5('8&,1*83'$7(3$&.(76,1',675,%87(',17(5$&7,9($33/,&$7,21686,1*
$+<%5,'$3352$&+
'HFODQ'HODQH
'HSDUWPHQWRI&RPSXWHU6FLHQFH1DWLRQDO8QLYHUVLW RI
,UHODQG0D QRRWK&R.LOGDUH,UHODQG
GHFODQG#FVPD LH
7RPiV:DUG6pDPXV0F/RRQH
'HSDUWPHQWRI(OHFWURQLF(QJLQHHULQJ1DWLRQDO
8QLYHUVLW RI,UHODQG0D QRRWK&R.LOGDUH,UHODQG
^WRPDVZDUGVHDPXVPFORRQH`#HHQJPD LH
$%675$&7
'LVWULEXWHG ,QWHUDFWLYH $SSOLFDWLRQV ',$V VXFK DV
QHWZRUNHG JDPHV RU 'LVWULEXWHG ,QWHUDFWLYH 6LPXODWLRQV
',6 GHSHQG RQ WKH XQGHUO LQJ QHWZRUN $Q LPSRUWDQW
DVSHFWLVWKHQXPEHURIGDWDSDFNHWVWUDQVPLWWHGDFURVVWKH
FRQQHFWHG QHWZRUNV  7R UHGXFH WKH QXPEHU RI SDFNHWV
WUDQVPLWWHG ',$V HPSOR  FOLHQWVLGH SUHGLFWLYH FRQWUDFWV
7KH PRVW FRPPRQO  XVHG FOLHQW VLGH SUHGLFWLYH FRQWUDFW
WHFKQLTXH LV SXUH GHDG UHFNRQLQJ ,Q WKLV SDSHU DQ
DOWHUQDWLYHPHWKRGLQWKHIRUPRIDQRYHOK EULGPXOWLSOH
VWUDWHJ WHFKQLTXHLVSURSRVHG7KLVWHFKQLTXHFKRRVHVRQH
RI VHYHUDO PRGHOV HLWKHU D GHWHUPLQLVWLF GHDG UHFNRQLQJ
PRGHO RU RQH RI QXPHURXV VWUDWHJ EDVHG PRGHOV  7KLV
QHZDSSURDFKLVFRPSDUHGWRWKHILUVWRUGHUGHDGUHFNRQLQJ
PHWKRG XVLQJ WZR JDPHW SH HQYLURQPHQWV,W LV VKRZQ
WKDW WKH SURSRVHG WHFKQLTXH UHVXOWV LQ D VLJQLILFDQW
UHGXFWLRQ LQ WKH QXPEHU RI HQWLW  SDFNHWV WKDW QHHG WR EH
WUDQVPLWWHG WR PDLQWDLQ HQWLW VWDWH ILGHOLW  DFURVV WKH
QHWZRUNHGDSSOLFDWLRQ
.(<:25'6
1HWZRUN /DWHQF  + EULG 0RGHOV 'LVWULEXWHG ,QWHUDFWLYH
$SSOLFDWLRQV'HDG5HFNRQLQJ
,1752'8&7,21
'LVWULEXWHG ,QWHUDFWLYH $SSOLFDWLRQV ',$V VXFK DV
QHWZRUNHG JDPHV RU 'LVWULEXWHG ,QWHUDFWLYH 6LPXODWLRQ
',6LQYROYH PXOWLSOHSDUWLFLSDQWV FRPPXQLFDWLQJ RYHUD
FRPSXWHU QHWZRUN >@>@ %  GHILQLWLRQ D ',$ PXVW
SURYLGHDUHDOLVWLFLQWHUDFWLYHH[SHULHQFHWRWKHSDUWLFLSDQWV
+RZHYHUDQXPEHURIWHFKQLFDOSUREOHPVFRPELQHWRPDNH
GHOLYHU  RI VXFK DQ H[SHULHQFH GLIILFXOW >@>@>@  2QH
PDMRUSUREOHPLVQHWZRUNODWHQF ZKLFKLVWKHWLPHLWWDNHV
IRU LQIRUPDWLRQ WR SURSDJDWH DFURVV WKH QHWZRUN WR DOO
SDUWLFLSDQWV$QRWKHU FORVHO  UHODWHGLVVXHLV WKHSUREOHP
RIQHWZRUNEDQGZLGWK  :LWKLQD',$ WKHVH SUREOHPV DUH
UHIHUUHG WR DV WKH LQIRUPDWLRQ XSGDWLQJ LVVXH  6HYHUDO
PHWKRGVKDYHEHHQGHYLVHGWRUHGXFHWKHTXDQWLW  RI GDWD
WKDWQHHGVWREHWUDQVPLWWHGEHWZHHQSDUWLFLSDQWV>@>@>@
7KH ',6 VWDQGDUG GHILQHV D FOLHQW SUHGLFWLYH FRQWUDFW
PHFKDQLVPFDOOHGGHDGUHFNRQLQJ>@
7KLV SDSHU SURSRVHV D K EULG PXOWLSOHVWUDWHJ
WHFKQLTXH  7KLV LQYROYHV G QDPLFDOO  VZLWFKLQJ EHWZHHQ
RQH RI VHYHUDO PRGHOV HLWKHU D GHDG UHFNRQLQJ PRGHO RU
RQHRIDQXPEHURIVWUDWHJ PRGHOV7KLVWHFKQLTXHUHVXOWV
LQ D UHGXFWLRQ LQ WKH QXPEHU RI SDFNHWV WKDW PXVW EH
FRPPXQLFDWHG WR PDLQWDLQ UHPRWH ILGHOLW  RI ORFDO HQWLW
PRYHPHQWFRPSDUHGWRDSXUHO GHDGUHFNRQLQJFRQWUDFW
7KHNH FRQWULEXWLRQKHUHLVWKDWDSULRULNQRZOHGJHRI
XVHU EHKDYLRULV LQWHJUDWHGLQWRWKHSURSRVHGWHFKQLTXHLQ
RUGHUWRUHGXFHHQWLW VWDWHXSGDWHSDFNHWV,QWKHDEVHQFH
RI VXFK UHOLDEOH XVHUEHKDYLRUDO LQIRUPDWLRQ FRQYHQWLRQDO
