3ULYDF\3UHVHUYDWLRQ,QWUXVLRQ'HWHFWLRQ7HFKQLTXH

IRU6&$'$6\VWHPV

0DUZD.HVKN1RXU0RXVWDID(OHQD6LWQLNRYD*LGHRQ&UHHFK
6FKRRORI(QJLQHHULQJDQG,QIRUPDWLRQ7HFKQRORJ\
8QLYHUVLW\RI1HZ6RXWK:DOHVDWWKH$XVWUDOLDQ'HIHQFH)RUFH$FDGHP\&DQEHUUD$XVWUDOLD
(PDLOPDUZDKDVVDQ#VWXGHQWQRXUDEGHOKDPHHG#VWXGHQWJFUHHFKHVLWQLNRYD#^DGIDHGXDX`
      

$EVWUDFW² 6XSHUYLVRU\ &RQWURO DQG 'DWD $FTXLVLWLRQ 6&$'$ &RQILGHQWLDOLW\ ,QWHJULW\ DQG $YDLODELOLW\ &,$ 3UDFWLFDOO\
V\VWHPVIDFHWKHDEVHQFHRIDSURWHFWLRQWHFKQLTXHWKDWFDQEHDW PDOLFLRXVRUXQDXWKRUL]HGDFFHVVWRH[WHUQDOVRXUFHVXVLQJWKH
GLIIHUHQWW\SHVRILQWUXVLRQVDQGSURWHFWWKHGDWDIURPGLVFORVXUH 7&3,3 PRGHO FDQ WKUHDWHQ 6&$'$ V\VWHPV E\ PLVXVLQJ
ZKLOH KDQGOLQJ WKLV GDWD XVLQJ RWKHU DSSOLFDWLRQV VSHFLILFDOO\ FRPPXQLFDWLRQIDXOWVSUREOHPVWRODXQFKVRSKLVWLFDWHGDWWDFNV
,QWUXVLRQ 'HWHFWLRQ 6\VWHP ,'6 7KH 6&$'$ V\VWHP FDQ
PDQDJH WKH FULWLFDO LQIUDVWUXFWXUH RI LQGXVWULDO FRQWURO
HQYLURQPHQWV3URWHFWLQJVHQVLWLYHLQIRUPDWLRQLVD GLIILFXOWWDVN
WR DFKLHYH LQ UHDOLW\ ZLWK WKH FRQQHFWLRQ RI SK\VLFDO DQG GLJLWDO
V\VWHPV +HQFH SULYDF\ SUHVHUYDWLRQ WHFKQLTXHV KDYH EHFRPH
HIIHFWLYH LQ RUGHU WR SURWHFW VHQVLWLYHSULYDWH LQIRUPDWLRQ DQG WR
GHWHFW PDOLFLRXV DFWLYLWLHV EXW WKH\ DUH QRW DFFXUDWH LQ WHUPV RI
HUURUGHWHFWLRQVHQVLWLYLW\SHUFHQWDJHRIGDWDGLVFORVXUH,QWKLV
SDSHU ZH SURSRVH D QHZ 3ULYDF\ 3UHVHUYDWLRQ ,QWUXVLRQ
ZKLFK OHDG WR FDWDVWURSKLF IDLOXUH GHQLDO RI VHUYLFH
FRPSURPLVLQJ WKH VDIHW\ DQG VWDELOLW\ RI SRZHU V\VWHP
RSHUDWWLRQV>@

7RGHIHQGDJDLQVWWKUHDWVRID6&$'$V\VWHPDQGSURWHFWLQJ
LWV VKDUHG GDWD DQ ,'6 LV GHILQHG DV D WHFKQLTXH IRU
PRQLWRULQJKRVWRUQHWZRUNDFWLYLWLHVWRGHWHFWSRVVLEOHWKUHDWV
'HWHFWLRQ 33,' WHFKQLTXH EDVHG RQ WKH FRUUHODWLRQ FRHIILFLHQW WKDWIDFHWKHPKDVEHFRPHDSRZHUIXOVROXWLRQ'DWD PLQLQJ
DQG ([SHFWDWLRQ 0D[LPLVDWLRQ (0 FOXVWHULQJ PHFKDQLVPV IRU
VHOHFWLQJ LPSRUWDQW SRUWLRQV RI GDWD DQG UHFRJQL]LQJ LQWUXVLYH
HYHQWV7KLVWHFKQLTXHLVHYDOXDWHGRQWKHSRZHUV\VWHPGDWDVHWV
IRU PXOWLFODVV DWWDFNV WR PHDVXUH LWV UHOLDELOLW\ IRU GHWHFWLQJ
VXVSLFLRXV DFWLYLWLHV 7KH H[SHULPHQWDO UHVXOWV RXWSHUIRUP WKUHH
WHFKQLTXHV LQ WKH DERYH WHUPV VKRZLQJ WKH HIILFLHQF\ DQG
HIIHFWLYHQHVVRIWKHSURSRVHGWHFKQLTXHWREHXWLOL]HGIRUFXUUHQW
6&$'$V\VWHPV

.H\ZRUGV 6&$'$ V\VWHPV 3ULYDF\ SUHVHUYDWLRQ WHFKQLTXH
,QWUXVLRQ'HWHFWLRQV\VWHP(0FOXVWHULQJ&RUUHODWLRQ&RHIILFLHQW
, ,1752'8&7,21

DQG PDFKLQH OHDUQLQJ DOJRULWKPV DUH ZLGHO\ XVHG IRU
HVWDEOLVKLQJDQHIIHFWLYH,'6>@EHFDXVHRIWKHLUFDSDELOLW\WR
KDQGOH D ODUJH YROXPH RI KLVWRULFDO GDWD DV LW LV KDUG IRU
SHRSOH WR GHGXFH SULPDU\ WUDIILF SDWWHUQV LQ VXFK 6&$'$¶V
GDWD+RZHYHUWKHVFDUFLW\RI6&$'$GDWDLVFRQVLGHUHGDV
RQH RI WKH PDLQ LVVXHV IRU HVWDEOLVKLQJ DQ HIILFLHQW ,'6 IRU
6&$'$ V\VWHPV 7KH SULYDF\ SUHVHUYDWLRQ RI WKHVH GDWD
UHTXLUHV D QHZ PHWKRGRORJ\ IRU NHHSLQJ WKHVH GDWD ZLWKRXW
GLVFORVXUH 6R LW LV ZLGHO\ UHDOLVHG QRZDGD\V WKDW 6&$'$
GDWD SULYDF\ DQG FRQILGHQWLDOLW\ DUH JUHDWO\ EHFRPLQJ D NH\
DVSHFWRIGDWDVKDULQJDQGLQWHJUDWLRQ>@>@

6XSHUYLVRU\FRQWURODQGGDWDDFTXLVLWLRQ6&$'$V\VWHPV
WKDW RSHUDWH LQ FULWLFDO LQIUDVWUXFWXUH DUH SURJUHVVLYHO\
H[HFXWHGZLWKLQWHUQHWEDVHGSURWRFROVDQGGHYLFHVIRUUHPRWH
FRQWURO 7KH LQYROYHG HPEHGGHG FRPSRQHQWV¶ QDWXUH DQG
OHJDF\ IDFWRUV DGG QRQWULYLDO DQG QRYHO VHFXULW\ DSSURDFKHV
HIILFLHQWO\ >@ ,Q D 6&$'$ V\VWHP LW LV VLJQLILFDQW WKDW D
SURWHFWLRQPHFKDQLVPLVHPEHGGHGWRGHILQHYDULRXVW\SHVRI
LQWUXVLYH DFWLYLWLHV DQG SURWHFWLQJ VHQVLWLYH LQIRUPDWLRQ IURP
GLVFORVXUH ,W PRQLWRUV DQG FRQWUROV FULWLFDO LQGXVWULDO
LQIUDVWUXFWXUH XWLOLWLHV VXFK DV JDV HOHFWULFLW\ ZDVWH WUDIILF
ZDWHUDQGUDLOZD\>@>@

