0% found this document useful (0 votes)
41 views8 pages

Strategy of Container Terminal Shore Crane

This document summarizes a research paper on reliability-centered maintenance strategy for container terminal shore cranes. It introduces reliability-centered maintenance (RCM) as an important maintenance strategy. It then discusses failures of shore cranes and analyzes failure modes using Failure Mode and Effects Analysis (FMEA). It calculates failure rates and proposes optimizing preventative maintenance cycles to improve efficiency and reliability based on mathematical modeling.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
41 views8 pages

Strategy of Container Terminal Shore Crane

This document summarizes a research paper on reliability-centered maintenance strategy for container terminal shore cranes. It introduces reliability-centered maintenance (RCM) as an important maintenance strategy. It then discusses failures of shore cranes and analyzes failure modes using Failure Mode and Effects Analysis (FMEA). It calculates failure rates and proposes optimizing preventative maintenance cycles to improve efficiency and reliability based on mathematical modeling.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

2020 International Conferences on Internet of Things (iThings) and IEEE Green Computing and Communications (GreenCom)

and IEEE Cyber, Physical and Social Computing (CPSCom) and IEEE Smart Data (SmartData) and IEEE Congress on

5HVHDUFK RQ 5HOLDELOLW\&HQWHUHG 0DLQWHQDQFH


6WUDWHJ\ RI &RQWDLQHU 7HUPLQDO 6KRUH &UDQH
VW +DQOLQ =KDQJ QG <RQJ /L UG /LQ =KDQJ
'HYHORSPHQW 'HSDUWPHQW =DR]KXDQJ 9RFDWLRQDO &ROOHJH &KRQJTLQJ 6SHFLDO (TXLSPHQW
7LDQMLQ 5HVHDUFK ,QVWLWXWH IRU :DWHU 6KDQGRQJ &KLQD ,QVSHFWLRQ DQG 5HVHDUFK ,QVWLWXWH
7UDQVSRUW (QJLQHHULQJ OL\RQJ#FRP &KRQJTLQJ &KLQD
7LDQMLQ &KLQD ]O\G\[I#FRP
#TTFRP

WK =HORQJ &KHQ WK -LQJ &KHQ


8QLYHUVLW\ RI -LQDQ 4XDQFKHQJ &ROOHJH ,QIRUPDWLRQ &HQWHU
<DQWDL &KLQD 7LDQMLQ 5HVHDUFK ,QVWLWXWH IRU :DWHU
D#FRP 7UDQVSRUW (QJLQHHULQJ
7LDQMLQ &KLQD
MDQQ\#FRP

$EVWUDFW²3RUW LQWHOOLJHQFH KDV EHFRPH DQ LPSRUWDQW SDUW EDVLF FRQGLWLRQV IRU WKH RSHUDWLRQ RI SRUWV KDYH DQ
RI FRDVWDO FLWLHV WR EXLOG VPDUW FLWLHV (TXLSPHQW PDLQWHQDQFH LPSRUWDQW UROH >@>@
DW WKH FRQWDLQHU WHUPLQDO LV DQ LPSRUWDQW HYHQW UHODWHG WR
7KH FRQWDLQHU WHUPLQDO LV DQ LQWHQVLYH SURGXFWLRQ DUHD
SURGXFWLRQ VDIHW\ DQG HIILFLHQF\ KRZHYHU LQ WKH ILHOG RI
7KHUH DUH D ORW RI SRUW PDFKLQHU\ DQG HTXLSPHQW 7KH
FRQWDLQHU WHUPLQDO HTXLSPHQW PDLQWHQDQFH DQG PDQDJHPHQW
GDLO\ SURGXFWLRQ DQG RSHUDWLRQ RI WKH WHUPLQDO GHSHQGV RQ
7KHUH KDV DOZD\V EHHQ WKH SUREOHP RI KLJK PDLQWHQDQFH FRVWV
WKH QRUPDO RSHUDWLRQ RI YDULRXV PHFKDQLFDO HTXLSPHQW
DQG ORQJ PDLQWHQDQFH F\FOHV VLPXOWDQHRXVO\ WKH ZHDN
7KH PRVW LPSRUWDQW FRQWHQW RI WKH HQWLUH WHUPLQDO
WHFKQLFDO IRUFH DQG ORZ GHJUHH RI LQWHOOLJHQFH H[DFHUEDWH WKLV
HTXLSPHQW PDQDJHPHQW LV WKH PDLQWHQDQFH PDQDJHPHQW
SUREOHP ,Q RUGHU WR VROYH WKH DERYH SUREOHP D UHOLDELOLW\
RI +$(&2 HTXLSPHQW >@ 7KH OHYHO RI PDLQWHQDQFH
FHQWHUHG PDLQWHQDQFH 5&0 VWUDWHJ\ LV SURSRVHG ,Q WKH
PDQDJHPHQW GLUHFWO\
SUDFWLFH RI WKLV VWUDWHJ\ WKH VKRUH FUDQH LV FKRVHQ DV WKH
UHVHDUFK REMHFW )DLOXUH 0RGH DQG (IIHFWV $QDO\VLV )0($ LV DIIHFWV WKH VDIHW\ DQG HIILFLHQF\ RI FRQWDLQHU WHUPLQDO
XVHG WR DQDO\]H WKH IDLOXUH PRGH DQG LPSDFW RI WKH VKRUH SURGXFWLRQ RSHUDWLRQV
FUDQH¶V IXQFWLRQ 7KH PHWKRGV RI H[SHUW LQYHVWLJDWLRQ DQG ILHOG
0HFKDQLFDO HTXLSPHQW PDQDJHPHQW DQG PDLQWHQDQFH
LQYHVWLJDWLRQ DUH XVHG WR LGHQWLI\LQJ WKH FDXVHV PRGHV DQG
DUH EHFRPLQJ PRUH DQG PRUH FRPSOLFDWHG ,Q RUGHU WR
HIIHFWV RI WKH IDLOXUH RI HDFK VXEV\VWHP 7KH FXPXODWLYH IDLOXUH
HQVXUH LWV QRUPDO RSHUDWLRQ DQG PD[LPL]H LWV RZQ
UDWH RI SRUW PDFKLQHU\ ZDV FDOFXODWHG DQG DQDO\]HG DQG LWV
HIILFLHQF\ WKH PDLQWHQDQFH PDQDJHPHQW RI WHUPLQDO
SUREDELOLW\ LV VFRUHG DLPV WR PLQLPL]H SUHYHQWLYH PDLQWHQDQFH
HTXLSPHQW LV QR ORQJHU MXVW WKH QHHG RI HQWHUSULVH
F\FOHV %DVHG RQ WKLV DLP WKH SUHYHQWLYH PDLQWHQDQFH SHULRG RI
PDQDJHPHQW ,W LV WKH QHHG WR LPSURYH WKH HIILFLHQF\ RI
WKH VKRUH FUDQH LV FDOFXODWHG 7KH FRQVLVWHQF\ RI WKH QXPHULFDO
SRUW SURGXFWLRQ RSHUDWLRQV DQG WKH HFRQRPLF HIILFLHQF\ RI
UHVXOWV ZDV YHULILHG E\ 0$7/$% 7KH UHVXOWV SURYHG WKDW WKLV
WKH SRUW >@>@ 7KHUH DUH PDQ\ IDFWRUV DIIHFWLQJ HTXLSPHQW
VWUDWHJ\ ZKLOH DFKLHYLQJ VDIH SURGXFWLRQ DW WKH VDPH WLPH WKH
PDLQWHQDQFH 7KH WZR PRVW LPSRUWDQW WKLQJV DUH WKH
VWUDWHJ\ FDQ LPSURYH WKH RSHUDWLRQ HIILFLHQF\ D PRUH
HFRQRPLFV DQG UHOLDELOLW\ RI PDLQWHQDQFH 7KH GDWD VKRZ
UHDVRQDEOH PDLQWHQDQFH DQG PDQDJHPHQW VWUDWHJ\ RQ
WKDW WKH UHOLDELOLW\ RI HTXLSPHQW PDLQWHQDQFH LV YHU\
FRQWDLQHU WHUPLQDO PDFKLQHU\ DQG HTXLSPHQW FDQ EH GHYHORSHG
LPSRUWDQW 7KH PDLQWHQDQFH ZRUNORDG UHGXFH
.H\ZRUGV²&RQWDLQHU WHUPLQDO 6KRUH FUDQH 5HOLDELOLW\ PDLQWHQDQFH FRVWV FDQ EH HIIHFWLYHO\ UHGXFHG $W WKH VDPH
)0($ DQDO\VLV 0DLQWHQDQFH PRGH GHFLVLRQ 0DLQWHQDQFH F\FOH WLPH WKH OLIH RI WKH HTXLSPHQW WR D FHUWDLQ H[WHQW FDQ EH
GHFLVLRQ H[WHQGHG ,W LV YHU\ LPSRUWDQW IRU FRQWDLQHU WHUPLQDO WR
GHYHORS SURSHU PDLQWHQDQFH VWUDWHJ\ WR JXLGH WKH
, ,1752'8&7,21 PDLQWHQDQFH >@
:LWK WKH GHYHORSPHQW RI VFLHQFH DQG WHFKQRORJ\ WKH 7KLV WKHVLV DGRSWV WKH UHOLDELOLW\FHQWHUHG PDLQWHQDQFH
FRQFHSW RI VPDUW FLW\ KDV EHHQ UHFRJQL]HG E\ HYHU\RQH WKHRU\ DQG WDNHV WKH GRFN VKRUH EULGJH DV DQ H[DPSOH
0RUH DQG PRUH FRXQWULHV DUH LQYHVWLQJ LQ WKH UHVHDUFK RI 7KURXJK )0($ DQDO\VLV WKH IXQFWLRQ RI VKRUH EULGJH
VPDUW FLW\ FRQVWUXFWLRQ 7KURXJKRXW WKH ZRUOG FRDVWDO HTXLSPHQW LV GHFRPSRVHG 3RVVLEOH IDLOXUH PRGHV DQG
FLWLHV XVXDOO\ OHDG WKH GHYHORSPHQW RI HFRQRP\ DQG IDLOXUH FDXVHV DUH FODVVLILHG DQG FRXQWHG 7KH LPSDFW
WHFKQRORJ\ 3RUWV DQG VKLSSLQJ KDYH D VWURQJ LPSHWXV IRU VHYHULW\ DQG PRQLWRULQJ GLIILFXOW\ RI HDFK IDLOXUH PRGH
WKH GHYHORSPHQW RI FLWLHV )DFLOLWLHV DQG HTXLSPHQW DV WKH DUH VWXGLHG 7KURXJK WKH H[SHUW VFRULQJ PHWKRG WKH
FRPSUHKHQVLYH VFRUH RI HTXLSPHQW IDLOXUH LV FDOFXODWHG
7KLV SDSHU LV VXSSRUWHG E\ &HQWUDO )XQGDPHQWDO
5HVHDUFK )XQGV 7.6 

