Available online at www.sciencedirect.com
AASRI
Procedia
AASRI Procedia 2 (2012) 112 – 120
www.elsevier.com/locate/procedia
$$65,&RQIHUHQFHRQ3RZHUDQG(QHUJ\6\VWHPV
$1RYHO,PSOLFLW&RUUHODWLRQIRUWKH2SHUDWLYH7HPSHUDWXUHRID
393DQHO
9DOHULR/R%UDQRD*LXVHSSLQD&LXOODD9LQFHQ]R)UDQ]LWWDD$OHVVLD9LRODD
D
'LSDUWLPHQWRGHOO¶(QHUJLD8QLYHUVLWjGL3DOHUPR,WDO\HGLILFLR3DOHUPR,WDO\
$EVWUDFW
7KH RSHUDWLQJ WHPSHUDWXUH RI D FRPPHUFLDO 39 SDQHO VWURQJO\ DIIHFWV WKH HOHFWULF SRZHU RXWSXW RI WKH GHYLFHV 7KH
SUHGLFWLRQ RI WKH RSHUDWLQJ WHPSHUDWXUH WKHUHIRUH SOD\V D FHQWUDO UROH LQ WKH HFRQRPLF DQG HQHUJ\ DVVHVVPHQW RI 39
© 2012 Published by Elsevier B.V. Selection and/or peer review under responsibility of American Applied Science Research Institute
V\VWHPV7KHDXWKRUVSURSRVHDQHZLPSOLFLWFRUUHODWLRQWKDWWDNHVLQWRDFFRXQWWKHVWDQGDUGZHDWKHUYDULDEOHVEXWDOVRWKH
UHJLPHQRI39SDQHOLQWHUPVRIWKHSUR[LPLW\WRWKHPD[LPXPSRZHUSRLQWV'DWDFRPLQJIURPDQH[SHULPHQWDOVHWXS
ZHUHSURFHVVHGE\XVLQJWKHOHDVWVTXDUHVWHFKQLTXH7RYDOLGDWHWKHUHOLDELOLW\RIWKHFRUUHODWLRQDFRPSDULVRQEHWZHHQ
H[SHFWHGYDOXHVDQGGDWDIURPRWKHUFRPPRQFRUUHODWLRQVZHUHGRQH7KHUHVXOWVVKRZWKDWWKHUHJLPHQRIWKHSDQHOLV
VWURQJO\FRUUHODWHGZLWKWKHRSHUDWLQJWHPSHUDWXUHDQGWKHTXDOLW\RIWKHQHZFRUUHODWLRQLVJHQHUDOO\YHU\JRRG
‹9DOHULR/R%UDQR*LXVHSSLQD&LXOOD9LQFHQ]R)UDQ]LWWD$OHVVLD9LROD3XEOLVKHGE\(OVHYLHU%9
©
2012 Published by Elsevier B.V. Selection and/or peer review under responsibility of American Applied Science Research Institute
6HOHFWLRQDQGRUSHHUUHYLHZXQGHUUHVSRQVLELOLW\RI$PHULFDQ$SSOLHG6FLHQFH5HVHDUFK,QVWLWXWH
.H\ZRUGV39FHOOWHPSHUDWXUHOHDVWVTXDUHVWHFKLQTXHH[SHULPHQWDOGDWDVRODUFHOO
,QWURGXFWLRQ
7KH QHHG WR UHGXFH HQHUJ\ UHTXLUHPHQWV DQG JUHHQKRXVH JDVHV HPLVVLRQV GXH WR EXLOGLQJV KDV UHFHQWO\
GULYHQVFLHQWLILFFRPPXQLW\WRWKHFRQFHSWRI1HW=HUR(QHUJ\%XLOGLQJV1=(%V>@>@$FFXUDWHDQDO\VHV
&RUUHVSRQGLQJDXWKRU7HOID[