GHDGUHFNRQLQJSURWRFROVDUHHPSOR HG6XFKDQDSSURDFK
LVIOH[LEOHSRZHUIXODQGQHFHVVDU IRUWRGD ¶VLQFUHDVLQJO
FRPSOH[',$V
7ZR GLIIHUHQW JDPHW SH HQYLURQPHQWV DUH XVHG WR
LOOXVWUDWHRXUSURSRVHGWHFKQLTXH WKHUHVXOWV RI ZKLFK DUH
FRPSDUHGWRWKDWRISXUHGHDGUHFNRQLQJ+HUHWKHK EULG
PXOWLSOHVWUDWHJ  PHWKRG G QDPLFDOO  VHOHFWV WKH PRVW
VXLWDEOHRIIRXUPRGHOVEDVHGRQGHDGUHFNRQLQJDQGWKUHH
VWUDWHJ PRGHOV5HVXOWVLOOXVWUDWHWKHYDOLGLW RIWKHQHZ
DSSURDFK
7KH QH[W VHFWLRQ RXWOLQHV WKH LQIRUPDWLRQ XSGDWLQJ
LVVXH DV LW DSSOLHV WR 'LVWULEXWHG ,QWHUDFWLYH $SSOLFDWLRQV
DQGGHVFULEHVH[LVWLQJVROXWLRQVLQFOXGLQJGHDGUHFNRQLQJ
6HFWLRQ WKUHH WKHQ GHVFULEHV RXU QRYHO K EULG PXOWLSOH
VWUDWHJ  DSSURDFK  ,Q VHFWLRQ IRXU ZH GHWDLO WKH
FRQVWUXFWLRQRIWKHPXOWLSOHPRGHOIRUDSXUSRVHEXLOWWHVW
HQYLURQPHQW5HVXOWVDUHSUHVHQWHGLQVHFWLRQILYHIRUGHDG
UHFNRQLQJ K EULG VLQJOHVWUDWHJ  DQG K EULG PXOWLSOH
VWUDWHJ WHFKQLTXHV7KHSDSHUHQGVZLWKFRQFOXVLRQVDQG
VXJJHVWLRQVIRUIXWXUHUHVHDUFK
7+(,1)250$7,2183'$7,1*,668(
1HWZRUNODWHQF DQGEDQGZLGWKUHVWULFWLRQVFDQFRPELQH
WR SURYLGH SRRU LQWHUDFWLYH H[SHULHQFH LQ D GLVWULEXWHG
DSSOLFDWLRQ  7KH ,QIRUPDWLRQ 8SGDWLQJ ,VVXH UHIHUV WR
PDLQWDLQLQJ D FRQVLVWHQW YLHZ RI WKH VKDUHG HQYLURQPHQW
DPRQJ DOO SDUWLFLSDQWV RI D 'LVWULEXWHG ,QWHUDFWLYH
$SSOLFDWLRQ>@
7KHPRVW FRPPRQ VROXWLRQ WR WKHLQIRUPDWLRQ XSGDWLQJ
LVVXHLQYROYHVDFOLHQWVLGHSUHGLFWLRQFRQWUDFWPHFKDQLVP
FDOOHGGHDGUHFNRQLQJ>@DOOSDUWLFLSDWLQJFOLHQWVDJUHHWR
PDLQWDLQWKHVDPHORZRUGHUORFDOPRGHOVRIWKHG QDPLFV
RIDOORWKHUSDUWLFLSDWLQJHQWLWLHV7KLVLVWKHFRQWUDFW(DFK
SDUWLFLSDQW DOVR PDLQWDLQV D PRGHO RI LWV RZQ HQWLW
G QDPLFV ZKLFK LW FRQWLQXRXVO  FRPSDUHV WR LWV DFWXDO
G QDPLFV  :KHQ WKHVH GLIIHU E  D SUHGHILQHG WKUHVKROG
XSGDWH LQIRUPDWLRQ LV EURDGFDVW WR DOO RWKHU SDUWLFLSDQWV
7KHVH WKHQ XSGDWH WKHLU PRGHOV IRU WKDW HQWLW 
&RQYHUJHQFH DOJRULWKPV DUH QHFHVVDU  WR DOORZ D QDWXUDO
WUDQVLWLRQWRRFFXUEHWZHHQWKHPRGHOHGDQGDFWXDOPRWLRQ
ZKHQ XSGDWH GDWD LV UHFHLYHG >@ :H GR QRW GHDO ZLWK
FRQYHUJHQFHDOJRULWKPVLQWKLVSDSHU
$OWHUQDWLYHPHWKRGV KDYHDOVREHHQH[SORUHGDQGWKHVH
LQFOXGH
x5HOHYDQFH)LOWHULQJWHFKQLTXHV7KHVHVHHNWRUHGXFH
WKHLQIRUPDWLRQEHLQJWUDQVPLWWHGRYHUWKHQHWZRUNE
ILOWHULQJ WKH GDWD EDVHG RQ FULWHULD VXFK DV
JHRJUDSKLFDOSUR[LPLW RUUDWHRIFKDQJH>@
x1HWZRUN WUDQVPLVVLRQ SURWRFRO 0XOWLFDVWLQJ DQG
UHOLDEOH PXOWLFDVWLQJ DOORZ KRVWV WR VXEVFULEH DQG
XQVXEVFULEH WR DQ  RI SRVVLEO  VHYHUDO PXOWLFDVW
JURXSV0XOWLFDVW JURXSV PLJKW EHFUHDWHGEDVHGRQ
HQWLW  W SH RU JHRJUDSKLFDO ORFDWLRQ LQ WKH YLUWXDO
HQYLURQPHQW>@
x3DFNHW EXQGOLQJ 7KLV LQYROYHV FRPELQLQJ D QXPEHU
RIGDWDSDFNHWVWRFUHDWHDODUJHUGDWDSDFNHWEHFDXVH
QHWZRUNGHYLFHVFDQRQO SURFHVVDOLPLWHGQXPEHURI
SDFNHWVSHUXQLWWLPH>@
x'DWD &RPSUHVVLRQ 7KHVH WHFKQLTXHV DOORZ WKH
UHGXFWLRQLQWKHVL]HRI WKHLQIRUPDWLRQSDFNHWEHLQJ
WUDQVPLWWHG  2QH WHFKQLTXH LV WR HQFRGH GLIIHUHQFHV
