Proceedings of the 37th Chinese Control Conference

July 25-27, 2018, Wuhan, China

0XOWLGLPHQVLRQDO /670 1HWZRUNV WR 3UHGLFW :LQG 6SHHG

:DQ\H <DR 3X +XDQJ =KDR[LQ -LD
1RUWK &KLQD (OHFWULF 3RZHU 8QLYHUVLW\ˈˈ%DRGLQJˈ&KLQD

$EVWUDFW :LQG VSHHG IRUHFDVWLQJ KDV JUHDW VLJQLILFDQFH WR WKH LPSURYHPHQW RI ZLQG WXUELQH LQWHOOLJHQW FRQWURO
WHFKQRORJ\ DQG WKH VWDEOH RSHUDWLRQ RI SRZHU V\VWHP ,Q WKLV SDSHU WKH /RQJ 6KRUWWHUP 0HPRU\ /670 PRGH
FRPELQHG ZLWK GHHS OHDUQLQJ DELOLW\ ZKLFK ZLWK WKH IX]]\URXJK VHW WKHRU\ KDV EHHQ SURSRVHG IRU VKRUWWHUP ZLQG
VSHHG SUHGLFWLRQ 8VLQJ WKH IX]]\URXJK VHW WR UHGXFH LQSXW DQG VSDFH IHDWXUHV ILUVWO\ 7KHQ ILQG WKH PDLQ IDFWRUV
WKDW LQIOXHQFLQJ WKH ZLQG VSHHG DV WKH LQSXW IRU WKH /670 QHXUDO QHWZRUN SUHGLFWLRQ PRGHO )LQDOO\ DFKLHYH WKH
IRUHFDVW RI GDWD WUHQGV WKURXJK WKH VWURQJ JHQHUDOL]DWLRQ DELOLW\ RQ PDVVLYH RI GDWD OHDUQLQJ 7KH H[SHULPHQWDO
UHVXOWV VKRZ WKDW WKH )56/670 PRGHO KDV KLJKHU SUHGLFWLRQ DFFXUDF\ WKDQ WUDGLWLRQDO QHXUDO QHWZRUN
.H\ :RUGV /670 GHHS OHDUQLQJ IX]]\URXJK VHW ZLQG VSHHG SUHGLFWLRQ