&RUUHVSRQGLQJ DXWKRU

978-1-7281-7647-5/20/$31.00 ©2020 IEEE 603


DOI 10.1109/iThings-GreenCom-CPSCom-SmartData-Cybermatics50389.2020.00106

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
7KHUHIRUH WKH ULVN OHYHO RI WKH IDXOW LV GHWHUPLQHG ,,, 5&0 675$7(*<
$LPLQJ DW WKH PLQLPXP SUHYHQWLYH PDLQWHQDQFH F\FOH RI 5&0 LV D FRPPRQ DQG SRSXODU V\VWHP HQJLQHHULQJ
WKH HTXLSPHQW LQWDFW UDWH WKH PDLQWHQDQFH F\FOH LV VWUDWHJ\ LQ WKH ZRUOG ,W LV PDLQO\ XVHG WR GHWHUPLQH WKH
FDOFXODWHG WKURXJK WKH PDWKHPDWLFDO PRGHO RI 0$7/$% UHTXLUHPHQWV RI SUHYHQWLYH PDLQWHQDQFH DQG RSWLPL]H
7KH EHVW HTXLSPHQW PDLQWHQDQFH SODQ LV REWDLQHG WR PDLQWHQDQFH V\VWHP ,W IROORZV WKH SULQFLSOH RI
HQVXUH WKH HFRQRP\ DQG UHOLDELOLW\ RI WKH VKRUH EULGJH PDLQWDLQLQJ WKH LQKHUHQW UHOLDELOLW\ DQG VDIHW\ RI
,, 5(/$7(' :25.6 HTXLSPHQW ZLWK PLQLPDO UHVRXUFH FRQVXPSWLRQ 5&0 LV
GHILQHG DV WKH SURFHVV RU PHWKRG RI GHWHUPLQLQJ
,Q UHFHQW \HDUV VFKRODUV DW KRPH DQG DEURDG DUH HTXLSPHQW SUHYHQWLYH PDLQWHQDQFH UHTXLUHPHQWV XVLQJ D
HQWKXVLDVWLF DERXW WKH ILHOG RI HTXLSPHQW PDLQWHQDQFH ORJLFDO GHWHUPLQDWLRQ DSSURDFK
PDQDJHPHQW 5HVHDUFK KDV EHHQ FDUULHG RXW IURP PDQ\
DQJOHV DQG DVSHFWV 0DQ\ QHZ PDLQWHQDQFH WKHRULHV DQG 5&0 VWUDWHJ\ LV EDVHG RQ )0($ DQDO\VLV DQG ULVN
GHFLVLRQPDNLQJ PHWKRGV KDYH EHHQ SURSRVHG ,Q WKH DQDO\VLV ,W SD\V DWWHQWLRQ WR WKH LQIOXHQFH RI HTXLSPHQW
¶V WKH PHWKRG RI PDLQWHQDQFH VFKHGXOLQJ NQRZQ DV VWDWXV RQ GHFLVLRQPDNLQJ 7KH 5&0 PDLQWHQDQFH VWHSV
5HOLDELOLW\&HQWHUHG 0DLQWHQDQFH 5&0 ZDV ILUVW RI WKH HTXLSPHQW DUH VKRZQ LQ )LJXUH 
GHYHORSHG LQ WKH $LUOLQH ,QGXVWU\ 'XH WR WKH KLJK $ )DLOXUH PRGH DQG HIIHFWV DQDO\VLV
PDLQWHQDQFH FRVW RI WKLV LQGXVWU\ LW KDV GHYHORSHG UDSLGO\
5&0 LV EDVHG RQ WKH UHOLDELOLW\ LQGH[ RI WKH HTXLSPHQW
:LWK WKH HPHUJHQFH RI QHZ WHFKQRORJLHV FRPSOH[
7KH IDLOXUH UDWH RI WKH HTXLSPHQW VKRXOG EH DQDO\]HG E\
V\VWHPV DQG PLQLDWXUH FRPSRQHQWV LQGXVWULDO
WKH UHOLDELOLW\ RI WKH HTXLSPHQW 7KURXJK IDXOW DQDO\VLV D
PDQXIDFWXULQJ LV XQGHUJRLQJ D UHYROXWLRQ 7KHVH FKDQJHV
VSHFLILF FULWHULRQ IRU MXGJLQJ WKH UHOLDELOLW\ RI WKH
DUH DFFRPSDQLHG E\ PRUH DQG PRUH IDLOXUHV OHDGLQJ WR
HTXLSPHQW LV REWDLQHG $FFRUGLQJ WR WKH UHVXOWV RI
WKH JUDGXDO KLJKOLJKWLQJ RI PDLQWDLQDELOLW\ >@>@
FDOFXODWLRQ DQG DQDO\VLV WKH PDLQWHQDQFH PHWKRG LV
7KHUHIRUH GLDJQRVLV DQG IDXOW GHWHFWLRQ KDYH EHFRPH WKH
VHOHFWHG ,Q RUGHU WR GR WKLV ZH PXVW ILUVW GR IDXOW PRGH
EDVLV RI PDQ\ LQGXVWULDO ILHOGV >@ $ ZLGHO\ XVHG PHWKRG
DQG HIIHFWV DQDO\VLV )0($ 
IRU LGHQWLI\LQJ DQG VHOHFWLQJ IDXOW GLDJQRVLV DQG GHWHFWLRQ
VWUDWHJLHV LV 5&0 ,W FDQ HIIHFWLYHO\ DFKLHYH WKH UHTXLUHG
VDIHW\ DYDLODELOLW\ DQG RSHUDWLRQDO HFRQRP\ 5&0
FRQWLQXHV WR GHYHORS DQG LPSURYH LQ SUDFWLFH DQG VWDQGV
RXW LQ PDQ\ HTXLSPHQW PDLQWHQDQFH WKHRULHV ,W LV ZLGHO\
XVHG LQ DOO ZDONV RI OLIH DQG KDV DFKLHYHG UHPDUNDEOH
UHVXOWV >@>@ :DQJ >@ VWXGLHG WKH FRQGLWLRQ DVVHVVPHQW
DQG FRQGLWLRQ SUHGLFWLRQ RI KLJKVSHHG WUDLQ HTXLSPHQW $
VWDWHEDVHG PDLQWHQDQFH RSWLPL]DWLRQ VWUDWHJ\ PRGHO LV
HVWDEOLVKHG 7KH PRGHO WDNHV LQWR DFFRXQW QRQQHZ DQG
HFRQRPLF UHTXLUHPHQWV +HR HW DO >@ IRXQG WKH RSWLPDO
PDLQWHQDQFH VWUDWHJ\ IRU WKH WUDQVPLVVLRQ V\VWHP IURP D
)LJ  7KH 5&0 VWUDWHJ\ VWHSV RI WKH HTXLSPHQW
ODUJH FODVV RI SRVVLEOH PDLQWHQDQFH VFKHPHV E\ XVLQJ
JHQHWLF DOJRULWKPV %DVHG RQ VWDWLVWLFDO DQDO\VLV DQG )0($ UHVXOWV DUH XVXDOO\ SUHVHQWHG LQ WDEXODWHG IRUP
SUDFWLFDO H[SHULHQFH )LVFKHU HW DO >@ GHWHUPLQHG WKH PRVW %HIRUH )0($ DQDO\VLV RI WKH ZKROH HTXLSPHQW LW LV
UHOHYDQW IXQFWLRQDO IDLOXUH WKH FDXVH RI WKH IDLOXUH DQG WKH QHFHVVDU\ WR IXOO\ XQGHUVWDQG WKH GHVLJQ IXQFWLRQ XVDJH
DSSURSULDWH IDQ SUHYHQWLYH PHDVXUHV &KHQ DQG =KDQJ >@ DQG ZRUNLQJ HQYLURQPHQW RI WKH HTXLSPHQW ,Q WKLV ZD\
GHVFULEHG WKH LPSOHPHQWDWLRQ RI UHOLDELOLW\FHQWULF WKH PRVW VXLWDEOH )0($ DQDO\VLV WDEOH FDQ EH GHYHORSHG
PDLQWHQDQFH LQ WKH ILHOG RI QXFOHDU HQHUJ\ LQ &KLQD IRU WKH HTXLSPHQW GHVLJQ 7KH )0($ PDQXIDFWXULQJ
9LVKQX DQG 5HJLNXPDU>@ SURSRVHG DQ $+3EDVHG SURFHVV FDQ EH UHJDUGHG DV WKH SURFHVV RI DQDO\]LQJ HDFK
IUDPHZRUN IRU SURFHVVFHQWULF UHOLDELOLW\FHQWULF LWHP RI HTXLSPHQW DQG HVWDEOLVKLQJ WKH HIIHFWLYHQHVV
PDLQWHQDQFH VWUDWHJ\ VHOHFWLRQ 7KH PHWKRG ZDV YHULILHG
E\ PDLQWDLQLQJ KLVWRULFDO GDWD 3RXUDKPDGL HW DO >@ )0($ DQDO\VLV LV D TXDOLWDWLYH IDXOW DQDO\VLV PHWKRG
SURSRVHG JDPH WKHRU\ WR LGHQWLI\ WKH UHOLDELOLW\ 7KH PHWKRG LV XVHG E\ D QXPEHU RI LQGXVWU\ H[SHUWV
SHUIRUPDQFH RI WKH V\VWHP ZKLFK ZDV DSSOLHG WR HTXLSPHQW WHFKQLFLDQV DQG H[SHULHQFHG SHUVRQQHO WR
UHOLDELOLW\FHQWULF PDLQWHQDQFH LQ SRZHU V\VWHPV GHWHUPLQH WKH VFRULQJ FULWHULD 7KHUH DUH WKUHH EDVLF
IDFWRUV WR FRPSUHKHQVLYHO\ HYDOXDWH WKH IDLOXUH RI SRUW
,Q JHQHUDO PRUH DQG PRUH UHVHDUFK H[SHUWV DUH HTXLSPHQW 7KH WKUHH EDVLF IDFWRUV DUH WKH SUREDELOLW\ RI
EHJLQQLQJ WR IRFXV RQ HTXLSPHQW PDLQWHQDQFH IDLOXUH WKH VHYHULW\ DQG WKH GLIILFXOW\ RI GHWHFWLRQ 7KH\
PDQDJHPHQW &HUWDLQ DFKLHYHPHQWV KDYH EHHQ PDGH LQ DUH DOVR WKH NH\ WR WKH IDLOXUH ULVN DVVHVVPHQW RI SRUW
WKH UHVHDUFK +RZHYHU WKH UHVHDUFK RQ DSSO\LQJ UHOLDELOLW\ HTXLSPHQW XVLQJ WKH FRPSUHKHQVLYH VFRULQJ PHWKRG 7KH
WKHRU\ WR WKH PDQDJHPHQW DQG PDLQWHQDQFH RI SRUW SUREDELOLW\ RI IDLOXUH LV FDOFXODWHG DQG DQDO\]HG E\ IDXOW
HTXLSPHQW LV MXVW EHJLQQLQJ ,Q WKH WKHVLV WKH WKHRU\ RI FDXVH DQG IDXOW LQIOXHQFH 7KHLU VFRUHV DUH VKRZQ LQ WKH
UHOLDELOLW\ LV DSSOLHG WR WKH PDLQWHQDQFH DQG PDQDJHPHQW IROORZLQJ WDEOH 8QGHU QRUPDO FLUFXPVWDQFHV WKH
RI PHFKDQLFDO HTXLSPHQW LQ FRQWDLQHU WHUPLQDOV 7KLV IUHTXHQWO\ RFFXUULQJ YHU\ VHULRXV DQG LPSRVVLEOH WR
DSSOLFDWLRQ KDV D JRRG WKHRUHWLFDO H[WHQVLRQ>@>@