EHWZHHQ VXFFHVVLYH GDWD SDFNHWV LQVWHDG RI
WUDQVPLWWLQJWKHDEVROXWHVWDWH>@
x7LPH0DQDJHPHQW7KLVLQYROYHVSUHHPSWLQJHYHQWV
DQGWKHQORFNLQJXSWKHV VWHP VRWKDWWKHHYHQWFDQ
RFFXU$OWHUQDWLYHO WKHH[HFXWLRQRIORFDOXVHULQSXW
LV GHOD HG DQG GLVJXLVHG DV VRPHWKLQJ HOVH XQWLO WKH
ORFDO XVHU LQSXW FDQ EH UHOD HG WR DOO SDUWLFLSDQWV
>@>@
x3ULRULW  6FKHGXOLQJ $ WUDQVPLVVLRQ SULRULW  FDQ EH
DVVLJQHG WR LQIRUPDWLRQ EDVHG RQ FULWHULD VXFK DV
VSHHGRIPRYHPHQWRUUDWHRIHUURUFKDQJH>@7KLV
DOVRLQFOXGHV4XDOLW RI6HUYLFHSURWRFROV>@
x9LVLELOLW  &XOOLQJ 7KH HQYLURQPHQW LV GLYLGHG LQWR
FHOOV DQG PXOWLFDVWLQJ XSGDWHV DUH SURYLGHG WR DOO
HQWLWLHVWKDWDUHYLVLEOHWRHDFKRWKHULQHDFKFHOO>@
x4XDOLW  RI 6HUYLFH 7HFKQLTXHV 4R6 4R6 4XDOLW
RI 6HUYLFH LV WKH LGHD WKDW WUDQVPLVVLRQ UDWHV HUURU
UDWHV DQG RWKHU QHWZRUN FKDUDFWHULVWLFV FDQ EH
PHDVXUHGLPSURYHGDQGWRVRPHH[WHQWJXDUDQWHHG
LQDGYDQFH7KHUHKDYH EHHQ DWWHPSWV WR GHILQH4R6
PHDVXUHVVXLWDEOHIRU',6>@
7KHDERYHWHFKQLTXHVDUHEDVHGRQQHWZRUNPDQDJHPHQW
DQGQHWZRUNSDUWLWLRQLQJSROLFLHV:HDUHJRLQJWRORRNDW
D SDFNHWUHGXFWLRQ PHWKRG EDVHG RQ FOLHQW EHKDYLRUDO
PRGHOLQJ ZKHUH ZH VZLWFK EHWZHHQ D VKRUWWHUP GHDG
UHFNRQLQJPRGHODQGDORQJWHUPVWDWLVWLFDOEDVHGPXOWLSOH
VWUDWHJ  PRGHO  ,W VKRXOG EH SRLQWHG RXW DW WKLV MXQFWXUH
WKDW RXU WHFKQLTXH RU LQGHHG DQ  RWKHU FOLHQWSUHGLFWLYH
FRQWUDFWFDQHDVLO EHFRPSOHPHQWHGWKURXJKWKHXVHRIDQ
RIWKHWHFKQLTXHVPHQWLRQHGDERYH
7+(+<%5,'$3352$&+
7(50,12/2*<
)RU WKH FRQYHQLHQFH RI WKH UHDGHU ZH GHILQH WKH
IROORZLQJWHUPV$ JRDO LV WKH DLP RUREMHFWLYHDSHUVRQ
KDVLQPRYLQJWKURXJKDQHQYLURQPHQW)RUH[DPSOHWKH
JRDOPLJKWEHWRJRIURPSRLQW$WRSRLQW%,QDFKLHYLQJD
JRDODSHUVRQFDQDGRSWDQXPEHURIVWUDWHJLHVVRWKDWDQ
RQHVWUDWHJ LVDQH[SUHVVLRQRIWKHJRDO6WUDWHJLHVFDQEH
HLWKHUVWHDG VWDWHRUWUDQVLHQW$VWHDG VWDWHVWUDWHJ LVD
XVHUSUHIHUUHGPHWKRGIRUDFKLHYLQJDVHWJRDO$WUDQVLHQW
VWUDWHJ LVDQH[SORUDWRU PHWKRGLQDQDWWHPSWWRUHDFKD
VWHDG VWDWHVWUDWHJ 
7KHLGHD XQGHUO LQJ WKH KXQW IRU VWUDWHJLHV LV WR WUDLQ D
V VWHP WR H[SHFW FHUWDLQ VWUDWHJLHV EDVHG RQ SDVW XVHU
EHKDYLRU RU EDVHG RQ H[SHFWHG XVHU EHKDYLRU  (DFK
VWUDWHJ  FRPSULVHV RQH RU PRUH WUDMHFWRULHV ± D VHW RI
WUDMHFWRULHV FDQ EH DVVRFLDWHG ZLWK DQ  VWUDWHJ  $
WUDMHFWRU LV D SDUWLFXODU H[SUHVVLRQ RI D VWUDWHJ 
0XOWLSOLFLW FDQUHIHUWRHLWKHUVWUDWHJLHVRUJRDOV6WUDWHJ
0XOWLSOLFLW  ,QGH[ 60, UHIHUV WR WKH QXPEHU RI JRDOV D
VWUDWHJ OHDGVWR*RDO0XOWLSOLFLW ,QGH[ *0,UHIHUVWR
WKHQXPEHURIVWHDG VWDWHVWUDWHJLHVWKDWOHDGWRWKHJRDO
7KLVWHUPLQRORJ LVLOOXVWUDWHGLQ)LJXUH,QWKLVSDSHUZH
SUHVHQWUHVXOWVIRUD*0,RI
)LJXUH 7HUPLQRORJ ±6WR6DUHVWUDWHJLHV*WR*DUH
JRDOV7LVDVDPSOHWUDMHFWRU *0,LVWKH*RDO0XOWLSOLFLW
,QGH[±KRZPDQ VWUDWHJLHVUHDFKWKDWJRDO60, 6WUDWHJ
0XOWLSOLFLW ,QGH[±KRZPDQ JRDOVWKLVVWUDWHJ OHDGWR
7+(+<%5,'02'(/
7KH K EULG PRGHO 0IRU HQWLW  G QDPLFV LV RI WKH
IROORZLQJIRUP
*