 ,QWURGXFWLRQ
7KH VKRUWWHUP SUHGLFWLRQ RI WKH ZLQG VSHHG FDQ
RSWLPL]H WKH SHDN UHJXODWLRQ UHDFWLYH SRZHU DQG
YROWDJH FRQWURO >@ ,Q DGGLWLRQ SUHFLVH SUHGLFWLRQ
FDQ DOVR RSWLPL]H WKH FRQWURO VWUDWHJ\ LPSURYH WKH
SRZHU JHQHUDWLRQ HIILFLHQF\ HQVXUH WKH SRZHU TXDOLW\
DQG UHGXFH WKH RSHUDWLQJ FRVW RI WKH SRZHU V\VWHP >@
7KH ZLQG VSHHG SUHGLFWLRQ PHWKRG FDQ EH GLYLGHG
LQWR WZR FDWHJRULHV SK\VLFDO PHWKRG >@ DQG
VWDWLVWLFDO PHWKRG >@ ,Q WKHVH PHWKRGV WKH QHXUDO
QHWZRUN ZLWK VXSHULRU QRQOLQHDU ILWWLQJ DQG
JHQHUDOL]DWLRQ DELOLW\ EHFRPHV WKH PRVW ZLGHO\ XVHG
PHWKRG 7KH WUDGLWLRQDO QHXUDO QHWZRUN KDV WZR
WDNH WKHP DV WKH LQSXW IRU WKH /670 QHXUDO QHWZRUN
SUHGLFWLRQ PRGHO 6HFRQGO\ XVH WKH /670 QHXUDO
QHWZRUN IRU WUDLQLQJ DQG OHDUQLQJ /DVWO\ XVH WKH
PRGHO GR WKH IRUHFDVWLQJ 7KH H[SHULPHQWDO UHVXOWV
VKRZ WKDW WKH )56/670 SUHGLFWLRQ PRGHO KDV
KLJKHU SUHGLFWLRQ DFFXUDF\ WKDQ WUDGLWLRQDO QHXUDO
QHWZRUN
 7KH )X]]\ 5RXJK 6HW
5RXJK VHW WKHRU\ FDQ EH D JRRG ZD\ WR GHVFULEH WKH
XQFHUWDLQW\ DQG DPELJXLW\ RI NQRZOHGJH DQG UHGXFH
WKH ORVV RI LQIRUPDWLRQ E\ XVLQJ WKH H[DFW VHWV VXFK
DV XSSHU DSSUR[LPDWLRQ VHW ORZHU DSSUR[LPDWLRQ VHW
GLVDGYDQWDJHV  6WULQJHQW UHTXLUHPHQWV IRU LQSXW HWF >@ 8VLQJ WKH IX]]\ VHW LQVWHDG RI WKH
YDULDEOHV DQG WUDLQLQJ VDPSOHV WRR PXFK RU WRR OLWWOH H[DFW VHW DW WKH VDPH WLPH PDNLQJ WKH FRUUHVSRQGLQJ
GDWD LQSXWV ZLOO DIIHFW WKH WUDLQLQJ HIIHFW  :KHQ XSSHU DSSUR[LPDWLRQ VHW DQG WKH ORZHU DSSUR[LPDWLRQ
WKH GLPHQVLRQ RI WKH IHDWXUH LV WRR ODUJH DQG GLIILFXOW VHW DUH H[SDQGHG WR IX]]\ XSSHU DQG ORZHU
WR H[WUDFW KLJKTXDOLW\ IHDWXUHV HIIHFWLYHO\ WKH QHXUDO DSSUR[LPDWLRQ VHWV UHVSHFWLYHO\ 'HILQHG DV
QHWZRUN FDQ KDUGO\ REWDLQ JRRG UHVXOWV )RU WKH ILUVW XSL[ LQI PD[ ^  P)  [ P;  [`  L
L
GLVDGYDQWDJH FRPSDUHG WR WKH FXUUHQW PDLQVWUHDP [ 
DSSURDFK RI 3ULQFLSDO &RPSRQHQW $QDO\VLV 3&$ XSV[ VXS PD[ ^  P)  [ P;  [`  L
L
>@ IX]]\URXJK VHW FDQ HIIHFWLYHO\ DYRLG WKH ORVV RI
LPSRUWDQW LQIRUPDWLRQ GXULQJ WKH SURFHVV RI
GLPHQVLRQ UHGXFWLRQ ,W FDQ GLVFRYHU LPSOLHG
NQRZOHGJH DQG UHYHDO WKH XQGHUO\LQJ ODZV E\
DQDO\]LQJ WKH LQFRPSOHWH LQIRUPDWLRQ DQG UHDVRQLQJ
GDWD >@ 'HHS OHDUQLQJ FDQ EH D JRRG VROXWLRQ WR
[ 
)L EHORQJV WR WKH HTXLYDOHQFH RI 8  3  3 LV
FRQGLWLRQ DWWULEXWH 4 LV WKH GHFLVLRQ DWWULEXWH 7KH
IX]]\ SRVLWLYH GRPDLQ RI WKH IX]]\ HTXLYDOHQFH FODVV
LV GHILQHG DV
WKH VHFRQG GLVDGYDQWDJH ,W GRHV QRW UHO\ RQ KLJK XSRVS  )L  VXS XSL[  )L 
TXDOLW\ IHDWXUHV FDQ OHDUQ WKH PDVVLYH GDWD DQG KDV [
8 
4
VWURQJ JHQHUDOL]DWLRQ DELOLW\ >@ /670 DV DQ
H[FHOOHQW YDULDQW RI WKH 511 PRGHO VROYHV WKH 7KH PHPEHUVKLS GHJUHH RI WKH REMHFW [ LQ WKH
SUREOHP RI JUDGLHQW GLVDSSHDUDQFH LQ WKH SURFHVV RI GRPDLQ 8 LV GHILQHG DV
JUDGLHQW EDFN SURSDJDWLRQ DQG LV VXLWDEOH IRU GHDOLQJ XSRVS  [ VXS PLQX) [  [ XSRVS  )L 
L
ZLWK WKH SUREOHPV RI KLJK FRUUHODWLRQ ZLWK WLPH VHULHV )L
8
>@
,Q VXPPDU\ WKLV SDSHU SUHVHQWV D VKRUWWHUP ZLQG
VSHHG SUHGLFWLRQ PRGHO EDVHG RQ )56/670 )LUVWO\
XVH WKH IX]]\URXJK VHW WR UHGXFH WKH GLPHQVLRQ ILQG
RXW WKH PDLQ IDFWRUV LQIOXHQFLQJ WKH ZLQG VSHHG DQG
3 
7R H[SUHVV WKH GHSHQGHQF\ RI FRQGLWLRQ DWWULEXWH
3 RQ WKH GHFLVLRQ DWWULEXWH 4  WKH IX]]\ GHSHQGHQF\
IXQFWLRQ LV GHILQHG DV
_ 8 SRVS  [ _ ¦
8 SRVS  [ 
7KLV ZRUN LV VXSSRUWHG E\ &HQWUDO 8QLYHUVLW\ %DVLF 5HVHDUFK
%XVLQHVV06 J 3 4 [8

