Copy Right Walid Amin, waiamin@utas.edu.au
121/,1($58167($'<:$9(/2$'6
21/$5*(+,*+63((':$9(3,(5&,1*
&$7$0$5$16
%<
:$/,'$0,1
%6F+RQV06F1DYDO$UFKLWHFWXUHDQG0DULQH(QJLQHHULQJ$OH[DQGULD
8QLYHUVLW\
6XEPLWWHGLQIXOILOPHQWRIWKHUHTXLUHPHQWVIRUWKHGHJUHHRI
'RFWRURI3KLORVRSK\
DWWKH
81,9(56,7<2)7$60$1,$
Copy Right Walid Amin, waiamin@utas.edu.au
7RZKRPZHRZHPRVW
7RZKRPZHRZHPRVW
7RZKRPZHRZHPRVW
7RZKRPZHRZHPRVW
7RZKRPZHORYHPRVW
7RZKRPZHORYHPRVW
7RZKRPZHORYHPRVW
7RZKRPZHORYHPRVW
7R5DKDP
7R.DUPD1RXULQDQG7DKD
7RP\SDUHQWV
Copy Right Walid Amin, waiamin@utas.edu.au
'(&/$5$7,212)25,*,1$/,7<
7KLV 7KHVLV FRQWDLQV QR PDWHULDO WKDW KDV EHHQ DFFHSWHG IRU D GHJUHH RU GLSORPD E\ WKH
8QLYHUVLW\ RI 7DVPDQLD RU DQ\ RWKHU LQVWLWXWLRQ DQG WR WKH EHVW RI P\ NQRZOHGJH DQG
EHOLHI QR PDWHULDO SUHYLRXVO\ SXEOLVKHG RU ZULWWHQ E\ DQRWKHU SHUVRQ H[FHSW ZKHUH GXH
DFNQRZOHGJHPHQWLVPDGHLQWKHWH[WRIWKHWKHVLV
:DOLG$PLQ0D\
Copy Right Walid Amin, waiamin@utas.edu.au
67$7(0(172)$87+25,7<2)$&&(66
7KLVWKHVLVLVQRWWREHPDGHDYDLODEOHIRUORDQRUFRS\LQJIRUWZR\HDUVIROORZLQJWKHGDWH
WKLV VWDWHPHQWZDV VLJQHG)ROORZLQJWKDWWLPHWKHWKHVLVPD\EHPDGHDYDLODEOHIRUORDQ
DQGOLPLWHGSKRWRFRS\LQJLQDFFRUGDQFHZLWKWKHFRS\ULJKW$FW
:DOLG$PLQ0D\
Copy Right Walid Amin, waiamin@utas.edu.au
$%675$&7
7KH FXUUHQW ZRUN LQYHVWLJDWHV WKH VODPPLQJ FKDUDFWHULVWLFV RI ZDYH SLHUFLQJ FDWDPDUDQV
WKURXJK WKH DQDO\VLV RI VHD WULDOV GDWD RI WKH P ,QFDW VHD IUDPH ´+XOO µ EXLOW LQ
7DVPDQLD$XVWUDOLDDQGFXUUHQWO\VHUYLQJLQWKH861DY\FRPEDWIOHHW7KHLPSRUWDQFHRI
WKLVVHDWULDOVGDWDLVWKDWWKHVKLSZDVWHVWHGLQVHYHUHVHDFRQGLWLRQVWRDVVHVVKHUVXLWDELOLW\
IRU PLOLWDU\ RSHUDWLRQV DQG WR GHILQH KHU RSHUDWLRQDO HQYHORSH 1HZ VLJQDO SURFHVVLQJ
WHFKQLTXHVVXFKDV:DYHOHW7UDQVIRUPVDUHXVHGLQDQDO\VLQJVODPPLQJGDWDIRUWZRPDLQ
SXUSRVHV VODPPLQJ LGHQWLILFDWLRQ DQG PRGDO DQDO\VLV LQ WLPH DQG IUHTXHQF\ GRPDLQV
VLPXOWDQHRXVO\ 7KH :DYHOHW 7UDQVIRUPV ZHUH IRXQG VXSHULRU WR FRQYHQWLRQDO VLJQDO
SURFHVVLQJWRROVVXFKDV)DVW)RXULHU7UDQVIRUPDQG6KRUW7LPH)RXULHU7UDQVIRUP
7KHVWUXFWXUDOVWUHQJWKRIZDYHSLHUFLQJFDWDPDUDQVLVVWXGLHGE\LQWURGXFLQJDQRYHOVHD
WULDOVDQDO\VLVIRUVWUXFWXUDOSHUIRUPDQFHDVVHVVPHQWLQDQDWWHPSWWRVLPXODWHUHDOORDGLQJ
FRQGLWLRQV 7KH PHWKRGRORJ\ ZDV WHVWHG RQ QRUPDO OLQHDU ZDYH ORDGLQJ ZLWKRXW
VODPPLQJDQGZDVIRXQGVDWLVIDFWRU\$´5HYHUVH(QJLQHHULQJµDSSURDFKLVLQWURGXFHGWR
SUHGLFWVODPPLQJORDGVGXULQJVHDWULDOVE\XVLQJWKHFDSDELOLWLHVRI)LQLWH(OHPHQW$QDO\VLV
XVLQJWKHZHOONQRZQVRIWZDUH3$75$11$675$17RLQFUHDVHWKHHIILFLHQF\RIWKLV
DSSURDFKWKHORDGSDUDPHWHUVVSDWLDOORFDWLRQDQGGLVWULEXWLRQZHUHLQYHVWLJDWHGWKURXJK
PRGHO WHVWV RI D VLPLODU EXW ODUJHU P ,QFDW K\GURHODVWLF PRGHO LQ WKH $XVWUDOLDQ
0DULWLPH&ROOHJHWRZLQJWDQNIDFLOLW\%DVHGRQSUHVVXUHPHDVXUHPHQWVSURSHUVODPORDG
PRGHOVFDQEHPRUHDFFXUDWHO\DQGHIILFLHQWO\LQWURGXFHGLQWKHILQLWHHOHPHQWDQDO\VLV
4XDVLVWDWLFDQDO\VLVZDVILUVWSHUIRUPHGWRH[DPLQHLWVVXLWDELOLW\WRDQDO\VHVXFKIDVWWLPH
YDU\LQJ ORDGV 'LIILFXOWLHV LQ FRPSDULVRQ SURFHGXUHV EHWZHHQ QXPHULFDO VLPXODWLRQV DQG
WULDOVGDWDKDYHVWURQJO\KLJKOLJKWHGWKHQHHGIRUG\QDPLFDQDO\VLV'LUHFWWUDQVLHQWG\QDPLF
DQDO\VLV ZDV SHUIRUPHG XVLQJ WKH G\QDPLF VROYHU RI WKH VDPH VRIWZDUH SDFNDJH *RRG
DJUHHPHQW ZLWK WULDOV GDWD ZDV IRXQG 7KH VXJJHVWHG SURFHGXUH DQG VODPPLQJ ORDGLQJ
SDWWHUQV XVHG LQ WKH QXPHULFDO VLPXODWLRQ LV WKHQ YHULILHG DQG FDQ EH UHJDUGHG DV D VROLG
EDVHIRUYHULILFDWLRQRIRWKHUWKHRUHWLFDOGHVLJQPRGHOV
Copy Right Walid Amin, waiamin@utas.edu.au
$&.12:/('*(0(17
