5HVHDUFK RI 7LPLQJ *UDSK 7UDYHUVDO $OJRULWKP LQ
6WDWLF 7LPLQJ $QDO\VLV EDVHG RQ )3*$
-LQJMLQJ /X 1LQJ ;X -LDQ <X 7RQJIHQJ :HQJ
,QIRUPDWLRQ (QJLQHHULQJ ,QVWLWXWH:XKDQ 8QLYHUVLW\ RI 7HFKQRORJ\
&RPSXWHU 6FLHQFH DQG 7HFKQRORJ\ ,QVWLWXWH:XKDQ 8QLYHUVLW\ RI 7HFKQRORJ\
)3*$ 5RRP RI &KLQD (OHFWURQLFV 7HFKQRORJ\ *URXS &RUSRUDWLRQ ILIW\ HLJKWK ,QVWLWXWH RI =KHMLDQJ 3URYLQFH
:X[L &KLQD
#TTFRP #TTFRP #TTFRP #TTFRP
HIILFLHQFLHV ZKHQ ')6 DOJRULWKP DQG %)6 DOJRULWKP DUH
DSSOLHG WR 67$ PRGXOH 6HFWLRQ LQWURGXFHV WKH SULQFLSOH RI
67$ VHFWLRQ LQWURGXFHV WZR WLPLQJ WUDYHUVDO DOJRULWKPV
DQDO\]HV WKH H[HFXWLRQ SURFHVVHV RI DOJRULWKPV DQG JLYHV WKH
SVHXGRFRGHV RI WKH DOJRULWKPV VHFWLRQ JLYHV WKH WHVW UHVXOWV
DQG DQDO\]HV WKH UHVXOWV VHFWLRQ JLYHV WKH FRQFOXVLRQ
$EVWUDFW²7KLV SDSHU LV D VWXG\ WR WKH DSSOLFDWLRQ RI JUDSK
WUDYHUVDO DOJRULWKPV LQ VWDWLF 7LPLQJ $QDO\VLV 67$ PRGXOH RI
(OHFWURQLF 'HVLJQ $XWRPDWLRQ ('$
WRRO $IWHU )LHOG
3URJUDPPDEOH *DWH $UUD\ )3*$ UHDG LQWR WKH GHVLJQ FLUFXLW
LW UHSODFHV FLUFXLW ZLWK 8'0 8QLYHUVDO 'HVLJQ 0HWKRGRORJ\
QHWOLVW LQWHUQDOO\ 67$ PRGXOH GRHV QRW ZRUN GLUHFWO\ RQ WKH
QHWOLVW EXW FRQYHUWV WKH QHWOLVW WR WLPLQJ JUDSK WKDW RQO\ VDYHV
LQIRUPDWLRQ UHODWHG WR WLPLQJ 7KH WLPLQJ JUDSK FRQVLVWV RI QRGHV
DQG HGJHV QRGHV FRUUHVSRQG WR FRPSRQHQW SLQV RU LQSXW DQG
RXWSXW SRUWV DQG HGJHV DUH XVHG WR FRQQHFW QRGHV (GJHV KDYH
ZHLJKWV DWWDFKHG WR WKHP WKDW FDQ GHQRWH VRPH FKDUDFWHULVWLFV
VXFK DV WLPLQJ DUF GHOD\V LQ WKLV FDVH>@ 7KHUH DUH WZR EDVLF
JUDSK WUDYHUVDO DOJRULWKPV 'HSWK )LUVW 6HDUFK ')6 DQG
%UHDGWK )LUVW 6HDUFK %)6 ,Q WKLV SDSHU WZR DOJRULWKPV DUH
DSSOLHG WR 67$ PRGXOH DQG FRPSDUHG WKH UXQWLPH HIILFLHQFLHV E\
WHVWLQJ D ODUJH QXPEHU RI VHTXHQWLDO FLUFXLW LQVWDQFHV 7KH
FRQFOXVLRQ LV WKDW %)6 DOJRULWKP FDQ LPSOHPHQW 67$ PRGXOH
PRUH HIILFLHQWO\ WKDQ ')6 DOJRULWKP
,,
:LWKLQ )3*$ WKH EDVLF XQLW RI 67$ PRGHO XVHG LQ WKLV
SDSHU LV WKH UHJLVWHU VR WKLV SDSHU WDNHV D VLPSOH PRGHO VKRZQ
LQ )LJ DV DQ H[DPSOH DQG SHUIRUPV WLPLQJ YLRODWLRQ FKHFN WR
5HJ' LQ WKH WUDQVPLVVLRQ SURFHVVHV RI GDWD VLJQDOV
$IWHU 9HULORJ +'/ LV V\QWKHVL]HG E\ ('$ WRRO SK\VLFDO