7KH DXJPHQWHG FRPSOH[LW\ DQG FRQQHFWLYLW\ RI 6&$'$
V\VWHPV IDFH D ODUJH QXPEHU RI F\EHU VHFXULW\ YXOQHUDELOLWLHV
>@ ,Q DGGLWLRQ WKH\ LQFOXGHHPEHGGHG GHYLFHV WKDW DOORZ
RQO\OLPLWHGSURWHFWLRQDJDLQVWFXUUHQWVRSKLVWLFDWHGVWUDWHJLHV
RI LQWUXVLYH DFWLYLWLHV UHVXOWLQJ LQ H[SRVLQJ WKH SULQFLSOHV RI


Authorized licensed use limited to: ECOLE POLYTECHNIQUE DE MONTREAL. Downloaded on November 23,2021 at 16:46:36 UTC from IEEE Xplore. Restrictions apply.
7KHDLPRIGHVLJQLQJDQLQWHOOLJHQW,'6IRU6&$'$V\VWHPV
ZLWKRXWUHYHDOLQJWKHLUGDWDKDVEHFRPHRQHRIWKHELJLVVXHV
LQ WKLV ILHOG GXH WR VHYHUDO UHDVRQV >@>@>@ )LUVW DQG
IRUHPRVW WKH XVH RI WUDGLWLRQDO PDFKLQH OHDUQLQJ DQG GDWD
PLQLQJ PHFKDQLVPV IRU GLVFRYHULQJ LQWUXVLYH DFWLYLWLHV
UHTXLUHV D ODUJH DPRXQW RI 6&$'$ GDWD WR EH FRUUHFWO\
OHDUQHG DQG YDOLGDWHG 7KLV H[SRVHV WKH SULQFLSOHV RI SULYDF\
DQGFRQILGHQWLDOLW\>@,IWKHPHFKDQLVPVDUHOHDUQHGXVLQJD
VPDOODPRXQWRI6&$'$LQIRUPDWLRQWKH\ZLOOSRRUO\GHWHFW
WKRVH PDOLFLRXV DFWLYLWLHV 6HFRQGO\ VHOHFWLQJ WKH LPSRUWDQW
6&$'$¶V LQIRUPDWLRQ WKDW KHOSV WKHVH PHFKDQLVPV KDV
EHFRPH DQ DUGXRXV WDVN EHFDXVH WKH LQIRUPDWLRQ RI 6&$'$
VKRXOG EH FDUHIXOO\ DQDO\VHG WR DYRLG VHQVLWLYH LQIRUPDWLRQ
IURPWKHSURFHVVLQJE\WKH,'6WHFKQLTXHV)LQDOO\WKHZD\RI
FDSWXULQJ LQIRUPDWLRQ IURP GLIIHUHQW LQFRPSDWLEOH OD\HUV DQG
SURWRFROVRIFXUUHQW6&$'$ V\VWHPVGHPDQGVHIILFLHQWWRROV
DQG PHFKDQLVPV WR EH VXFFHVVIXOO\ KDQGOHG DW D UHDO WLPH
 PRQLWRULQJ DQG GHWHFWLRQ >@ >@  ,Q WKH OLWHUDWXUH SULYDF\
SUHVHUYDWLRQGDWDPLQLQJWHFKQLTXHVKDYHHPHUJHGLQRUGHUWR
SURWHFW VHQVLWLYH LQIRUPDWLRQ >@ >@ >@ EXW WKH DERYH
OLPLWDWLRQVIRU6&$'$GDWDDUHVWLOODQDFWLYHDUHDRIUHVHDUFK

7KLV SDSHU DGGUHVVHV WKH DERYH OLPLWDWLRQV E\ DSSO\LQJ WKH
SULYDF\ SUHVHUYDWLRQ FRQFHSW IRU 6&$'$ V\VWHPV $ QHZ

6HYHUDO ,'6 PHWKRGV KDYH EHHQ SURSRVHG IRU 6&$'$
V\VWHPV7KHVHDUHFODVVLILHGLQWRVXSHUYLVHGDQGXQVXSHUYLVHG
WHFKQLTXHV>@>@>@7KHVXSHUYLVHGPHWKRGVVXFKDV690
>@ DQG 1DLYH %D\HV >@ LQFOXGH WZR PDLQ VWHSV )LUVWO\ WKH
OHDUQLQJ VWHS ZKHUH FODVVLILFDWLRQ DOJRULWKPV DLP WR DQDO\VH
SULYDF\ SUHVHUYDWLRQ ,QWUXVLRQ 'HWHFWLRQ 33,' WHFKQLTXH LV WKH VXSHUYLVHG WUDLQLQJ GDWD DQG EXLOG DQ LQIHUUHG PRGHO
SURSRVHG XVLQJ WKH FRUUHODWLRQ FRHIILFLHQW WHFKQLTXH IRU 6HFRQGO\WKHFODVVLILFDWLRQVWHSZKHUHWKHHVWDEOLVKHGPRGHO
VHOHFWLQJWKHLPSRUWDQWLQIRUPDWLRQZLWKRXWH[SRVLQJVHQVLWLYH FDQ EH XWLOLVHG WR GLVWLQJXLVK GHWHFW DQG FODVVLI\ PDOLFLRXV
LQIRUPDWLRQ RI 6&$'$ GDWD 7KLV XVHV (0 FOXVWHULQJ DQG LQIHFWHG GDWD DQG SRWHQWLDO F\EHU DWWDFNV LQ WKH IXWXUH
DOJRULWKP IRU LGHQWLI\LQJ LQWUXVLYH REVHUYDWLRQV RI 6&$'$
LQVWDQFHV 7KLV WHFKQLTXH LV HYDOXDWHG RQ SRZHU V\VWHP
GDWDVHWV >@ IRU PXOWLFODVV DWWDFNV 7KH H[SHULPHQWDO UHVXOWV
RXWSHUIRUP WKUHH WHFKQLTXHV LQ WKH DERYH WHUPV VKRZLQJ WKH
HIILFLHQF\RILWWREHXWLOLVHGIRUFXUUHQW6&$'$V\VWHPV
,, %$&.*5281'$1'5(/$7(':25.
$ ,'6DQGLWVUHODWLRQWR6&$'$V\VWHPV

WUDIILFVWUHDPV+RZHYHURQHRIWKHPDMRUSUREOHPVZLWKDOO
WKH VXSHUYLVHG WHFKQLTXHV LV WKDW WKH VWHS RI OHDUQLQJ SURFHVV
QHHGV D EXON\ YROXPH RI WUDLQLQJ WUDIILF GDWD ZKLFK OHDG WR
HVWDEOLVKLQJDPRGHOZLWKJRRGJHQHUDOL]DWLRQ>@