, ZRXOG OLNH WR H[SUHVV P\ JUDWLWXGH WR P\ FROOHDJXHV DW WKH 8QLYHUVLW\ RI 7DVPDQLD
$XVWUDOLDQ0DULWLPH&ROOHJH5HYROXWLRQ'HVLJQDQG,QFDW7DVPDQLDIRUWKHVXSSRUWWKH\
KDYHSURYLGHGGXULQJWKHFRXUVHRIWKLVSURMHFW
6SHFLDOWKDQNVDUHGXHWR3URIHVVRU05'DYLVIURPWKH8QLYHUVLW\RI7DVPDQLDIRUKLV
RQJRLQJ VXSSRUW DQG HQFRXUDJHPHQW +H LQVSLUHG PH ZLWK KLV DWWLWXGH RI KDUG ZRUNLQJ
DQGGHFHQF\GXULQJRXUGLVFXVVLRQVDQGKLVDSSURDFKWRH[SORUHWKHXQNQRZQE\´OHDUQLQJ
RQWKHMREµ
,DPSDUWLFXODUO\JUDWHIXOWR'U*LOHV7KRPDVIURPWKH$XVWUDOLDQ0DULWLPH&ROOHJHIRUKLV
RQJRLQJVXSSRUWWKURXJKWKHGXUDWLRQRIP\FDQGLGDWXUH,WLVMXVWVLPSOHWRVD\ZLWKRXW
KLV VXSSRUW HQFRXUDJHPHQW DQG GHGLFDWLRQ D ELJ SDUW RI WKLV SURMHFW ZRXOGQ·W KDYH VHHQ
WKHOLJKW6SHFLDODSSUHFLDWLRQLVRZLQJWR'U+ROORZD\IRUKLVILQHWHFKQLFDOVXSSRUWDQG
LQWHOOLJHQWVXJJHVWLRQV
,ZDQWWRWKDQNWKHWHDPZRUNLQ5HYROXWLRQGHVLJQHVSHFLDOO\0U*DU\'DYLGVRQIRUKLV
VXSSRUWHYHQGXULQJKLVEXV\VFKHGXOHDVZHOODV0U7LP5REHUWVIRUKLVHQFRXUDJHPHQW
DQGVXSSRUW
)LQDOO\WKHUHLVDUHDOKHUREHKLQGWKLVZRUN6KHZDVZRUNLQJLQVLOHQFHSURYLGLQJVLQFHUH
DQGRQJRLQJVXSSRUWHQFRXUDJLQJJXLGLQJPRWLYDWLQJDQGLQVSLULQJPHIRUKDUGHUZRUN
DQG EHWWHU UHVXOWV :LWKRXW KHU VXSSRUW , ZRXOG QRW ILQLVK VXFK D MRE :RUGV DUH QRW
HQRXJKWRH[SUHVVP\JUDWLWXGH7KDQN\RX5DKDP
$W ODVW , ZDQW WR H[SUHVV P\ JUDWLWXGH WR P\ SDUHQWV EURWKHUV DQG VLVWHUV IRU WKHLU
Copy Right Walid Amin, waiamin@utas.edu.au
&217(176
121/,1($58167($'<:$9(/2$'621/$5*(+,*+63((':$9(3,(5&,1*
&$7$0$5$16 ... 1
'(&/$5$7,212)25,*,1$/,7< ... 3
67$7(0(172)$87+25,7<2)$&&(66 ... 4
$%675$&7 ... 5
$&.12:/('*(0(17 ... 6
&217(176 ... 7
,1752'8&7,21 ... 10
%$&.*5281' ... 10
6758&785$/&21),*85$7,212),1&$7:$9(3,(5&,1*&$7$0$5$16 ... 15
352%/(0'(),1,7,21 ... 16
6&23(2):25... 20
*(1(5$/$55$1*(0(172)7+(7+(6,6 ... 23
6/$00,1*&+$5$&7(5,67,&62)+8//+696:,)786,1*:$9(/(7 75$16)2506... 25
,1752'8&7,21$1'6&23(2):25. ... 25
6($75,$/6 ... 26
'DWDDQDO\VLV ... 27
6WUDLQJDXJHVVHOHFWLRQ ... 27
3URFHVVLQJRIVWUDLQJDXJHVGDWD ... 29
3URFHVVLQJRIVHDNHHSLQJGDWD ... 30
6/$00,1*,19(67,*$7,219,$7,0($1'25)5(48(1&<'20$,16 ... 31
7LPHVHULHVUHSUHVHQWDWLRQLQWLPHIUHTXHQF\VSDFH ... 38
&RQWLQXRXVZDYHOHWWUDQVIRUP ... 39
6ODPPLQJVLJQDWXUHLQZDYHOHWWUDQVIRUP... 50
0RGDOSDUDPHWHUVLGHQWLILFDWLRQ ... 55
$SSOLFDWLRQRIZDYHOHWWUDQVIRUPWRVHDWULDOVVLJQDOV ... 62
6/$00,1*&+$5$&7(5,67,&62)+696:,)7 ... 86
6ODPPLQJLGHQWLILFDWLRQSURFHGXUH ... 86
0D[LPXPVODPPLQJUHVSRQVHV ... 90
3HDNWURXJKDQDO\VLV ... 92
6ODPORFDWLRQ ... 96
3LWFKHIIHFW ... 104
(IIHFWRIERZYHUWLFDOUHODWLYHYHORFLW\ ... 104
&21&/86,216 ... 112
(;3(5,0(17$/35(6685(0($685(0(176217+(&(175(%2:$1'7+( :(7'(&. ... 115
,1752'8&7,21 ... 115
027,9$7,21$1'6&23(2):25. ... 122
(;3(5,0(176(783 ... 124
7HVWLQJIDFLOLW\GHVFULSWLRQ ... 124
0RGHOGHVFULSWLRQ ... 125
,167580(17$7,21 ... 128
3UHVVXUHWUDQVGXFHUV ... 128
:DYHSUREHV ... 130
/9'7 ... 130
'$4V\VWHPGHVFULSWLRQDQGSURSHUWLHV ... 130
7(673/$1$1'352&('85( ... 132
Copy Right Walid Amin, waiamin@utas.edu.au
3KDVH%VHWXS ... 134
3KDVH&VHWXS ... 134
3KDVH'VHWXS ... 137
5(68/76$1$/<6(6 ... 137
7KHDSSURSULDWHVDPSOLQJUDWH ... 137
7KHHIIHFWRIK\GURHODVWLFLW\ ... 140
/RQJLWXGLQDOSUHVVXUHGLVWULEXWLRQ ... 145
3UHVVXUHPDSSLQJ... 168
&21&/86,216 ... 182
48$6,67$7,&$1$/<6,62)121/,1($5:$9(/2$'6 ... 184
,1752'8&7,21 ... 184
352%/(0'(),1,7,21$1'6&23(2):25. ... 186
6(/(&7,212)75,$/6'$7$6$03/()250(7+2'2/2*<9$/,'$7,21 ... 188
),1,7((/(0(1702'(/'(9(/230(17 ... 193
0RGHOOLQJWHFKQLTXHV ... 194
0RGHODGMXVWPHQWVDQGPHVKUHILQHPHQW ... 198