WLPLQJV LQ )LJ DUH JHQHUDWHG ZKHUH 7FON DQG 7FON DUH
FORFN SDWK GHOD\V 7GDWD LV GDWD SDWK GHOD\ 7FR LV GDWD XSGDWH
GHOD\ UHTXLUHG IRU WKH UHJLVWHU WR VHQG GDWD 7VX LV GDWD VHWXS
GHOD\ UHTXLUHG EHIRUH UHJLVWHU ODWFKHV GDWD 7K LV WKH GDWD KROG
GHOD\ DIWHU WKH UHJLVWHU ODWFKHV GDWD 7FR 7VX 7K DUH WKH WKUHH
FKDUDFWHULVWLF GHOD\V RI WKH UHJLVWHU 7KH 67$ SURFHVV FRQVLVWV
RI WZR SDUWV 6HWXS UHODWLRQVKLS SURFHVV DQG +ROG UHODWLRQVKLS
SURFHVV 7KH DERYH GHOD\ IDFWRUV ZLOO DSSHDU LQ WKH VSHFLILF
SURFHVV DV QHHGHG
.H\ZRUGV²)3*$ VWDWLF WLPLQJ DQDO\VLV WLPLQJ JUDSK %)6
')6
,
,1752'8&7,21
7LPLQJ DQDO\VLV LV DQ LPSRUWDQW PRGXOH RI WKH )3*$
VRIWZDUH V\VWHP ZKLFK LV XVHG WR H[DPLQH WKH GHOD\ DQG VSHHG
RI WKH GHVLJQ FLUFXLW DQG WR YHULI\ ZKHWKHU WKH WLPLQJ RI WKH
FLUFXLW PHHWV WLPLQJ UHTXLUHPHQWV VSHFLILHG E\ WKH GHVLJQHU
%HFDXVH RI WKH H[WUHPHO\ IDVW UXQWLPH DQG DFFXUDF\>@ LQ
UHFHQW GHFDGHV 67$ LV DOZD\V RQH RI WKH PDLQ PHDQV YHULI\LQJ
WKH FRUUHFWQHVV RI )3*$ GHVLJQ FLUFXLW ,W LV FKDUDFWHUL]HG DV
YHU\ IDVW WHFKQLTXH FRPSDULQJ ZLWK G\QDPLF WRROV OLNH
+63,&( 0RQWHFLWR尀HWF>@ 7KLV LV EHFDXVH LW GRHV QRW UHTXLUH
DQ\ WHVW YHFWRUV LW FDOFXODWHV DSSUR[LPDWHO\ WKH JDWH GHOD\
XVLQJ 5& PRGHOV>@ 7KH WLPLQJ DQDO\VLV PRGXOH RI ('$ WRRO
VRIWZDUH ZLWK ,QGHSHQGHQW UHVHDUFK DQG GHYHORSPHQW LQ WKLV
SDSHU MXVW XVHV 67$ PHWKRG
)LJ 6WDWLF WLPLQJ DQDO\VLV VFKHPDWLF
$VVXPLQJ WKDW WKH FORFN SHULRG RI &ORFN LV 7 &ORFN DQG
&ORFN XVH WKH VDPH VRXUFH FORFN &ORFN WKHUHIRUH WKH\ KDYH
WKH VDPH FORFN SHULRG 7 $VVXPLQJ WKDW WKH ULVLQJ HGJH LV WKH
WULJJHU HGJH RI UHJLVWHUV DW WLPH 5HJ EHJLQV WR VHQG GDWD
VLJQDOV WR 5HJ 7KH SURFHVV ZKHUH &ORFN VLJQDOV FRQWURO WKH
WUDQVPLVVLRQ RI GDWD VLJQDOV LV VKRZQ LQ )LJ 7UDYHUVDO RI WLPLQJ JUDSK LV D FUXFLDO SDUW RI 67$ PRGXOH
ZKLFK LV GLUHFWO\ UHODWHG WR WKH FRUUHFWQHVV RI WKH WLPLQJ
DQDO\VLV UHVXOWV %HIRUH WKLV SDSHU WKHUH LV QR UHOHYDQW UHVHDUFK
WR FRPSDUH WKH HIILFLHQFLHV RI ')6 DOJRULWKP DQG %)6
DOJRULWKP ZKHQ WUDYHUVLQJ WLPLQJ JUDSK 7KHUHIRUH LW LV YHU\
LPSRUWDQW WR FRPSDUH WKH HIILFLHQFLHV RI WZR DOJRULWKPV XVHG LQ