(PDLODGGUHVVOREUDQR#GUHDPXQLSDLW
2212-6716 © 2012 Published by Elsevier B.V. Selection and/or peer review under responsibility of American Applied Science Research Institute
doi:10.1016/j.aasri.2012.09.022
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
VKRZWKDWZKLOHWKHTXDOLW\RIEXLOGLQJHQYHORSHLVFUXFLDOWRREWDLQJRRGWKHUPDOSHUIRUPDQFHV>@WKHXVH
RIUHQHZDEOHHQHUJ\VRXUFHVXFKDV39V\VWHPVVKRXOGSHUPLWWRUHDFKDQHDUO\QHW]HURHQHUJ\EDODQFH>@
7KLV WHFKQRORJ\ LV IRXQGHG RQ WKH SKRWRYROWDLF 39 HIIHFW WKDW H[SORLWV WKH SURSHUWLHV RI VRPH
VHPLFRQGXFWRUPDWHULDOVWRFRQYHUWVRODUUDGLDWLRQLQWRHOHFWULFHQHUJ\:KHQVXQOLJKWHQWHUVWKH39FHOOD
SDUWRIWKHHQHUJ\RIWKHSKRWRQVLVDEVRUEHGE\WKHVHPLFRQGXFWRU¶VDWRPVZKLFKUHOHDVHHOHFWURQVIURPWKH
QHJDWLYHOD\HURIWKHFHOO%\IORZLQJWKURXJKDQH[WHUQDOFLUFXLWWKHVHHOHFWURQVUHDFKWKHSRVLWLYHOD\HUDQG
SURGXFHHOHFWULFLW\7KHSRZHUHIILFLHQF\RI39LVUHODWHGWRLWV³SHDNSRZHU´ZKLFKLVWKHPD[LPXPSRZHU
WKDW WKH 39 PRGXOH LV DEOH WR JHQHUDWH 7KH SHDN SRZHU RI D 39 FHOO LV FRQYHQWLRQDOO\ HYDOXDWHG LQ WKH
IROORZLQJ ³VWDQGDUG FRQGLWLRQV´ LUUDGLDWLRQ RI :P *UHI DQG FHOO WHPSHUDWXUH RI ƒ& 7UHI 7KH
W\SLFDO SRZHU FXUYH RI D FRPPHUFLDO 39 PRGXOH KDV DOZD\V D VLQJOH PD[LPXP DQG LQ WKH DERYH GHILQHG
VWDQGDUGFRQGLWLRQVRQO\DERXWRIWKHLQFLGHQWVRODUHQHUJ\LVFRQYHUWHGLQWRHOHFWULFLW\WKHUHPDLQLQJ
SDUWRIWKHVRODUUDGLDWLRQLVWUDQVIRUPHGLQWRKHDW
7KHRSHUDWLQJWHPSHUDWXUHRIWKHFHOO7FLVRQHRIWKH PRVWLPSRUWDQWSDUDPHWHUWRGHWHUPLQHWKHHQHUJ\
FRQYHUVLRQHIILFLHQF\RID39SDQHOLQGHHGWKHHIILFLHQF\RID39GHYLFHLVDGHFUHDVLQJIXQFWLRQRIWKH7F
WHPSHUDWXUH 2EYLRXVO\ WKH SHUIRUPDQFH RI D 39 PRGXOH ODUJHO\ DOVR GHSHQGV RQ PDQ\ RWKHU SK\VLFDO
SDUDPHWHUVVXFKDVWKHVLWHODWLWXGHWKHW\SLFDOZHDWKHUFRQGLWLRQVWKHSDQHOWLOWDQGD]LPXWKDQJOHVWKHDLU
WHPSHUDWXUHWKHZLQGVSHHGWKHWHPSHUDWXUHRIWKHVXUURXQGLQJVXUIDFHVWKHREVWUXFWLRQDQGVKDGRZHIIHFWV
WKHHOHFWULFDOORDGHWF>@