:DYHORDGPRGHO ... 204
5(68/76$1'',6&866,21 ... 216
48$6,67$7,&$1$/<6,62)6/$0/2$'6 ... 228
6LPXODWLRQRIVODPPLQJORDGV ... 228
7KHLQVWDQWRI6ODPRFFXUUHQFH ... 229
6ODPORDGVSDWLDOGLVWULEXWLRQ ... 230
6ODPORDGFDVHGHYHORSPHQW ... 234
&RPSDULVRQZLWKWULDOV ... 236
7KHTXDVLVWDWLFLPSXOVH ... 240
&21&/86,216 ... 247
6758&785$/'<1$0,&$1$/<6,62)121/,1($5:$9(/2$'6 ... 250
,1752'8&7,21 ... 250
5($/(,*(19$/8($1$/<6,6 ... 250
'U\PRGDODQDO\VLV ... 252
:HWPRGDODQDO\VLV... 257
',5(&775$16,(175(63216($1$/<6,6 ... 261
'LIILFXOWLHVDVVRFLDWHGZLWKIXOOG\QDPLFDQDO\VLV ... 263
'\QDPLFORDGLQJPRGHO ... 264
'DPSLQJ ... 267
5(68/76 ... 271
&21&/86,216 ... 274
&21&/86,216 ... 277
287&20(62)7+(35(6(17,19(67,*$7,21 ... 277
5(&200(1'$7,216)25)8785(:25. ... 280
5()(5(1&(6 ... 283
$33(1',;$+8//63(&,),&$7,216 ... 296
$33(1',;%75,$/6&21',7,216 ... 297
$33(1',;&675$,1*$8*(/2&$7,216 ... 298
$33(1',;',1&$763(&,),&$7,216 ... 301
$33(1',;(35(6685(75$16'8&(5)$&76+((7 ... 302
$33(1',;)6,*1$/&21',7,21(5)$&76+((7 ... 304
$33(1',;*35(6685(6(16,1*32,1725',1$7(6 ... 306
Copy Right Walid Amin, waiamin@utas.edu.au
$33(1',;,$//3+$6(675$16'8&(56/$<2877$%/(/2&$7,21,6$&&25',1*
727$33,1*180%(5,1$33(1',;* ... 310
$33(1',;-$&2867,&:$9(352%(63(&,),&$7,216 ... 311
$33(1',;.6(/(&7('/2&$7,216)2535(6685(0$33,1* ... 312
$33(1',;/'5<02'$/3$57,&,3$7,21)$&7256 ... 313
Copy Right Walid Amin, waiamin@utas.edu.au
,1752'8&7,21
%DFNJURXQG
,QFUHDVHG GHPDQG LQ KLJKVSHHG VHD WUDQVSRUWDWLRQ KDV OHG WR UDSLG DQG RQJRLQJ
GHYHORSPHQW RI KLJKVSHHG PDULQH YHKLFOHV HVSHFLDOO\ PXOWLKXOO VKLSV +RZHYHU WKH
GHYHORSPHQW RI PXOWLKXOO VKLSV JRHV EDFN WKRXVDQGV RI \HDUV DJR ZKHQ LW ZDV ILUVW
SUHVHQWHG E\ WKH 3RO\QHVLDQ VHDIDUHUV LQ WKH IRUP RI ´SURDµ)LJXUH DQG WKH ´SUH
FROXPELDQµUDIWEXLOWE\WKHDQFLHQW6RXWK$PHULFDQV,QWHUQDWLRQDO3RO\QHVLDQ3RUWDO>@
7KH WK FHQWXU\ ZLWQHVVHG WKH ILUVW PRGHUQ EXLOGLQJ RI FDWDPDUDQV ZKHQ WKH ILUVW
FRQFHSWXDO FDWDPDUDQ ´GRXEOHERWWRPµ ZDV EXLOW E\ 6LU :LOOLDP 3HWW\ LQ 3XPIUH\
>@
)LJXUH$UWLVWLFSUHVHQWDWLRQRI´3URDµERDWVEXLOWE\WKH3RO\QHVLDQV,QWHUQDWLRQDO 3RO\QHVLDQ3RUWDO>@
6WHDPSDGGOHZKHHOSRZHUHGFDWDPDUDQVRSHUDWLQJDVIHUU\ERDWVDQGULYHUFUDIWDSSHDUHG
LQWKH8.DQG86LQHDUO\·V&ODUNHWDO>@6LQFH·VWRHDUO\·VWKHQXPEHU
RIEXLOWFDWDPDUDQVLQFUHDVHGUDSLGO\RSHUDWLQJDVSDVVHQJHUIHUULHVLQWKHUDQJHRIWR
PZLWKSDVVHQJHUFDSDFLWLHVXSWRSDVVHQJHUV$W\SLFDOFDWDPDUDQGXULQJWKLVSHULRGLV
Copy Right Walid Amin, waiamin@utas.edu.au
)LJXUH7\SLFDOPIDVWSDVVHQJHUFDWDPDUDQGXULQJ·VEXLOWE\,QFDW7DVPDQLD
)LJXUH)LUVWFDUSDVVHQJHUZDYHSLHUFLQJFDWDPDUDQEXLOWE\,QFDW7DVPDQLD
)LJXUH7KHP+666WHQDEXLOWE\)LQQ\DUG
$WWKLVVWDJHPDUNHWGHPDQGVKLJKOLJKWHGWKHQHHGIRUFDUSDVVHQJHUIHUULHVZKLFKILQDOO\
OHGWRWKHLQWURGXFWLRQRIQHZGHVLJQVZKLFKDUHFDSDEOHRIFDUU\LQJFDUVDQGOLJKWZHLJKW
Copy Right Walid Amin, waiamin@utas.edu.au
DQGEXLOWE\,QFDW7DVPDQLDLQ,Q)LQQ\DUGLQ)LQDOQGODXQFHGWKH+66KLJK
VSHHGVKLS´6WHQD/LQHµDPFDUSDVVHQJHUIHUU\WKDWZDVFDSDEOHRIFDUU\LQJ
SDVVHQJHUFDUVDQGRSHUDWLQJDWVSHHGRINQRWV)LJXUH
)LJXUH7KHP+0$6-HUYLV%D\+69;ZDYHSLHUFLQJFDWDPDUDQEXLOWE\,QFDW
7DVPDQLD
)LJXUH7KHP+696ZLIWZDYHSLHUFLQJFDWDPDUDQEXLOWE\,QFDW7DVPDQLD
7KHDGYDQWDJHVRIKLJKVSHHGYHVVHOVZLWKDUHODWLYHO\KLJKSD\ORDGGUHZDWWHQWLRQWRWKH
DSSOLFDELOLW\ RI KLJKVSHHG FDWDPDUDQV LQ PLOLWDU\ RSHUDWLRQV DV ORJLVWLFV WUDQVSRUW DQG
UHVFXHVXSSRUWVKLSV,Q,QFDW7DVPDQLDFKDUWHUHGWKHILUVWPLOLWDU\PERDWWRWKH
5R\DO$XVWUDOLDQ1DY\WRVHUYHDVDIDVWVHDOLQNIRU$XVWUDOLDQWURRSVEHWZHHQ'DUZLQDQG
Copy Right Walid Amin, waiamin@utas.edu.au
