GK2A NVIS. In the final step, the extrapolated GK2B NVIS, solar zenith angle, and outputs of GK2A FDA are utilized as input data for machine learning (decision tree) to develop the GK2AB FDA, which detects fog at a resolution of 250 m and a 10-min interval based on geographical locations. Six and four cases were used for the training and validation of GK2AB FDA, respectively. Quantitative verification of GK2AB FDA utilized ground observation data on visibility, wind speed, and relative humidity. Compared to GK2A FDA, GK2AB FDA exhibited a fourfold increase in spatial resolution, resulting in more detailed discrimination between fog and non-fog pixels. In general, irrespective of the validation method, the probability of detection (POD) and the Hanssen-Kuiper Skill score (KSS) are high or similar, indicating that it better detects previously undetected fog pixels. However, GK2AB FDA, compared to GK2A FDA, tends to over-detect fog with a higher false alarm ratio and bias.

Development and assessment of pre-release discharge technology for response to flood on deteriorated reservoirs dealing with abnormal weather events (이상기후대비 노후저수지 홍수 대응을 위한 사전방류 기술개발 및 평가)

  • Moon, Soojin;Jeong, Changsam;Choi, Byounghan;Kim, Seungwook;Jang, Daewon
    • Journal of Korea Water Resources Association
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    • v.56 no.11
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    • pp.775-784
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    • 2023
  • With the increasing trend of extreme rainfall that exceeds the design frequency of man-made structures due to extreme weather, it is necessary to review the safety of agricultural reservoirs designed in the past. However, there are no local government-managed reservoirs (13,685) that can be discharged in an emergency, except for reservoirs over a certain size under the jurisdiction of the Korea Rural Affairs Corporation. In this case, it is important to quickly deploy a mobile siphon to the site for preliminary discharge, and this study evaluated the applicability of a mobile siphon with a diameter of 200 mm, a minimum water level difference of 6 m, 420 (m2/h), and 10,000 (m2/day), which can perform both preliminary and emergency discharge functions, to the Yugum Reservoir in Gyeongju City. The test bed, Yugum Reservoir, is a facility that was completed in 1945 and has been in use for about 78 years. According to the hydrological stability analysis, the lowest height of the current dam crest section is 27.15 (EL.m), which is 0.29m lower than the reviewed flood level of 27.44 (EL.m), indicating that there is a possibility of lunar flow through the embankment, and the headroom is insufficient by 1.72 m, so it was reviewed as not securing hydrological safety. The water level-volume curve was arbitrarily derived because it was difficult to clearly establish the water level-flow relationship curve of the reservoir since the water level-flow measurement was not carried out regularly, and based on the derived curve, the algorithm for operating small and medium-sized old reservoirs was developed to consider the pre-discharge time, the amount of spillway discharge, and to predict the reservoir lunar flow time according to the flood volume by frequency, thereby securing evacuation time in advance and reducing the risk of collapse. Based on one row of 200 mm diameter mobile siphons, the optimal pre-discharge time to secure evacuation time (about 1 hour) while maintaining 80% of the upper limit water level (about 30,000 m2) during a 30-year flood was analyzed to be 12 hours earlier. If the pre-discharge technology utilizing siphons for small and medium-sized old reservoirs and the algorithm for reservoir operation are implemented in advance in case of abnormal weather and the decision-making of managers is supported, it is possible to secure the safety of residents in the risk area of reservoir collapse, resolve the anxiety of residents through the establishment of a support system for evacuating residents, and reduce risk factors by providing risk avoidance measures in the event of a reservoir risk situation.

Development of Market Growth Pattern Map Based on Growth Model and Self-organizing Map Algorithm: Focusing on ICT products (자기조직화 지도를 활용한 성장모형 기반의 시장 성장패턴 지도 구축: ICT제품을 중심으로)

  • Park, Do-Hyung;Chung, Jaekwon;Chung, Yeo Jin;Lee, Dongwon
    • Journal of Intelligence and Information Systems
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    • v.20 no.4
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    • pp.1-23
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    • 2014
  • Market forecasting aims to estimate the sales volume of a product or service that is sold to consumers for a specific selling period. From the perspective of the enterprise, accurate market forecasting assists in determining the timing of new product introduction, product design, and establishing production plans and marketing strategies that enable a more efficient decision-making process. Moreover, accurate market forecasting enables governments to efficiently establish a national budget organization. This study aims to generate a market growth curve for ICT (information and communication technology) goods using past time series data; categorize products showing similar growth patterns; understand markets in the industry; and forecast the future outlook of such products. This study suggests the useful and meaningful process (or methodology) to identify the market growth pattern with quantitative growth model and data mining algorithm. The study employs the following methodology. At the first stage, past time series data are collected based on the target products or services of categorized industry. The data, such as the volume of sales and domestic consumption for a specific product or service, are collected from the relevant government ministry, the National Statistical Office, and other relevant government organizations. For collected data that may not be analyzed due to the lack of past data and the alteration of code names, data pre-processing work should be performed. At the second stage of this process, an optimal model for market forecasting should be selected. This model can be varied on the basis of the characteristics of each categorized industry. As this study is focused on the ICT industry, which has more frequent new technology appearances resulting in changes of the market structure, Logistic model, Gompertz model, and Bass model are selected. A hybrid model that combines different models can also be considered. The hybrid model considered for use in this study analyzes the size of the market potential through the Logistic and Gompertz models, and then the figures are used for the Bass model. The third stage of this process is to evaluate which model most accurately explains the data. In order to do this, the parameter should be estimated on the basis of the collected past time series data to generate the models' predictive value and calculate the root-mean squared error (RMSE). The model that shows the lowest average RMSE value for every product type is considered as the best model. At the fourth stage of this process, based on the estimated parameter value generated by the best model, a market growth pattern map is constructed with self-organizing map algorithm. A self-organizing map is learning with market pattern parameters for all products or services as input data, and the products or services are organized into an $N{\times}N$ map. The number of clusters increase from 2 to M, depending on the characteristics of the nodes on the map. The clusters are divided into zones, and the clusters with the ability to provide the most meaningful explanation are selected. Based on the final selection of clusters, the boundaries between the nodes are selected and, ultimately, the market growth pattern map is completed. The last step is to determine the final characteristics of the clusters as well as the market growth curve. The average of the market growth pattern parameters in the clusters is taken to be a representative figure. Using this figure, a growth curve is drawn for each cluster, and their characteristics are analyzed. Also, taking into consideration the product types in each cluster, their characteristics can be qualitatively generated. We expect that the process and system that this paper suggests can be used as a tool for forecasting demand in the ICT and other industries.