7REHWWHUHYDOXDWHWKHHQHUJ\SHUIRUPDQFHRID39HOHPHQWLWLVQHFHVVDU\WRNQRZWKHWKHUPDOEHKDYLRXU
RI WKH V\VWHP WR HVWLPDWH DFFXUDWHO\ WKH KHDW IOX[ DFURVV LW WKH KHDW WUDQVIHU EHWZHHQ WKH 39SDQHO DQG WKH
VXUURXQGLQJHQYLURQPHQWLVGULYHQE\DJOREDOKHDWWUDQVIHUFRHIILFLHQWZKLFKGHVFULEHVWKHUDGLDWLYHDQGWKH
FRQYHFWLYHH[FKDQJHSURFHVVHV,QOLWHUDWXUHDUHDYDLODEOHVRPHHPSLULFDOFRUUHODWLRQVWRREWDLQWKH39SDQHO
RSHUDWLQJWHPSHUDWXUH7KHVHFRUUHODWLRQVKDYHEHHQGHYHORSHGIRUFRPPRQJHRPHWULHVDQGVWDQGDUGZHDWKHU
YDULDEOHVWRIDFLOLWDWHWKHPRGHOOLQJGHVLJQSURFHVVRI39GHYLFHV)URPWKHPDWKHPDWLFDOSRLQWRIYLHZWKH
FRUUHODWLRQVIRUWKH39RSHUDWLQJWHPSHUDWXUHDUHHLWKHUH[SOLFLWLQIRUPWKXVJLYLQJ7FGLUHFWO\RULQLPSOLFLW
IRUP LH WKH\ LQYROYH YDULDEOHV ZKLFK WKHPVHOYHV GHSHQG RQ 7F ,Q WKLV ODVW FDVH DQ LWHUDWLRQ SURFHGXUH LV
QHFHVVDU\ IRU WKH UHOHYDQW FDOFXODWLRQ 0RVW RI WKH FRUUHODWLRQV XVXDOO\ LQFOXGH D UHIHUHQFH VWDWH DQG WKH
FRUUHVSRQGLQJYDOXHVRIWKHSHUWLQHQWYDULDEOHV>@
,Q SUDFWLFH WR HYDOXDWH WKH UHDO HOHFWULFDO SHUIRUPDQFH RI D 39 V\VWHP LW LV QHFHVVDU\ WR DVVHVV WKH KHDW
H[FKDQJHLQDFWXDOFRQGLWLRQZKHQWKHSKRWRYROWDLFHOHPHQWVLVZRUNLQJDQGSURGXFLQJHOHFWULFDOHQHUJ\,Q
WKLV SDSHU WKH DXWKRUV LQYHVWLJDWH D QRYHO H[SHULPHQWDO FRUUHODWLRQ WKDW WDNHV LQWR DFFRXQW QRW RQO\ WKH
VWDQGDUG ZHDWKHU YDULDEOHV DQG FRPPRQ UHIHUHQFH SURSHUWLHV RI WKH SDQHO EXW DOVR RI WKH DFWXDO RSHUDWLQJ
FRQGLWLRQVDVIXQFWLRQRIWKHHOHFWULFDOORDG
1RPHQFODWXUH
*
6RODULUUDGLDWLRQ>:P@
*UHI
6RODULUUDGLDWLRQDWVWDQGDUGFRQGLWLRQV>:P@
0$(
0HDQ$EVROXWH(UURU
5 /
(OHFWULFDOORDG>ȍ@
7D
$LU7HPSHUDWXUH>ƒ&@
7F
&HOOHWHPSHUDWXUH>ƒ&@
7UHI
&HOOHWHPSHUDWXUHDWVWDQGDUGFRQGLWLRQV>ƒ&@
9PPS
0D[LPXPSRZHUSRLQWYROWDJH>9@
113
114
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
9RF
2SHQFLUFXLWYROWDJH>9@
:
:LQGVSHHG>PV@
*HQHUDOLWLHVRQWKH39SDQHOEHKDYLRXU
7KH HOHFWULFDO SRZHU SURGXFHG E\ D 39 GHYLFHV LV OLQNHG WR WKH VRODU UDGLDWLRQV RQ WKH SDQHO EXW DOVR