,W LV LPSRUWDQW WR QRWH WKDW WKH WUDLQLQJ GDWD VKRXOG EH
ODEHOOHG LQ DGYDQFH ZKLFK LV WLPHFRQVXPLQJ DQG UHTXLUHV
SUHYLRXV NQRZOHGJH 7KHVH &OXVWHULQJ >@ DQG 62)0±3&$
,QWUXVLRQ 'HWHFWLRQ 6\VWHPV ,'6V IRU 6&$'$ V\VWHPV
UHFHLYHGPXFKDWWHQWLRQRYHUWKHODVW\HDUV>@>@>@>@,'6V
DUH FODVVLILHG LQWR WZR W\SHV D KRVWEDVHG ,'6 PRQLWRUV WKH
HYHQWV RI D KRVW E\ FROOHFWLQJ LQIRUPDWLRQ DERXW DFWLYLWLHV
ZKLFKRFFXULQDFRPSXWHUV\VWHPZKLOHDQHWZRUNEDVHG,'6
PRQLWRUV QHWZRUN WUDIILF WR LGHQWLI\ UHPRWH DWWDFNV WKDW WDNH
SODFH DFURVV WKDW QHWZRUN ,'6 PHWKRGV DUH FDWHJRUL]HG LQWR
WZRW\SHV0LVXVHEDVHGDQG$QRPDO\EDVHG$PLVXVHEDVHG
,'6PRQLWRUVKRVWRUQHWZRUNGDWDDXGLWVWRFRPSDUHREVHUYHG
EHKDYLRXUV ZLWK WKRVH RQ DQ LGHQWLILHG EODFNOLVW $OWKRXJK LW
>@ DSSURDFKHV SURYLGH VRPH SUDFWLFDO DGYDQWDJHV RYHU
VXSHUYLVHG WHFKQLTXHV ZKLFK FDQ XVH RQO\ XQODEHOOHG GDWD
8QVXSHUYLVHG WHFKQLTXHV DWWHPSW WR FUHDWH FOXVWHUV LQ
XQODEHOOHG WUDIILF GDWD DQG DOORFDWH DQ\ IXWXUH WUDIILF IORZ WR
HLWKHU QRUPDO RU DWWDFN FDWHJRU\ DFFRUGLQJ WR WKH QHDUHVW
FOXVWHU (PSLULFDO HYDOXDWLRQV GHPRQVWUDWH WKH KLJKHUSXULW\
FOXVWHUV IRXQG E\ XQVXSHUYLVHG WHFKQLTXHV DQG GHWHFW WUDIILF
IORZV IURP SUHYLRXVO\ XQNQRZQ W\SHV RI DSSOLFDWLRQV
+RZHYHUWKHXQVXSHUYLVHGWHFKQLTXHVKDYHDFUXFLDOSUREOHP
RIIHUV UHODWLYHO\ KLJK GHWHFWLRQ UDWHV '5V DQG ORZ IDOVH LQPDSSLQJDJUHDWQXPEHURIFOXVWHUVWRUHDOWUDIILFYDULHWLHV
SRVLWLYHUDWHV)35VLWFDQQRWLGHQWLI\QHZDWWDFNV>@>@ EXWWKH\FDQGHWHFWH[LVWLQJDQGQHZDWWDFNVZLWKRXWODEHOOLQJ

SURFHVVLQJZKLFKLVGLIILFXOWLQUHDOWLPH>@>@>@
% 3ULYDF\3UHVHUYDWLRQ7HFKQLTXHVIRUVHQVLWLYHGDWD

3ULYDF\ 3UHVHUYDWLRQ WHFKQLTXHV KDYH HPHUJHG DV D QHZ
 GLUHFWLRQRIUHVHDUFKE\$JJDUZDOHWDOLQ>@LQRUGHU
)LJXUH$UFKLWHFWXUHRIW\SLFDOQHWZRUN,'6>@ WR SURWHFW UHWULHYLQJ SULYDWHVHQVLWLYH LQIRUPDWLRQ 7KH WDUJHW
 RI WKHVH WHFKQLTXHV LV WR FRQVLGHUDEO\ UHGXFH XQDXWKRULVHG
$ W\SLFDO QHWZRUN ,'6 FRPSULVHV RI IRXU FRPSRQHQWV DFFHVVLQJ RI VHQVLWLYH LQIRUPDWLRQ ZKLOH UXQQLQJ DQ\ QRUPDO
QDPHO\ D SDFNHW GHFRGHU D SUHSURFHVVRU D GHFLVLRQ HQJLQH WHFKQLTXHWRGRDSDUWLFXODUWDVNVXFKDV,'6IRUGLVFRYHULQJ
VHQVRU DQG D GHIHQFH UHVSRQVHDOHUW PRGXOH >@ DV VKRZQ LQ XVHIXO NQRZOHGJH 6LPXOWDQHRXVO\ DWWDFNHUV WU\ WR UHWULHYH
)LJXUHDQGGHVFULEHGDVIROORZV WKDW LQIRUPDWLRQ WKDW FDQ EH H[HFXWHG E\ QRUPDO WHFKQLTXHV
 EUHDFKLQJWKH&RQILGHQWLDOLW\,QWHJULW\DQG$YDLODELOLW\&,$
x 7KH SDFNHW GHFRGHU DFTXLUHV SRUWLRQV RI UDZ QHWZRUN RI V\VWHPV 3ULYDF\SUHVHUYLQJ PHFKDQLVPV JHQHUDOO\ PRGLI\
WUDIILFXVLQJDXGLWGDWDFROOHFWLRQWRROV WKH LQWHJULW\ RI GDWD WR SUHYHQW QRUPDO WHFKQLTXHV IURP WKH
x 7KH SUHSURFHVVRU FDSWXUHV D VHW RI IHDWXUHV IURP WKH VDPH NQRZOHGJH RI WKH DOWHUHG GDWD DV FRPSOHWHO\ DQG
UDZDXGLWGDWDXVHGODWHULQWKHGHFLVLRQHQJLQHVHQVRU FRUUHFWO\VLPLODUWRWKHRULJLQDOGDWD>@
x 7KH'HFLVLRQ(QJLQH'(VHQVRUUHFHLYHVWKHSURSRVHG
IHDWXUHV E\ WKH SURFHVVRU DQG EXLOGV D PRGHO WKDW
GLVWLQJXLVKHVDWWDFNREVHUYDWLRQVIURPQRUPDORQHV,I
DQ DWWDFN LV GHWHFWHG WKH '( UHTXHVWV WKH GHIHQFH
UHVSRQVHWRUDLVLQJDQDOHUW
x 7KH GHIHQFH UHVSRQVH LV WKH SURFHVV RI UDLVLQJ DOHUWV
UHTXHVWHGE\WKH'(


Authorized licensed use limited to: ECOLE POLYTECHNIQUE DE MONTREAL. Downloaded on November 23,2021 at 16:46:36 UTC from IEEE Xplore. Restrictions apply.