67$ PRGXOH DQG WR ILQG RXW WKH HIILFLHQW WLPLQJ WUDYHUVDO
DOJRULWKP IRU 67$
7KLV SDSHU LV EDVHG RQ WKH DFWXDO ('$ VRIWZDUH
GHYHORSPHQW SURMHFW DQG VWXGLHV WKH SURJUDP UXQWLPH
978-1-5090-5363-6/17/$31.00 ©2017 IEEE
7+( 35,1&,3/( 2) 67$7,& 7,0,1* $1$/<6,6
334
SURYLGH IRU 5HJ WR HQVXUH WKDW WKH GDWD VDYHG LV VWDEOH WKLV
SURFHVV LQYROYHV WKH IROORZLQJ WZR VXESURFHVVHV
'DWD KROG SURFHVV
5HJ NHHSV GDWD VLJQDOV XQFKDQJHG EHIRUH XSGDWLQJ WKH
RXWSXW LQ WKLV SURFHVV WKH ZDYHIRUP RI 5HJ' LQ )LJ VKRZV
WKLV SURFHVV 'HVFULEH WKH SURFHVV DV IROORZ
'DWD +ROG 7LPH +7 7KH ILUVW ULVLQJ HGJH WLPH RI &ORFN
'DWD XSGDWH GHOD\ RI 5HJ'DWD SDWK GHOD\ &ORFN SHULRG
7KDW LV 'DWD +ROG 7LPH +7
7FON7FR 7GDWD 7
'DWD ODWFK SURFHVV
5HJ HQVXUHV WKH UHFHLYHG GDWD VHQW IURP 5HJ LV VWDEOH LQ
WKLV SURFHVV 7KH ZDYHIRUP RI &ORFN LQ )LJ VKRZV WKLV
SURFHVV 'HVFULEH WKH SURFHVV DV IROORZ
)LJ :DYHIRUPV RI VLJQDOV
$ 6HWXS 5HODWLRQVKLS 3URFHVV
6HWXS UHODWLRQVKLS LV D SURFHVV WR HYDOXDWH VHWXS VODFN 7KH
VHWXS VODFN FDQ YLVXDOO\ LQGLFDWH ZKHWKHU WKH UHODWLRQVKLS
EHWZHHQ 5HJ DQG 5HJ LV HVWDEOLVKHG 7KLV SURFHVV FRQVLVWV RI
WKH IROORZLQJ WZR VXESURFHVVHV
'DWD 5HTXLUHG 7LPH 57
7KH VHFRQG ULVLQJ HGJH WLPH RI
&ORFN 'DWD KROG GHOD\ RI 5HJ
7KDW LV 'DWD 5HTXLUHG 7LPH 57
'DWD VHQG SURFHVV
+ROG VODFN
7KLV SDSHU LV EDVHG RQ WKH VHWXS UHODWLRQVKLS SURFHVV DQG
VWXGLHV WKH UXQWLPH HIILFLHQFLHV RI WZR DOJRULWKPV ZKHQ
WUDYHUVLQJ WLPLQJ JUDSK LQ WKH LPSOHPHQWDWLRQ RI VHWXS
UHODWLRQVKLS SURFHVV
'DWD ODWFK SURFHVV
,,,
5HJ SUHSDUHV WR ODWFK GDWD VLJQDOV VHQW IURP 5HJ LQ WKLV
SURFHVV GHOD\ IDFWRUV LQYROYHG DUH 7FON DQG 7VX 'HVFULEH WKH
SURFHVV DV IROORZ DFFRUGLQJ WR ZDYHIRUP RI &ORFN LQ )LJ 7KDW LV
$FFRUGLQJ WR IRUPXOD DQG IRUPXOD IRUPXOD RI 6HWXS
6ODFN FDQ EH GHVFULEHG DV IROORZ
6HWXS 6ODFN
57 $7
7,0,1* *5$3+ 75$9(56$/ $/*25,7+06
7KH WLPLQJ JUDSK XVHG LQ WKLV SDSHU LV JHQHUDWHG E\
SURJUDPPLQJ LQWHUIDFH RI WKH LQWHUQDO 7FO VFULSWLQJ ODQJXDJH
7KLV SDSHU FKRRVHV WKH 8'0 QHWOLVW RI D VLPSOH
VHTXHQWLDO FLUFXLW VKRZQ LQ )LJ DV DQ H[DPSOH WR DQDO\]H WKH
SURFHVVHV RI ')6 DOJRULWKP DQG %)6 DOJRULWKP WUDYHUVLQJ