GHSHQGVRQWKHFRQQHFWHGHOHFWULFDOORDG5/DVVKRZQLQ)LJ
)LJ:RUNLQJSRLQWRIDJHQHULF39SDQHORQ,9FKDUDFWHULVWLFVYDU\LQJLUUDGLDWLRQIURPWR:PDQGFHOOWHPSHUDWXUH
,QGHHG WKH ORDG GHILQHV WKH RSHUDWLQJ SRLQW RQ WKH ,±9 FKDUDFWHULVWLF )RU JLYHQ YDOXHV RI LUUDGLDQFH
WHPSHUDWXUHDQGHOHFWULFDOORDGWKHRSHUDWLQJSRLQWFDQEHLGHQWLILHGE\GUDZLQJRQWKH,±9FKDUDFWHULVWLFWKH
OLQHV RI WKH GLIIHUHQW 5/ ,Q WKH )LJ LW LV SRVVLEOH WR REVHUYH KRZ WKH LQWHUVHFWLRQ RI ORDG OLQH DQG WKH 39
FKDUDFWHULVWLFFRUUHVSRQGVWRWKHZRUNLQJSRLQWZLWKWKHVDPHJUDSKLFDOPHWKRGLWLVSRVVLEOHWRLGHQWLI\WKH
ZRUNLQJSRLQWLQWHUPVRIHOHFWULFSRZHU)LJ
7KHUHIRUHLQFRUUHVSRQGHQFHZLWKDJHQHULFFRVWDQWORDGFRQQHFWHGWRDSKRWRYROWDLFSDQHOWKH ZRUNLQJ
SRLQWZLOOPRYHDORQJWKHORDGFXUYHXQGHUWKHHIIHFWRIWHPSHUDWXUHYDULDWLRQVDQGLUUDGLDWLRQGXULQJWKHGD\
)LJ:RUNLQJSRLQWRIDJHQHULF39SDQHORQ,9SRZHUFKDUDFWHULVWLFYDU\LQJWKHLUUDGLDWLRQIURPWR:PDQGFHOO
WHPSHUDWXUH
115
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
,GHQWLILFDWLRQRIPD[LPXPSRZHUSRLQW
,QSUHYLRXVZRUNV>@WKHYDULDWLRQRIRSHQFLUFXLWYROWDJH9RFDWFRQVWDQWWHPSHUDXUHDVIXQFWLRQRIVRODU
UDGLDWLRQZDVUHODWHGLQWKHIROORZLQJIRUP
§ *
9RF = 9RF UHI + N OQ ¨
¨*
© UHI
·
¸¸ ¹
$VFDQEHVHHQIURP)LJDQG)LJWKHSRLQWVRIPD[LPXPSRZHURIDJHQHULF39SDQHOFDQEHZHOO
DSSUR[LPDWHG E\ D PRUH VLPSOH OLQHDU UHODWLRQ ,I ZH WDNH DFFRXQW RI HIIHFWV GXH WR WHPSHUDWXUH HYHQ WKH
YROWDJHSHUWDLQLQJWKHSRLQWVRIPD[LPXPSRZHU9PSSFDQEHGHULYHGZLWKDOLQHDUUHODWLRQVKLS
9PPS * 7F = 9PPS *UHI 7UHI + D ( *UHI − * ) + E (7F − 7UHI ) ,WLVSRVVLEOHWRLPPHGLDWHO\UHFRJQL]HDVWKHHOHFWULFDOEHKDYLRURIDJHQHULF39SDQHOFDQEHUHSUHVHQWHG
LQWKUHHPRGHVRUUHJLPHQV
ZKHQWKHUDWLREHWZHHQWKHZRUNLQJYROWDJH9DQGWKHYROWDJHRIPD[LPXPSRZHU9PSSDWJLYHQLUUDGLDWLRQ
DQG WHPSHUDWXUH LV OHVV WKDQ WKH FKDUDFWHULVWLF ,9 LVSUDFWLFDOO\ DOPRVW KRUL]RQWDO DQG WKH SRZHU LV
SURSRUWLRQDOWRWKHLQFLGHQWVRODUUDGLDWLRQ