1XPHURXVSULYDF\SUHVHUYLQJPHWKRGVIRUYDULRXVVFHQDULRV
RI GDWD KDYH EHHQ SURSRVHG LQ WKH SDVW \HDUV >@ >@ 7KH
SULYDF\SUHVHUYLQJ PHWKRGV ZKLFK PRGLI\ RU WUDQVIRUP GDWD
WRSUHVHUYHSULYDF\ZLWKRXWFRPSURPLVLQJVHFXULW\KDYHEHHQ
URXJKO\ FODVVLILHG LQWR WKUHH FODVVHV GDWD JHQHUDOLVDWLRQ
 PHWKRGV GDWD WUDQVIRUPDWLRQ PHWKRGV DQG GDWD DJJUHJDWLRQ (QFU\SWLRQWHFKQLTXHVDUHVWLOOWKHSUDFWLFDOVROXWLRQWRSUHYHQW
PHWKRGV GLVFORVLQJ GDWD GXULQJ WUDQVDFWLRQV WR WKDW GDWD VXFK DV
)LUVWO\ LQ GDWD JHQHUDOLVDWLRQ PHWKRGV WKH FRUH SURFHVV LV DQDO\VLV ORJJLQJ LQ GDWDEDVHV DQG GHWHFWLRQ SXUSRVHV
GHYHORSHG EDVHG RQ PDSSLQJ VHQVLWLYH DWWULEXWHV WR PRUH KRZHYHU LW KDV WR EH GHFU\SWHG ILUVW 0HDQZKLOH SURFHVVLQJ
JHQHUDOLVHG YDOXHV 6HFRQGO\ LQ WUDQVIRUPDWLRQ PHWKRGV WKH DQ\ RI WKRVH WUDQVDFWLRQV FRXOG EH LQWUXVLYH DFWLRQV KDSSHQ
FRQILGHQWLDOLW\ RI WKH GDWD LV SUHVHUYHG E\ WUDQVIRUPLQJ WKH KHQFHLWLVVWLOODFRQWURYHUVLDODUHDRIUHVHDUFKWRILQGPHWKRGV
RULJLQDO GDWD LQWR QHZ YDOXHV ZLWK VRPH UDQGRP WKDWSURYLGHSULYDF\SUHVHUYDWLRQIRU6&$'$GDWD>@
PXOWLSOLFDWLRQ RU E\ DSSO\LQJ SURMHFWLRQ WR WKH RULJLQDO GDWD 
UHVXOWLQJLQORZHUGLPHQVLRQDOUDQGRPVSDFH)LQDOO\LQGDWD
DJJUHJDWLRQ PHWKRGV WKH RULJLQDO GDWD LV SDUWLWLRQHG LQWR D
JURXS RI VPDOO VL]H DQG WKHQ UHSODFHV WKH SULYDWH YDOXHV LQ
HDFK JURXS ZLWK WKH JURXS DYHUDJH 7KHVH PHWKRGV VWLOO IDFH
WKH SUREOHP RI KDQGOLQJ GLIIHUHQW GDWD W\SHV HIIHFWLYHO\ >@
>@ DQG WKH LQWHJUDWLRQ ZLWK WKH ,'6 PHWKRG ZKLFK GHWHFWV
DWWDFNV +RZHYHU WKHVH PHWKRGV IDFH WKH FKDOOHQJH RI XVLQJ
WKHP IRU ,'6 DV WKH\ SURYLGH KLJK IDOVH DODUP UDWH RI
GHWHFWLRQDVZHOODVWKHGLIILFXOW\RIXVLQJLQ6&$'$V\VWHPV
WKDWKDYHVHYHUDOOD\HUVRIGDWDFDSWXULQJZLWKWKHOLQNLQJZLWK 
)LJXUH%DVLFDUFKLWHFWXUHRI6&$'$V\VWHPV>@
WKHLQWHUQHWVHUYLFHVDVGLVFXVVHGEHORZ

& 6&$'$V\VWHPV
, 5(6($5&+0(7+2'2/2*<
6&$'$ 6XSHUYLVRU\ &RQWURO DQG 'DWD $FTXLVLWLRQ LV
GHILQHG DV WKH EXVLQHVV DXWRPDWLRQ FRQWURO V\VWHP FHQWUDO WR
PDQ\ PRGHUQ LQGXVWULHV LQFOXGLQJ RLO HQHUJ\ JDV SRZHU
WUDQVSRUWDWLRQDQGZDWHU>@%RWKSXEOLFVHFWRUSURYLGHUVDQG
SULYDWH HQWHUSULVHV XVH 6&$'$ V\VWHPV DQG WKH\ FDQ ZRUN
ZHOO LQ YDULRXV W\SHV RI FRPSDQLHV EHFDXVH WKH\ KDYH WKH
7KLV VHFWLRQ GHVFULEHV WKH SURSRVHG PHWKRGRORJ\ IRU
EXLOGLQJ DQ HIIHFWLYH SULYDF\ SUHVHUYDWLRQ LQWUXVLRQ GHWHFWLRQ
WHFKQLTXHIRU6&$'$V\VWHPV
$ &RUUHODWLRQFRHIILFLHQWIRUVHOHFWLQJLPSRUWDQW
LQIRUPDWLRQ
DELOLW\ WR H[WHQG IURP VLPSOH FRQILJXUDWLRQV WR KXJH
FRPSOLFDWHG SURMHFWV 6&$'$ V\VWHPV RUJDQL]H PDQLIROG
VRIWZDUH DQG KDUGZDUH FRPSRQHQWV ZKLFK DOORZ LQGXVWULDO
LQVWLWXWLRQV WR JDWKHU PRQLWRU DQG SURFHVV GDWD DQG DOVR
FRRSHUDWH ZLWK FRQWURO WHFKQRORJLHV WKDW DUH FRQQHFWHG RYHU
,QWKLVVXEVHFWLRQWKH3HDUVRQ¶VFRUUHODWLRQFRHIILFLHQW3&&
WHFKQLTXHLVXVHGLQRUGHUWRVHOHFWWKHLPSRUWDQWLQIRUPDWLRQ
RI 6&$'$ V\VWHPV ZKLFK LV FRQVLGHUHG DV RQH RI WKH
VLPSOHVW OLQHDU FRUUHODWLRQ WHFKQLTXHV IRU DSSUR[LPDWLQJ WKH
FRUUHODWLRQ VFRUHV RI IHDWXUHV >@ ZLWK WKDW RI WZR IHDWXUHV
+XPDQ 0DFKLQH ,QWHUIDFH +0, VRIWZDUH DQG UHFRUG HYHQWV  
LQWRDORJILOH>@>@ 

,QIRUPDWLRQ RI 6&$'$ V\VWHPV LV FROOHFWHG IURP VHQVRUV
RU RWKHU PDQXDO LQSXWV DQG VHQW WR SURJUDPPDEOH ORJLF 
FRQWUROOHUV 3/&V RU UHPRWH WHUPLQDO XQLWV 578V IURP
ZKLFKWKLVLQIRUPDWLRQLVVHQWWRWKHFRPSXWHUVZLWK6&$'$ 
VRIWZDUH&XUUHQW6&$'$V\VWHPVKDYH(WKHUQHWFRQQHFWLYLW\ ZKHUH DQG DUHWKHFRYDULDQFHDQGWKHVWDQGDUGGHYLDWLRQ
WR HQDEOH FRQQHFWLQJ ZLWK WKH IXQFWLRQDOLWLHV RI QHWZRUNLQJ RI WKHVH IHDWXUHV UHVSHFWLYHO\ DQG
6WDQGDUG SURWRFROV LQFOXGH,(& ,(& DUHWKHPHDQVRIIDQG
DQG'137KHVHSURWRFROVDUHVWDQGDUGLVHGWRRSHUDWH
IUHVSHFWLYHO\
RYHUWKH 7&3,3 PRGHO 0RGEXV 7&3 3URWRFRO LV FRPPRQO\