S
S
0
F

*RDO
6
6
6
6
6
*
*
*
6
6
6
6
6
6WDUWLQJ3RLQW
6
*0, 
60, 
*
*
*
*
*
*
7
ZKHUH FLV DQ  FRQYHQWLRQDO GHDG UHFNRQLQJ PRGHO **LV
RQHRIVHYHUDOORQJWHUPHQWLW VWUDWHJ PRGHOVDQGSLVD
ELQDU ZHLJKWLQJIDFWRUJRYHUQHGE 
S IRU
T
*

0
RWKHUZLVH 
ZKHUHTUHSUHVHQWVDGLVWDQFHPHDVXUHWKUHVKROGEHWZHHQ
WKHPRGHOHGEHKDYLRUDQGWKHORQJWHUP PRGHO*,QWKLV
ZD  D PRGHO *EDVHG RQ D SULRUL GDWD FDQ EH HPSOR HG
ZKHQWKHHQWLW PRYHPHQWLVµFORVH¶WRVXFKWUDMHFWRULHV,Q
WKLV SDSHU ZH H[SORUH WKH LGHD WKDW ZH PD  KDYH VHYHUDO
PRGHOVIURPZKLFKWRSLFN*EDVHGRQDSULRUL LQIRUPDWLRQ
7KH SDUWLFXODU PRGHO XVHG LV G QDPLFDOO  FKRVHQ VR WKDW
LPSURYHG ILWV FDQ EH REWDLQHG RYHU VLQJOH PRGHO
DSSURDFKHV$WDQ LQVWDQWLQWLPHWKHQHDUHVWPRGHOIURP
WKHVHWDYDLODEOHLVXVHGLQHTXDWLRQ
3DUWLFLSDWLQJFOLHQWVLQD',$XVHWKHPRGHOJLYHQE 0
7KH SDUDPHWHUV DQG LQLWLDO HQWLW  VWDWH XVHG E  WKH PRGHO
DUHXSGDWHGHYHU WLPHWKHVWDWHGHYLDWHVIURPWKHWUXHVWDWH
E DSUHGHILQHGWKUHVKROGDPRXQW7P
:KLOH DOWHUQDWLYH VRIW PRGHO EOHQGLQJ WHFKQLTXHV FRXOG
EH HPSOR HG KHUH ZH KDYH RSWHG IRU D VLPSOH VZLWFKLQJ
WHFKQLTXH EHWZHHQ PRGHOV WR LOOXVWUDWH WKH SULQFLSOHV
LQYROYHG 6HFWLRQ IRXU GHVFULEHV LQ GHWDLO WKH VWUDWHJ
PRGHO*
&216758&7,1*7+(675$7(*<02'(/
7+(7(67(19,5210(17
7KHORQJWHUPVWUDWHJ PRGHOV*HPSOR HGLQWKHK EULG
SUHGLFWLRQ WHFKQLTXH FDQ EH FRQVWUXFWHG LQ YDULRXV ZD V
D E  UHFRUGLQJ SDVW DFWXDO HQWLW  PRYHPHQWV LQ WKH
HQYLURQPHQW DQG SHUIRUPLQJ VWDWLVWLFDO DQDO VLV E E
KHXULVWLFDOO  LGHQWLI LQJ SRVVLEOH VWUDWHJLHV EDVHG RQ WKH
H[DPLQDWLRQ RI WKH HQYLURQPHQW DQG F E  HPSOR LQJ
DXWRPDWLFSDWKILQGLQJWHFKQLTXHV)RUWKLVSDSHUZHFKRVH
WKHILUVW PHWKRGGHYHORSLQJDJDPHW SH-DYDDSSOLFDWLRQ
WKDW UHFRUGV XVHU WUDMHFWRULHV LQ D FRQWUROOHG WZR
GLPHQVLRQDOHQYLURQPHQW
8VHUV ZHUH DVNHG WR QDYLJDWH IURP D IL[HG VWDUWLQJ
SRVLWLRQ WR D IL[HG WDUJHW SRVLWLRQ LQ DV VKRUW D WLPH DV
SRVVLEOH 7KHLU YLHZ RI DQ  REVWDFOHV LQ WKHLU SDWK ZDV
UHVWULFWHGWRDFLUFXODUDUHDDURXQGWKHLULPPHGLDWHSRVLWLRQ
7KHXVHU EHJDQ ZLWK QR NQRZOHGJH RI WKH ORFDWLRQ RI WKH
WDUJHWDQGUHSHDWHGWKHH[HUFLVHIRUDVHWQXPEHURIWULDOV
(DFKDWWHPSWFRQVWLWXWHG D WUDMHFWRU   'DWD ZDV FROOHFWHG
DQGVWRUHGIRUHDFKWUDMHFWRU 7KLV SURYLGHGWKHEDVLVRI
WKH VWDWLVWLFDOEDVHG VWUDWHJ  PRGHOV WKDW ZH XVHG LQ WKH
K EULGFRQWUDFWWHFKQLTXH2QHRIWKHWZRPD]HVHPSOR HG
LVVKRZQLQ)LJXUH
)LJXUH$VFUHHQVKRWRIWKHWUDMHFWRU UHFRUGLQJVRIWZDUH
7KHEODFNDUHDVDUHREVWDFOHVWKDWGRQRWDOORZXVHUVWRSDVV
&+226,1*7+(675$7(*<02'(/
8VLQJ WKH VRIWZDUH DSSOLFDWLRQ D PLQLPXP RI ILYH DQG
PD[LPXP RI IRXUWHHQ WUDMHFWRULHV ZHUH UHFRUGHG IURP
IRXUWHHQGLIIHUHQWXVHUV7KHILQDOWUDMHFWRULHVIRUHDFKXVHU
PD EHFRQVLGHUHGVWHDG VWDWHWUDMHFWRULHV)LJXUHSORWV
WKHVHWUDMHFWRULHVIRUWHQXVHUV
150 200 250 300 350 400 450 500 550 600
0
50
100
150
200
250
300
350
400
)LJXUH$SORWRIWKHILQDOXVHUWUDMHFWRU IRUGLIIHUHQWXVHUV
7KHWKUHHVWUDWHJ PRGHOVIRUDWKUHVKROGRIDUHLQGLFDWHGDV
GRWWHGOLQHV
)URP WKLV SORW ZH FDQ LGHQWLI  D VXLWDEOH VWHDG VWDWH
VWUDWHJ ,QWKLVSDSHUZHXVHDPXOWLSOHVWUDWHJ PRGHOWR
UHSUHVHQWWKHJLYHQ GDWD2QHXVHU¶V VWHDG VWDWH VWUDWHJ
ZDV FKRVHQ WR UHSUHVHQW WKH FHQWUDO VWUDWHJ  PRGHO  7ZR
DGGLWLRQDO VWUDWHJLHV ZHUH JHQHUDWHG E  VSDWLDOO  VKLIWLQJ
WKH VWHDG VWDWH VWUDWHJ  E  D IL[HG DPRXQW WR JHQHUDWH
WKUHHSDUDOOHOVWUDWHJLHV7KHVKLIWHGVWUDWHJLHVZHUHFUHDWHG
DVHGRQWKHWULJRQRPHWULFFRQVLGHUDWLRQVRI)LJXUH
7$5*(7
7UDLORI8VHU
7UDMHFWRU
;&RRUGLQDWH
<&RRUGLQDWH
««0RGHO6WUDWHJLHV
8VHUWUDMHFWRULHV
)LJXUH'LDJUDPLOOXVWUDWLQJKRZWKHDGGLWLRQDOVWUDWHJLHVDUH
FUHDWHG7KHVROLGOLQHUHSUHVHQWVWKHVWHDG VWDWHVWUDWHJ DQGWKH
GDVKHGOLQHUHSUHVHQWVRQHRIWKHJHQHUDWHGVWUDWHJLHV
7KHFDOFXODWLRQVDUHJLYHQLQWKHIROORZLQJHTXDWLRQV