_8 _ _8 _ 

7493
 7KH LPSRUWDQFH RI WKH
S Ž 3 DERXW 4 LV GHILQHG
DV˖
V 34  S  J 3 ^ S` 4  J 3 4


 7KH /670 1HXUDO 1HWZRUN

,Q D ORQJ WLPH VHULHV SUHGLFWLRQV 511 ZLOO VWLOO IDOO
LQWR WKH GLOHPPD RI FDQQRW JUDVSLQJ ORQJWHUP ODZV
DQG FDSWXULQJ ORQJWHUP FKDUDFWHULVWLFV $V DQ
LPSURYHG YHUVLRQ RI 511 /670 FDQ OHDUQ ORQJ
WHUP GHSHQGHQF\ LQIRUPDWLRQ DQG DYRLG WKH SUREOHP
RI JUDGLHQW GLVDSSHDUDQFH >@ ,Q WKH QHXUDO QRGHV
RI 511¶V KLGGHQ OD\HU /670 DGGV D VWUXFWXUH FDOOHG
0HPRU\ &HOO WR UHPHPEHU SDVW LQIRUPDWLRQ DQG DGGV
WKUHH JDWHV VWUXFWXUHV ,QSXW )RUJHW 2XWSXW WR
FRQWURO WKH XVDJH RI KLVWRULFDO LQIRUPDWLRQ )LJXUH  )LJ  6WUXFWXUH GLDJUDP RI /670
LV WKH /670 QHXURQ VWUXFWXUH GLDJUDP 7KH PLGGOH
SDUW RI WKH GLDJUDP LV WKH 0HPRU\ %ORFN (DFK EORFN  )56/670 0RGHO IRU :LQG 6SHHG
FRQWDLQV D QXPEHU RI 0HPRU\ &HOOV FRQWUROOHG E\ D )RUHFDVWLQJ
VHW RI WKH *DWH 0HPRU\ &HOOV LQ WKH VDPH 0HPRU\
%ORFN DUH XQGHU WKH FRQWURO RI WKH VDPH VHW RI WKH
 )56/670 0RGHO
*DWH &RQWURO LQIRUPDWLRQ IORZ LQ WKURXJK WKH ,QSXW
7KH SUHGLFWLRQ PRGHO LV FRPSRVHG RI WZR SDUWV
*DWH DQG IORZ RXW YLD WKH 2XWSXW *DWH 'HFLGH
IX]]\URXJK VHW IDFWRU UHGXFWLRQ )56 DQG QHXUDO
ZKHWKHU WR UHVHW WKH QHWZRUN WKURXJK WKH )RUJHW *DWH
QHWZRUN SUHGLFWLRQ /670 %\ XVLQJ WKH VHQVLWLYLW\
$OO WKH DFWLRQV DUH MRLQWO\ FRQWUROOHG E\ WKH RXWSXW RI
WR QRLVH RI )56 VLPSOLI\ WKH VSDWLDO GLPHQVLRQ RI WKH
SUHYLRXV OD\HU WKH RXWSXW RI WKH KLGGHQ OD\HU RQ WKH
LQSXW LQIRUPDWLRQ 7KHQ WDNH WKHP DV WKH LQSXW IRU WKH
ODVW PRPHQW WKH PHPRU\ XQLW LQIRUPDWLRQ >@
SUHGLFWLRQ SDUW RI WKH /670 QHXUDO QHWZRUN 3URSHUO\
$VVXPLQJ WKDW WKH LQSXW VHTXHQFH LV  [  [  [U   FRPSUHVV WKH GDWD YDULDEOHV XVH /670 WR GR WKH
WKH KLGGHQ OD\HU VWDWH LV  K  K  KU   WKHQ DW WLPH WUDLQLQJ DQG OHDUQLQJ ([WUDFW WKH DSSUR[LPDWH
LPSOLFLW LQSXW DQG RXWSXW QRQOLQHDU UHODWLRQVKLS WR JHW
W˖ WKH ZLQG VSHHG SUHGLFWLRQ HIIHFW
LW VLJPRLG ZKL KW   Z[L [W  
 5HGXFH DWWULEXWH
8VLQJ IX]]\URXJK VHW WKHRU\ WR UHGXFH DWWULEXWH
IW VLJPRLG ZKI KW   Z[L [W   DQG UHPRYH UHGXQGDQW LQIRUPDWLRQ >@ )LUVW RI
FW IW …FW LW …WDQKZKFKW  Z[F [W   DOO VHW WKH ZLQG VSHHG YW   DW WKH SUHGLFWHG WLPH
DV WKH GHFLVLRQ DWWULEXWH DQG  LQIOXHQFLQJ IDFWRUV DV
RW VLJPRLGZKR KW   ZK[ [W  ZFR FW  WKH FRQGLWLRQ DWWULEXWH WR GHWHUPLQH WKH LQLWLDO
 GHFLVLRQ WDEOH 7KHQ VHOHFW WKH DSSURSULDWH IX]]\
KW RW … WDQK FW   PHPEHUVKLS IXQFWLRQ WR EOXU WKH DWWULEXWHV DFFRUGLQJ
WR WKH SK\VLFDO SURSHUWLHV RI HDFK DWWULEXWH 7DEOH 
LQWURGXFHV VHYHUDO VHOHFWLRQV RI IX]]\ PHPEHUVKLS
IXQFWLRQV
7DE  )X]]\ PHPEHUVKLS IXQFWLRQ RI ZLQG VSHHGˈ
WHPSHUDWXUH DQG DLU SUHVVXUH