604

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
GHWHFW IDXOW VFRUH LV  7KH IDXOW VFRUH WKDW RFFXUUHG 3:L 3 :  
PDQ\ WLPHV LV VHULRXV DQG LV XQOLNHO\ WR EH GHWHFWHG LV 
2FFDVLRQDO PRGHUDWH OHYHO DQG SRVVLEOH GHWHFWHG IDLOXUH 7KH YDOXH RI 3:L LQ WKH IRUPXOD LV WKH LWK FRPSRQHQW
VFRUH LV  )DLOXUHV WKDW RFFXU LQIUHTXHQWO\ WR D VOLJKW RI WKH SURGXFW RI 3 DQG WKH HLJHQYHFWRU : LQ WKH MXGJPHQW
GHJUHH DQG DUH PRUH OLNHO\ WR EH GHWHFWHG KDYH D VFRUH RI PDWUL[
 )DLOXUHV WKDW KDUGO\ RFFXU DUH YHU\ PLOG DQG FDQ EH
7KH PD[LPXP HLJHQYDOXH LV FDOFXODWHG XVLQJ IRUPXOD
HDVLO\ GHWHFWHG DUH UDWHG 
EHORZ
% 7KH ZHLJKW RI HDFK LQGH[ XQGHU IDLOXUH PRGH DQG
LPSDFW DQDO\VLV 3:L
¦
Q
7KH ZHLJKW RI HDFK LQGH[ LV GHWHUPLQHG E\ /D\HU
ZPD[  
L 
Q:L
1XPEHU DQDO\VLV $QDO\WLF KLHUDUFK\ SURFHVV ZDV XVHG WR
FRPSDUH WKH ZHLJKW RI IDFWRUV VXFK DV IDXOW VHYHULW\
RFFXUUHQFH SUREDELOLW\ DQG GHWHFWLRQ GLIILFXOW\ 7KH 7KH YDOXH RI 3:L LQ WKH IRUPXOD LV WKH LWK FRPSRQHQW
DFFXUDF\ RI WKH UDWLQJ ZDV IXUWKHU LPSURYHG $FFRUGLQJ WR RI WKH SURGXFW RI 3 DQG WKH HLJHQYHFWRU : LQ WKH MXGJPHQW
WKH FRPSUHKHQVLYH VFRULQJ V\VWHP WKH ULVN OHYHOV RI HDFK PDWUL[
IDLOXUH PRGH DUH GLYLGHG  &RQVLVWHQF\ WHVW
 -XGJLQJ PDWUL[ ,W LV QHFHVVDU\ WR YHULI\ WKH FRQVLVWHQF\ RI HDFK IDFWRU
$FFRUGLQJ WR WKH DQDO\WLF KLHUDUFK\ SURFHVV WKH LQ WKH REWDLQHG HLJHQYHFWRUV 7KH YHULILFDWLRQ PHWKRG LV
HYDOXDWLRQ PDWUL[ RI WKUHH IDFWRUV WKH SUREDELOLW\ RI VKRZQ LQ IRUPXODV  DQG  
IDLOXUH WKH GLIILFXOW\ RI IDXOW GHWHFWLRQ DQG WKH VHYHULW\ RI ZPD[  Q
IDLOXUH LV FDOFXODWHG DQG HVWDEOLVKHG 7KH VFDOH LV &,  
Q 
FDOFXODWHG E\ FRPSDULQJ WZR IDFWRUV 7KH HYDOXDWLRQ
PDWUL[ LV REWDLQHG DIWHU WUDQVIRUPDWLRQ 7KH FRPSDULVRQ &,
&5  
VFDOH LV XVXDOO\ GHWHUPLQHG EDVHG RQ WKH HYDOXDWLRQ VFDOH 5,
RI QLQH VFDOHV 7KH VHYHULW\ RI WKH IDXOW LV LQGLFDWHG E\ D
WKH SUREDELOLW\ RI IDXOW RFFXUUHQFH LV LQGLFDWHG E\ E DQG 7KH YDOXH RI WKH JHQHUDO LQGH[ LV &, 7KH YDOXH RI WKH
WKH GLIILFXOW\ RI IDXOW GHWHFWLRQ LV LQGLFDWHG E\ F )DLOXUH DYHUDJH UDQGRP FRQVLVWHQF\ LQGH[ LV 5, 7KH UDWLR RI &,
VHYHULW\ D DQG IDLOXUH RFFXUUHQFH SUREDELOLW\ E DUH WR 5, LV &5 &5 LV WKH MXGJPHQW YDOXH RI WKH UDQGRP
WDNHQ DV H[DPSOHV ,I D DQG E DUH HTXDOO\ LPSRUWDQW WKH FRQVLVWHQF\ UDWLR RI HYDOXDWLRQ PDWUL[ 7KH YDOXH RI &5
MXGJPHQW VFDOH LV  VOLJKWO\ LPSRUWDQW LV  REYLRXVO\ YDULHV ZLWK WKH RUGHU RI WKH HYDOXDWLRQ PDWUL[ 7KH YDOXH
LPSRUWDQW LV  VWURQJO\ LPSRUWDQW LV  DQG H[WUHPHO\ RI 5, GHSHQGV RQ WKH PDWUL[ RUGHU :KHQ WKH PDWUL[ RUGHU
LPSRUWDQW LV      PHDQV EHWZHHQ WZR LV  DQG  5,  :KHQ WKH PDWUL[ RUGHU YDOXHV DUH 
VFDOHV 8VLQJ H[SHUW VFRULQJ PHWKRG VHOHFW ILYH H[SHUWV WR WKH 5, YDOXHV DUH       DQG
FRPSDUH DQG VFRUH WZR RU WZR IDFWRUV DQG FDOFXODWH WKH 
DYHUDJH 7KH YDOXH LV WKH FRPSDULVRQ VFDOH EHWZHHQ WKH
WZR IDFWRUV ,W IROORZV WKDW WKH DYHUDJH RI D WR E LV  WKH :KHQ &5 WKH HYDOXDWLRQ PDWUL[ SDVVHG WKH
DYHUDJH RI D WR F LV  DQG WKH DYHUDJH RI F WR E LV  FRQVLVWHQF\ WHVW :KHQ &5! LW IDLOV WKH FRQVLVWHQF\
FKHFN 7KHQ LW LV QHFHVVDU\ WR PRGLI\ FKHFN WKH HOHPHQWV
 5HODWLYH ZHLJKW RI HDFK IDFWRU DQG UHFDOFXODWH XQWLO WKH FKHFN LV SDVVHG
$FFRUGLQJ WR WKH HYDOXDWLRQ PDWUL[ WKH ZHLJKW RI
SUREDELOLW\ VHYHULW\ DQG GLIILFXOW\ RI GHWHFWLRQ FDQ EH & &RPSUHKHQVLYH VFRUH DQG IDXOW ULVN OHYHO
FDOFXODWHG 7KH GHWDLOHG FDOFXODWLRQ VWHSV DUH VKRZQ EHORZ 7KH HVWDEOLVKPHQW RI FRPSUHKHQVLYH VFRULQJ VWDQGDUG
LV WKH NH\ WR WKH HYDOXDWLRQ RI HTXLSPHQW IDXOW JUDGH E\
7KH FRQWLQXRXV SURGXFW RI WKH YDOXHV RI WKH URZV LQ FRPSUHKHQVLYH VFRULQJ PHWKRG %\ FDOFXODWLQJ WKH
WKH HYDOXDWLRQ PDWUL[ LV FDOFXODWHG FRPSUHKHQVLYH VFRUH YDOXH HDFK IDXOW ULVN OHYHO FDQ EH
Q
GLUHFWO\ UHIOHFWHG E\ D QXPEHU 7KH WUDGLWLRQDO PHWKRG RI
0L – D L
M 
LM  Q   GHWHFWLRQ DQG HYDOXDWLRQ LV QRW HQRXJK WR UHDOL]H WKH
UHODWLYH LPSRUWDQFH RI WKUHH NH\ IDFWRUV ,Q WKH SURFHVV RI
7KH Q URRWV RI 0L DUH FRPSXWHG
FDOFXODWLRQ WKH WUDGLWLRQDO GHWHFWLRQ DQG HYDOXDWLRQ
PHWKRG VLPSO\ PXOWLSOLHV WKHP WR JHW D YDOXH ,W KDV WKH
::L Q 0 L   VKRUWFRPLQJ RI ORZ DFFXUDF\ LQ DQDO\VLV VR LW ODFNV
UHIHUHQFH %DVHG RQ WKH WUDGLWLRQDO PHWKRG WKLV SDSHU
9HFWRU :: >:: :: :: Q @ LV QRUPDOL]HG SURSRVHV D PHWKRG RI ZHLJKWHG VXPPDWLRQ RI WKUHH
WR JHW WKH HLJHQYHFWRU : >: : :Q @  7KH IDFWRUV WR REWDLQ D FRPSUHKHQVLYH VFRUH
FDOFXODWLRQ RI :L LV VKRZQ EHORZ
6 . ;   .  ;   .  ;   
::L
:L L  Q  
¦
Q
L 
::L