VXSSRUWHG LQ GHYLFHV ZLWK (WKHUQHW &RQQHFWLYLW\ >@ 7KH
PDLQ IXQFWLRQ RI 6&$'$ VRIWZDUH LV WR DQDO\VH DQG GLVSOD\
WKH GDWD WR KHOS RSHUDWRUV DQG RWKHU HPSOR\HHV WR GHFUHDVH
ZDVWHDQGLPSURYHHIILFLHQF\LQWKHPDQXIDFWXULQJSURFHGXUH
DVVKRZQLQ)LJXUH>@>@
6RPH UHFHQW VWXGLHV KDYH IRFXVHG RQ GHVLJQLQJ ,'6 IRU
6&$'$ V\VWHPV DQG WKHVH VWXGLHV VKRZ WKH FKDOOHQJHV RI
GHVLJQLQJ DQ HIIHFWLYH ,'6±EDVHG 6&$'$ V\VWHP ZLWKRXW
GLVFORVLQJ WKHLU VKDUHG GDWD &ODVVLF HQFU\SWLRQ WHFKQLTXHV
FRPSULVLQJ 56$ DQG $(6 DUH QRW DSSURSULDWH EHFDXVH ZH
FDQQRW XVH WKH HQFU\SWHG GDWD IRU DQDO\VLQJ WKLV GDWD >@
7KHUHVXOWDWWDLQHGIURPKDVWREHLQDVSHFLILFUDQJHRI>
 @ ZKHUH WKLV UHVXOW LV FORVH WR  VKRZV D VWURQJ
FRUUHODWLRQLQDUHYHUVHGLUHFWLRQ,ILWLVFORVHWRWKHUHLVD
VWURQJFRUUHODWLRQLQWKHVDPHGLUHFWLRQDQGLILWLVFORVHWR
WKHUHLVQRFRUUHODWLRQDPRQJWKHVHIHDWXUHVZKHUHDSRVLWLYH
RUQHJDWLYHVLJQLQGLFDWHVWKDWWKHVHIHDWXUHVKDYHWKHVDPHRU
YDULRXV WHQGHQFLHV UHVSHFWLYHO\ 7KH PHDQ RI HDFK 3&&
IHDWXUH LH  LV FDOFXODWHG WR UDQN
WKH LPSRUWDQW IHDWXUHV WKDW DUH RUJDQL]HG LQ D GHVFHQGLQJ
RUGHU





Authorized licensed use limited to: ECOLE POLYTECHNIQUE DE MONTREAL. Downloaded on November 23,2021 at 16:46:36 UTC from IEEE Xplore. Restrictions apply.
 % (0FOXVWHULQJIRULGHQWLI\LQJ6&$'$DWWDFNV

$Q (0 DOJRULWKP >@ LV LPSOHPHQWHG WR HYDOXDWH WKH
PD[LPXP OLNHOLKRRG SDUDPHWHUV RI D VWDWLVWLFDO PRGHO LQ
VHYHUDOVWDWHVVXFKDVWKHRQH ZKHUHWKHHTXDWLRQVFDQQRWEH
H[SODLQHGGLUHFWO\$Q(0DOJRULWKPUHSHDWHGO\HVWLPDWHVWKH
XQNQRZQ PRGHOSDUDPHWHUV ZLWKWZR PDLQSKDVHVWKH(DQG
0VWHSV
 7KLV FDQ EH PHDVXUHG XVLQJ WKH QHZ WHUP RI µVHQVLWLYLW\
PDFKLQHOHDUQLQJDOJRULWKPVWKLVGDWDKDVWREHSURFHVVHGIRU
H[HFXWLRQE\WKRVHDOJRULWKPV

6HFRQGO\VHOHFWLQJSRUWLRQVRILPSRUWDQWIHDWXUHVXVLQJWKH
3&& WHFKQLTXH SUHYHQWV GLVFORVLQJ SULYDWH LQIRUPDWLRQ RI
6&$'$7UDGLWLRQDOO\PDFKLQHOHDUQLQJWHFKQLTXHVGHPDQGD
ODUJH QXPEHU RI IHDWXUHV WR EH VXFFHVVIXOO\ OHDUQHG DQG
YDOLGDWHG EXW WKLV H[SRVHV VHQVLWLYH LQIRUPDWLRQ RI 6&$'$
V\VWHPV VR DGRSWLQJ VPDOO IHDWXUHV FDQ DGGUHVV WKLV LVVXH
SHUFHQWDJH RI GDWD GLVFORVXUH¶ WKDW PHDQV WKH UDWH RI WKH
)LUVWO\ WKH ( VWHS LH H[SHFWDWLRQ LQ ZKLFK WKH SRVWHULRU
IHDWXUHVHOHFWHGWRWKHHQWLUHQXPEHURIIHDWXUHVXVHGLQDGDWD
GLVWULEXWLRQSUREDELOLWLHVRIWKHKLGGHQYDULDEOHVDUHHVWLPDWHG VRXUFH
XVLQJ WKH SUHVHQW PRGHO SDUDPHWHU YDOXHV $IWHU WKDW WKH 
REMHFWV DUH VOLJKWO\ DOORFDWHG WR HDFK FOXVWHU EDVHG RQ WKLV 7KLUGO\ ZH DSSO\ WKH (0 WHFKQLTXH IRU FOXVWHULQJ QRUPDO
SRVWHULRUGLVWULEXWLRQ6HFRQGO\WKH0VWHSPD[LPLVDWLRQUH
HYDOXDWHV WKH SDUDPHWHUV RI WKH PRGHO ZLWK WKH PD[LPXP
OLNHOLKRRG UXOH IRU HVWLPDWLQJ WKH IUDFWLRQDO DVVLJQPHQW 7KH
(0DOJRULWKPLVJXDUDQWHHGWRFDWFKDORFDOPD[LPXPIRUWKH
DQGVXVSLFLRXVLQVWDQFHVRI6&$'$GDWDLQRUGHUWRHVWLPDWH
WKH HIILFLHQF\ RI LGHQWLI\LQJ DWWDFN DFWLYLWLHV ZLWK D VPDOO
QXPEHURIIHDWXUHV)LQDOO\WKHSHUIRUPDQFHHYDOXDWLRQRIWKH
SURSRVHG 33,' WHFKQLTXH LV FRPSXWHG LQ WHUPV RI HUURU
GHWHFWLRQIDOVH SRVLWLYH UDWH )35 VHQVLWLYLW\ SHUFHQWDJH RI
PRGHOSDUDPHWHUVHVWLPDWH7KHVWHSVRIWKH(0WHFKQLTXHDUH GDWDGLVFORVXUHLHIHDWXUHSHUFHQWDJH7KHHIILFLHQF\RIWKH
SUHVHQWHGLQ$OJRULWKP WHFKQLTXH FDQ EH DFKLHYHG ZKHQ WKHVH WHUPV DUH DV ORZ DV
 SRVVLEOHDVGLVFXVVHGLQ6HFWLRQ9
$OJRULWKPWKH(0DOJRULWKPPDLQVWHSV 
,QSXWWKHGDWDVHW[WKHWRWDOQXPEHURIFOXVWHUV0WKHDFFHSWHG
HUURU WKUHVKROG IRU FRQYHUJHQFH ¼ DQG WKH PD[LPXP QXPEHU RI
LWHUDWLRQV
(VWHSFDOFXODWHWKHH[SHFWDWLRQRIWKHZKROHGDWDORJOLNHOLKRRG