WDVNIRUFH7KHVKLSZDVFDSDEOHRIVDLOLQJQDXWLFDOPLOHVNPLQDSSUR[LPDWHO\
KRXUVDWDQDYHUDJHVSHHGRIDSSUR[LPDWHO\NQRWVNPKIDUIDVWHUWKDQYHVVHOVRI
FRPSDUDEOHVL]HDQGUROHLQWKHUHJLRQ'XULQJWKHWZR\HDUVRIWKHVKLSVFKDUWHUE\WKH
5R\DO$XVWUDOLDQ1DY\+0$6-HUYLV%D\PDGHWULSVEHWZHHQ'DUZLQDQG(DVW7LPRU
VKLSSLQJSDVVHQJHUVYHKLFOHVDQGWRQQHVRIIUHLJKWEHFRPLQJNQRZQDV
WKH'LOL([SUHVV
)LJXUH7KHP;&UDIWFDWDPDUDQGHVLJQHGE\1LJHO*HHDQG$VVRFLDWHV/WGDQG
EXLOWE\1LFKROV%URVERDWEXLOGHUV:DVKLQJWRQ86$
,QWKH861DY\FKDUWHUHGLWVILUVWPZDYHSLHUFLQJFDWDPDUDQNQRZQDV+69;
)LJXUHWRWHVWWKHQHZWHFKQRORJLHVDQGFRQFHSWVDVVRFLDWHGZLWKWKH&KLHIRI1DYDO
2SHUDWLRQVV 6HDSRZHU SODQ 7KH YHVVHO KDV WKH DELOLW\ WR IHUU\ XS WR FRPEDW
SHUVRQQHODQGWRQVRIFDUJRXSWRPLOHVRQHZD\DWVSHHGVLQH[FHVVRINQRWV
2UGHUHG IRU WKH 86 1DY\ LQ WKH P 6SHDUKHDG 769 ; EHQHILWHG IURP
SHUIRUPDQFH DQG HQJLQHHULQJ GDWD JDWKHUHG WKURXJK WKH RSHUDWLRQ RI +69 ; +69
6ZLIWWKHYHVVHOXQGHUFRQVLGHUDWLRQWKURXJKWKLVWKHVLVZDVFRPSOHWHGWRWKH861DY\
VSHFLILFDWLRQDQGGHOLYHUHGLQ7KHYHVVHOXQGHUZHQWDQH[WHQVLYHVHDWULDOVSURJUDP
WRDVVHVVKHURSHUDWLRQDOHQYHORSHIRUPLOLWDU\DSSOLFDWLRQV,QWKH86QDY\WHVWHGD
VHPLVZDWK FDWDPDUDQ ZLWKRXW WKH FHQWUH ERZ FRQILJXUDWLRQ WKURXJK WKH ;&UDIW DQ
H[SHULPHQWDOSODWIRUPIRUDQLQQRYDWLYHQHZFODVVRIIDVWOLWWRUDOZDUIDUHFUDIWGHVLJQHG
E\%071LJHO*HHDQG$VVRFLDWHV/WG7KHYHVVHOLVWKHODUJHVWFDWDPDUDQHYHUWREHEXLOW
LQWKH86DQGRQHRIWKHIDVWHVWODUJHQDYDOFUDIWLQWKHZRUOGDQGLVFDSDEOHRIRSHUDWLRQDW
Copy Right Walid Amin, waiamin@utas.edu.au
)LJXUH)LUVWZDYHSLHUFLQJFDWDPDUDQ´7DVVLH'HYLOµEXLOWE\,QFDW7DVPDQLDLQ
)LJXUH7KHP+DZDLL6XSHUIHUU\EXLOWE\$XVWDO6KLSV:HVWHUQ$XVWUDOLD
:KHQ WKH XVH RI FDWDPDUDQV H[WHQGHG IURP VKHOWHUHGZDWHUV WR PRUH H[SRVHG VHD JRLQJ
RSHUDWLRQPRWLRQSUREOHPVLQURXJKVHDVVWDUWHGWRDULVH([FHVVLYHSLWFKLQJLQIROORZLQJ
VHDV FDXVHG VHYHUH LPSDFWV RQ WKH EULGJLQJ VWUXFWXUH WKDW FRQQHFWV WKH GHPLKXOOV 7KH
FHQWUHERZFRQFHSWXDOGHVLJQZDVILUVWLQWURGXFHGE\3KLOLS+HUFXV,QFDW'HVLJQV6\GQH\
WRUHGXFHWKHSLWFKLQJPRWLRQLQKHDGDQGIROORZLQJVHDVDQGLQSDUWLFXODUWRDYRLGGHFN
GLYLQJZKHQWKHERZHQWHUVWKHZDWHULQIROORZLQJVHDV7KHILUVWZDYHSLHUFLQJFDWDPDUDQ
ZLWKDFHQWUHERZFRQILJXUDWLRQZDVEXLOWE\,QFDW7DVPDQLDLQ)LJXUH)URPWKDW
WLPHDQGRQDOPRVWDOO,QFDWVKLSVZHUHILWWHGZLWKFHQWUHERZV,QFRQWUDVW$XVWDO6KLSV
WKHPDLQFRPSHWLWRURI,QFDWLQWKHLQWHUQDWLRQDOPDUNHWNHSWWKHFRQYHQWLRQDOFDWDPDUDQ
FRQILJXUDWLRQZLWKIODWZHWGHFN$XVWDOGHVLJQVRIVHDJRLQJFDWDPDUDQVKDYHDGLIIHUHQW
VWUDWHJ\WRDYRLGERZGLYLQJE\LQWURGXFLQJD´VXIILFLHQWµDLUJDSRUWXQQHOKHLJKWVRWKDW
Copy Right Walid Amin, waiamin@utas.edu.au
FRQGLWLRQV6LPLODUYHVVHOVRIFRPSDUDEOHFDSDFLWLHVDQGOHQJWKVWR,QFDWGHVLJQVKDYHEHHQ
EXLOWVXFKDVWKHP+DZDLL6XSHUIHUULHV)LJXUH
6WUXFWXUDOFRQILJXUDWLRQRI,QFDWZDYHSLHUFLQJFDWDPDUDQV
,QRUGHUWRIDPLOLDULVHWKHUHDGHUZLWKWKHQRYHOGHVLJQRIWKHVHYHVVHOVDQGWKHQRWDWLRQV
XVHGWKURXJKWKHWKHVLVWKHJHQHUDOVWUXFWXUDOFRQILJXUDWLRQLVSUHVHQWHGLQWKLVVHFWLRQ
)LJXUH&XWDZD\SRUWVLGHVHFWLRQRI,QFDWKXOOJLUGHUVKRZLQJKRUL]RQWDODQGYHUWLFDO FURVVEUDFLQJ
2QHRIWKHPDMRUFKDUDFWHULVWLFVRIWKHVHYHVVHOVLVWKHKLJKVHUYLFHVSHHGWKH\FDQRSHUDWH
DW 7KLV KLJK VSHHG FDQ EH DFKLHYHG ZKHQ OLJKWHU VWUXFWXUHV FDQ EH EXLOW WR WKH UHTXLUHG
VWUHQJWKWRZLWKVWDQGWKHHQYLURQPHQWDOORDGV7KHUHIRUHWKHILUVWGHVLJQJRDOLVXVXDOO\WR
RSWLPLVH WKH GHDGZHLJKW WR OLJKWVKLS UDWLR ZKLOVW PDLQWDLQLQJ VWUXFWXUDO LQWHJULW\ DQG
UHOLDELOLW\ 7KXV VWUXFWXUDO RSWLPLVDWLRQ LV DQ HVVHQWLDO WDVN GXULQJ WKH SUHOLPLQDU\ GHVLJQ
SURFHVV,QDGGLWLRQWRWKHQRUPDOORQJLWXGLQDOIUDPLQJV\VWHPRQERDUGPRQRKXOOVFURVV