605

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
6 VWDQGV IRU FRPSUHKHQVLYH VFRUH .DQG ; VWDQG IRU PHDVXUHV WR LPSURYH WKH GHVLJQ DQG UHGXFH WKH IUHTXHQF\
IDLOXUH RFFXUUHQFH SUREDELOLW\ FRHIILFLHQW DQG VFRUH . RI VXFK IDLOXUHV
DQG ; VWDQG IRU IDLOXUH VHYHULW\ FRHIILFLHQW DQG VFRUH .
( 'HFLVLRQ RI SUHYHQWLYH PDLQWHQDQFH F\FOH EDVHG RQ
DQG ; VWDQG IRU IDLOXUH GHWHFWLRQ GLIILFXOW\ FRHIILFLHQW
HTXLSPHQW LQWDFW UDWH
DQG VFRUH
,Q RUGHU WR HIILFLHQWO\ PDQDJH WKH GDLO\ RSHUDWLRQV DQG
$IWHU REWDLQLQJ WKH FRPSUHKHQVLYH VFRUH FRPELQHG PDLQWHQDQFH RI VXFK HTXLSPHQW D SUHYHQWLYH PDLQWHQDQFH
ZLWK H[SHUW RSLQLRQ WKH ULVN OHYHO LV GLYLGHG LQWR  VWUDWHJ\ EDVHG RQ HTXLSPHQW LQWDFW UDWH LV SURSRVHG 7KLV
FDWHJRULHV :KHQ WKH FRPSUHKHQVLYH VFRUH LV LQ WKH  VWUDWHJ\ FDQ HOLPLQDWH KLGGHQ WURXEOHV DV PXFK DV SRVVLEOH
LQWHUYDO WKH ULVN OHYHO LV  :KHQ WKH FRPSUHKHQVLYH LPSURYH HTXLSPHQW XWLOL]DWLRQ DQG DYRLG GRZQWLPH
VFRUH LV LQ WKH  LQWHUYDO WKH ULVN OHYHO LV  :KHQ
WKH FRPSUHKHQVLYH VFRUH LV LQ WKH  LQWHUYDO WKH ULVN $VVXPH WKDW WKH HTXLSPHQW IDLOXUH UDWH LV J W  LW ZLOO
OHYHO LV  :KHQ WKH FRPSUHKHQVLYH VFRUH LV LQ WKH  FKDQJH RYHU WLPH 7 LV WKH SUHYHQWLYH PDLQWHQDQFH WLPH
LQWHUYDO WKH ULVN OHYHO LV  :KHQ WKH FRPSUHKHQVLYH 7KH IDLOXUH UDWH RI WKH HTXLSPHQW EHFRPHV ]HUR DIWHU
VFRUH LV LQ WKH  LQWHUYDO WKH ULVN OHYHO LV  SUHYHQWLYH PDLQWHQDQFH ,I WKH IDLOXUH RFFXUV EHIRUH WKH
SUHVHW SUHYHQWLYH PDLQWHQDQFH WLPH PLQRU UHSDLUV DUH
' 'HWHUPLQH WKH UHSDLU PHWKRG UHTXLUHG $QG WKH HTXLSPHQW IDLOXUH UDWH LV QRW DIIHFWHG E\
$W SUHVHQW WKH EDVLF PDLQWHQDQFH W\SHV EDVHG RQ WKH PLQRU UHSDLUV 7KH IDLOXUH UDWH RI WKH HTXLSPHQW
UHOLDELOLW\ GHFLVLRQPDNLQJ LQFOXGH SUHYHQWLYH LQFUHDVHV E\ D FRQVWDQW X WLPHV DIWHU HDFK SUHYHQWLYH
PDLQWHQDQFH LPSURYHPHQW PDLQWHQDQFH FRQGLWLRQ PDLQWHQDQFH 7KH FRVW RI HDFK SUHYHQWLYH PDLQWHQDQFH LV
PDLQWHQDQFH H[SRVW PDLQWHQDQFH DQG LPSURYHPHQW F\ 7KH FRVW SHU XSGDWH LV FV 7KH FRVW RI HDFK PLQRU UHSDLU
GHVLJQ $Q\ RQH RI WKHVH UHSDLU W\SHV PXVW EH XQGHU LV F] 7KH WLPH IRU PLQRU UHSDLUV IRU HDFK IDXOW LV 7W 1 LV
FHUWDLQ FRQGLWLRQV WR SOD\ LWV RZQ SUDFWLFDELOLW\ DQG WKH QXPEHU RI SUHYHQWLYH PDLQWHQDQFH WLPHV ZLWKLQ RQH
HIIHFWLYHQHVV 7KHUHIRUH ZKHQ IRUPXODWLQJ WKH XSGDWH WLPH RI WKH HTXLSPHQW 1N LV WKH QXPEHU RI PLQRU
PDLQWHQDQFH PHWKRG LW LV QHFHVVDU\ WR FRQVLGHU WKH IDXOW UHSDLUV LQ WKH NWK SUHYHQWLYH PDLQWHQDQFH F\FOH E LV WKH
FKDUDFWHULVWLFV DQG V\VWHP FRQVLGHUDWLRQV RI FRPSRQHQWV PLQLPXP HTXLSPHQW LQWDFW UDWH UHTXLUHG IRU WKH QRUPDO
VXFK DV WKH IDXOW SURFHVV FRQVHTXHQFHV WHVWDELOLW\ DQG RSHUDWLRQ RI WKH HTXLSPHQW 3UHYHQWLYH PDLQWHQDQFH WLPH
HFRQRP\ 2QO\ WKH PDLQWHQDQFH PHWKRG GHWHUPLQHG LQ DQG HTXLSPHQW XSGDWH WLPH ZLOO EH LJQRUHG
WKLV ZD\ FDQ EH SUDFWLFDO DQG HIIHFWLYH
7KH H[SUHVVLRQ RI HTXLSPHQW PDLQWHQDQFH FRVW LV
 )DLOXUH ZLWK KD]DUG FODVV 
FV  1   F \  F ] ¦ N  1 N  
1
)DLOXUH ZLWK D KD]DUG OHYHO RI  LV WKH VPDOOHVW IDLOXUH &
,W KDV D YHU\ VPDOO LPSDFW RQ HTXLSPHQW VDIHW\ DQG
HQYLURQPHQW VR LW LV EDVLFDOO\ QHJOLJLEOH 7KLV W\SH RI 7KH PDLQWHQDQFH WLPH H[SUHVVLRQ LV
IDLOXUH GRHV QRW WDNH DQ\ SUHFDXWLRQDU\ PHDVXUHV ,W LV
1 7  7W ¦ N  1 N  
1
JHQHUDOO\ VROYHG E\ PHDQV RI DIWHUVDOHV PDLQWHQDQFH 7$//
 )DLOXUH ZLWK KD]DUG FODVV 
7KH DYHUDJH HTXLSPHQW FRVW H[SUHVVLRQ LV
7KLV W\SH RI ULVN LV HYDOXDWHG DV PRGHUDWH ,W EDVLFDOO\