WDQ
[
[



I
I
S
T



T
V
&RV
[
'
DQG
T
V
6LQ
'

7KH[L LFRRUGLQDWHVIRUWKHVLGHVWUDWHJLHVDUHJLYHQ
E [L'[L L' LDQG[L'[L L' LZKHUH[L LDUHWKH
FRRUGLQDWHVRIWKHFHQWUDOVWUDWHJ   VLV FKRVHQ WR EH 
WLPHVWKHWKUHVKROGYDOXH7P7KLVHQVXUHVWKDWZKHQWKH
HQWLW  OLHV ZLWKLQ WKH DUHD FRQWDLQHG EHWZHHQ WKH VWUDWHJ
PRGHOV GHDG UHFNRQLQJ ZLOO QHYHU EH QHHGHG  ,W DOVR
SURYLGHVDVOLJKWK VWHUHVLVVRWKDWPXOWLSOHVZLWFKLQJZLOO
QRW RFFXU RQ WKH ERXQGDULHV EHWZHHQ VWUDWHJ  FRYHUDJH
DUHDV
5(68/76
7KH UHVXOWV SUHVHQWHG DUH EDVHG RQ WZR GLIIHUHQW
HQYLURQPHQWV VLPLODU WR WKH RQH LOOXVWUDWHG LQ )LJXUH 
DERYH 7KHVH DUH JLYHQ LQ VHFWLRQV  DQG 
UHVSHFWLYHO   %RWK SXUH GHDG UHFNRQLQJ '5 DQG RXU
K EULGPXOWLSOHVWUDWHJ +06DUHFRQVLGHUHG5HVXOWVIRU
D K EULG VLQJOHVWUDWHJ  +66 DUH SUHVHQWHG IRU
FRPSDULVRQ SXUSRVHV ZKHUH WKH VLQJOH VWUDWHJ  LV WKH
FHQWUDOVWUDWHJ IURPWKH+06
&$6(678'<
2I IRXUWHHQ GDWD VHWV UHFRUGHG IRU WKLV WHVW FDVH WHQ
ZHUHXVHGWRJHQHUDWHDVWUDWHJ PRGHO2IWKHUHPDLQLQJ
IRXU XVHUV ZHUH UDQGRPO  FKRVHQ DV UHSUHVHQWDWLYH WHVW
GDWDVHWV
7DEOHFRPSDUHV WKH QXPEHU RI SDFNHWV VHQW IRU DOO WULDO
WUDMHFWRULHV IRU WKHVH WZR XVHU GDWDVHWV XVLQJ WKH WKUHH
PRGHOVILUVWRUGHU'5+66DQG+067KHWKUHVKROG7P
ZDVVHWDWLQHDFKFDVH7DEOHVKRZVWKHUHVXOWVIRUWKH
VDPHWHFKQLTXHVEXWWKLVWLPHZLWKDWKUHVKROG7PRILQ
HDFKFDVH
3XUH'5 +66 +06
7ULDO 8VHU8VHU8VHU8VHU8VHU8VHU
      