0VWHSFKRLFHDQHZSDUDPHWHUHVWLPDWHWKDWPD[LPL]HVWKH4
IXQFWLRQ

 
,WHUDWLRQLQFUHPHQW UHSHDWVWHSDQGXQWLOWKH )LJXUH)UDPHZRUNRISULYDF\SUHVHUYDWLRQLQWUXVLRQGHWHFWLRQWHFKQLTXH
FRQYHUJHQFHFRQGLWLRQLVPHW
,, '$7$6(7)25(9$/8$7,21
2XWSXWDVHTXHQFHRISDUDPHWHUHVWLPDWHV ZKLFK 
UHSUHVHQWWKHVXFFHVVRIWKHFRQYHUJHQFHFULWHULD 7KH SRZHU V\VWHP GDWDVHWV >@ IRU PXOWLFODVV DWWDFNV DUH
XVHG WR HYDOXDWH WKH SHUIRUPDQFH RI WKH SURSRVHG SULYDF\
& $UFKLWHFWXUHRISULYDF\SUHVHUYDWLRQ,QWUXVLRQ'HWHFWLRQ SUHVHUYDWLRQ LQWUXVLRQ GHWHFWLRQ WHFKQLTXH DQG DUH FRPSDUHG
7HFKQLTXH ZLWKWKHWHFKQLTXHVSXEOLVKHGLQ>@7KHPXOWLFODVVGDWDVHWV
 LQFOXGHVFHQDULRVDUHHQFRPSDVVHGLQWRQDWXUDOHYHQWV
$Q HIIHFWLYH SULYDF\ SUHVHUYDWLRQ LQWUXVLRQ GHWHFWLRQ QR HYHQWV  DQG LQWUXVLRQ HYHQWV  7KH SURFHVV RI
WHFKQLTXH LV SURSRVHG IRU SUHYHQWLQJ WKH GLVFORVXUH RI HVWDEOLVKLQJ WKLV GDWDVHW LV GHSLFWHG LQ )LJXUH  ZKLFK
VHQVLWLYHSULYDF\ LQIRUPDWLRQ DQG GHWHFWLQJ PDOLFLRXV GHPRQVWUDWHVWKH PDLQ QHWZRUNFRPSRQHQWV XVHG)LUVWO\ *
REVHUYDWLRQV RI 6&$'$ V\VWHPV $V VKRZQ LQ )LJXUH  WKH DQG * DUH SRZHU JHQHUDWRUV 5 DFURVV 5 DUH ,QWHOOLJHQW
DUFKLWHFWXUH RI WKLV WHFKQLTXH FRQVLVWV RI IRXU VWHSV WKDW (OHFWURQLF'HYLFHV,('VWKDWFDQWXUQWKHEUHDNHUVRQRURII
GHPRQVWUDWH LWV HDVH RI DSSOLFDWLRQ IRU DOO 6&$'$ W\SHV LQ 7KHVHEUHDNHUVDUHWDJJHG%5RYHU%57KHUHDUHWZROLQHV
SDUWLFXODUSRZHUV\VWHPVWKDWDUHXVHGLQWKLVVWXG\)LUVWDQG OLQH RQH VSDQV IURP EUHDNHU  %5 WR EUHDNHU  %5DQG
IRUHPRVW LW LV DQ HVVHQWLDO VWHS IRU EXLOGLQJ SULYDF\ DQG
LQWUXVLRQ GHWHFWLRQ PHFKDQLVPV FROOHFWLQJ 6&$'$ GDWD LQ D
GDWD VRXUFH WR PDNH LW HDVLHU ZKLOH SUHSURFHVVLQJ DQG GXULQJ
DQDO\VLV $V 6&$'$ GDWD LV FROOHFWHG IURP GLIIHUHQW QRGHV
ZLWKGLYHUVHSURWRFROVWKDWDUHLQFRPSDWLEOHZKHQKDQGOHGE\
OLQHWZRVSDQVIURPEUHDNHU%5WREUHDNHU%5

(DFK ,(' PDQDJHV RQH EUHDNHU 5 FRQWUROV %5 5
FRQWUROV %5 ZKHUH WKH ,('V DSSO\ D GLVWDQFH SURWHFWLRQ
PHFKDQLVP WKDW WULSV WKH EUHDNHU RQ GHWHFWHG IDXOWV ZKHWKHU
DFWXDOO\ YDOLG RU IDNH DV WKH\ KDYH QR LQWHUQDO YDOLGDWLRQ WR




Authorized licensed use limited to: ECOLE POLYTECHNIQUE DE MONTREAL. Downloaded on November 23,2021 at 16:46:36 UTC from IEEE Xplore. Restrictions apply.
 LGHQWLI\ WKH GLIIHUHQFH 2SHUDWRUV FDQ DOVR PDQXDOO\ JHQHUDWH WKHVHIHDWXUHVLVDSSOLHGLQRUGHUWRHYDOXDWHWKH(0WHFKQLTXH
LQVWUXFWLRQV WR WKH ,('V 5 RYHU 5 WR PDQXDOO\ WULS WKH 7KHPDLQPRWLYHIRUVHOHFWLQJHDFKSRUWLRQRIWKHVHIHDWXUHVLV
EUHDNHUV%5RYHU%57KHPDQXDORYHUULGHLVXWLOLVHGZKLOH WR SUHYHQW VHQVLWLYH IHDWXUHV IURP GLVFORVXUH WKURXJK WKH ,'6
H[HFXWLQJPDLQWHQDQFHRQWKHOLQHVRURWKHUFRPSRQHQWV WHFKQLTXHV
 
7DEOH,)HDWXUHGHVFULSWLRQRISRZHUV\VWHPGDWDVHW>@

3$9+±3$9+ 3KDVH$±&9ROWDJH3KDVH$QJOH
309±309 3KDVH$±&9ROWDJH0DJQLWXGH
3$,+±3$,+ 3KDVH$±&&XUUHQW3KDVH$QJOH
30,±30, 3KDVH$±&&XUUHQW0DJQLWXGH
3$9,,±3$9,, 3RV±1HJ±=HUR9ROWDJH3KDVH$QJOH
309±309 3RV±1HJ±=HUR9ROWDJH0DJQLWXGH
3$9+±3$9+ 3RV±1HJ±=HUR&XUUHQW3KDVH$QJOH
309±309 3RV±1HJ±=HUR&XUUHQW0DJQLWXGH
) )UHTXHQF\IRUUHOD\V
') )UHTXHQF\'HOWDG)GWIRUUHOD\V
3$= $SSDUHQW,PSHGDQFHVHHQE\UHOD\V
 3$=+ $SSDUHQW,PSHGDQFH$QJOHVHHQE\UHOD\V
)LJXUH)UDPHZRUNRIJHQHUDWLQJSRZHUV\VWHPGDWDVHWV>@ 6 6WDWXV)ODJIRUUHOD\V
,,, (;3(5,0(17$/5(68/76$1'',6&866,21 

$ (YDOXDWLRQFULWHULD

7KHDFFXUDF\'HWHFWLRQ5DWH'5DQG)DOVH3RVLWLYH5DWH
)35 GHSHQG RQ WKH IRXU WHUPV WUXH SRVLWLYH 73 WUXH
QHJDWLYH71IDOVHQHJDWLYH)1DQGIDOVHSRVLWLYH)373
GHQRWHV WKH QXPEHU RI DFWXDO DWWDFN UHFRUGV FODVVLILHG DV
DWWDFNV 71 UHIHUV WR WKH QXPEHU RI DFWXDO QRUPDO UHFRUGV
FODVVLILHGDVQRUPDO)1LVWKHQXPEHURIDFWXDODWWDFNUHFRUGV
FODVVLILHG DV QRUPDO DQG ILQDOO\ )3 LV WKH QXPEHU RI DFWXDO
QRUPDOUHFRUGVFODVVLILHGDVDWWDFNV7KHVHPHWULFVDUHGHILQHG
DVIROORZV 
)LJXUH5DQNHGIHDWXUHVXVLQJ3&&WHFKQLTXH
x 7KH DFFXUDF\ LV GHILQHG DV WKH SURSRUWLRQ RI DOO QRUPDO 
DQGDWWDFNUHFRUGVSURSHUO\FODVVLILHGWKDWLV
 & (YDOXDWLRQXVLQJ(0WHFKQLTXH
 