WLPLQJ JUDSK 7KH WLPLQJ JUDSK FRQVLVWV RI QRGHV DQG HGJHV
QRGHV FRUUHVSRQG WR FRPSRQHQW SLQV RU LQSXW DQG RXWSXW SRUWV
HGJHV DUH JHQHUDWHG E\ QHWV LQ WKH 8'0 QHWOLVW RU WLPLQJ DUFV
RI WLPLQJ FHOO OLEUDU\ (GJHV LQ WLPLQJ JUDSK DUH PDUNHG ZLWK
WLPLQJ DUF GHOD\V LQ )LJ 7KH QRGH N LV WKH FKHFNSRLQW IRU
WLPLQJ YLRODWLRQ FKHFN
'DWD 5HTXLUHG 7LPH 57
7KH VHFRQG ULVLQJ HGJH WLPH RI
&ORFN 'DWD VHWXS GHOD\ RI 5HJ
7FON 7 7VX
+ROG VODFN LV VKRZQ ZLWK JUD\ EORFN LQ )LJ DQG KROG
UHODWLRQVKLS EHWZHHQ 5HJ DQG 5HJ LV HVWDEOLVKHG RQO\ ZKHQ
KROG VODFN LV SRVLWLYH
7KDW LV 'DWD 5HTXLUHG 7LPH 57
'DWD +ROG 7LPH 'DWD 5HTXLUHG 7LPH
+7 57
'DWD $UULYDO 7LPH $7
7KH ILUVW ULVLQJ HGJH WLPH RI
&ORFN'DWD XSGDWH GHOD\ RI 5HJ 'DWD SDWK GHOD\
7FON 7FR 7GDWD
$FFRUGLQJ WR IRUPXOD DQG IRUPXOD IRUPXOD RI +ROG
6ODFN FDQ EH GHVFULEHG DV IROORZ
5HJ VHQGV GDWD VLJQDOV WR 5HJ LQ WKLV SURFHVV GDWD
VLJQDOV DUH ILQDOO\ VHQW WR GDWD LQSXW SRUW 5HJ' RI 5HJ
GHOD\ IDFWRUV LQYROYHG DUH 7FON 7FR 7GDWD 'HVFULEH WKH
SURFHVV DV IROORZ DFFRUGLQJ WR ZDYHIRUPV RI &ORFN DQG
5HJB' LQ )LJ 'DWD $UULYDO 7LPH $7
7FON 7 7K
'DWD 5HTXLUHG 7LPH 'DWD $UULYDO 7LPH
,Q RUGHU WR PDNH WLPLQJ FKHFNV LW LV QHFHVVDU\ WR FDOFXODWH
WKH GDWD DUULYDO WLPHV DQG WKH GDWD UHTXLUHG WLPHV RI GDWD
VLJQDOV DW HDFK QRGH GXULQJ VHWXS UHODWLRQVKLS SURFHVV 6LQFH
WKH FDOFXODWLRQ RI 57V DQG WKH FDOFXODWLRQ RI $7V ERWK KDYH WR
WUDYHUVH WKH WLPLQJ JUDSK WKLV SDSHU RQO\ WDNHV WKH SURFHVV RI
FDOFXODWLQJ $7V DV DQ H[DPSOH WR DQDO\VH WKH LPSOHPHQWDWLRQ
SURFHVV RI WZR WLPLQJ JUDSK WUDYHUVDO DOJRULWKPV
6HWXS VODFN LV VKRZQ ZLWK JUD\ EORFN LQ )LJ DQG WKH
VHWXS UHODWLRQVKLS EHWZHHQ 5HJ DQG 5HJ LV HVWDEOLVKHG RQO\
ZKHQ VHWXS VODFN LV SRVLWLYH
% +ROG UHODWLRQVKLS SURFHVV
+ROG UHODWLRQVKLS PHDQV WKDW 5HJ UHDGV GDWD VLJQDOV VHQW
IURP 5HJ DW WKH IDVWHVW VSHHG EHIRUH 5HJ XSGDWHV WKH RXWSXW
+ROG VODFN LV WKH WLPH WKDW KROG UHODWLRQVKLS SURFHVV FDQ
335
,I QRGH KDV 1H[W
IRU QH[W LQ 1H[W
$7 QRGHQH[W $7 QRGH 'O\ QRGHQH[W $7 QH[W PD[ $7 QRGHQH[W $7 QH[W ILQG1H[W1RGH QH[W `
SVHXGRFRGH˖
IRU Y LQ 9
$7 Y LQLWLDOL]H $7V