GRHV QRW SRVH D WKUHDW WR HTXLSPHQW VDIHW\ DQG WKH
FV  1   F \  F] ¦ N  1 N
1
HQYLURQPHQW 7KH LPSDFW RI WKH IDXOW LV UHODWLYHO\ VPDOO
$SSURSULDWH SUHFDXWLRQV WR UHGXFH WKH IUHTXHQF\ RI WKH & 1 7  
1 7  7W ¦ N  1 N
1
IDXOW DUH VHOHFWHG
 )DLOXUH ZLWK KD]DUG FODVV 
,W LV UDWHG DV PHGLXP DQG KLJK ULVN 7KHVH IDXOWV ZLOO 7KH QXPEHU RI HTXLSPHQW IDLOXUHV DQG WKH IDLOXUH UDWH
FDXVH WKH V\VWHP WR ORVH LWV IXQFWLRQ DQG FDXVH JUHDWHU RI WKH HTXLSPHQW DUH GLUHFWO\ UHODWHG LQ WKH PRGHO 7KH
ORVVHV %XW WKHUH LV QR VDIHW\ DQG HQYLURQPHQWDO LPSDFW H[SHFWHG QXPEHU RI IDLOXUHV RI WKH HTXLSPHQW FDQ EH
)RU WKLV W\SH RI IDXOW VWDWH WKH PDLQWHQDQFH PHWKRG LV GLUHFWO\ REWDLQHG WKURXJK WKH VHW IDLOXUH UDWH 7KH
JHQHUDOO\ VHOHFWHG H[SUHVVLRQ RI WKH QXPEHU RI HTXLSPHQW IDLOXUHV LQ WKH
SUHYHQWLYH PDLQWHQDQFH F\FOH LV
 )DLOXUH ZLWK KD]DUG FODVV 
7
7KHVH IDXOWV DUH GHILQHG DV GDQJHUV WKDW UHTXLUH KLJK 11 ³ X 1  J W GW  
DWWHQWLRQ 7KHVH IDLOXUHV KDYH D JUHDWHU LPSDFW RQ 

HTXLSPHQW VDIHW\ DQG WKH HQYLURQPHQW 7KH H[SUHVVLRQ RI WKH WRWDO QXPEHU RI IDXOWV LQ WKH
 )DLOXUH ZLWK KD]DUG FODVV  HTXLSPHQW XSGDWH F\FOH LV
$W WKLV VWDJH WKH PDLQ PHDQV RI HTXLSPHQW PRQLWRULQJ
¦
7 7 7
³ J W GW  ³ XJ W GW    ³ X 1  J W GW
1
DQG SUHYHQWLYH PHDVXUHV FDQQRW UHGXFH WKH LPSDFW FDXVHG N 
1N
  
E\ WKH IDLOXUH RI WKH KD]DUG OHYHO  6XFK HIIHFWV DUH
 X1
  X    X ³ J W GW
7 7
³ J W GW
1 
PRVWO\ LQWROHUDEOH GDQJHUV 7KHUHIRUH ZH PXVW WDNH DOO
  X 


606

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
7KH DYHUDJH PDLQWHQDQFH FRVW H[SUHVVLRQ LV WE
7W X 1 
 X1 7 :1 1  7  D t E  
FV  1   F \  F] J W GW
  X ³
E
 & 1  7   1  W
7  7W X
 X1 7 D
1 7  7W ³ J W GW
 X 
7 t  1 t 
7KH HTXLSPHQW LQWDFW UDWH UHIHUV WR WKH UDWLR RI WKH 7KH 1 DQG 7 VROYHG E\ WKH PRGHO DUH WKH SRLQWV DW
HIIHFWLYH ZRUNLQJ WLPH RI WKH HTXLSPHQW WR WKH FDOHQGDU ZKLFK WKH FRVW RI HTXLSPHQW SUHYHQWLYH PDLQWHQDQFH LV
WLPH LQ WKH ZKROH OLIH F\FOH 7KHUHIRUH WKH HTXLSPHQW RSWLPDO
LQWDFW UDWH LQ WKH NWK F\FOH LV DV IROORZV
,9 (;3(5,0(17
7
7W ³ X N 
J W GW ,Q RUGHU WR IXUWKHU YHULI\ WKH SURPLQHQW UROH RI 5&0
:N 1  7   
7
  WKHRU\ LQ WKH PDLQWHQDQFH RI FRQWDLQHU WHUPLQDO
7  7W ³ X N  J W GW HTXLSPHQW W\SLFDO HTXLSPHQW VKRUH FUDQH ZDV VHOHFWHG DV
 WKH DQDO\VLV REMHFW 7KH UHVHDUFK ZDV FDUULHG RXW
DFFRUGLQJ WR WKH 5&0 SURFHGXUH
7KH :HLEXOO GLVWULEXWLRQ LV D JRRG FKRLFH ZKHQ
GHVFULELQJ PRGHOV ZLWK LQFUHDVLQJ IDLOXUH UDWHV 7KH $ )XQFWLRQDO DQDO\VLV RI VKRUH FUDQH
:HLEXOO GLVWULEXWLRQ H[SUHVVLRQ LV 7KH PDLQ FRPSRQHQWV RI VKRUH FUDQH LQFOXGH PHWDO
VWUXFWXUH FDUW UXQQLQJ PHFKDQLVP WUROOH\ UXQQLQJ
E W E  PHFKDQLVP KRLVWLQJ PHFKDQLVP SLWFKLQJ PHFKDQLVP
J W   PDFKLQH URRP GULYHU
V FDE DQG RWKHU SDUWV
D
7$%/( , 6758&785( $1' )81&7,21 2) 6+25( &5$1(
 X1 W E
FV  1   F \  F] 1XPEHU 3DUW 1DPH )XQFWLRQ

& 1 7   X D   ELJ PDFKLQH


ZDONLQJ GHYLFH
 X1 W E ZDONLQJ
1 7  7W
 X D DQFKRUDJH ZLQGSURRI
&DUW UXQQLQJ GHYLFH DQFKRUDJH

PHFKDQLVP FOLSUDLO IL[HG RQN\R
WE
7W X N  SURYLGH ODUJH

:N 1  7  D   GULYH 6\VWHP PDFKLQH ZDONLQJ


E
N  W SRZHU
7  7W X
D GRRU IUDPH VWDEOH VXSSRUW
SURYLGH OXIILQJ
WLH URG
 &HWDO VWUXFWXUH SRZHU
7KH SUREOHP PRGHO RI WKLV DUWLFOH LV DV IROORZV
VXSSRUW OLIWLQJ
ERRP
E JRRGV
 X W
1
FV  1   F \  F] UHGXFH PRWRU
PLQ & 1  7   X D   UHGXFHU
VSHHG
 X1 W E
1 7  7W WUDQVPLVVLRQ
 X D 7UROOH\ UXQQLQJ VKDIW
WUDQVIHU WRUTXH