ZKHQWKHUDWLR99PSSIRUDJLYHQLUUDGLDWLRQDQGWHPSHUDWXUHLVJUHDWHUWKDQWKH,9FKDUDFWHULVWLFVRI
WKHSDQHOGHFUHDVHVPXFKPRUHUDSLGO\DQGWKHLQIOXHQFHRILUUDGLDWLRQEHFRPHVOHVVVLJQLILFDQWVDWXUDWLRQ
FRQGLWLRQV
WKHUHJLPHQLGHQWLILHGE\DUDWLR99PSSFKDUDFWHUL]HVWKHVWDWHRID39SDQHOFRQQHFWHGWRD
PD[LPXP SRZHU SRLQW WUDFNLQJ V\VWHP 0337 LQ ZKLFK WKH ORDG G\QDPLFDOO\ DGDSWV WR JHQHUDWH WKH
PD[LPXPSRZHU
)LJ0D[LPXPSRZHUSRLQWRIDJHQHULF39SDQHORQ,9FKDUDFWHULVWLFVYDU\LQJLUUDGLDWLRQIURPWR:PDQGFHOO
WHPSHUDWXUH
116
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
)LJ0D[LPXPSRZHUSRLQWRIDJHQHULF39SDQHORQSRZHUFKDUDFWHULVWLFVYDU\LQJLUUDGLDWLRQIURPWR:PDQGFHOO
WHPSHUDWXUH
7KH DXWKRUV WKHUHIRUH K\SRWKHVL]HG LQ WKH SUHVHQFH RI WKH 0337 V\VWHPV D VWURQJ FRUUHODWLRQ EHWZHHQ
99PSSDQGWKHWKHUPRHOHFWULFRSHUDWLQJFRQGLWLRQVRIWKHSDQHO,QRUGHUWRYHULI\WKLVSUHVXPHGFRUUHODWLRQ
WKHDXWKRUVXVHGGDWDPRQLWRUHGLQWKHILHOGE\WZRGLIIHUHQWSKRWRYROWDLFSDQHOV
([SHULPHQWDOV\VWHP
7KH H[SHULPHQWDO V\VWHP ZDV PDGH XS DQG VLWXDWHG RQ WKH WRSRI WKH 'HSDUWPHQW RI (QHUJ\ RI 3DOHUPR
8QLYHUVLW\ )LJ ,W FRQVLVWV RI WZR GLIIHUHQW VLOLFRQ 39 SDQHOV D SUHFLVLRQ UHVLVWDQFHV VHW D PXOWLPHWHU
)OXNH)9)DQGD'HOWD2KPS\UDQRPHWHUPRG/33<5$$9OLQNHGWRDQ$GYDQWHFK$'$0
GDWDDFTXLVLWLRQPRGXOH$'DYLV9DQWDJH3523OXV:HDWKHUVWDWLRQZDVXVHGWRFROOHFWWKHPHDVXUHPHQWV
RI DLU WHPSHUDWXUH DQG UHODWLYH KXPLGLW\ ZLQG VSHHG DQG GLUHFWLRQ KRUL]RQWDO JOREDO VRODU LUUDGLDQFH DQG
DWPRVSKHULFSUHVVXUH7KHGLIIHUHQWYDOXHVRI5/ZHUHREWDLQHGE\WKHSDUDOOHODQGRUVHULHVFRPSRVLWLRQVRI
DQGŸSUHFLVLRQUHVLVWDQFHV9LVKD\5+ZLWKDWROHUDQFHRI“DQGDWHPSHUDWXUHFRHIILFLHQWRI
“ SSPƒ& 6LQFH WKH UHVLVWDQFHV QHYHU H[FHHGHG D WHPSHUDWXUH RI ƒ& WKHLU QRPLQDO YDOXHV ZHUH
FRQVLGHUHGNQRZQZLWKLQWKHSUHFLVLRQRI“
)LJ7KHH[SHULPHQWDO39V\VWHP
,QGHWDLOZHUHLQVWDOOHGWZRGLIIHUHQWSDQHOVD:SRO\FU\VWDOOLQH39SDQHOZLWKDWRWDODUHDRI
P SDQHO $ DQG D : PRQRFU\VWDOOLQH 39 SDQHO ZLWK D WRWDO DUHD RI P SDQHO % 7KH VLOLFRQ