7494
 )LJ  /670 SUHGLFWLRQ PRGHO
FDWHJRU\ IX]]\ PHPEHUVKLS GHVFULSWLRQ 7KH LQSXW RI WKH QHXUDO QHWZRUN LV WKH VLPSOLILHG
IXQFWLRQV DWWULEXWH VHW DIWHU IX]]\URXJK VHW UHGXFWLRQ 7KH
RXWSXW LV WKH SUHGLFWHG ZLQG VSHHG DW WKH PRPHQW RI
6SHHG 7KH ZLQG VSHHG LV Y W    7KH VSHFLILF PRGHO RI /670 LV VKRZQ LQ
GLYLGHG LQWR WKUHH NLQG
DUH ORZ ZLQG VSHHG )LJXUH 
ZLQG VSHHG DQG KLJK
ZLQG VSHHG  'DWD GLVSOD\
UHVSHFWLYHO\ 7DNH WKH GDWD RI D ZLQG SRZHU SODQW LQ ;LQMLDQJ
IURP -DQ   WR -DQ   DV WKH RULJLQDO GDWD
8  Y ^96  90  9/ ` 7KH ZLQG VSHHG VDPSOLQJ KHLJKW LV P 7KH
VDPSOLQJ LQWHUYDO LV WHQ PLQXWHV 7KH VSHFLILF
7HPSHUD DFTXLVLWLRQ SDUDPHWHUV DUH ZLQG VSHHG WHPSHUDWXUH
WXUH ZLQG GLUHFWLRQ DLU KXPLGLW\ DLU SUHVVXUH DQG VR RQ
1RUPDOL]HG
:LQG VSHHG WLPH VHULHV DUH VKRZQ LQ )LJXUH D
WUHDWPHQW )LJXUH E VKRZV WKH UHODWLRQVKLS EHWZHHQ ZLQG
VSHHG DQG WHPSHUDWXUH

3UHVVXUH 3L  3PLQ
3L

3PD[  3PLQ
 L   Q

D VSHHG E WHPSHUDWXUH
)LQDOO\ VLPSO\ WKH  FRQGLWLRQ DWWULEXWHV
DFFRUGLQJ WR WKH DWWULEXWH PHPEHUVKLS IXQFWLRQV
)LJ  :LQG SDUDPHWHUV
GHILQHG DERYH