IRU URRW LQ 5RRW
ILQG1H[W1RGH URRW )LJ 8'0 QHWOLVW DQG WLPLQJ JUDSK RI D VLPSOH VHTXHQWLDO FLUFXLW
$ 7LPLQJ *UDSK 7UDYHUVDO $OJRULWKP')6
7KH EDVLF LGHD RI ')6 DOJRULWKP WR WUDYHUVH WLPLQJ JUDSK LV
WR FDOFXODWH $7V E\ WUDFLQJ D SDWK DW D WLPH 7KH SURFHVV RI
FDOFXODWLQJ $7V ZLWK ')6 DOJRULWKP LV DV IROORZ ZKHUH WKH
XQLW RI WLPH GDWD LV SV
% 7LPLQJ *UDSK 7UDYHUVDO $OJRULWKP%)6
%HIRUH WUDYHUVLQJ WLPLQJ JUDSK XVLQJ %)6 DOJRULWKP LW LV
QHFHVVDU\ WR VWUDWLI\ QRGHV LQ WLPLQJ JUDSK 7KH EDVLF LGHD RI
%)6 DOJRULWKP WR WUDYHUVH WLPLQJ JUDSK LV WR FDOFXODWH $7V
IRUZDUG OHYHO E\ OHYHO
3DWK
1RGHV F FON F
Q
Q Q
Q
Q
N
$7 SV 3DWK
1RGHV F FON F
Q
Q
Q
Q
Q
N
$7 SV 3DWK
1RGHV F FON F
Q
Q
Q
N
$7 SV 7KH SURFHVV RI FDOFXODWLQJ $7V XVLQJ %)6 DOJRULWKP LV DV
IROORZ ZKHUH WKH XQLW RI WLPH GDWD LV SV
/HYHO F FON F
Q Q Q
Q Q N
F
Q Q
F
Q Q
7KLV PHWKRG LV VWUDLJKWIRUZDUG EXW IRU QRGHV Q DQG Q
WKH ')6 DOJRULWKP ZLOO JHW WZR GLIIHUHQW $7V ZKHQ WUDFLQJ
3DWK DQG 3DWK ZKLFK FDQ VHULRXVO\ DIIHFWV WKH HIILFLHQF\ RI
')6 DOJRULWKP LW ZLOO EH YHULILHG E\ WHVWLQJ FLUFXLW LQVWDQFHV
EHORZ
%)6 DOJRULWKP FDOFXODWHV $7V WKURXJK WKH OLQHDU WUDYHUVDO
RI WLPLQJ JUDSK HDFK QRGH KDV RQO\ RQH $7 RI GDWD VLJQDOV
IRU QRGHV Q DQG Q LQ RUGHU WR HQVXUH WKH FRUUHFW FULWLFDO SDWK
WDNH D ODUJHU $7 YDOXH
7KH SVHXGRFRGH GHVFULELQJ ')6 DOJRULWKP LV DV IROORZ IRU
D JLYHQ WLPLQJ JUDSK * 9 ( 9 LV WKH VHW RI QRGHV DQG ( LV
WKH VHW RI HGJHV URRW LV WKH VWDUWLQJ QRGH RI D SDWK LQ WLPLQJ
JUDSK8VLQJ WKH UHFXUVLYH IXQFWLRQ ILQG1H[W1RGH QRGH WR
DFKLHYH WUDYHUVLQJ QRGHV LQ WLPLQJ JUDSK WKURXJK WUDFNLQJ D
SDWK DQG FDOFXODWLQJ $7V DW QRGHV
$7 Q
0$; $7 Q $7 Q $7 Q
0$; $7 Q $7 Q 7KLV LV WKH UHDVRQ ZK\ %)6 DOJRULWKP LV PRUH HIILFLHQW WKDQ
')6 DOJRULWKP LQ WKH WUDYHUVDO RI WLPLQJ JUDSK7KLV ZLOO EH
YHULILHG E\ WHVWLQJ FLUFXLW LQVWDQFHV EHORZ
'HVFULSWLRQ RI %)6 DOJRULWKP ZLWK SVHXGRFRGH LV DV IROORZ
:KHQ WKH QRGH LV DFFHVVHG DJDLQ WKH $7 YDOXH FDOFXODWHG
FXUUHQWO\ LV FRPSDUHG ZLWK WKH $7 YDOXH FDOFXODWHG ODVW WLPH
7R HQVXUH WKDW WKH FRUUHFW FULWLFDO SDWK LV REWDLQHG D ODUJHU $7