WHPSHUDWXUH ZDV PHDVXUHG XVLQJ WKUHH WKHUPRFRXSOHV W\SH 7 FRSSHUFRQVWDQWDQ LQVWDOOHG LQWR OLWWOH KROHV
117
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
PDGHLQWKH3(73RO\HWK\OHQHWHUHSKWKDODWHUHDUILOPRIWKHSDQHOVLQRUGHUWRLPSURYHWKHWKHUPDOFRQWDFW
ZLWKWKHFHOOVLOLFRQEDFNIDFHDYHUDJHGYDOXHVRIWHPSHUDWXUHVZHUHXVHG$OOGDWDZHUHFROOHFWHGHYHU\
PLQXWHVDQGVWRUHGIRUWKHIXUWKHUFDOFXODWLRQVDQGFRPSDULVRQV0RUHGHWDLOVDERXWWKHDFTXLVLWLRQSURFHGXUH
LVGHVFULEHGLQ>@$WGLIIHUHQWYDOXHRI5/ZHUHFRUGHGWKHYDOXHVRI
• $LUWHPSHUDWXUH7D>ƒ&@
• &HOOWHPSHUDWXUH7F>ƒ&@
• *OREDOLUUDGLDWLRQ,>:P@
• 5DWLRRIZRUNLQJYROWDJH9DQG9PSS>$@
• :LQGVSHHG:>PV@
([SHULPHQWDOV\VWHP
)URP WKH GDWDEDVH RI GDWD PRQLWRULQJ ZHUH H[WUDFWHG LQGLYLGXDO UHFRUGV FKDUDFWHUL]HG E\ D
99PSS IURP SDQHO $ 7KH FRUUHODWLRQ DQDO\VLV EHWZHHQ DOO GDWD KDYH FRQILUPHG WKH LQLWLDO
K\SRWKHVLV KLJKOLJKWLQJ D VWURQJ FRUUHODWLRQ DPRQJ WKH WHPSHUDWXUH UHDFKHG E\ WKH SDQHO GXULQJ RSHUDWLRQ
DQGWKHYROWDJHVUDWLR7DEOH
7DEOH
0DWUL[&RUUHODWLRQ
7F
7D
*
9
:
3RZHU
5/
9PSS
99PSS
7D
7F
*
9
:
3RZHU
5/
9PSS
99PSS
&HOOWHPSHUDWXUHFRUUHODWLRQ
7KH DXWKRUV VSHFXODWHG WKHQ WKDW DPRQJ WKH RSHUDWLQJ WHPSHUDWXUH RI WKH SDQHO WKH RXWVLGH ZHDWKHU
FRQGLWLRQVDQGWKHWKHUPRHOHFWULFUHJLPHQRIWKHSDQHOWKHUHLVDPDWKHPDWLFDOFRUUHODWLRQ
7F = 7D +
§
·
*
9
+ F OQ ¨ +
¨ 9 * 7 ¸¸
D + E:
PSS
F
©
¹
ZKHUH:LVWKHZLQGVSHHGDQGWKHQXPHULFDOYDOXHVRIDEDQGFSDUDPHWHUVPXVWEHHYDOXDWHG
8VLQJDODUJHDPRXQWRIGDWDPRQLWRUHGRQWZRGLIIHUHQWSDQHOVWKHYDOXHVRISUHYLRXV SDUDPHWHUV ZHUH
FDOFXODWHGXVLQJWKHOHDVWVTXDUHVWHFKQLTXH7KHYDOXHVWKDWEHVWILWWKH(TQWRH[SHULPHQWDOGDWDDUH
118
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
7F = 7D +
§
·
*
9
+ ⋅ OQ ¨ +
¸¸ ¨
9
*
7
+ ⋅:
PSS
F
©
¹
,Q)LJLWLVSRVVLEOHWRVHHWKHJUDSKRIH[SHFWHGYDOXHRI7FYHUVXVWKH YDOXHREWDLQHGIURPWKHDERYH
FRUUHODWLRQIRUWKHSDQHO$7REHWWHUDVVHVVWKHUHOLDELOLW\RIWKHQHZSURSRVHGFRUUHODWLRQZHFRPSDUHGDOVR