 0RGHO EXLOGLQJ

 7KH ([SHULPHQW
%\ VHWWLQJ WKH WKUHVKROG YDOXH DGGLQJ DWWULEXWH
,Q WKLV SDSHU ZH XVH WKH S\WKRQ ODQJXDJH WR
FDOFXODWLRQ GHSHQGHQFLHV LQ WXUQ GHWHUPLQLQJ
FRPSOHWH WKH FRQVWUXFWLRQ RI WKH /670 QHXUDO
ZKHWKHU WR UHWDLQ WKH FRQGLWLRQ DWWULEXWH RU QRW EDVHG
QHWZRUN EDVHG RQ WKH NHUDV QHXUDO QHWZRUN OHDUQLQJ
RQ WKH LQFUHDVH DQG GHFUHDVH RI WKH GHSHQGHQFLHV 7KH
IUDPHZRUN 7KH IROORZLQJ LV WKH VLPSOLILHG PRGHO 
ILQDO VHW RI DWWULEXWHV KDV EHHQ GHILQHG DV
OD\HUV RI /670 ZKLFK  QRGHV SHU OD\HU VHOHFWV
WKH GDWD RI WKH ILUVW  GD\V DV WKH WUDLQLQJ VDPSOHV WR
SUHGLFW WKH  ZLQG VSHHG RI WKH WK GD\ E\ XVH WKH
UROOLQJ SUHGLFWLRQ PHWKRG WKH VDPH VLWXDWLRQ LV
VHOHFWV WKH GDWD RI WKH QG GD\ WR WKH WK GD\ DV WKH
WUDLQLQJ VDPSOHV WR SUHGLFW WKH  ZLQG VSHHG RI WKH
WK GD\ DQG VR RQ>@
5 ^YW  YW   YW   YW   7 W  7 W  ` 
7KH DWWULEXWHV LQ WKH VHW UHSUHVHQW WKH ZLQG VSHHG
DQG WHPSHUDWXUH DW DOO WLPHV )URP WKH ILQDO
VLPSOLILHG DWWULEXWH VHW ZH FDQ VHH DLU GHQVLW\
KXPLGLW\ DQG ZLQG GLUHFWLRQ KDYH OLWWOH HIIHFW RQ WKH
ZLQG VSHHG 5HPRYLQJ WKHVH UHGXQGDQW SDUDPHWHUV
FDQ RSWLPL]H WKH WUDLQLQJ VSHHG DQG WKH DFFXUDF\ RI
WKH QHXUDO QHWZRUN
([WUDFW WKH GDWD IURP WKH WUDLQLQJ SDUDPHWHUV
GHWHUPLQHG E\ WKH ILQDO DWWULEXWH VHW 7DNH WKHP DV WKH
LQSXW LQIRUPDWLRQ IRU WKH /670 QHXUDO QHWZRUN 7KH
PDLQ VWHSV DUH DV IROORZV
 'HILQH WKH DFWLYDWLRQ IXQFWLRQ RI WKH /670
PRGXOH DV 5(/8 7KH 5HFWLILHG /LQHDU 8QLW LV
I[ PD[ [  &RPSDUHG WR WKH FRPPRQ VLJPRLG
DQG WDQK IXQFWLRQV 5(/8 DFWLYDWLRQ IXQFWLRQ PDLQO\
KDV WZR DGYDQWDJHV )LUVW RI DOO JUDGLHQW LV QRW
VDWXUDWHG 6R LQ WKH UHYHUVH SURSDJDWLRQ SURFHVV
JUDGLHQW GLVSHUVLRQ SUREOHP KDV EHHQ UHGXFHG

7495
6HFRQG FDOFXODWLRQ VSHHG LV IDVWHU ,Q WKH IRUZDUG 8VLQJ %3 /670 )56/670 WR SUHGLFW WKH ZLQG
SURSDJDWLRQ SURFHVV RQO\ QHHG WR VHW XS WKH WKUHVKROG VSHHG
YDOXH WR VSHHG XS WKH FDOFXODWLRQ RI IRUZDUG
SURSDJDWLRQ VR DV WR LPSURYH WKH FRQYHUJHQFH UDWH
JUHDWO\
 'HWHUPLQH WKH DFWLYDWLRQ IXQFWLRQ RI WKH IXOO\
FRQQHFWHG DUWLILFLDO QHXUDO QHWZRUN VHOHFW WKH GHIDXOW
DFWLYDWLRQ IXQFWLRQ OLQHDU LQ NHUDV
 6HW WKH FXWRII UDWH IRU WKH QHWZRUN QRGHV RI
HDFK OD\HU DV  WR SUHYHQW RYHUILW LQ WKH WUDLQLQJ RI
ZLQG VSHHG IRUHFDVWLQJ
 'HWHUPLQH WKH HUURU HYDOXDWLRQ LQGH[ VHOHFW WKH
DYHUDJH DEVROXWH HUURU 0$( DQG WKH DYHUDJH
DEVROXWH SHUFHQWDJH HUURU 0$3( WKH H[SUHVVLRQ DV
VKRZQ LQ IRUPXOD  DQG IRUPXOD  )LJ  )RUHFDVWLQJ UHVXOWV
 1