      
      
      
      
      
      
      
7DEOH7KHQXPEHURISDFNHWVWUDQVPLWWHGIRUWZRXVHUVHWVIRU
SXUHGHDGUHFNRQLQJWKHVLQJOHVWUDWHJ K EULGPHWKRGDQGWKH
PXOWLSOHVWUDWHJ K EULGPHWKRG7ULDOLVWKHLQLWLDOWULDO
7KUHVKROGYDOXH
3XUH'5 +66 +06
7ULDO 8VHU8VHU8VHU8VHU8VHU8VHU
      
      
      
      
      
      
      
      
7DEOH7KHQXPEHURISDFNHWVWUDQVPLWWHGIRUWZRXVHUVHWVIRU
SXUHGHDGUHFNRQLQJWKHVLQJOHVWUDWHJ K EULGPHWKRGDQGWKH
PXOWLSOHVWUDWHJ K EULGPHWKRG7ULDOLVWKHLQLWLDOWULDO
7KUHVKROGYDOXH
150 200 250 300 350 400 450 500 550 600
0
50
100
150
200
250
300
350
400
)LJXUHD$SORWRIWKHILUVWWUDMHFWRU DWWHPSWIRUXVHUWZR7KH
XVHUZDQGHUVDWWHPSWLQJWRORFDWHWKHWDUJHWWRWKHWRSULJKW
7KHWKUHVKROGLVVHWWR
'[
'
I
T
0DLQ8VHU6WUDWHJ
&UHDWHG8VHU
6WUDWHJ
6DPSOHGGDWD
SRLQWV
[ 
[ 
V
3DFNHW7UDQVPLWWHG
« 6WUDWHJ PRGHO
8VHUWUDMHFWRU
;&RRUGLQDWH
<&RRUGLQDWH
150 200 250 300 350 400 450 500 550 600
0
50
100
150
200
250
300
350
400
)LJXUH E $ SORWRI WKH IRXUWK WUDMHFWRU  DWWHPSW IRU XVHU WZR
7KH XVHU WUDMHFWRU  UHDFKHV WKH WDUJHW  7KH VWUDWHJ  PRGHOV DUH
XVHGZLWKRXWDQ GHDGUHFNRQLQJ7KHWKUHVKROGLVVHWWR
7ZRWULDOVIRUXVHUDQGDWKUHVKROGRIDUHVKRZQ
LQ)LJXUHVDDQGE(DFKSORWVKRZVWKHVWUDWHJ PRGHOV
WKHXVHUWUDMHFWRU DQGWKHSDFNHWVWUDQVPLWWHG
7KHLQLWLDOWUDMHFWRU RIXVHUWZRLVVKRZQLQ)LJXUHD
7KLVLVDW SLFDOH[DPSOHRIDWUDQVLHQWVWUDWHJ DVWKHXVHU
ZDQGHUVDURXQGWKHHQYLURQPHQWVHHNLQJWKHWDUJHW,QWKLV
FDVHWKHWDUJHWLVORFDWHGDWWKHWRSULJKWHQGRIWKHVWUDWHJ
PRGHO FXUYH  +HUH '5 LV PRVWO  XVHG DQG WKH +06
PHWKRGLVUDUHO HPSOR HG7KLVLVWREHH[SHFWHGDVWKH
XVHUKDVQRW HWIRUPHGDVWHDG VWDWHVWUDWHJ 
,Q)LJXUHEWUDMHFWRU IRXURIXVHULVGLVSOD HG,Q
WKLV FDVH WKH XVHU KDV KDG WKUHH SUHYLRXV DWWHPSWV DQG LV
PRUHIDPLOLDUZLWKWKHHQYLURQPHQW7KHWUDMHFWRU LVPXFK
PRUH PDWXUH DQG SXUSRVHIXO DQG UHIOHFWV D VWHDG VWDWH
VWUDWHJ ,QVXFKFDVHVGHDGUHFNRQLQJLVUDUHO XVHG
)RU D WKUHVKROG RI  ERWK K EULG PHWKRGV SHUIRUP
EHWWHULQJHQHUDOWKDQSXUHGHDGUHFNRQLQJZLWKWKH+06
WHFKQLTXHJLYLQJ WKH EHVW UHVXOWV5HGXFLQJ WKH WKUHVKROG
YDOXHLPSURYHVWKHUHPRWHHQWLW VWDWHILGHOLW EXWUHTXLUHV
PRUH SDFNHWV WR EH WUDQVPLWWHG LQ DOO WKUHH FDVHV
1HYHUWKHOHVV WKH K EULG PXOWLSOHVWUDWHJ  WHFKQLTXH VWLOO
SHUIRUPVVLJQLILFDQWO EHWWHUWKDQSXUHGHDGUHFNRQLQJ
&$6(678'<
+HUHDPRUHFRPSOH[HQYLURQPHQWZDVXVHGWRIXUWKHU
LOOXVWUDWHWKHDGYDQWDJHV RI WKH +06 DSSURDFK 7DEOHV 
DQG  VKRZ WKH UHVXOWV IRU HDFK PRGHOLQJ WHFKQLTXH IRU
WKUHVKROGYDOXHVRIDQGUHVSHFWLYHO 
7KHVHUHVXOWVLOOXVWUDWHWKDW GXULQJ LQLWLDODWWHPSWV WKH
YDULRXV XVHUV GR QRW DGRSW DQ  RI WKH FKRVHQ VWUDWHJ
PRGHOV±VHH)LJXUHD6LPLODUUHVXOWVZHUHREVHUYHGIRU
FDVHVWXG 2QFHWKH KDYHORFDWHGWKHWDUJHWZLWKLQWKH
HQYLURQPHQWWKH UDSLGO DGRSWDVWHDG VWDWHVWUDWHJ WKDW
ZLOODOORZWKHPWRPLQLPL]HWKHWLPHUHTXLUHGWRUHWXUQWR
WKH WDUJHW DV VKRZQ LQ )LJXUH E  ,Q VRPH LQVWDQFHV WKH
XVHUVH[SORUHWKHPD]HWRGLVFRYHUDQDOWHUQDWLYHURXWHRUWR
EHWWHUIDPLOLDUL]HWKHPVHOYHVZLWKWKHHQYLURQPHQW±VHHIRU
H[DPSOHXVHUWULDO
$JDLQWKHUHVXOWVVKRZWKDWWKH+06SHUIRUPVEHWWHU
WKDQ'5IRUERWKYDOXHVRIWKUHVKROG
3XUH'5 +66 +06
7ULDO 8VHU8VHU8VHU8VHU8VHU8VHU
      