EUDFLQJLQWKHYHUWLFDODQGKRUL]RQWDOGLUHFWLRQVLVXVHGWRSURYLGHVWUXFWXUDOVWUHQJWKWR
ZLWKVWDQGORQJLWXGLQDODQGODWHUDOWRUVLRQDOGHIRUPDWLRQVDVVKRZQLQ)LJXUH
7KHVXSHUVWUXFWXUHLVVXSSRUWHGE\WUDQVYHUVHEHDPVWKHVXSHUVWUXFWXUHUDIW)LJXUH
ZKLFKDUHFRQQHFWHGWRWKHPDLQKXOOJLUGHUWKURXJKUXEEHUPRXQWVWRUHGXFHWKHYLEUDWLRQ
OHYHOV LQ WKH SDVVHQJHU ORXQJHV ,QFDW FDWDPDUDQV DUH FKDUDFWHULVHG E\ D FHQWUH ERZ
EHWZHHQWKHGHPLKXOOV7KHFHQWUHERZOHQJWKUDQJHVEHWZHHQWRRIWKHZDWHUOLQH
OHQJWK ,WV PDLQ SXUSRVH LV WR FRXQWHUDFW WKH ERZ GLYLQJ LQ IROORZLQJ VHDV DV ZHOO DV
Copy Right Walid Amin, waiamin@utas.edu.au
ZDYH&RQVHTXHQWO\WKHYHVVHOKDVWZRDUFKZD\VEHWZHHQWKHFHQWUHERZDQGGHPLKXOOV
LQWKHIRUZDUGSDUWRIWKHYHVVHO%HKLQGWKHFHQWUHERZWKHZHWGHFNLVIODW)LJXUH
)LJXUH&URVVVHFWLRQRI,QFDWKXOOJLUGHU
)LJXUH&KDUDFWHULVWLFFHQWUHERZRI,QFDWFDWDPDUDQV
3UREOHPGHILQLWLRQ
:KHQWKHYHVVHOLVRSHUDWLQJLQURXJKVHDVWKHVKLSPD\H[SHULHQFHZDWHULPSDFWORDGVGXH
WRWKHH[FHVVLYHUHODWLYHPRWLRQEHWZHHQWKHYHVVHODQGWKHZDYHV$VKXGGHURUYLEUDWLRQ
RFFXUVIROORZLQJVXFKLPSDFWVNQRZQDVZKLSSLQJ6HYHUHVODPPLQJORDGVPLJKWUHVXOWLQ
Copy Right Walid Amin, waiamin@utas.edu.au
GDPDJH6XFKGDPDJHKDVDGLUHFWLQIOXHQFHRQVKRUWWHUPFRVWGXHWRWKHFRVWRIUHSDLU
DQGORVVRIVHUYLFHWLPHLQDGGLWLRQORQJWHUPORVVHVPLJKWRFFXUGXHWREDGSXEOLFLW\RI
VWLIIVKLSPRWLRQV
)LJXUH'DPDJHRIERZVWUXFWXUHRQ+666WHQDGXHWRVHYHUHVODPPLQJORDGV
)LJXUH6LGHVKHOOEXFNOLQJDVDFRQVHTXHQFHRIVHYHUHVODPPLQJORDGV+XOORI
,QFDW7DVPDQLD
6ODPPLQJ RQ PXOWLKXOO VKLSV LV GLIIHUHQW IURP VODPPLQJ RQ PRQRKXOOV LQ WHUPV RI VODP
ORFDWLRQDQGVHYHULW\7ZLQKXOOVKLSVH[SHULHQFHXQLTXHW\SHRIVODPPLQJFDOOHGZHWGHFN
VODPPLQJZKHQWKHXQGHUVLGHRIWKHFURVVGHFNVWUXFWXUHFRPHVLQFRQWDFWZLWKWKHZDYH
Copy Right Walid Amin, waiamin@utas.edu.au
VXUIDFH 6HULRXV GDPDJH RFFXUUHG RQ WKH +66 6WHQD ERZ VWUXFWXUH GXH WR D VHYHUH
VODPPLQJHYHQWLQURXJKVHDV)LJXUH
'HIRUPDWLRQRIORQJLWXGLQDOVWLIIHQHUVKDVEHHQUHSRUWHGRQDQP$XVWDOYHVVHOGXHWR
VHYHUH VODPPLQJ ORDGV 5RWKH HW DO >@ 2Q ZDYH SLHUFLQJ FDWDPDUDQV +XOO RI ,QFDW
VXIIHUHGVLGHVKHOOEXFNOLQJ)LJXUHDQGWULSSLQJRIEUDFNHWVLQWKHFHQWUHERZDUHD
)LJXUH,QJHQHUDOVHYHUHVODPPLQJORDGHIIHFWVFDQUHVXOWLQ
D/RFDOLVHGGLVKLQJRISODWLQJEHWZHHQORQJLWXGLQDOVWLIIHQHUVDQGVLGHIUDPHV
E'LVWRUWLRQRIFHQWUHERZ7EDUORQJLWXGLQDOVWLIIHQHUV
F6LGHVKHOOEXFNOLQJ
G'LVWRUWLRQRIIUDPHVDQGVWLIIHQHUVDIWRIWKHFHQWUHERZ
H&UDFNSURSDJDWLRQVGXHWRWKHHIIHFWRIZKLSSLQJLQWKHIRUPRIPDWHULDOIDWLJXH
)LJXUH7ULSSLQJRIEUDFNHWVDQGYHUWLFDOVWLIIHQHUVLQWKHFHQWUHERZRI+XOORI
Copy Right Walid Amin, waiamin@utas.edu.au
)LJXUH6HYHUHYHUWLFDOERZYHUWLFDODFFHOHUDWLRQGXULQJ+XOOVHDWULDOVLQKHDG
VHDVVHDVWDWHNQRWVVSHHG
,QFDW +XOO +69 6ZLIW KDV VKRZQ JUHDWO\ LPSURYHG VWUXFWXUDO LQWHJULW\
GHPRQVWUDWHGZKHQWKHYHVVHOXQGHUZHQWH[WHQVLYHVHDWULDOVSURJUDPE\WKH861DY\WR
GHILQH LWV RSHUDWLRQDO HQYHORSH 7KH YHVVHO ZDV WHVWHG VLJQLILFDQWO\ EH\RQG WKH VHUYLFH
FULWHULRQ VKH ZDV GHVLJQHG WR ZLWKVWDQG DFFRUGLQJ WR WKH '19 UXOHV &RQVHTXHQWO\ KLJK
PRWLRQDFFHOHUDWLRQUHFRUGVZHUHUHSRUWHG)LJXUH$VZLOOEHVKRZQLQWKLVWKHVLVWKH
FDOFXODWHG ORDGV GXULQJ WKH GHVLJQ SURFHVV ZHUH VPDOOHU WKDQ WKRVH LPSDUWHG RQ WKH
VWUXFWXUHGXULQJWULDOV+RZHYHUWKHVKLSZLWKVWRRGWKHVHKLJKORDGVZLWKRXWDQ\VWUXFWXUDO
GDPDJH 7KLV PHDQV WKDW WKH VKLS VWUXFWXUH PD\ EH IXUWKHU RSWLPLVHG WR UHGXFH WKH
OLJKWVKLSGLVSODFHPHQWDQGFRQVHTXHQWO\LQFUHDVHWKHSD\ORDG
+RZHYHUWKHFDOFXODWLRQRIVODPORDGVRQODUJHFDWDPDUDQVILWWHGZLWKDFHQWUHERZLVD
FRPSOH[ WDVN DQG H[WUHPH ORDGV WR GDWH KDYH QRW EHHQ HVWDEOLVKHG WKURXJK D SURYHQ