(0$(
1
¦_ Y  Y
L L

_ 7KH DFWXDO ZLQG VSHHG YDOXH DQG WZR HVWLPDWHG

L   YDOXHV DUH FRPSDUHG LQ )LJXUH  &RPSUHKHQVLYH
 1 _ YL  YL
_ FRPSDULVRQ IRXQG
(0$3( ¦ Y
1 L
 ,W FDQ EH VHHQ IURP 7DEOH  WKDW XVLQJ /670 LV
L  EHWWHU WKDQ %3 QHXUDO QHWZRUN
 'HWHUPLQH WKH LWHUDWLYH XSGDWH PHWKRG RI WKH  )56/670 KDV WKH EHVW HIIHFW E\ XVLQJ )56
ZHLJKW SDUDPHWHU WR VHOHFW WKH RSWLPL]HU 8VLQJ WKH DQG KDV WKH RSWLRQDO WUDLQLQJ VSHHG
506SURS DOJRULWKP DYRLG WKH GLVDSSHDUDQFH RI WKH 7DE  &RPSDULVRQ RI SUHGLFWLRQ UHVXOWV
OHDUQLQJ UDWH E\ VHWWLQJ D FHUWDLQ UDWLR EHWZHHQ WKH
KLVWRULFDO XSGDWH DQG WKH JUDGLHQW VTXDUHG 6HW WKH
PHWKRG (0$( (0$3( (0$;
OHDUQLQJ UDWH DV  %3   
 $GG LQ %DWFK 1RUPDOL]DWLRQ ,Q WKH WUDLQLQJ RI /670   
GHHS QHXUDO QHWZRUNV WKH LQSXW GLVWULEXWLRQ RI HDFK )56/670   
OD\HU ZLOO FKDQJH DORQJ ZLWK WKH FKDQJH RI OD\HU
SDUDPHWHUV 7KLV LV FDOOHG WKH ,QWHUQDO &RYDULDWH 6KLIW
,W ZLOO EULQJ DGGLWLRQDO SDUDPHWHU FRQYHUVLRQ FRVWV  &RQFOXVLRQ
+RZHYHU WKH SUREOHP FDQ EH VROYHG HIIHFWLYHO\ DQG ,Q WKLV SDSHU WKH FRQFHSW RI GHHS OHDUQLQJ LV
WKH WUDLQLQJ VSHHG FDQ EH LPSURYHG E\ DGGLQJ LQ LQWURGXFHG LQWR WKH ZLQG WXUELQH IRU WKH ILUVW WLPH
%DWFK 1RUPDOL]DWLRQ /670 QHXUDO QHWZRUN UHDOL]HV WKH SUHGLFWLRQ RI ZLQG
 'HWHUPLQH WLPHVWHSV 7KHUH LV D VWURQJ
FRUUHODWLRQ EHWZHHQ WKH IURQW ZLQG VSHHG DQG WKH UHDU
ZLQG VSHHG 7KH GDWD KDV D QDWXUDO FRQWLQXLW\ LQ WLPH
DOWKRXJK WKH FRQYHUJHQFH VSHHG RI VPDOO WLPHVWHSV LV
IDVW WKH DFFXUDF\ LV QRW KLJK ([FHVVLYH WLPHVWHSV
PDNH WKH PRGHO WUDLQLQJ KDUGHU DQG LW PD\ UHGXFH WKH
DFFXUDF\ RI WKH PRGHO EHFDXVH RI WKH ORVV RI WKH
FRQWLQXLW\ 6R ZH VKRXOG ILQG DQ RSWLPDO WLPHVWHSV
LQ WKH UHSHDWHG WHVWV
 ([SHULPHQW 5HVXOWV
VSHHG WKURXJK WKH OHDUQLQJ RI YDULRXV SDUDPHWHUV ,W
FDQ SURYLGH LPSRUWDQW VXSSRUW IRU WKH VPRRWK
RSHUDWLRQ RI SRZHU V\VWHP DQG WKH RSWLPL]DWLRQ RI
FRQWURO VWUDWHJ\ 8VH WKH IX]]\URXJK VHW WKHRU\ WR GR
DWWULEXWH UHGXFWLRQ IRU WKH PDQ\ IDFWRUV WKDW DIIHFW
ZLQG VSHHG 6LPSOLILHV WKH LQSXW RI WKH QHXUDO
QHWZRUN SUHGLFWLRQ PRGHO DQG LPSURYHV WKH DFFXUDF\
DQG VSHHG &RPSDUHG ZLWK WKH WUDGLWLRQDO QHXUDO
QHWZRUN SUHGLFWLRQ PHWKRG 0$( DQG 0$3( LQ
)56/670 ZLQG VSHHG IRUHFDVWLQJ PRGHO KDYH
GHFUHDVHG DQG WKH DFFXUDF\ KDV EHHQ LPSURYHG
JUHDWO\
$FNQRZOHGJHPHQW
7KLV UHVHDUFK ZDV VXSSRUWHG E\ WKH *XRGLDQ
8QLWHG 3RZHU 7HFKQRORJ\ &RPSDQ\
5HIHUHQFHV
>@ 4LQJ :DQJ 0HFKDQLVP RI WKH ,PDSFW RI '),*V RQ
3RZHU 6\VWHP 6WDELOLW\>'@ 1RUWK &KLQD (OHFWULF
3RZHU 8QLYHUVLW\%HLMLQJ 

