Full text
5('8&,1*83'$7(3$&.(76,1',675,%87(',17(5$&7,9($33/,&$7,21686,1* $+<%5,'$3352$&+ 'HFODQ'HODQH\ 'HSDUWPHQWRI&RPSXWHU6FLHQFH1DWLRQDO8QLYHUVLW\RI ,UHODQG0D\QRRWK&R.LOGDUH,UHODQG GHFODQG#FVPD\LH 7RPiV:DUG6pDPXV0F/RRQH 'HSDUWPHQWRI(OHFWURQLF(QJLQHHULQJ1DWLRQDO 8QLYHUVLW\RI,UHODQG0D\QRRWK&R.LOGDUH,UHODQG ^WRPDVZDUGVHDPXVPFORRQH`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¶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
G\QDPLFV ZKLFK LW FRQWLQXRXVO\ FRPSDUHV WR LWV DFWXDO G\QDPLFV :KHQ WKHVH GLIIHU E\ D SUHGHILQHG 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 WUDQVLWLRQWRRFFXUEHWZHHQWKHPRGHOHGDQGDFWXDOPRWLRQ ZKHQ XSGDWH GDWD LV UHFHLYHG >@ :H GR QRW GHDO ZLWK FRQYHUJHQFHDOJRULWKPVLQWKLVSDSHU $OWHUQDWLYHPHWKRGV KDYHDOVREHHQH[SORUHGDQGWKHVH LQFOXGH x5HOHYDQFH)LOWHULQJWHFKQLTXHV7KHVHVHHNWRUHGXFH WKHLQIRUPDWLRQEHLQJWUDQVPLWWHGRYHUWKHQHWZRUNE\ ILOWHULQJ WKH GDWD EDVHG RQ FULWHULD VXFK DV JHRJUDSKLFDOSUR[LPLW\RUUDWHRIFKDQJH>@ x1HWZRUN WUDQVPLVVLRQ SURWRFRO 0XOWLFDVWLQJ DQG UHOLDEOH PXOWLFDVWLQJ DOORZ KRVWV WR VXEVFULEH DQG XQVXEVFULEH WR DQ\ RI SRVVLEO\ VHYHUDO PXOWLFDVW JURXSV0XOWLFDVW JURXSV PLJKW EHFUHDWHGEDVHGRQ HQWLW\ W\SH RU JHRJUDSKLFDO ORFDWLRQ LQ WKH YLUWXDO HQYLURQPHQW>@ x3DFNHW EXQGOLQJ 7KLV LQYROYHV FRPELQLQJ D QXPEHU RIGDWDSDFNHWVWRFUHDWHDODUJHUGDWDSDFNHWEHFDXVH QHWZRUNGHYLFHVFDQRQO\SURFHVVDOLPLWHGQXPEHURI SDFNHWVSHUXQLWWLPH>@ x'DWD &RPSUHVVLRQ 7KHVH WHFKQLTXHV DOORZ WKH UHGXFWLRQLQWKHVL]HRI WKHLQIRUPDWLRQSDFNHWEHLQJ WUDQVPLWWHG 2QH WHFKQLTXH LV WR HQFRGH GLIIHUHQFHV EHWZHHQ VXFFHVVLYH GDWD SDFNHWV LQVWHDG RI WUDQVPLWWLQJWKHDEVROXWHVWDWH>@ x7LPH0DQDJHPHQW7KLVLQYROYHVSUHHPSWLQJHYHQWV DQGWKHQORFNLQJXSWKHV\VWHP VRWKDWWKHHYHQWFDQ RFFXU$OWHUQDWLYHO\WKHH[HFXWLRQRIORFDOXVHULQSXW 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 VSHHGRIPRYHPHQWRUUDWHRIHUURUFKDQJH>@7KLV DOVRLQFOXGHV4XDOLW\RI6HUYLFHSURWRFROV>@ x9LVLELOLW\ &XOOLQJ 7KH HQYLURQPHQW LV GLYLGHG LQWR FHOOV DQG PXOWLFDVWLQJ XSGDWHV DUH SURYLGHG WR DOO HQWLWLHVWKDWDUHYLVLEOHWRHDFKRWKHULQHDFKFHOO>@ x4XDOLW\ RI 6HUYLFH 7HFKQLTXHV 4R6 4R6 4XDOLW\ RI 6HUYLFH LV WKH LGHD WKDW WUDQVPLVVLRQ UDWHV HUURU UDWHV DQG RWKHU QHWZRUN FKDUDFWHULVWLFV FDQ EH PHDVXUHGLPSURYHGDQGWRVRPHH[WHQWJXDUDQWHHG LQDGYDQFH7KHUHKDYH EHHQ DWWHPSWV WR GHILQH4R6 PHDVXUHVVXLWDEOHIRU',6>@ 7KHDERYHWHFKQLTXHVDUHEDVHGRQQHWZRUNPDQDJHPHQW DQGQHWZRUNSDUWLWLRQLQJSROLFLHV:HDUHJRLQJWRORRNDW D SDFNHWUHGXFWLRQ PHWKRG EDVHG RQ FOLHQW EHKDYLRUDO PRGHOLQJ ZKHUH ZH VZLWFK EHWZHHQ D VKRUWWHUP GHDG UHFNRQLQJPRGHODQGDORQJWHUPVWDWLVWLFDOEDVHGPXOWLSOH VWUDWHJ\ PRGHO ,W VKRXOG EH SRLQWHG RXW DW WKLV MXQFWXUH WKDW RXU WHFKQLTXH RU LQGHHG DQ\ RWKHU FOLHQWSUHGLFWLYH FRQWUDFWFDQHDVLO\EHFRPSOHPHQWHGWKURXJKWKHXVHRIDQ\ RIWKHWHFKQLTXHVPHQWLRQHGDERYH 