WKHRUHWLFDO DSSURDFK 8QIRUWXQDWHO\ WKH NLQHPDWLFV RI VODPPLQJ HYHQWV LV DOVR QRW ZHOO
XQGHUVWRRG RQ ODUJH KLJKVSHHG FDWDPDUDQV &ODVVLILFDWLRQ RI VODPPLQJ HYHQWV DQG WKH
IDFWRUVDIIHFWLQJWKHVODPPLQJRFFXUUHQFHVFDQRQO\EHHYDOXDWHGE\IXOOVFDOHPHDVXUHPHQW
DQGRU PRGHO WHVWLQJ ,Q FRPSDULVRQ WR WKH H[WHQVLYH ZRUN WKDW KDV EHHQ GRQH IRU
VODPPLQJRQPRQRKXOOVVXFKDVWKDWGXHWR$HUWVVHQ>@DQG,DFFDULQRHWDO>@OLWWOHZRUN
KDV EHHQ SXEOLVKHG RQ IXOO VFDOH PHDVXUHPHQW RI ORDGV DQG PRWLRQV RI ODUJH KLJK VSHHG
FDWDPDUDQV5REHUWVHWDO>@H[WUDSRODWHGVHDWULDOVVWUHVVHVRIWZRPDQGP,QFDW
FDWDPDUDQV DW D SUREDELOLW\ RI XVLQJ :HLEXOO DQG *XPEHO H[WUHPH YDOXH SORWV 7KH
DQDO\VLVDVVXPHVWKDWH[WUDSRODWHGIXOOVFDOHVWUHVVHVFDQEHGLUHFWO\FRPSDUHGZLWKWKH)(
Copy Right Walid Amin, waiamin@utas.edu.au
H[WUDSRODWHG VHD WULDOV H[WUHPH YDOXH VWUHVVHV DW D SUREDELOLW\ RI XVLQJ WKH 2FKL
H[WUDSRODWLRQ SURFHGXUH ZKLFK DVVXPHV D OLQHDU UHODWLRQVKLS EHWZHHQ VWUHVVHV DQG ZDYH
KHLJKW ZKLFK LV QRW WUXH IRU PRGHUDWH WR KHDY\ VHDV IRU ODUJH KLJK VSHHG FDWDPDUDQV
,QGLYLGXDO VODPPLQJ HYHQWV ZHUH LGHQWLILHG GXULQJ GDWD SRVW SURFHVVLQJ 7KH SHDN VODP
UHVSRQVHV ZHUH FRPSDUHG WR WKH TXDVLVWDWLF JOREDO UHVSRQVH OHYHOV DV GHILQHG E\
FODVVLILFDWLRQVRFLHWLHV7KHXVHGH[WUHPHYDOXHDQDO\VLVLQERWKFDVHVZDVLPSOHPHQWHGWR
FRPSHQVDWHIRUWKHG\QDPLFVRIVODPPLQJ7KRPDVHWDO>@DQG7KRPDVHWDO>@KDYH
H[SORUHGWKHVODPG\QDPLFVH[WHQVLYHO\ZLWKRXWH[WUDSRODWLRQWHFKQLTXHVWRLQYHVWLJDWHWKH
ORDGYDOXHVGXULQJDQH[WUHPHVODPPLQJHYHQWWKDWFDXVHGEXFNOLQJRIWKHVXSHUVWUXFWXUH
VKHOOSODWHVRQDQP,QFDWFDWDPDUDQGXULQJKHUUHJXODUVHUYLFHDFURVV&RRN6WUDLWLQ
1HZ =HDODQG 7KH LQYHVWLJDWLRQ UHVXOWHG LQ LPSURYHG XQGHUVWDQGLQJ RI VODPPLQJ
G\QDPLFVVKRZLQJWKDWWKHVODPPLQJORDGGXULQJWKLVSDUWLFXODUHYHQWLVLQH[FHVVRI
WRQQHV ,Q WKH FXUUHQW DQDO\VLV WKH DXWKRU H[WHQGHG WKH LQYHVWLJDWLRQ RI VODPPLQJ
G\QDPLFVWKURXJKWKHLPSURYHPHQWRIVODPPLQJLGHQWLILFDWLRQWHFKQLTXHVTXDVLVWDWLFDQG
G\QDPLFILQLWHHOHPHQWDQDO\VLV)($DVZHOODVFRQGXFWLQJH[SHULPHQWDOPHDVXUHPHQWVRI
G\QDPLFSUHVVXUHVLQUHJXODUZDYHVRQWKHFHQWUHERZDQGWKHEULGJLQJVWUXFWXUH7KHNH\
QRYHOREMHFWLYHVLQWKHFXUUHQWZRUNDUH
D ,QWURGXFWLRQ RI QHZ WULDOV LQWHUSUHWDWLRQ WHFKQLTXH LQVWHDG RI WKH FRQYHQWLRQDO
FDOLEUDWLRQIDFWRUVWHFKQLTXH
E7KHLQWURGXFWLRQRIZDYHOHWWUDQVIRUPDVDQHZVLJQDODQDO\VLVWRLQYHVWLJDWHWKHVKLS
VWUXFWXUDOSHUIRUPDQFHGXULQJVHDWULDOV
F +\GURG\QDPLF SUHVVXUH PHDVXUHPHQWV RQ WKH FHQWUH ERZ DQG ZHW GHFN VWUXFWXUH LQ
UHJXODUZDYHV
G,QWURGXFWLRQRIWKH´UHYHUVHHQJLQHHULQJµWHFKQLTXHLQSUHGLFWLRQRIWKHOLQHDUDQGQRQ
OLQHDUZDYHORDGVXVLQJWKHFDSDELOLWLHVRIILQLWHHOHPHQWDQDO\VLVDQGVHDWULDOVGDWD
6FRSHRIZRUN
6HD WULDOV DQDO\VLV LV DQ LPSRUWDQW DSSURDFK IRU DVVHVVLQJ QHZ GHVLJQV DQG KDV D GLUHFW
LPSDFWRQWKHHYDOXDWLRQRIGHVLJQPHWKRGVDQGQXPHULFDOPRGHOVLQUHVSHFWWRUHVLVWDQFH
VHDNHHSLQJ VWUXFWXUDO RSWLPLVDWLRQ DQG ORDGLQJ PRGHOV 6HD WULDOV HQDEOH WKH GHVLJQHU WR
DVVHVVWKHGHVLJQORDGLQJPRGHOVDQGIRUPXODHXVHGLQWKHRULJLQDOGHVLJQ0RUHRYHUWKH\
Copy Right Walid Amin, waiamin@utas.edu.au
FRQGLWLRQVDQGKRZWKHVWUXFWXUHUHVSRQGVWRWKHVHORDGV7KHVHDWULDOVFRQVLGHUHGLQWKLV
WKHVLVDUHIRU+XOODQ,1&$7VHDIUDPH+696ZLIWRULJLQDOO\DIDVWSDVVHQJHUIHUU\
GHVLJQ UHFRQILJXUHG IRU 86 1DY\ PLOLWDU\ SXUSRVHV 7KH VKLS KDV XQGHUWDNHQ H[WHQVLYH
VHDWULDOVWRLQYHVWLJDWHWKLVKXOOFRQILJXUDWLRQIRUPLOLWDU\SXUSRVHVDQGWRGHWHUPLQHKHU
RSHUDWLRQDOHQYHORSH
$SULPDU\PRWLYDWLRQEHKLQGWKHFXUUHQWZRUNZDV WKHODUJHPRWLRQUHVSRQVHVREVHUYHG
GXULQJWULDOVLQKLJKVHDVWDWHVZKLFKH[FHHGHGWKHGHVLJQYDOXHV([FHVVLYHDFFHOHUDWLRQV