7KH SHUIRUPDQFH HYDOXDWLRQ RI WKH (0 ZDV FRQGXFWHG RQ
 HDFK TXDUWHU RI WKHVH IHDWXUHV UHYHDOLQJ WKH RYHUDOO '5
x 7KH '5 LV WKH SHUFHQWDJH RI SUHFLVHO\ GHWHFWHG DWWDFN DFFXUDF\ DQG )35 YDOXHV GHPRQVWUDWHG LQ 7DEOH ,, )LJXUH 
UHFRUGVWKDWLV GLVSOD\VWKH5HFHLYHU2SHUDWLQJ&KDUDFWHULVWLFV52&FXUYH
 ZKLFK UHSUHVHQWV WKH FRUUHODWLRQ EHWZHHQ WKH '5V DQG )35V
 IRUWKHVHOHFWHGIHDWXUHV
 
7DEOH,,(YDOXDWLRQRIIHDWXUHVVHOHFWLRQXVLQJ(0WHFKQLTXH
x 7KH)35LGHQWLILHVWKHSHUFHQWDJHRILQFRUUHFWO\GHWHFWHG
)HDWXUH '5 $FFXUDF\ )35
DWWDFNUHFRUGVWKDWHTXDOV
SHUFHQWDJH

   
    
   
% )HDWXUH'HVFULSWLRQDQGVHOHFWLRQ
   
 
,QWKHSRZHUV\VWHPGDWDVHWIRUPXOWLFODVVDWWDFNVWKHUHDUH ,W FDQ EH REVHUYHG WKDW WKH JUDGXDO LQFUHDVH RI WKH IHDWXUH
 V\QFKURSKDVRUV WKDW LQFOXGH  IHDWXUHV IRU D WRWDO RI  SHUFHQWDJHV LPSURYHG WKH '5 DQG DFFXUDF\ ZKLOVW GURSSLQJ
308 PHDVXUHPHQWV7KH IHDWXUHVWDNHQ IURPHDFK308DQG WKH )35 7KH '5 DQG DFFXUDF\ LPSURYHG IURP  WR
WKHLUGHVFULSWLRQVDUHVKRZQLQ7DEOH,  DQG  DQG  UHVSHFWLYHO\ EXW WKH )35
 GHFUHDVHG IURP  WR  7KLV UHYHDOV WKDW WKH XVH RI
7KH3&&WHFKQLTXHLVHPSOR\HGIRUUDQNLQJWKHVHIHDWXUHVLQ DOO RI WKH IHDWXUHV VLJQLILFDQWO\ LPSURYH GHWHFWLQJ 6&$'$
D UDQJH RI > @ DV GHSLFWHG LQ )LJXUH   (DFK TXDUWHU RI




Authorized licensed use limited to: ECOLE POLYTECHNIQUE DE MONTREAL. Downloaded on November 23,2021 at 16:46:36 UTC from IEEE Xplore. Restrictions apply.
 DWWDFNVKRZHYHUNHHSLQJVHQVLWLYHLQIRUPDWLRQVHFXUHUHTXLUHV
LQWHOOLJHQW WHFKQLTXHV IRU GHWHFWLQJ PDOLFLRXV HYHQWV RI
6&$'$ V\VWHPV ZKLOH XVLQJ D VPDOO QXPEHU RI IHDWXUHV
ZKLFKFRQWDLQVSULYDWHLQIRUPDWLRQ
GLVFORVLQJ VHQVLWLYH LQIRUPDWLRQ VOLJKWO\ GHFUHDVHV WKH
GHWHFWLRQ UDWH RI DWWDFNV ,Q IXWXUH ZH ZLOO XVH DGYDQFHG
FOXVWHULQJ WHFKQLTXHV WKDW VLJQLILFDQWO\ LPSURYH WKH GHWHFWLRQ
DFFXUDF\
5()(5(1&(6
 8GG5REHUWHWDO([SORLWLQJ%URIRU,QWUXVLRQ'HWHFWLRQLQD6&$'$
6\VWHP3URFHHGLQJV RI WKH QG $&0 ,QWHUQDWLRQDO :RUNVKRS RQ
&\EHU3K\VLFDO6\VWHP6HFXULW\$&0
 )DKDG $GLO HW DO 33)6&$'$ 3ULYDF\ SUHVHUYLQJ IUDPHZRUN IRU
6&$'$ GDWD SXEOLVKLQJ)XWXUH *HQHUDWLRQ &RPSXWHU 6\VWHPV

 <DQJ <L HW DO 0XOWLDWWULEXWH 6&$'$VSHFLILF LQWUXVLRQ GHWHFWLRQ
V\VWHPIRUSRZHUQHWZRUNV,(((7UDQVDFWLRQVRQ3RZHU'HOLYHU\

 0LWFKHOO 5REHUW DQG ,QJ5D\ &KHQ $ VXUYH\ RI LQWUXVLRQ GHWHFWLRQ
WHFKQLTXHV IRU F\EHUSK\VLFDO V\VWHPV$&0 &RPSXWLQJ 6XUYH\V
&685
 7DXW]:HLQHUW -DQQLV DQG 6LPRQ - :DWVRQ 8VLQJ 6&$'$ GDWD IRU
 ZLQG WXUELQH FRQGLWLRQ PRQLWRULQJ±D UHYLHZ,(7 5HQHZDEOH 3RZHU
)LJXUH52&FXUYHVRI(0WHFKQLTXHIRUIHDWXUHSHUFHQWDJHV
' &RPSDULVRQZLWKWKUHHWHFKQLTXHV
7KH UHVXOWV RI RXU WHFKQLTXH LV FRPSDUHG ZLWK WKH WKUHH
WHFKQLTXHV RI 1HDUHVW 1HLJKERXU 1DwYH %D\HV 5DQGRP
)RUHVWV SXEOLVKHG LQ >@  $V GHPRQVWUDWHG LQ 7DEOH ,,,RXU
WHFKQLTXH DFKLHYHV VXSHULRULW\ LQ WHUPV RI '5 DQG )35
*HQHUDWLRQ
 &RURQD , *LDFLQWR * DQG 5ROL )  $GYHUVDULDO DWWDFNV DJDLQVW
LQWUXVLRQ GHWHFWLRQ V\VWHPV 7D[RQRP\ VROXWLRQV DQG RSHQ LVVXHV
,QIRUPDWLRQ6FLHQFHV
 (UH] 1RDP DQG $YLVKDL :RRO &RQWURO YDULDEOH FODVVLILFDWLRQ
PRGHOLQJ DQG DQRPDO\ GHWHFWLRQ LQ 0RGEXV7&3 6&$'$
V\VWHPV,QWHUQDWLRQDO -RXUQDO RI &ULWLFDO ,QIUDVWUXFWXUH 3URWHFWLRQ