7496
>@ =H\X =KDQJ (IIHFW RI /DUJH 6FDOH :LQG 3RZHU >@ 'D\RQJ 'HQJ ;LDR\X ;X 0LQJKXD 3HL )IX]]\
,QWHJUDWLRQ RQ 3RZHU 6\VWHP $*& &RQWURO URXJK VHWV DQG LWV UHGXFWV>-@ -RXUQDO RI =KHMLDQJ
3DUDPHWHUV>'@ 1RUWK &KLQD (OHFWULF 3RZHU 1RUPDO 8QLYHUVLW\1DW 6FL    
8QLYHUVLW\%HLMLQJ  >@ ;LDQIDQJ :DQJ 6XLKXD :DQJ +DR]H 'X HW DO )DXOW
>@ 4LDQJ <X +XDGRQJ 6XQ <RQJ 7DQJ HW DO ˊ ,PSDFW GLDJQRVLV RI FKHPLFDO LQGXVWU\ SURFHVV EDVHG RQ )56
RQ $QJOH 6WDELOLW\ RI 3RZHU 6\VWHP :LWK 'RXEO\ )HG DQG 690>-@ &RQWURO DQG 'HFLVLRQ   
,QGXFWLRQ *HQHUDWRUV &RQQHFWHG WR *ULG>-@ 3RZHU 
6\VWHP 7HFKQRORJ\    >@ -LQTXDQ ;X 5HSUHVHQWDWLRQ DQG $SSOLFDWLRQ RI )X]]\
>@ +RQJVKDQ =KDR ;LQJMLH /LX &RQJ /L $FWLYH SRZHU 5RXJK 6HW>-@ )X]]\ 6\VWHPV DQG 0DWKHPDWLFV 
FRQWURO VWUDWHJ\ RI ZLQG IDUP EDVHG RQ G\QDPLF ZLQG  
VSHHG LQIRUPDWLRQ RI XQLW>-@ (OHFWULF 3RZHU 6FLHQFH >@ =KHQJKXD +XDQJ %DRTLQJ +X 5HVHDUFK RQ WKH
DQG (QJLQHHULQJ    7KHRU\ RI )X]]\ 5RXJK 6HW 7KHRU\>-@ )X]]\
>@ +XL :DQJ 'D /LX -LORQJ :DQJ 8OWUD6KRUW7HUP 6\VWHPV DQG 0DWKHPDWLFV   
:LQG 6SHHG 3UHGLFWLRQ %DVHG RQ 6SHFWUDO &OXVWHULQJ >@ =KDR = &KHQ : :X ; HW DO /670 QHWZRUN D GHHS
DQG 2SWLPL]HG ([WUHPH /HDUQLQJ 0DFKLQH>-@ 3RZHU OHDUQLQJ DSSURDFK IRU VKRUWWHUP WUDIILF IRUHFDVW>-@ ,HW
6\VWHP 7HFKQRORJ\    ,QWHOOLJHQW 7UDQVSRUW 6\VWHPV   
>@ 6KXDQJ +DQ <RQJSLQJ <DQJ <RQJTLDQ /LX >@ ;XQ]KHQJ <DQJ <X\DQJ .H ;LDR /LDQJ HW DO $
$SSOLFDWLRQ VWXG\ RI WKUHH PHWKRGV LQ ZLQG VSHHG 6WXG\ RQ WKH 3UHGLFWLRQ RI *HQHUDWRU 6HW 3ROOXWDQW
SUHGLFWLRQ>-@ -RXUQDO RI 1RUWK &KLQD (OHFWULF 3RZHU (PLVVLRQV %DVHG RQ /670>-@ (OHFWULFDO $XWRPDWLRQ
8QLYHUVLW\      
>@ -LDQTLDQJ =KRX <XDQ /L :HLGRQJ 4X HW DO $ 6WXG\ >@ :RR : & :RQJ : . 6KL ; - HW DO $ GHHSOHDUQLQJ
RQ %3 1HXUDO 1HWZRUN 8OWUD6KRUW 7HUP :LQG 6SHHG PHWKRG IRU SUHFLSLWDWLRQ QRZFDVWLQJ>&@ :PR :ZUS
)RUHFDVW %DVHG RQ +LVWRULFDO DQG 6SDWLDO :LQG 6SHHG ,QWHUQDWLRQDO 6\PSRVLXP RQ 1RZFDVWLQJ DQG 9HU\
'DWD>-@ 3RZHU 6\VWHP DQG &OHDQ (QHUJ\   6KRUW5DQJH )RUHFDVW 

