Observation and Analysis for the Semiconductor Cycle with a State ...

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Motivation and Background: Reviews for the Past Research • Academic research for “Silicon Cycle” has been limited in the past – Many analysts have given the qualitative view and speculation for the market behaviors time to time – Okada(1993): Speculated “Semiconductor Waves” in semiconductor revenue at a technology shift of DRAM with a drastic bit price decline • In these days, the accumulated market data during over 20 years in the past becomes available for the quantitative analysis and modeling – Chow(2007): Constructed a leading indicator for the electronics cycle with Bayesian VAR model – Ogawa(2010): Simulated “Periodic behaviors” in DRAM market with SD model and evaluated effects of time-delay and over expectation in the capacity investment • The purposes of this research are; – Investigate the feasibility for quantitative model with standard statistical approach (State Space Model) – Through the analysis, withdraw the influential factors and characteristics for the cyclical behaviors to understand the dynamics Graduate School of Business Science/University of Tsukuba 4
Semiconductor Market: Data Categories Semiconductor market 1.Analog 2.Discrete 3.Logic 4.Memory 5.Micro component 6.Optoelectronics • Data source: Worldwide Trading Semiconductor Statistics • Period for analysis: 1985 January – 2008 December • Six major categories for semiconductor devices • Monthly revenue data is incorporated into the model and analyzed Graduate School of Business Science/University of Tsukuba 5
Page 1 and 2: The 31st Annual International Sympo
Page 3: Motivation and Background: Semicond
Page 7 and 8: Modeling: Structural Time Series Mo
Page 9 and 10: Analysis and Consideration: Changes
Page 11 and 12: Analysis and Consideration: Interpr
Page 13 and 14: Analysis and Consideration: Incorpo
Page 15: Summary of Results • Multivariate

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