      
      
      
      
      
7DEOH7KHQXPEHURISDFNHWVWUDQVPLWWHGIRUWZRXVHUVHWVIRU
SXUHGHDGUHFNRQLQJWKHVLQJOHVWUDWHJ K EULGPHWKRGDQGWKH
PXOWLSOHVWUDWHJ K EULGPHWKRG7ULDOLVWKHLQLWLDOWULDO
7KUHVKROGYDOXH
3XUH'5 +66 +06
7ULDO 8VHU8VHU8VHU8VHU8VHU8VHU
      
      
      
      
      
      
7DEOH7KHQXPEHURISDFNHWVWUDQVPLWWHGIRUWZRXVHUVHWVIRU
SXUHGHDGUHFNRQLQJWKHVLQJOHVWUDWHJ K EULGPHWKRGDQGWKH
PXOWLSOHVWUDWHJ K EULGPHWKRG7ULDOLVWKHLQLWLDOWULDO
7KUHVKROGYDOXH
0 100 200 300 400 500 600
0
50
100
150
200
250
300
350
400
)LJXUHD$SORWRIWKHILUVWWUDMHFWRU DWWHPSWIRUXVHUWZR7KH
WUDMHFWRU ZDQGHUVDQGH[SORUHVGLIIHUHQWGHDGHQGVZLWKLQWKH
HQYLURQPHQW7KHWKUHVKROGLVVHWWR
3DFNHW7UDQVPLWWHG
« 6WUDWHJ PRGHO
8VHUWUDMHFWRU
3DFNHW7UDQVPLWWHG
« 6WUDWHJ PRGHO
8VHUWUDMHFWRU
;&RRUGLQDWH
<&RRUGLQDWH
;&RRUGLQDWH
<&RRUGLQDWH