YDOXH LV WDNHQ DV WKH $7 RI WKH QRGH
,QSXW˖* 9(! 'LUHFWHG DF\FOLF WLPLQJ JUDSK
5RRW7KH VHW RI URRW QRGHV LQ WLPLQJ JUDSK
)RUQW7KH VHW RI QRGHV LQ WKH IRUQW OHYHO RI WKLV QRGH
1H[W7KH VHW RI QRGHV LQ WKH EDFN OHYHO RI WKLV QRGH
'O\ LM 'HOD\ EHWZHHQ QRGH L DQG QRGH M
$7 LM 7KH DUULYDO WLPH RI GDWD VLJQDOV DW QRGH M FDOFXODWHG
E\ QRGH L
$7 M 7KH DUULYDO WLPH RI GDWD VLJQDOV DW QRGH M
)RUQW/HYHO7KH IRUQW OHYHO RI QRGH DFFHVVHG FXUUHQWO\
0D[/HYHO7KH PD[LPXP QRGH OHYHO RI WLPLQJ JUDSK
&XUUHQW/HYHO7KH QRGH OHYHO DFFHVVHG FXUUHQWO\
1RGH$UUD\>&XUUHQW/HYHO@>1XP@$Q DUUD\ VWRULQJ QRGHV
,QSXW˖* 9(! 'LUHFWHG DF\FOLF WLPLQJ JUDSK
5RRW7KH VHW RI URRW QRGHV LQ WLPLQJ JUDSK
1H[W2Q D SDWK WKH QRGH EHKLQG RQH QRGH
'O\ LM 'HOD\ EHWZHHQ QRGH L DQG QRGH M
$7 LM 7KH DUULYDO WLPH RI GDWD VLJQDOV DW QRGH M FDOFXODWHG
E\ QRGH L
$7 M 7KH DUULYDO WLPH RI GDWD VLJQDOV DW QRGH M
)LQG WKH QH[W QRGH RI D QRGH DORQJ D SDWK
)XQFWLRQILQG1H[W1RGH QRGH ^
336
)XQFWLRQVHW9LVLWHG QRGH 0DUN WKH QRGH DV YLVLWHG
)XQFWLRQGHOHWH QRGH 5HPRYH WKH QRGH IURP 1RGH$UUD\
,9
7(67 $1' $1$/<6,6 2) 7+( 3(5)250$1&( 2)
7,0,1* *5$3+ 75$9(56$/ $/*25,7+0
7HVW SODWIRUP ,QWHO &RUH 70 L &38 *+] 5$0
*% RSHUDWLQJ V\VWHP :LQGRZV 3URIHVVLRQDO (GLWLRQ
WKH GHYHORSPHQW HQYLURQPHQW 0LFURVRIW 9LVXDO 6WXGLR SURJUDPPLQJ ODQJXDJH &
&LUFXLW LQVWDQFHV IRU WHVW DUH VHTXHQWLDO FLUFXLWV ZLWK
GLIIHUHQW IXQFWLRQV DQG VL]HV ZULWWHQ LQ 9HULORJ WKH VRXUFH
FRGHV DUH IURP WKH DFWXDO ('$ VRIWZDUH GHYHORSPHQW SURMHFW
SVHXGRFRGH˖
1XP
IRU Y LQ 9
$7 Y LQLWLDOL]H $7V
IRU URRW LQ 5RRW
1RGH$UUD\>)RUQW/HYHO@>1XP@URRW
VHW9LVLWHG URRW 1XP1XP
&XUUHQW/HYHO
ZKLOH &XUUHQW/HYHO0D[/HYHO
ZKLOH 1RGH$UUD\>&XUUHQW/HYHO@ ʽ ‘
IRU QRGH LQ 1RGH$UUD\>&XUUHQW/HYHO@
LI )RUQW/HYHO RI QRGH QRGH LV QRW URRW QRGH
LI QRGH KDYH )URQW
IRU IURQW LQ )RUQW
$7 IURQWQRGH $7 IURQW 'O\ IURQWQRGH $7 QRGH PD[ $7 IURQWQRGH $7 QRGH LI QRGH KDYH 1H[W
1XP
IRU QH[W LQ 1H[W
1RGH$UUD\>)RUQW/HYHO@>1XP@QH[W 1XP1XP
VHW9LVLWHG QRGH GHOHWH QRGH &XUUHQW/HYHO &XUUHQW/HYHO
7KH FKLS IRU WHVW 9LUWH[ VHULHV FKLS ;&9/;))
%)6 DOJRULWKP DQG ')6 DOJRULWKP DUH DSSOLHG WR 67$