PHFKDQLVP EUDNLQJ DQG
EUDNH
WE GHFHOHUDWLRQ
7W
: 1  7  D t E   HOHFWULF PRWRU
SURYLGH ZDONLQJ
SRZHU
WE
7  7W SURYLGH OLIWLQJ
D HOHFWULF PRWRU
SRZHU
FRXSOLQJ WUDQVIHU WRUTXH
WE UHGXFH PRWRU
7W UHGXFHU
: 1  7   D t E   
+RLVWLQJ VSHHG
PHFKDQLVP FKDQJH WKH
WE
7  7W X SXOOH\ GLUHFWLRQ RI WKH
D URSH
ZLUH ORDG KDQJLQJ
KRRN JUDE KDQJLQJ

607

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
1XPEHU 3DUW 1DPH )XQFWLRQ 7KH 1DPH RI
)DLOXUH 3DUWV )DXOW ,PSDFW
REMHFWV WKH 6\VWHP
3LWFKLQJ PRWRU SURYLGH SRZHU ZLUH URSH FRUURVLRQ FDQ
W XVH

PHFKDQLVP URSH IL[HG ERRP KRRN FUDFNV KRRN GDPDJH
PRWRU IDXOW WKH ERRP FDQ
W SLWFK

% )DLOXUH PRGHV DQG LPSDFW DQDO\VLV RI VKRUH FUDQH ERRP SLWFK FDQQRW
UHGXFHU IDLOXUH
EUDNH VDIHW\ KD]DUG
$FFRUGLQJ WR WKH )0($ DQDO\VLV PHWKRG WKH LPSDFW
3LWFKLQJ ERRP SLWFK FDQQRW
RI HDFK OHYHO RI FRPSRQHQW IDLOXUH RQ WKH HQWLUH V\VWHP LV EUDNH IDLOXUH
PHFKDQLVP VORZ GRZQ
VWXGLHG IURP WRS WR ERWWRP )DXOW PRGH DQDO\VLV IDXOW
XQDEOH WR VHFXUH WKH
FDXVH DQDO\VLV DQG IDXOW LPSDFW DQDO\VLV DUH HPSKDVL]HG WKH URSH IUDFWXUH
ERRP
*HQHUDOO\ VSHDNLQJ WKH H[WHUQDO PDQLIHVWDWLRQ RI IDXOWV LV
FDOOHG IDXOW PRGH )DLOXUH PRGHV RIWHQ KDYH D IDLOXUH WKH URSH FRUURVLRQ WKHUH DUH VDIHW\ ULVNV
HIIHFW 7KH LPSDFW LQFOXGHV VKXWGRZQ SURGXFW TXDOLW\
LVVXHV DQG VDIHW\ LVVXHV & 6KRUH EULGJH IDLOXUH PRGH DQG LPSDFW DQDO\VLV
7$%/( ,, )$8/7 $1$/<6,6 2) 6+25( &5$1(
$FFRUGLQJ WR WKH DERYH GHVFULSWLRQ WKH HYDOXDWLRQ
PDWUL[ WDEOH RI IDLOXUH SUREDELOLW\ VHYHULW\ DQG GHWHFWLRQ
7KH 1DPH RI
)DLOXUH 3DUWV )DXOW ,PSDFW
GLIILFXOW\ FDQ EH FDOFXODWHG 7KH MXGJLQJ PDWUL[
WKH 6\VWHP
ª   º»
FDUW FDQ QRW ZDON «
LV «   »  $FFRUGLQJ WR IRUPXOD   WKH UHVXOWV
PRWRU FDQQRW VWDUW DIIHFW WKH ILHOG EULGJH

RSHUDWLRQ «  »
FDUW FDQ QRW ZDON «  »»
DEQRUPDO VSHHG UHGXFHU DIIHFW WKH ILHOG EULGJH «¬   ¼
RSHUDWLRQ RI WKH FRQWLQXRXV SURGXFW DUH FDOFXODWHG DV 0 
WKH FDUW FDQQRW EUDNH 0  0 
&DUW UXQQLQJ EUDNH MDP ZKHQ ZDONLQJ DQG
PHFKDQLVP WKHUH DUH VDIHW\ ULVNV
$FFRUGLQJ WR IRUPXOD   WKH UHVXOWV RI Q URRWV DUH
WKH FDUW FDQQRW EUDNH
FDOFXODWHG DV ::  ::  :: 
EUDNH GDPDJH ZKHQ ZDONLQJ DQG $FFRUGLQJ WR IRUPXOD   WKH UHVXOWV RI HLJHQYHFWRUV
WKHUH DUH VDIHW\ ULVNV DUH FDOFXODWHG DV :  :  : 
DIIHFW WKH VDIHW\ RI WKH
DQFKRU IDLOXUH
VKRUH FUDQH
7KH PD[LPXP HLJHQYDOXH FDOFXODWHG DFFRUGLQJ WR
IRUPXOD  LV >   @7 
UDLO FODPS K\GUDXOLF
XQDEOH WR ORFDWH
V\VWHP IDLOXUH 6R ZPD[ LV 
ERRP FUDFN ERRP EURNHQ
$FFRUGLQJ WR WKH IRUHJRLQJ FRQVLVWHQF\ FKHFN FDQ EH
LQVXIILFLHQW GRRU IUDPH WKH GRRU IUDPH FDOFXODWHG DV &5 
VWUHQJWK FUDFNLQJ
0HWDO VWUXFWXUH ,W FDQ EH VHHQ IURP WKH YHULILFDWLRQ UHVXOWV DERYH 7KH
WKH GRRU IUDPH LV RXW RI WKH LQVWDELOLW\ RI WKH
VKDSH GRRU IUDPH DQDO\VLV UHVXOWV RI WKH WKUHH IDFWRUV IXOO\ PHHW WKH
URG FUDFN ERRP GDPDJH
FRQVLVWHQF\ WHVW FRQGLWLRQV 7KH ZHLJKW YDOXH RI HDFK
IDFWRU LV YDOLG 7KH WKUHH FRHIILFLHQWV RI WKH IDXOW DUH
WKH PRWRU GRHVQ
W VRXQG
LPSDFW KDQGOLQJ WDVN FDOFXODWHG DV SUREDELOLW\ FRHIILFLHQW RI IDLOXUH RFFXUUHQFH
ULJKW
.  FRHIILFLHQW RI IDLOXUH VHYHULW\ . 
WKH WHPSHUDWXUH RI
WKH UHGXFHU KDV SRRU FRHIILFLHQW RI GLIILFXOW\ RI IDLOXUH GHWHFWLRQ . 
7UROOH\ UXQQLQJ UHGXFHU OXEULFDWLQJ RLO LV
KHDW GLVVLSDWLRQ
PHFKDQLVP WRR KLJK ' 6FRUH RI HDFK LQGH[ RI VKRUH FUDQH
WKH EUDNH EORFN EUDNH IDLOXUH 7KH LQIOXHQFH FDXVHG E\ WKH IDLOXUH RI HDFK VXEV\VWHP
GULYH VKDIW WRRWK WKH VHYHULW\ RI WKH IDLOXUH DQG WKH VFRUH UXOH RI WKH
GULYH VKDIW GDPDJHG
WKLFNQHVV ZHDU GLIILFXOW\ RI GHWHFWLRQ DUH IXUWKHU FODULILHG 7KH PHWKRG LV
H[FHVVLYH YLEUDWLRQ RI WKH FRPELQDWLRQ RI H[SHUW LQYHVWLJDWLRQ DQG ILHOG
DEQRUPDO ZRUN
PRWRU LQYHVWLJDWLRQ )RU WKH UHDVRQ RI VSDFH WKH SDSHU VHOHFWV
+RLVWLQJ FRXSOLQJ EROWV IO\ RXW ORVV RI OLIWLQJ SRZHU WKH LPSRUWDQW PHWDO PHFKDQLVP DQG SLWFKLQJ PHFKDQLVP
PHFKDQLVP LQ WKH VKRUH FUDQH DV DQ H[DPSOH WKH LQIOXHQFH DQDO\VLV
UHGXFHU RLO OHDNDJH UHGXFHU IDLOXUH
RI VKRUH FUDQH LV JLYHQ LQ WKLV WKHVLV 7KH UHVXOWV DUH
SXOOH\ EUHDNDJH GDPDJH RI WKH SXOOH\ VKRZQ LQ WDEOH Ⅲ

608

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
7$%/( ,,, )0($ $1$/<6,6 5(68/76