0 100 200 300 400 500 600
0
50
100
150
200
250
300
350
400
)LJXUHE$SORWRIWKHIRXUWKWUDMHFWRU DWWHPSWIRUXVHUWZR
7KHWUDMHFWRU LVVWHDG DQGSURJUHVVHVGLUHFWO WRWKHWDUJHW
LOOXVWUDWLQJDVWHDG VWDWHXVHUVWUDWHJ 7KHWKUHVKROGLVVHWWR
&21&/86,216$1')8785(:25.
7KH UHVXOWV SUHVHQWHG LQ WKLV SDSHU VKRZ WKDW
H[SHULHQFHGXVHUVLQDVLPSOHJDPHOLNHHQYLURQPHQWZLWK
ZHOOGHILQHG JRDOV YHU  TXLFNO  FRQYHUJH RQ FRPPRQ
VWUDWHJLHVWRDFKLHYHWKHP% LQWHJUDWLQJWKLVLQIRUPDWLRQ
LQWR D QRYHO K EULG PXOWLSOHVWUDWHJ  DSSURDFK WKLV SDSHU
KDV VKRZQ WKDW WKHUH LV D UHGXFWLRQ LQ WKH QXPEHU RI
WUDQVPLVVLRQSDFNHWVUHTXLUHGWRPDLQWDLQILGHOLW  DFURVVD
'LVWULEXWHG,QWHUDFWLYH$SSOLFDWLRQ
)XWXUH ZRUN ZLOO LQYROYH ORRNLQJ DW DOWHUQDWLYH
WHFKQLTXHVIRUH[WUDFWLQJWKHORQJWHUPVWUDWHJ PRGHOV,Q
WKH FDVH RI QRYLFH XVHUV ZH DUH KRSLQJ WKDW DUWLILFLDO
LQWHOOLJHQFHWHFKQLTXHVPD KHOSXVEHWWHUJXHVVZKDWWKH
PD GRLQSDUWLFXODUHQYLURQPHQWV0RGHOEOHQGLQJLVDOVR
EHLQJ LQYHVWLJDWHG LQ RUGHU WR DFKLHYH PRUH QDWXUDO
FRQYHUJHQFH RI HQWLWLHV ZKHQ VWDWHXSGDWH LQIRUPDWLRQ
UHTXLUHVDFRUUHFWLRQWREHPDGH$QRWKHUDUHDRIUHVHDUFK
LV WR FRQVLGHU WHFKQLTXHV IRU WKH TXDQWLILFDWLRQ DQG
DVVHVVPHQW RI WKH SV FKRSHUFHSWXDO HIIHFWV RI WKHVH
DOJRULWKPVRQXVHUV
$&.12:/('*(0(17
7KLVZRUNZDVIXQGHGE (QWHUSULVH,UHODQG6&
5()(5(1&(6
>@ 6,1*+$/6.$1'=<'$0 1HWZRUNHG9LUWXDO
(QYLURQPHQWV66SHQFHU$&03UHVV
>@ ',27&$1'*$87,(5/ $'LVWULEXWHG$UFKLWHFWXUH
IRU0XOWLSOD HU,QWHUDFWLYH$SSOLFDWLRQVRQWKH,QWHUQHW
,(((1HWZRUN-XO $XJXVW
>@ )$,6671$8(5&6&+0$/67,(*'$1'385*$7+2)(5:
6FKHGXOLQJIRUYHU ODUJH9LUWXDO(QYLURQPHQWVDQG
1HWZRUNHG*DPHVXVLQJ9LVLELOLW DQGSULRULWLHV,Q
3URFHHGLQJVRIWKHWK,(((,QWHUQDWLRQDO:RUNVKRSRQ
'LVWULEXWHG6LPXODWLRQDQG5HDO7LPH$SSOLFDWLRQV 6DQ
)UDQFLVFR&DOLIRUQLD$XJXVW
>@ /,$1*/$+&$,:/((86$1'7851(56-
3HUIRUPDQFH$QDO VLVRI3DFNHW%XQGOLQJ7HFKQLTXHVLQ
',6,Q3URFHHGLQJVRIWKHUG,(((,QWHUQDWLRQDO
:RUNVKRSRQ'LVWULEXWHG,QWHUDFWLYH6LPXODWLRQDQG5HDO
7LPH$SSOLFDWLRQV0DU ODQG2FWREHU
>@ 7$11(1%$80$6 &RPSXWHU1HWZRUNV7KLUG
(GLWLRQ 3UHQWLFH+DOO
>@ &$,:/(()%6$1'&+(1/$Q$XWRDGDSWLYH
'HDG5HFNRQLQJ$OJRULWKPIRU'LVWULEXWHG,QWHUDFWLYH
6LPXODWLRQ,Q3URFHHGLQJVRIWKHWK:RUNVKRSRQ3DUDOOHO
DQG'LVWULEXWHG6LPXODWLRQ$WODQWD0D 
>@ 9$/(17,12*-7+20362167.1,2/$7$1'
&$5/,6/(&- $Q603EDVHG/RZODWHQF 1HWZRUN
,QWHUIDFH8QLWDQG/DWHQF PHDVXUHPHQW6 VWHPWKH
61$3S V VWHP,Q3URFHHGLQJVRIWKHQG ,(((
,QWHUQDWLRQDO:RUNVKRSRQ'LVWULEXWHG,QWHUDFWLYH
6LPXODWLRQDQG5HDO7LPH$SSOLFDWLRQV-XO 
>@ %$66,281,0$0,1*+6,1*&/23(50*$516(<
0$1':,//,$06-3HUIRUPDQFHDQGUHOLDELOLW
DQDO VLVRIUHOHYDQFHILOWHULQJIRUVFDODEOHGLVWULEXWHG
LQWHUDFWLYHVLPXODWLRQ$&07UDQVDFWLRQVRQPRGHOLQJDQG
FRPSXWHUVLPXODWLRQ-XO 
>@ ,(((,(((6WDQGDUGIRU'LVWULEXWHG,QWHUDFWLYH
6LPXODWLRQ$SSOLFDWLRQ3URWRFROV,(((6WG
>@''(/$1(<7:$5'60&/221(µ2Q5HGXFLQJ
(QWLW 6WDWH8SGDWH3DFNHWVLQ'LVWULEXWHG,QWHUDFWLYH
6LPXODWLRQVXVLQJD+ EULG0RGHO¶3URFHHGLQJRIWKHVW
,$67(',QWHUQDWLRQDO0XOWLFRQIHUHQFHRQ$SSOLHG
,QIRUPDWLFV ,6%1)HEUXDU 
>@'85%$&+&$1')2851($8-03HUIRUPDQFH
HYDOXDWLRQRIDGHDGUHFNRQLQJPHFKDQLVP,Q3URFHHGLQJV
RIWKHQG,(((,QWHUQDWLRQDO:RUNVKRSRQ'LVWULEXWHG
,QWHUDFWLYH6LPXODWLRQDQG5HDO7LPH$SSOLFDWLRQV $WODQWD
*HRUJLD0D 
>@38//(1-0 5HOLDEOH0XOWLFDVWQHWZRUN7UDQVSRUW
IRU'LVWULEXWHG9LUWXDO6LPXODWLRQ,Q3URFHHGLQJVRIWKHUG
,(((,QWHUQDWLRQDO:RUNVKRSRQ'LVWULEXWHG,QWHUDFWLYH
6LPXODWLRQDQG5HDO7LPH$SSOLFDWLRQV &ROOHJH3DUN
0DU ODQG2FWREHU
>@:257+,1*721%*$1'52%(576'- 
(QFDSVXODWLQJ1HWZRUN/DWHQF &RPSHQVDWRUVLQ950/,Q
3URFHHGLQJVRI9:6,09LUWXDO:RUOGVDQG6LPXODWLRQ
&RQIHUHQFH,QW&RQI6&6:HVWHUQ0XOWLFRQIHUHQFH 6DQ
'LHJR86$-DQXDU 
>@52%(576'-$1'6+$5.(<30 0D[LPLVLQJ
&RQFXUUHQF DQG6FDODELOLW LQD&RQVLVWHQW&DXVDO
'LVWULEXWHG9LUWXDO5HDOLW 6 VWHPZKLOVWPLQLPLVLQJWKH
HIIHFWRI1HWZRUN'HOD V,Q3URFHHGLQJVRIWKHWK ,(((
:RUNVKRSRQ(QDEOLQJ7HFKQRORJLHV,QIUDVWUXFWXUHIRU
&ROODERUDWLYH(QWHUSULVHV-XQH
>@)$,6671$8(5&6&+0$/67,(*'$1'385*$7+2)(5:
3ULRULW 5RXQG5RELQ6FKHGXOLQJIRUYHU ODUJH9LUWXDO
(QYLURQPHQWV,Q3URFHHGLQJVRIWKH,(((9LUWXDO5HDOLW
&RQIHUHQFH1HZ-HUVH 0DUFK
>@&+$6627&/2=(6$*$5&,$)',$=0'$,5$,1($1'
/52-$6/4R6UHTXLUHGE D',6DSSOLFDWLRQLQD
QHZJHQHUDWLRQ,QWHUQHW,(((6SULQJ6LPXODWLRQ
,QWHURSHUDELOLW :RUNVKRS2UODQGR0DUFK
3DFNHW7UDQVPLWWHG
« 6WUDWHJ PRGHO
8VHUWUDMHFWRU
;&RRUGLQDWH
<&RRUGLQDWH