PRGXOH UHVSHFWLYHO\ :KHQ WHVWLQJ WKH VDPH FLUFXLW UHFRUG WKH
UHOHYDQW GDWD JHQHUDWHG LQ WKH SURFHVV RI 67$ DIWHU WKH SODFLQJ
DQG URXWLQJ 7LPLQJ DQDO\VLV UHSRUWV REWDLQHG LQ WKH WZR FDVHV
KDYH WKH VDPH FULWLFDO SDWK DQG WKH VDPH VHWXS VODFN RQ WKH
FULWLFDO SDWK ZKLFK LQGLFDWHV WKH FRUUHFWQHVV RI WKH SURJUDP
IXQFWLRQ LQ 67$ PRGXOH
7KLV SDSHU VHOHFWV WKH WHVW UHVXOWV RI VHTXHQWLDO FLUFXLW
LQVWDQFHV WR FRPSDUH WKH SHUIRUPDQFH RI %)6 DOJRULWKP DQG
')6 DOJRULWKP DV VKRZQ LQ 7DEOH ,Q WKLV SDSHU WKH QXPEHU RI QRGHV LQ WLPLQJ JUDSK LV XVHG
WR UHSUHVHQW WKH VL]H RI WLPLQJ JUDSK 7ZR FROXPQV RI
³5XQWLPH RI %)6´FROXPQ DQG ³5XQWLPH RI ')6´FROXPQ
UHFRUG UXQWLPHV RI SURJUDPV FDOFXODWLQJ $7V DQG SHUIRUPLQJ
67$
$V FDQ EH VHHQ IURP 7DEOH ,Q WKH VDPH SURFHVV RI WLPLQJ DQDO\VLV WKH UXQWLPH RI
%)6 DOJRULWKP LV DOZD\V OHVV WKDQ WKH UXQWLPH RI ')6
DOJRULWKP LQ VRPH FDVHV ˈ %)6 DOJRULWKP LPSURYHV WKH WLPH
HIILFLHQF\ HYHQ XS WR UHODWLYH WR ')6 DOJRULWKP 7KLV
LQGLFDWHV WKDW %)6 DOJRULWKP LV DOZD\V PRUH HIILFLHQW WKDQ
')6 DOJRULWKP LQ WKH LPSOHPHQWDWLRQ RI 67$ PRGXOH
$IWHU WUDYHUVLQJ WLPLQJ JUDSK XVLQJ ')6 DOJRULWKP DQG
%)6 DOJRULWKP WKH UHVXOWV RI $7V DUH VKRZQ LQ )LJ )RU FLUFXLW LQVWDQFHV WKH QXPEHU RI QRGHV LV OHVV
WKDQ WKDW RI FLUFXLW LQVWDQFH EXW WKH UXQWLPHV RI ')6
DOJRULWKP XVHG WR LPSOHPHQW WKH IXQFWLRQ RI 67$ PRGXOH DQG
WKH WLPH HIILFLHQFLHV WKDW %)6 DOJRULWKP LPSURYHV UHODWLYH WR
')6 DOJRULWKP ERWK DUH PRUH WKDQ FLUFXLW LQVWDQFH 7KLV
VKRZV WKDW WKH PRUH FRPSOH[ WKH WLPLQJ JUDSK WKDW LV WKH
PRUH WLPLQJ SDWKV WKH DGYDQWDJHV RI %)6 DOJRULWKP DUH PRUH
REYLRXV WKDQ ')6 DOJRULWKP LQ WKH SURFHVV RI LPSOHPHQWLQJ
67$ PRGXOH
)LJ 5HVXOWV RI $7V
337
7$%/( ,
3(5)250$1&( &203$5,621 5(68/76 2) %)6 $/*25,7+0 $1' ')6 $/*25,7+0
5XQWLPH RI %)6
5XQWLPH RI ')6
$7 V
67$ V
$7 V
67$ V
$7 V
67$ V
WDOOZRRGBFGPD
LJWBVLQJOHBFSX
LJWBFQ
LJWBIIBBQRGVS
LJWBII
LJWBDHB
VBQR'VS
LJWBQRFB
,QGH[
,QVWDQFHV
1XPEHU
RI QRGHV
DHBFRUH
LJWBTXDGBFSX
9
&21&/86,216
,QFUHDVHG HIILFLHQF\
5()(5(1&(6
,Q WKLV SDSHU WKH DSSOLFDWLRQV RI %)6 DOJRULWKP DQG ')6
DOJRULWKP LQ 67$ PRGXOH DUH LQWURGXFHG DQG WZR DOJRULWKPV