>@ ;LQJMLH /LX 7LDQ\XQ &HQ :HQVKX =KHQ HW DO
1HXUDO 1HWZRUN :LQG 6SHHG 3UHGLFWLRQ %DVHG RQ
)X]]\ 5RXJK 6HW DQG ,PSURYHG &OXVWHULQJ>-@
3URFHHGLQJV RI WKH &6((   
>@ 'RQJ\DQJ <LQ <LID 6KHQJ 0LQJMLH -LDQJ HW DO
6KRUWWHUP ZLQG VSHHG IRUHFDVWLQJ XVLQJ (OPDQ
QHXUDO QHWZRUN EDVHG RQ URXJK VHW WKHRU\ DQG
SULQFLSDO FRPSRQHQWV DQDO\VLV>-@ 3RZHU 6\VWHP
3URWHFWLRQ DQG &RQWURO   
>@ ;LDR\DQ =KX -LQKXL =KDQJ 6KLSHQJ )X HW DO
2SWLPL]DWLRQ RI 690 3DUDPHWHUV %DVHG RQ ,PSURYHG
362 DQG ,WV $SSOLFDWLRQ LQ :LQG 6SHHG 3UHGLFWLRQ>-@
(OHFWULF3RZHU   
>@ -LH =HQJ +XD =KDQJ $ :LQG 6SHHG )RUHFDVWLQJ
0RGHO %DVHG RQ /HDVW 6TXDUHV 6XSSRUW 9HFWRU
0DFKLQH>-@ 3RZHU 6\VWHP 7HFKQRORJ\  

>@ /HFXQ < %HQJLR < +LQWRQ * 'HHS OHDUQLQJ>-@
1DWXUH   
>@ 3XOYHU $ /\X 6 /670 ZLWK :RUNLQJ 0HPRU\>-@

>@ =KDR 5 <DQ 5 :DQJ - HW DO /HDUQLQJ WR 0RQLWRU
0DFKLQH +HDOWK ZLWK &RQYROXWLRQDO %L'LUHFWLRQDO
/670 1HWZRUNV>-@ 6HQVRUV  
>@ /LX / &KHQ : &DR * 3UHGLFWLRQ RI QHRQDWDO
DPSOLWXGHLQWHJUDWHG ((* EDVHG RQ /670
PHWKRG>&@ ,((( ,QWHUQDWLRQDO &RQIHUHQFH RQ
%LRLQIRUPDWLFV DQG %LRPHGLFLQH ,((( &RPSXWHU
6RFLHW\  
>@ <RXJER 7DQJ :HLKXD *XL 7DR 3HQJ HW DO
7UDQVIRUPHU )DXOW 'LDJQRVLV 0RGHO %DVHG RQ 3&$
DQG .,&$ )HDWXUH ([WUDFWLRQ>-@ +LJK 9ROWDJH
(QJLQHHULQJ   
>@ &RQJ /L 5HVHDUFK RQ 0XOWL  JUDQXODU )X]]\ 5RXJK
6HW>-@ - RI 0DWK   

7497