7+(+<%5,'$3352$&+ 7(50,12/2*< )RU WKH FRQYHQLHQFH RI WKH UHDGHU ZH GHILQH WKH IROORZLQJWHUPV$ JRDO LV WKH DLP RUREMHFWLYHDSHUVRQ KDVLQPRYLQJWKURXJKDQHQYLURQPHQW)RUH[DPSOHWKH JRDOPLJKWEHWRJRIURPSRLQW$WRSRLQW%,QDFKLHYLQJD JRDODSHUVRQFDQDGRSWDQXPEHURIVWUDWHJLHVVRWKDWDQ\ RQHVWUDWHJ\LVDQH[SUHVVLRQRIWKHJRDO6WUDWHJLHVFDQEH HLWKHUVWHDG\VWDWHRUWUDQVLHQW$VWHDG\VWDWHVWUDWHJ\ LVD XVHUSUHIHUUHGPHWKRGIRUDFKLHYLQJDVHWJRDO$WUDQVLHQW VWUDWHJ\ LVDQH[SORUDWRU\PHWKRGLQDQDWWHPSWWRUHDFKD VWHDG\VWDWHVWUDWHJ\ 7KHLGHD 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\FDQUHIHUWRHLWKHUVWUDWHJLHVRUJRDOV6WUDWHJ\ 0XOWLSOLFLW\ ,QGH[ 60, UHIHUV WR WKH QXPEHU RI JRDOV D VWUDWHJ\OHDGVWR*RDO0XOWLSOLFLW\,QGH[ *0,UHIHUVWR WKHQXPEHURIVWHDG\VWDWHVWUDWHJLHVWKDWOHDGWRWKHJRDO 7KLVWHUPLQRORJ\LVLOOXVWUDWHGLQ)LJXUH,QWKLVSDSHUZH SUHVHQWUHVXOWVIRUD*0,RI )LJXUH 7HUPLQRORJ\±6WR6DUHVWUDWHJLHV*WR*DUH JRDOV7LVDVDPSOHWUDMHFWRU\*0,LVWKH*RDO0XOWLSOLFLW\ ,QGH[±KRZPDQ\VWUDWHJLHVUHDFKWKDWJRDO60, 6WUDWHJ\ 0XOWLSOLFLW\,QGH[±KRZPDQ\JRDOVWKLVVWUDWHJ\OHDGWR 7+(+<%5,'02'(/ 7KH K\EULG PRGHO 0IRU HQWLW\ G\QDPLFV LV RI WKH IROORZLQJIRUP * S S 0 F *RDO 6 6 6 6 6 * * * 6 6 6 6 6 6WDUWLQJ3RLQW 6 *0, 60, * * * * * * 7
ZKHUH FLV DQ\ FRQYHQWLRQDO GHDG UHFNRQLQJ PRGHO **LV RQHRIVHYHUDOORQJWHUPHQWLW\VWUDWHJ\PRGHOVDQGSLVD ELQDU\ZHLJKWLQJIDFWRUJRYHUQHGE\ S IRU T t * 0 RWKHUZLVH ZKHUHTUHSUHVHQWVDGLVWDQFHPHDVXUHWKUHVKROGEHWZHHQ WKHPRGHOHGEHKDYLRUDQGWKHORQJWHUP PRGHO*,QWKLV ZD\ D PRGHO *EDVHG RQ D SULRUL GDWD FDQ EH HPSOR\HG ZKHQWKHHQWLW\PRYHPHQWLVµFORVH¶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¶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 WKUHHSDUDOOHOVWUDWHJLHV7KHVKLIWHGVWUDWHJLHVZHUHFUHDWHG DVHGRQWKHWULJRQRPHWULFFRQVLGHUDWLRQVRI)LJXUH 7$5*(7 7UDLORI8VHU 7UDMHFWRU\ ;&RRUGLQDWH <&RRUGLQDWH ««0RGHO6WUDWHJLHV 8VHUWUDMHFWRULHV
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« 6WUDWHJ\PRGHO 8VHUWUDMHFWRU\ ;&RRUGLQDWH <&RRUGLQDWH
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±VHH)LJXUHD6LPLODUUHVXOWVZHUHREVHUYHGIRU FDVHVWXG\2QFHWKH\KDYHORFDWHGWKHWDUJHWZLWKLQWKH HQYLURQPHQWWKH\UDSLGO\DGRSWDVWHDG\VWDWHVWUDWHJ\WKDW ZLOODOORZWKHPWRPLQLPL]HWKHWLPHUHTXLUHGWRUHWXUQWR WKH WDUJHW DV VKRZQ LQ )LJXUH E ,Q VRPH LQVWDQFHV WKH XVHUVH[SORUHWKHPD]HWRGLVFRYHUDQDOWHUQDWLYHURXWHRUWR EHWWHUIDPLOLDUL]HWKHPVHOYHVZLWKWKHHQYLURQPHQW±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« 6WUDWHJ\PRGHO 8VHUWUDMHFWRU\ 3DFNHW7UDQVPLWWHG « 6WUDWHJ\PRGHO 8VHUWUDMHFWRU\ ;&RRUGLQDWH <&RRUGLQDWH ;&RRUGLQDWH <&RRUGLQDWH
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µ2Q5HGXFLQJ (QWLW\6WDWH8SGDWH3DFNHWVLQ'LVWULEXWHG,QWHUDFWLYH 6LPXODWLRQVXVLQJD+\EULG0RGHO¶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« 6WUDWHJ\PRGHO 8VHUWUDMHFWRU\ ;&RRUGLQDWH <&RRUGLQDWH