WKHPRQLWRUHG7FYDOXHVRIWKHSDQHO%YDOXHVWKDWZHUHQRWXVHGWRREWDLQWKHDEDQGFSDUDPHWHUV)LJ
)LJ([SHFWHGYDOXHRIPHDVXUHG7FYHUVXV7FREWDLQHGE\WKHFRUUHODWLRQIRUSDQHO$
)LJ([SHFWHGYDOXHRIPHDVXUHG7FYHUVXV7FREWDLQHGE\WKHFRUUHODWLRQIRUSDQHO%
119
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
7KHDXWKRUVDOVRDSSOLHGRWKHULPSOLFLWFRUUHODWLRQVDYDLODEOHLQOLWHUDWXUH>@IRU7FLQWKHIROORZLQJ7DEOH
UHVXOWVLQWHUPVRIPHDQDEVROXWHHUURU0$(IRUWKHWZRSDQHOVDUHUHSRUWHG
0$( =
1
¦ 7F H[SHFWHG − 7F FDOFXODWHG L 1 L =
ZKHUH1LVWKHQXPEHURIDYDLODEOHVDPSOHV
7DEOH
&RUUHODWLRQ
3DQHO$
0$(
7F = 7D + α * ( + β 7D )( − γ : )( − η ) 7 F = 7 D + * (τα 8
)( − η τα
7F = 7D + * (τα − η ) 8 )
7F = 7D + * ( D + E: ) + F OQ ª¬ + 9 9PSS * 7F º¼
3DQHO%
0$(
1RWH
: PVĮ ȕ Ȗ IJĮ8WDNHQDVFRQVWDQWXVHGLQ7516<6W\SH
IJĮ8GHWHUPLQHGH[SHULPHQWDOO\
D E F 7KH UHVXOWV LQ 7DEOH VKRZ WKDW WKH QHZ SURSRVHG FRUUHODWLRQ LV FKDUDFWHUL]HG E\ D EHWWHU 0$( YDOXH
UHVSHFW RWKHU FRUUHODWLRQV DOUHDG\ SXEOLVKHG LQ OLWHUDWXUH LQ GHWDLO IRU WKH SDQHO $ WKH 0$( LV DQG IRU
SDQHO%LV3UREDEO\WKHEHWWHUUHVXOWVREWDLQHGE\WKHSURSRVHGFRUUHODWLRQDUHGXHWRWKHFODVVLILFDWLRQRI
WKH RSHUDWLQJ UHJLPHQV RI WKH VRODU SDQHO LOOXVWUDWHG E\ WKH UDWLR 99PSS ZKLFK UHSUHVHQWV D QRYHOW\ LQ WKH
ILHOG
&RQFOXVLRQV
$XWKRUV SUHVHQWHG D QRYHO LPSOLFLW FRUUHODWLRQ WR REWDLQ WKH FHOO WHPSHUDWXUH IURP VWDQGDUG ZHDWKHU
YDULDEOHV DQG ZRUNLQJ SRLQW RI D 39 SDQHO $VVXPLQJ D OLQHDU UHODWLRQVKLS EHWZHHQ WKH LUUDGLDWLRQ WKH
WHPSHUDWXUH DQG WKH UHODWLYH YROWDJH DW PD[LPXP SRZHU KDV EHHQ SRVVLEOH WR FKDUDFWHUL]H WKH RSHUDWLQJ
UHJLPHQRIWKHSDQHOE\WKHUDWLRRI99PSS*7F)ROORZLQJWKHVHK\SRWKHVHVDXWKRUVXVHGDODUJHGDWDEDVH
RI PRQLWRUHG GDWD FRPLQJ IURP D WZR GLIIHUHQW 39 V\VWHPV WR HYDOXDWH WKH SDUDPHWHUV RI D QHZ LPSOLFLW
FRUUHODWLRQGHSHQGLQJRIWKHUDWLRRI99PSS*7F
7KH YDOXH RI WKH SDUDPHWHUV XVHG LQ WKH FRUUHODWLRQ ZHUH REWDLQHG E\ DSSO\LQJ WKH WHFKQLTXH RI OHDVW