3UREDELOLW\ RI &RPSUHKHQVLYH 5LVN


(TXLSPHQW 6XEV\VWHP )DLOXUH 0RGH 6HYHULW\ 'HWHFWDELOLW\
2FFXUUHQFH 6FRUH /HYHO
ERRP FUDFN     
PHWDO LQVXIILFLHQW GRRU IUDPH VWUHQJWK     
VWUXFWXUH WKH GRRU IUDPH LV RXW RI VKDSH     
URG FUDFN     
6KRUH FUDQHV PRWRU IDXOW     
UHGXFHU IDLOXUH     
SLWFKLQJ
EUDNH IDLOXUH     
PHFKDQLVP
WKH URSH IUDFWXUH     
WKH URSH FRUURVLRQ     
EUHDNDJH LV FODVVLILHG DV ULVN OHYHO  )DLOXUH ZLOO FDXVH
( )0($ DQDO\VLV UHVXOW DQG ULVN OHYHO GHWHUPLQDWLRQ RI
WKH ORVV RI V\VWHP IXQFWLRQ VR WKH ORVV LV ODUJH ,Q
VKRUH FUDQH
UHVSRQVH WR WKLV GDQJHU WKH PHWKRG RI VWDWH PDLQWHQDQFH
7KH FRPSUHKHQVLYH VFRUH LV WKH VXP RI WKH SURGXFW RI LV DGRSWHG
WKH WKUHH IDFWRUV DQG WKHLU ZHLJKWV &RPELQHG ZLWK WKH
DERYH UHVXOWV )0($ DQDO\VLV UHVXOWV FDQ EH REWDLQHG DV * 3UHYHQWLYH PDLQWHQDQFH F\FOH GHFLVLRQ
VKRZQ LQ WDEOH Ⅲ 7KH PRWRU RI OLIWLQJ PHFKDQLVP RI VKRUH FUDQH LV XVHG
7KH PRWRU DQG EUDNH LQ SLWFKLQJ PHFKDQLVP DUH WZR DV DQ H[DPSOH $FFRUGLQJ WR WKH LQIRUPDWLRQ FROOHFWHG
SDUWV ZLWK PXOWLSOH IDXOWV 7KH PRWRU LV WKH SRZHU VRXUFH IURP WKH HQWHUSULVH HTXLSPHQW PDQDJHPHQW GHSDUWPHQW
RI WKH PHFKDQLVP %UDNH LV WKH JXDUDQWHH RI VDIH α LV HTXDO WR  DQG β LV HTXDO WR  7KH IDLOXUH UDWH
RSHUDWLRQ RI WKH ZKROH PHFKDQLVP 6KLSSHUV DUH JUHDWO\ JURZWK IXQFWLRQ X LV HTXDO WR  (DFK XSGDWH FRVW FV LV
LQIOXHQFHG E\ PRWRUV DQG EUDNHV 5HGXFLQJ WKH IDLOXUH HTXDO WR  WKRXVDQG \XDQ 7KH FRVW RI HDFK SUHYHQWLYH
IUHTXHQF\ RI PRWRU DQG EUDNH FDQ HIIHFWLYHO\ LPSURYH WKH PDLQWHQDQFH F\ LV HTXDO WR  WKRXVDQG \XDQ 7KH FRVW RI
UHOLDELOLW\ RI ORDGLQJ PDFKLQH 7KH PDLQ IDFWRUV WKDW HDFK PLQRU UHSDLU F] LV HTXDO WR  WKRXVDQG \XDQ 7KH
GHWHUPLQH WKH IUHTXHQF\ RI PRWRU IDLOXUH LQFOXGH WLPH RI HDFK PLQRU UHSDLU 7W LV HTXDO WR  \HDUV
PDLQWHQDQFH IUHTXHQF\ TXDOLW\ RI VSDUH SDUWV DQG (TXLSPHQW FRPSOHWLRQ UDWH E LV HTXDO WR  %DVHG RQ
HQYLURQPHQWDO GXVW ,Q WKH FRXUVH RI GDLO\ PDLQWHQDQFH WKH DERYH FRQGLWLRQV WKH PLQLPXP YDOXHV RI 1 DQG 7 IRU
DQG UHSDLU WKH HTXLSPHQW VKRXOG EH RYHUKDXOHG LQ WLPH XQLW FRVW & 1 7 LQ RQH XSGDWH F\FOH DUH REWDLQHG
(TXLSPHQW VKRXOG DYRLG IUHTXHQW VWDUWXS DQG WLPHO\ 0$7$/% LV XVHG WR VROYH WKH SUREOHP DQG WKH UHVXOW LV
FOHDQLQJ GXVW ,Q WKH WKHUPDO H[SDQVLRQ RU YLEUDWLRQ RI VKRZQ LQ ILJXUH 
HTXLSPHQW EUDNH WLOH DQG EUDNH ZKHHO DUH SURQH WR IDLOXUH
,W LV YHU\ HDV\ WR FDXVH EUDNH IDLOXUH DQG FDXVH PDMRU
DFFLGHQWV 7KHUHIRUH UHJXODU PDLQWHQDQFH LV UHTXLUHG LQ
GDLO\ RSHUDWLRQV
7KH KLJKHVW FRPSUHKHQVLYH VFRUH LV WKH ERRP FUDFN ,W
FDQ FDXVH WKH ERRP WR EUHDN ,W FDQ FDXVH VKRUH FUDQH WR
FROODSVH RU FDXVH RWKHU PDMRU VDIHW\ DFFLGHQWV 7KHUHIRUH
DWWHQWLRQ VKRXOG EH SDLG WR WKH ERRP FUDFN
) 0DLQWHQDQFH PRGH VHOHFWLRQ
$FFRUGLQJ WR WKH ORJLFDO GHFLVLRQ RI 5&0 WKH )0($ )LJ  5HODWLRQVKLS EHWZHHQ XQLW FRVW DQG PDLQWHQDQFH VWUDWHJ\
RI D SRUW HTXLSPHQW DQG WKH UHVXOW RI IDXOW ULVN DVVHVVPHQW
WKH PDLQWHQDQFH PHWKRG RI VKRUH FUDQH LV GHFLGHG %RRP 9 &21&/86,21
FUDFN EUDNH IDLOXUH PRWRU IDLOXUH DQG SRUWDO IUDPH :H LQWURGXFH WKH UHOLDELOLW\FHQWHUHG PDLQWHQDQFH
VWUHQJWK VKRUWDJH EHORQJ WR GDQJHU OHYHO  7KH\ DUH WKH VWUDWHJ\ LQWR WKH DSSOLFDWLRQ RI WHUPLQDO PDFKLQHU\ DQG
KLJKHVW ULVN LQ VKRUH FUDQH 6XFK KD]DUGV KDYH D JUHDWHU HTXLSPHQW PDLQWHQDQFH 7KLV VWUDWHJ\ FDQ SURYLGH D PRUH
LPSDFW RQ HTXLSPHQW VDIHW\ DQG WKH HQYLURQPHQW 7KHVH DFFXUDWH SUHYHQWLYH PDLQWHQDQFH SURJUDP IRU WKH
ULVNV QHHG WR EH WDNHQ VHULRXVO\ 7KHVH KD]DUGV JHQHUDOO\ PDLQWHQDQFH RI HTXLSPHQW ,W SURYLGHV D EDVLV IRU
WDNH WKH IRUP RI LPSURYHG PDLQWHQDQFH ([FHVVLYH HQVXULQJ WKH VDIH PDQDJHPHQW DQG HIILFLHQW RSHUDWLRQ RI
GHIRUPDWLRQ RI GRRU IUDPH URSH FRUURVLRQ URG FUDFN DQG FRQWDLQHU WHUPLQDO ,W FDQ HIIHFWLYHO\ LPSURYH WKH
JHDU UHGXFHU IDLOXUH EHORQJ WR GDQJHU OHYHO  7KH\ DUH HIILFLHQF\ RI SRUW PDFKLQHU\ DQG HTXLSPHQW ,W KDV D JRRG
WKH ORZHVW ULVN LQ VKRUH FUDQH 7KHUH DUH DV PDQ\ GDQJHUV UROH LQ SURPRWLQJ WKH HFRQRPLF HIILFLHQF\ RI WKH SRUW DQG
RQ D ULVN OHYHO RI  DV GDQJHUV RQ D ULVN OHYHO RI  7KH VHUYLQJ WKH FRQVWUXFWLRQ RI VPDUW FLWLHV
KD]DUG RI OHYHO  KDV PLQLPDO LPSDFW RQ HTXLSPHQW
HQYLURQPHQW DQG VDIHW\ %XW WKH HIIHFW LV UHDO 3UHYHQWLYH
PDLQWHQDQFH LV DGRSWHG WR GHDO ZLWK VXFK ULVNV 5RSH