DUH LPSOHPHQWHG LQ WKH DFWXDO ('$ VRIWZDUH GHYHORSPHQW
SURMHFW 7KLV SDSHU WDNHV FRPSDULQJ UXQWLPH HIILFLHQFLHV RI
%)6 DOJRULWKP DQG ')6 DOJRULWKP DV WKH DQJOH RI WKH VWXG\
5XQWLPHV DUH UHFRUGHG DQG DQDO\]HG E\ WHVWLQJ D ODUJH QXPEHU
RI VHTXHQWLDO FLUFXLW LQVWDQFHV 7KH FRQFOXVLRQ LV DV IROORZ ,Q
WKH SURFHVV RI 67$ UXQWLPH HIILFLHQF\ RI %)6 DOJRULWKP LV
EHWWHU WKDQ WKDW RI ')6 DOJRULWKP ZKHQ WUDYHUVLQJ WLPLQJ
JUDSK &RPSDUHG ZLWK ')6 DOJRULWKP %)6 DOJRULWKP FDQ
LPSOHPHQW 67$ PRGXOH PRUH HIILFLHQWO\ %)6 DOJRULWKP FDQ
VDYH D ORW RI WLPH FRVW IRU WKH VRIWZDUH GHYHORSPHQW SURFHVV
>@
>@
>@
>@
>@
$&.12:/('*0(17
>@
7KH DXWKRU ZRXOG OLNH WR WKDQN WKH IROORZLQJ SHUVRQV IRU WKH
KHOS SURYLGHG 4LQJ /L IRU SURYLGLQJ SURJUDPPLQJ LQWHUIDFH
RI WKH LQWHUQDO 7FO VFULSWLQJ ODQJXDJH -LDQ <X IRU SURYLGLQJ
WLPLQJ DQDO\VLV UHSRUWV -LHSHQJ 6XQ IRU SURYLGLQJ VHTXHQWLDO
FLUFXLW LQVWDQFHVDQG 1LQJ ;X IRU H[WHQVLYHO\ SHHUUHYLHZLQJ
WKLV SDSHU IRU FRQWHQW DQG WHFKQLFDO TXDOLW\
>@
>@
338
-HDQQLH /DX 0HL /HH $ VFDODEOH PHWKRG WR PHDVXUH VLPLODULW\ EHWZHHQ
WZR ('$JHQHUDWHG WLPLQJ JUDSKV >&@ 3URF RI ,((( ,&7¶
3LVFDWDZD\ 1- ,((( $EGRXO 5MRXE $OPRWDVHP %HOODK $ODMORXQL *UDSK 0RGHOLQJ IRU 6WDWLF
7LPLQJ $QDO\VLV DW 7UDQVLVWRU OHYHO LQ 1DQR6FDOH &026 &LUFXLWV
>&@(OHFWURWHFKQLFDO
&RQIHUHQFH
0(/(&21 WK
0HGLWHUUDQHDQ 1- ,((( 1DUHVK 0 6DFKLQ 6 7LPLQJ $QDO\VLV DQG 2SWLPL]DWLRQ RI 6HTXHQWLDO
&LUFXLWV .OXZHU $FDGLPLF 3XEOLVKHU *URXS 86$ *UHJRU\ /XFDV &KHQ 'RQJ 'HPLQJ &KHQ 9DULDWLRQ$ZDUH 3ODFHPHQW
:LWK 0XOWL&\FOH 6WDWLVWLFDO 7LPLQJ $QDO\VLV IRU )3*$V &RPSXWHU
$LGHG 'HVLJQ RI ,QWHJUDWHG &LUFXLWV DQG 6\VWHPV ,((( 7UDQVDFWLRQV RQ
YRO ,661 0 2UVKDQVN\ . .HXW]HU $ *HQHUDO 3UREDELOLVWLF )UDPHZRUN IRU
:RUVW &DVH 7LPLQJ $QDO\VLV 3URF '$& 9LVZHVZDULDK HW DO )LUVWRUGHU LQFUHPHQWDO EORFNEDVHG VWDWLVWLFDO
WLPLQJ DQDO\VLV 7&$',&6 0F:LOOLDPV 70 9HULILFDWLRQ RI WLPLQJ FRQVWUDLQWV RQ ODUJH GLJLWDO
V\VWHPV 'HVLJQ $XWRPDWLRQ WK &RQIHUHQFH RQ ,(((
+LWFKFRFN 5 DQG 6PLWK */ DQG &KHQJ '' 7LPLQJ DQDO\VLV RI
FRPSXWHU KDUGZDUH ,%0 -RXUQDO RI 5HVHDUFK DQG 'HYHORSPHQW ,%0 &LWH6HHU;