VTXDUHV7RDVVHVVWKHSHUIRUPDQFHRIWKHQHZSURFHGXUHRWKHUFRUUHODWLRQVZLGHO\XVHGDQGDYDLODEOHLQWKH
OLWHUDWXUHZHUHWHVWHG7KHFRPSDULVRQRIWKHUHVXOWVRQWZRGLIIHUHQWSDQHOVZHUHDVVHVVHGE\PHDQVRIWKH
0$( HYDOXDWHG RQ VHYHUDO GD\V GDWD 7KH QHZ FRUUHODWLRQ SUHVHQWV D VLJQLILFDQW LPSURYHPHQW LQ WHUPV RI
0HDQ$EVROXWH(UURUUHVSHFWRWKHUFRPPRQFRUUHODWLRQVODUJHO\XVHG
$FNQRZOHGJPHQW
7KLVZRUNZDVIXQGHGLQSDUWE\,03(786SURJUDPRI,WDOLDQ0LQLVWHURGHOO
DPELHQWH
5HIHUHQFHV
>@ &HOOXUD 0 &DPSDQHOOD / &LXOOD * *XDULQR ) /R %UDQR 9 &HVDULQL ' 1 2ULROL $ 7KH
120
Valerio Lo Brano et al. / AASRI Procedia 2 (2012) 112 – 120
UHGHVLJQ RI DQ ,WDOLDQ EXLOGLQJ WR UHDFK QHW ]HUR HQHUJ\ SHUIRUPDQFHV $ FDVH VWXG\ RI WKH 6+& 7DVN (&%&6$QQH[
>@ )UDQ]LWWD 9 5L]]R * 5HQHZDEOH HQHUJ\ VRXUFHV $ 0HGLWHUUDQHDQ SHUVSHFWLYH ,&%(( QG
,QWHUQDWLRQDO&RQIHUHQFHRQ&KHPLFDO%LRORJLFDODQG(QYLURQPHQWDO(QJLQHHULQJ3URFHHGLQJV
>@%HFFDOL*&HOOXUD0/R%UDQR92ULROL$6LQJOHWKHUPDO]RQHEDODQFHVROYHGE\WUDQVIHUIXQFWLRQ
PHWKRG(QHUJ\DQG%XLOGLQJV
>@%HFFDOL*&HOOXUD0/R%UDQR92ULROL$,VWKHWUDQVIHUIXQFWLRQPHWKRGUHOLDEOHLQD(XURSHDQ
EXLOGLQJFRQWH[W"$WKHRUHWLFDODQDO\VLVDQGDFDVHVWXG\LQWKHVRXWKRI,WDO\$SSOLHG7KHUPDO(QJLQHHULQJ
>@)UDQ]LWWD9/D*HQQXVD03HUL*5L]]R*6FDFFLDQRFH*7RZDUGD(XURSHDQ(FRODEHOEUDQG
IRUUHVLGHQWLDOEXLOGLQJV+ROLVWLFRUE\FRPSRQHQWVDSSURDFKHV"(QHUJ\
>@ /R %UDQR 9 2ULROL $ &LXOOD * 'L *DQJL $ $Q LPSURYHG ILYHSDUDPHWHU PRGHO IRU SKRWRYROWDLF
PRGXOHV6RODU(QHUJ\0DWHULDOVDQG6RODU&HOOV
>@/R%UDQR92ULROL$&LXOOD*2QWKHH[SHULPHQWDOYDOLGDWLRQRIDQLPSURYHGILYHSDUDPHWHUPRGHO
IRUVLOLFRQSKRWRYROWDLFPRGXOHV6RODU(QHUJ\0DWHULDOVDQG6RODU&HOOV
>@ 6NRSODNL ( 3DO\YRV -$ 2SHUDWLQJ WHPSHUDWXUH RI SKRWRYROWDLF PRGXOHV $ VXUYH\ RI SHUWLQHQW
FRUUHODWLRQV5HQHZDEOH(QHUJ\
>@.RHKO0+HFN0:LHVPHLHU6:LUWK-0RGHOOLQJRIWKHQRPLQDORSHUDWLQJFHOOWHPSHUDWXUHEDVHG
RQRXWGRRUZHDWKHULQJ6RODU(QHUJ\0DWHULDOVDQG6RODU&HOOV