DUHGXHWRVODPPLQJLPSDFWORDGVZKLFKDUHQRWIXOO\XQGHUVWRRGIRUWKLVW\SHRIYHVVHO
7KH JRDO RI WKLV ZRUN LV WR HIIHFWLYHO\ XQGHUVWDQG WKH ZDWHU LPSDFW SUREOHP DQG WKH
FRQVHTXHQWLDO VWUXFWXUDO ORDGV XVLQJ WKH VHD WULDOV GDWD FRPELQHG ZLWK WKH FDSDELOLWLHV RI
ILQLWHHOHPHQWDQDO\VLV7KHVWUDWHJ\IRUDFKLHYLQJWKHVSHFLILHGJRDOFDQEHVXPPDULVHGDV
IROORZV
D,GHQWLILFDWLRQRIDVLJQDODQDO\VLVWRROWKDWLVVXLWDEOHIRUWKHDQDO\VLVRIQRQVWDWLRQDU\
VLJQDOVZLWKWUDQVLHQWHYHQWV7KLVLVUHTXLUHGWRGHULYHDVODPPLQJLGHQWLILFDWLRQWHFKQLTXH
E$QDO\VLVRIVODPPLQJNLQHPDWLFVLQWHUPVRIVKLSDQGZDWHUVXUIDFHPRWLRQGXULQJWKH
VODPPLQJHYHQWV
F 8VLQJ ILQLWH HOHPHQW DQDO\VLV FDSDELOLWLHV D TXDVLVWDWLF UHYHUVH HQJLQHHULQJ SURFHGXUH
ZDVHVWDEOLVKHGLQZKLFKDILQLWHHOHPHQWPRGHOLVORDGHGDUELWUDULO\EXWZLWKLQSXWIURP
WKH VHD WULDOV VXFK DV WKH ZDYH FRQGLWLRQ VKLS PRWLRQV HWF 7KH ILQLWH HOHPHQW VWUDLQV
ZHUH FRPSDUHG WR WKH WULDOV GDWD IRU VSHFLILF VODP HYHQWV 7KH ORDG PRGHO ZDV PRGLILHG
XQWLODVDWLVIDFWRU\DJUHHPHQWEHWZHHQWULDOVVWUDLQVDQGFRPSXWHGVWUDLQVLVDFKLHYHG
G$VLPLODUFRPSDULVRQDSSURDFKZDVUHSHDWHGXVLQJDIXOO)(G\QDPLFDQDO\VLV
7KHUHYHUVHHQJLQHHULQJSURFHGXUHLVXVXDOO\FRQGXFWHGZKHQDYDLODEOHWKHRUHWLFDOPRGHOV
IDLO WR SUHGLFW FRPSDUDEOH UHVXOWV ZLWK H[SHULPHQWV RU DUH LQDGHTXDWH IRU WKH SUREOHP
XQGHUFRQVLGHUDWLRQ7KHUHDUHPDQ\PHWKRGVWRFDOFXODWHWKHJOREDOORDGVRQFDWDPDUDQV
VHH+ROORZD\>@)DOWLQVHQHWDO>@.ULQJHWDO>@.ULQJHWDO>@:HHPVHWDO>@
,WR HW DO >@ &KDQ >@ DQG &KDQ >@ +RZHYHU IHZHU PHWKRGV DUH DYDLODEOH IRU
VODPPLQJ ORDGV .YnOVYROG HW DO >@ DQG NODQG HW DO >@ FRQFOXGHG WKDW VWUXFWXUDO
HODVWLFLW\LVQHFHVVDU\LQWKHVLPXODWLRQDQGWKHSUHGLFWHGVODPPLQJORDGVDUHFRQVHUYDWLYH
ZKHQDWZRGLPHQVLRQDODSSURDFKLVXVHG+DXJHQHWDO>@SURSRVHGDWKUHHGLPHQVLRQDO
Copy Right Walid Amin, waiamin@utas.edu.au
+RZHYHU WKH YHVVHO UHODWLYH YHORFLW\ ZDV SUHGLFWHG LQVWHDG RI EHLQJ H[WUDFWHG IURP VHD
WULDOV GDWD 7R GDWH WKHVH PHWKRGV KDYH EHHQ YHULILHG DJDLQVW VPDOO VL]H FDWDPDUDQV DQG
ZLWKRXW D FHQWUH ERZ FRQILJXUDWLRQ DQG WKHUHIRUH WKHVH PHWKRGV DUH QRW VXLWDEOH IRU
DQDO\VLVRIWKHFXUUHQWYHVVHO
7KH FXUUHQW PHWKRGRORJ\ RI VHD WULDOV DQDO\VLV VXFK DV 6LNRUD HW DO >@ LV EDVHG RQ
H[WUDFWLRQ RI FDOLEUDWLRQ IDFWRUV IRU WKH VWUDLQ JDXJHV E\ DSSO\LQJ D NQRZQ ORDG NQRZQ
EHQGLQJ PRPHQW YDOXH IRU H[DPSOH WR WKH ILQLWH HOHPHQW PRGHO 7KH FDOLEUDWLRQ IDFWRUV
DUHORDGLQGHSHQGHQWDQGFDQEHUHJDUGHGDVDORFDOSURSHUW\RIWKHSRVLWLRQRIWKHVWUDLQ
JDXJH 7KXV WKH FDOLEUDWLRQ IDFWRUV FDQ EH UHJDUGHG DV D WUDQVIHU IXQFWLRQ EHWZHHQ WKH
DSSOLHGORDGDQGORFDOUHVSRQVH&RQVHTXHQWO\LIWKHVWUXFWXUDOUHVSRQVHLVNQRZQIURP
WULDOV WKHQ DQ HTXLYDOHQW ORDGLQJ VLPLODU WR WKH ORDG XVHG LQ GHWHUPLQLQJ WKH FDOLEUDWLRQ
IDFWRUEXWVFDOHGXSRUGRZQFDQEHREWDLQHG7KHPHWKRGZRUNVZHOOIRUWKHXQGHUO\LQJ
ZDYHORDGVEXWLVYHU\FRQVHUYDWLYHLQUHJDUGWRVODPORDGVLQZKLFKDZDYHLVH[DJJHUDWHG
XQUHDOLVWLFDOO\ WR VLPXODWH WKH KLJK UHVSRQVH RI VODPPLQJ 1HYHUWKHOHVV WKH VODP ORDG LV
KLJKO\ FRQFHQWUDWHG LQ WKH ERZ DUHD DQG PLJKW UHVXOW LQ ORFDO HIIHFWV WKDW ZLOO QRW EH
LGHQWLILHGLIWKHFDOLEUDWLRQIDFWRUVSURFHGXUHLVXVHG7KHUHIRUHWKHFXUUHQWVWXG\HPSOR\V
D UHDOLVWLF LQWHUSUHWDWLRQ RI ZDYH ORDGV GXULQJ DFWXDO WULDOV FRQGLWLRQV EDVHG RQ VHD WULDOV
GDWD VXFK DV VKLS LPPHUVLRQ DQG DFFHOHUDWLRQV 7KH PHWKRG IRUPV D JRRG UHIHUHQFH
IRXQGDWLRQIRUYDOLGDWLRQRIFXUUHQWDQGQHZDQDO\WLFDOPHWKRGV
1RUPDOO\ WKH ILUVW VWHS LQ VODPPLQJ DQDO\VLV LV WKH LGHQWLILFDWLRQ RI VODPPLQJ HYHQWV
6ODPPLQJHYHQWVDUHWUDQVLHQWHYHQWVORFDOLVHGLQWLPHDQGSURGXFHVWUXFWXUDOYLEUDWLRQV