FRPSDUHGZLWKWKHVHWHFKQLTXHVZLWKWKHRIIHDWXUHV  0DJODUDV /HDQGURV $ -LDQPLQ -LDQJ DQG 7LDJR &UX] ,QWHJUDWHG
 2&690 PHFKDQLVP IRU LQWUXVLRQ GHWHFWLRQ LQ 6&$'$
7DEOH,,,3HUIRUPDQFHFRPSDULVRQVRIWHFKQLTXHV V\VWHPV(OHFWURQLFV/HWWHUV
7HFKQLTXH '5 )35  $)DKDG=7DUL,.KDOLO,+DELE+$OQXZHLUL7RZDUGDQHIILFLHQW
1HDUHVW1HLJKERXU>@   DQGVFDODEOHIHDWXUHVHOHFWLRQDSSURDFKIRULQWHUQHWWUDIILFFODVVLILFDWLRQ
&RPSXWHU1HWZRUNV
1DwYH%D\HV>@    $OPDODZL $EGXOPRKVHQ HW DO $ IUDPHZRUN IRU LPSURYLQJ WKH
5DQGRP)RUHVWV>@   DFFXUDF\ RI XQVXSHUYLVHG LQWUXVLRQ GHWHFWLRQ IRU 6&$'$
2XUWHFKQLTXH   V\VWHPV WK ,((( ,QWHUQDWLRQDO &RQIHUHQFH RQ 7UXVW 6HFXULW\
DQG3ULYDF\LQ&RPSXWLQJDQG&RPPXQLFDWLRQV,(((
  ..LP*3DUWKDVDUDWK\28OX\RO:)RVOLHQ66KHQJ3)OHPLQJ
2XU WHFKQLTXH DFFRPSOLVKHV EHWWHU UHVXOWV WKDQ WKH WKUHH 8VHRI6&$'$'DWDIRU )DLOXUH'HWHFWLRQLQ:LQG7XUELQHV1DWLRQDO
RWKHU WHFKQLTXHV DV LW FOXVWHUV QRUPDO DQG DEQRUPDO GDWD 5HQHZDEOH(QHUJ\/DERUDWRU\
EDVHGRQWKHH[DFWHVWLPDWLRQRIPHDQDQGVWDQGDUGGHYLDWLRQ  $JJDUZDO &KDUX & DQG 6 <X 3KLOLS $ JHQHUDO VXUYH\ RI SULYDF\
SUHVHUYLQJGDWDPLQLQJPRGHOVDQGDOJRULWKPV3ULYDF\SUHVHUYLQJGDWD
RI QRUPDO DQG DWWDFN FODVVHV PDNLQJ D FOHDU GLIIHUHQFH PLQLQJ6SULQJHU86
EHWZHHQWKHP+RZHYHUWKHWHFKQLTXHLVQRWDEOHWRGHWHFWWKH  'XD 6XPHHW DQG ;LDQ 'X'DWD PLQLQJ DQG PDFKLQH OHDUQLQJ LQ
EHVW UHVXOWV ZLWK D ORZHU QXPEHU RI IHDWXUHV EHFDXVH RI WKH F\EHUVHFXULW\&5&SUHVV
UHODWLYHVLPLODULW\EHWZHHQQRUPDODQGDWWDFNGDWD7KLVFDQEH  (UH] 1RDP DQG $YLVKDL :RRO &RQWURO YDULDEOH FODVVLILFDWLRQ
PRGHOLQJ DQG DQRPDO\ GHWHFWLRQ LQ 0RGEXV7&3 6&$'$
DFKLHYHG E\ XVLQJ KLHUDUFKLFDO FOXVWHULQJ WHFKQLTXHV WR XVH V\VWHPV,QWHUQDWLRQDO -RXUQDO RI &ULWLFDO ,QIUDVWUXFWXUH 3URWHFWLRQ
VPDOO QXPEHU RI IHDWXUHV UHVXOWLQJ LQ GLVFORVLQJ VHQVLWLYH
LQIRUPDWLRQRI6&$'$V\VWHPV
,9 &21&/86,21
7KLV VWXG\ SURGXFHV D QRYHO SULYDF\ SUHVHUYDWLRQ LQWUXVLRQ

 8GG5REHUWHWDO([SORLWLQJ%URIRU,QWUXVLRQ'HWHFWLRQLQD6&$'$
6\VWHP3URFHHGLQJV RI WKH QG $&0 ,QWHUQDWLRQDO :RUNVKRS RQ
&\EHU3K\VLFDO6\VWHP6HFXULW\$&0
 *DOORZD\%UHQGDQDQG*HUKDUG3+DQFNH,QWURGXFWLRQWRLQGXVWULDO
FRQWURO QHWZRUNV,((( &RPPXQLFDWLRQV 6XUYH\V DQG 7XWRULDOV
GHWHFWLRQ PHFKDQLVP XVLQJ WKH FRUUHODWLRQ FRHIILFLHQW (0
FOXVWHULQJWHFKQLTXHV,PSRUWDQWIHDWXUHVDUHVHOHFWHGEDVHGRQ
WKH FRUUHODWLRQ FRHIILFLHQW WHFKQLTXH WR VHOHFW SRUWLRQV RI
6&$'$ GDWD ZLWK OHVV VHQVLWLYH LQIRUPDWLRQ  7KHQ WKH (0
FOXVWHULQJ WHFKQLTXH JURXSV 6&$'$ GDWD LQ RUGHU WR

 - =KRQJ 9 0LUFKDQGDQL 3 %HUWRN - +DUODQG —IUDFWDO EDVHG GDWD
SHUWXUEDWLRQDOJRULWKPIRUSULYDF\SURWHFWLRQ
 0RXVWDID 1RXU DQG -LOO 6OD\ 7KH HYDOXDWLRQ RI 1HWZRUN $QRPDO\
'HWHFWLRQ6\VWHPV6WDWLVWLFDODQDO\VLVRIWKH816:1%GDWDVHWDQG
WKHFRPSDULVRQZLWKWKH.''GDWDVHW,QIRUPDWLRQ6HFXULW\-RXUQDO
HIIHFWLYHO\ DQG HIILFLHQWO\ GHWHFW DEQRUPDO DFWLYLWLHV  7KH
SHUIRUPDQFH HYDOXDWLRQ RI WKLV PHFKDQLVP LV FRPSDUHG ZLWK
WKUHH SHHU WHFKQLTXHV XVLQJ WKH SRZHU V\VWHP GDWDVHW IRU
PXOWLFODVV DWWDFNV ZLWK WKH VXSHULRULW\ RI WKH SURSRVHG
$*OREDO3HUVSHFWLYH
 0F/DFKODQ*HRIIUH\DQG7KUL\DPEDNDP.ULVKQDQ7KH(0DOJRULWKP
DQGH[WHQVLRQV9RO-RKQ:LOH\ 6RQV
 +LQN 5D\PRQG & %RUJHV HW DO 0DFKLQH OHDUQLQJ IRU SRZHU V\VWHP
GLVWXUEDQFHDQGF\EHUDWWDFNGLVFULPLQDWLRQ5HVLOLHQW&RQWURO6\VWHPV
,65&6WK,QWHUQDWLRQDO6\PSRVLXPRQ,(((
PHFKDQLVP IRU GHWHFWLQJ 6&$'$ DWWDFNV 7KH H[SHULPHQWDO  3RZHUV\VWHPVGDWDVHWVKWWSVVLWHVJRRJOHFRPDXDKHGXWRPP\
UHVXOWV UHYHDO UHGXFLQJ WKH QXPEHU RI IHDWXUHV WKDW SUHYHQW PRUULVXDKLFVGDWDVHWV0D\




Authorized licensed use limited to: ECOLE POLYTECHNIQUE DE MONTREAL. Downloaded on November 23,2021 at 16:46:36 UTC from IEEE Xplore. Restrictions apply.