LQ WKH IRUP RI ZKLSSLQJ DW PXFK KLJKHU IUHTXHQF\ WKDQ WKH H[FLWDWLRQ ZDYH IUHTXHQF\
ORFDOLVHG LQ IUHTXHQF\ 7UDGLWLRQDO VSHFWUDO DQDO\VLV PHWKRGV DUH QRW VXLWDEOH IRU WZR
UHDVRQVILUVWO\VODPPLQJLVDWUDQVLHQWSURFHVVZKLFKFRQWUDGLFWVWKHEDVLFDVVXPSWLRQVRI
FRQYHQWLRQDO VSHFWUDO DQDO\VLV PHWKRGV WKDW DVVXPH VWDWLRQDU\ VLJQDOV 6HFRQGO\ DOO WLPH
LQIRUPDWLRQ LV ORVW ZKHQ WUDQVIHUULQJ IURP WKH WLPH GRPDLQ WR IUHTXHQF\ GRPDLQ 7KH
ZDYHOHWWUDQVIRUPLVSURSRVHGDVDWRROWRDQDO\VHVODPPLQJHYHQWVDVLWFDQUHSUHVHQWWKH
VLJQDOLQERWKWLPHDQGIUHTXHQF\VLPXOWDQHRXVO\
,GHQWLILFDWLRQ RI WKH VODP ORDGLQJ VSDWLDO GLVWULEXWLRQ IRU ILQLWH HOHPHQW VLPXODWLRQV LV
GLIILFXOW GXH WR WKH LQFUHDVHG QXPEHU RI VLPXODWLRQV 7KHUHIRUH LW ZDV SURSRVHG WR
FRQGXFWH[SHULPHQWDOSUHVVXUHPHDVXUHPHQWVLQUHJXODUZDYHVVRWKDWDFOHDUYLHZRIWKH
Copy Right Walid Amin, waiamin@utas.edu.au
WKDQWKHUXQQLQJWLPHRIILQLWHHOHPHQWVLPXODWLRQWKHH[SHULPHQWDOZRUNZLOOLQFUHDVHWKH
UHOLDELOLW\RIWKHSUHGLFWHGVODPORDGGLVWULEXWLRQV
*HQHUDODUUDQJHPHQWRIWKHWKHVLV
,QFKDSWHURIWKLVWKHVLVGDWDIURPVHDWULDOVZLOOEHSUHVHQWHGVKRZLQJWKHFKDUDFWHULVWLFV
RI VODP HYHQWV XVLQJ VWUDLQ JDXJH DFFHOHURPHWHU DQG YHVVHO PRWLRQ UHFRUGV $ EULHI
PDWKHPDWLFDO EDFNJURXQG RI ZDYHOHW WUDQVIRUP LV SUHVHQWHG HPSKDVLVLQJ WKH PDLQ
DGYDQWDJHVRIZDYHOHWWUDQVIRUPVRYHUFRQYHQWLRQDOVLJQDODQDO\VLVPHWKRGV7KHZDYHOHW
WUDQVIRUP LV DSSOLHG WR WHVW VLJQDOV VLPLODU WR WKH LPSXOVH UHVSRQVH RI 6LQJOH 'HJUHH 2I
)UHHGRP6'2)V\VWHPWRH[SORUHWKHVODPPLQJVLJQDWXUHLQWKHZDYHOHWWUDQVIRUP7KH
WHVWLVH[SDQGHGWR0XOWL'HJUHH2I)UHHGRP0'2)V\VWHPVDQGILQDOO\ZDVDSSOLHGWR
UHDOVLJQDOV
3UHVVXUH PHDVXUHPHQWV RQ WKH FHQWUH ERZ DQG WKH ZHW GHFN VWUXFWXUH DUH SUHVHQWHG LQ
&KDSWHU7KHPDLQSXUSRVHRIWKHH[SHULPHQWVLVWRLQYHVWLJDWHWKHVSDWLDOGLVWULEXWLRQRI
VODPORDGVE\H[SORULQJWKHSUHVVXUHGLVWULEXWLRQVRQWKHIRUZDUGSDUWRIWKHYHVVHOLQWKH
DUHDRIWKHFHQWUHERZDQGWKHZHWGHFNVWUXFWXUH7KHSUHVVXUHVZHUHXVHGWRGHILQHWKH
VODP ORDG ORFDWLRQ DQG VSDWLDO GLVWULEXWLRQ ORQJLWXGLQDOO\ DQG WUDQVYHUVHO\ 7KH UHVXOWLQJ
VODPORDGGLVWULEXWLRQVDUHXVHGLQWKHVODPORDGPRGHOGXULQJ)(VLPXODWLRQV
4XDVLVWDWLF ILQLWH HOHPHQW DQDO\VLV LV SUHVHQWHG LQ &KDSWHU IRU QRUPDO ZDYH ORDGLQJV
ZLWKRXW DQ\ VODP WR FRQILUP WKH DSSOLFDELOLW\ RI WKH SURSRVHG SURFHGXUH 7KH )(
PRGHOOLQJ WHFKQLTXHV DUH GLVFXVVHG LQ WHUPV RI WKH DSSURSULDWH PRGHOOLQJ PHWKRGV WKH
HOHPHQW W\SHV XVHG IRU VKLS VWUXFWXUHV ZLWK VSHFLDO DWWHQWLRQ WR WKH DQDO\VLV RI VHD WULDOV
GDWDH[WUDFWLRQRIORFDOVWUDLQVDWWKHVWUDLQJDXJHORFDWLRQV7KHQWKHDQDO\VLVLVH[WHQGHG
WR LQFOXGH VHYHUH VODPPLQJ HYHQWV 7KH TXDVLVWDWLF LPSXOVH LV HYDOXDWHG DQG WKH HQHUJ\
DEVRUEHGE\WKHVWUXFWXUHGXHWRVODPPLQJORDGVLVH[SORUHG
,QFKDSWHUWKHG\QDPLFUHVSRQVHRI,QFDWFDWDPDUDQVZLWKFHQWUHERZDUHLQYHVWLJDWHG
'U\ DQG ZHW LQFOXGLQJ IOXLG VWUXFWXUH LQWHUDFWLRQ PRGDO DQDO\VLV LV DSSOLHG DQG WKH
GRPLQDQWQDWXUDOIUHTXHQFLHVDUHLGHQWLILHG'\QDPLFDQDO\VLVRIVHYHUHVODPPLQJHYHQWVLV
SUHVHQWHG HPSOR\LQJ WKH VHD WULDOV GDWD LQ WHUPV RI YHVVHO PRWLRQV LPPHUVLRQ DQG
WHPSRUDOORDGGHYHORSPHQWDVZHOODVRYHUDOOV\VWHPGDPSLQJDQGSUHVVXUHPHDVXUHPHQWV
RXWFRPHV LQ WHUPV RI ORDG ORFDWLRQ GLVWULEXWLRQ 7KH ORDG PDJQLWXGH LV FKDQJHG
V\VWHPDWLFDOO\ XQWLO D VDWLVIDFWRU\ PDWFK ZLWK WULDO VWUDLQ YDOXHV SHDN UHVSRQVH DQG
Copy Right Walid Amin, waiamin@utas.edu.au
1R VHSDUDWH OLWHUDWXUH UHYLHZ FKDSWHU LV LQFOXGHG GXH WR WKH GLYHUVLW\ RI WKH ZRUN LQ WKH
WKHVLV,QVWHDGLWLVLQFOXGHGLQHDFKVHFWLRQ·VLQWURGXFWLRQDQGZKHQHYHULWLVQHFHVVDU\WR