609

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.
5()(5(1&(6 >@ / = :DQJ 5HVHDUFK RQ 5HOLDELOLW\&HQWHUHG 0DLQWHQDQFH 'HFLVLRQ
DQG 6XSSRUW 6\VWHP IRU +LJK6SHHG 7UDLQ (TXLSPHQWV %HLMLQJ
>@ / &LDQL * *XLGL * 3DWUL]L DQG 0 9HQ]L ³6\VWHP 0DLQWDLQDELOLW\
&KLQD %HLMLQJ -LDRWRQJ 8QLY 
,PSURYHPHQW XVLQJ $OORFDWLRQ 3URFHGXUHV´ LQ  ,(((
LQWHUQDWLRQDO 6\VWHPV (QJLQHHULQJ 6\PSRVLXP ,66(   SS ± >@ -+ +HR 0. .LP *3 3DUN < 7 <RRQ - . 3DUN 66 /HH
DQG '+ .LP µµ$ UHOLDELOLW\FHQWHUHG DSSURDFK WR DQ RSWLPDO
>@ 0 &DWHODQL / &LDQL DQG 0 9HQ]L ³)DLOXUH PRGHV PHFKDQLVPV
PDLQWHQDQFH VWUDWHJ\ LQ WUDQVPLVVLRQ V\VWHPV XVLQJ D JHQHWLF
DQG HIIHFW DQDO\VLV RQ WHPSHUDWXUH UHGXQGDQW VHQVRU VWDJH´ 5HOLDE
DOJRULWKP¶¶ ,((( 7UDQV 3RZHU 'HO YRO  QR  SS ±
(QJ 6\VW 6DI YRO  SS ± 'HF 
2FW 
>@ ; =KRX : /LDQJ . :DQJ DQG 6 6KLPL]X 0XOWL0RGDOLW\
>@ . )LVFKHU ) %HVQDUG DQG / %HUWOLQJ µµ5HOLDELOLW\FHQWHUHG
%HKDYLRUDO ,QIOXHQFH $QDO\VLV IRU 3HUVRQDOL]HG 5HFRPPHQGDWLRQV LQ
PDLQWHQDQFH IRU ZLQG WXUELQHV EDVHG RQ VWDWLVWLFDO DQDO\VLV DQG
+HDOWK 6RFLDO 0HGLD (QYLURQPHQW ,((( 7UDQVDFWLRQV RQ
SUDFWLFDO H[SHULHQFH¶¶ ,((( 7UDQV (QHUJ\ &RQYHUV YRO  QR 
&RPSXWDWLRQDO 6RFLDO 6\VWHPV YRO  QR  SS  2FW 
SS ± 0DU 
'2, 7&66
>@ < &KHQ DQG 7 =KDQJ µµ$SSOLFDWLRQ GHYHORSPHQW RI UHOLDELOLW\
>@ < ;X - 5HQ * :DQJ & =KDQJ - <DQJ DQG < =KDQJ ³$
FHQWHUHG PDLQWHQDQFH 5&0 LQ &KLQD¶V QXFOHDU HQHUJ\ ILHOG¶¶ LQ
%ORFNFKDLQEDVHG 1RQUHSXGLDWLRQ 1HWZRUN &RPSXWLQJ 6HUYLFH
3URF ,QW &RQI 4XDO 5HO 5LVN 0DLQWHQDQFH 6DI (QJ &KHQJGX
6FKHPH IRU ,QGXVWULDO ,R7´ ,((( 7UDQVDFWLRQV RQ ,QGXVWULDO
&KLQD -XQ  SS ±
,QIRUPDWLFV YRO  QR  SS  
>@ & 5 9LVKQX DQG 9 5HJLNXPDU µµ5HOLDELOLW\ EDVHG PDLQWHQDQFH
>@ / &LDQL * *XLGL * 3DWUL]L DQG 0 9HQ]L ³6\VWHP 0DLQWDLQDELOLW\
VWUDWHJ\ VHOHFWLRQ LQ SURFHVV SODQWV $ FDVH VWXG\¶¶ 3URFHGLD 7HFKQRO
,PSURYHPHQW XVLQJ $OORFDWLRQ 3URFHGXUHV´ LQ  ,(((
YRO  SS ± 
,QWHUQDWLRQDO 6\VWHPV (QJLQHHULQJ 6\PSRVLXP ,66(   SS ±
>@ ) 3RXUDKPDGL 0 )RWXKL)LUX]DEDG DQG 3 'HKJKDQLDQ
>@ $ /XFKHWWD HW DO ³0/09111 IRU 3DUDPHWHU )DXOW 'HWHFWLRQ LQ
µµ$SSOLFDWLRQ RI JDPH WKHRU\ LQ UHOLDELOLW\FHQWHUHG PDLQWHQDQFH RI
3:0 '&±'& &RQYHUWHUV DQG ,WV $SSOLFDWLRQV IRU %XFN DQG %RRVW
HOHFWULF SRZHU V\VWHPV¶¶ ,((( 7UDQV ,QG $SSO YRO  QR  SS
'&±'& &RQYHUWHUV´ ,((( 7UDQV ,QVWUXP 0HDV YRO  QR  SS
± 0DU 
± )HE 
>@ -LZHL =KDQJ <DQ\X <DQ =HOHL &KHQJ DQG :HQGRQJ :DQJ
>@ ' &DSULJOLRQH 0 &DUUDWX $ 3LHWURVDQWR DQG 3 6RPPHOOD ³2QOLQH
/LJKWZHLJKW $WWHQWLRQ 3\UDPLG 1HWZRUN IRU 2EMHFW 'HWHFWLRQ DQG
)DXOW 'HWHFWLRQ RI 5HDU 6WURNH 6XVSHQVLRQ 6HQVRU LQ 0RWRUF\FOH´
,QVWDQFH 6HJPHQWDWLRQ>-@ $SSOLHG 6FLHQFHV    
,((( 7UDQV ,QVWUXP 0HDV YRO  QR  SS ± 0D\ 
>@ -LZHL =KDQJ ;LDRGDQ <DQ=HOHL &KHQJ;XHTL 6KHQ$ IDFH
>@ 0 &DWHODQL / &LDQL DQG 0 9HQ]L ³)DLOXUH PRGHV PHFKDQLVPV
UHFRJQLWLRQ DOJRULWKP EDVHG RQ IHDWXUH IXVLRQ>-@ &21&855(1&<
DQG HIIHFW DQDO\VLV RQ WHPSHUDWXUH UHGXQGDQW VHQVRU VWDJH´ 5HOLDE
$1' &20387$7,2135$&7,&( (;3(5,(1&( ,
(QJ 6\VW 6DI YRO  SS ± 'HF 
GRLFSH
>@  ;X & =KDQJ 4 =HQJ * :DQJ - 5HQ DQG < =KDQJ
>@ ;LDRNDQJ :DQJ /DXUHQFH 7 <DQJ ;LQJ\X &KHQ DQG -LDQ-XQ +DQ
³%ORFNFKDLQ(QDEOHG $FFRXQWDELOLW\ 0HFKDQLVP $JDLQVW ,QIRUPDWLRQ
³$ 7HQVRU &RPSXWDWLRQ DQG 2SWLPL]DWLRQ 0RGHO IRU &\EHU3K\VLFDO
/HDNDJH LQ 9HUWLFDO ,QGXVWU\ 6HUYLFHV´ ,((( 7UDQVDFWLRQV RQ
6RFLDO %LJ 'DWD´ ,((( 7UDQVDFWLRQV RQ 6XVWDLQDEOH &RPSXWLQJ
1HWZRUN 6FLHQFH DQG (QJLQHHULQJ '2, KWWSVGRLRUJ
YRO QR SS 濁
716(
>@ 0HQJ =KDR +DR :DQJ <LQJ +DQ ;LDRNDQJ :DQJ +RQJ1LQJ 'DL
>@ / &LDQL * *XLGL DQG * 3DWUL]L ³$ &ULWLFDO &RPSDULVRQ RI
;XJXR 6XQ -LQ =KDQJ DQG 0DULXV 3HGHUVHQ ³6((16 1XFOHL
$OWHUQDWLYH 5LVN 3ULRULW\ 1XPEHUV LQ )DLOXUH 0RGHV (IIHFWV DQG
6HJPHQWDWLRQ LQ 3DS 6PHDU ,PDJHV ZLWK 6HOHFWLYH (GJH
&ULWLFDOLW\ $QDO\VLV´ ,((( $FFHVV YRO  QR ' SS ±
(QKDQFHPHQW´ )XWXUH *HQHUDWLRQ &RPSXWHU 6\VWHPV

'2,MIXWXUH 
>@ < ; -L * + <DQJ / ; :DQJ DQG & - /L µµ$ UHOLDELOLW\
>@ /LDQ\RQJ 4L ;LDRNDQJ :DQJ ;LDRORQJ ;X :DQFKXQ 'RX
FHQWHUHG PDLQWHQDQFH DSSURDFK IRU VXEVWDWLRQ PDLQWHQDQFH
6KDQFDQJ /L ³3ULYDF\$ZDUH &URVV3ODWIRUP 6HUYLFH
RSWLPL]DWLRQ¶¶ LQ 3URF ,QW &RQI (QHUJ\ 0HFK (QJ  SS ±
5HFRPPHQGDWLRQ EDVHG RQ (QKDQFHG /RFDOLW\6HQVLWLYH +DVKLQJ´

,((( 7UDQVDFWLRQV RQ 1HWZRUN 6FLHQFH DQG (QJLQHHULQJ '2,
>@ 0 $ ( 6XU\RQR DQG & 1 5RV\LGL µµ5HOLDELOLW\ FHQWUHG
716( 
PDLQWHQDQFH 5&0 DQDO\VLV RI ODVHU PDFKLQH LQ ILOOLQJ /LWKRV DW 37
>@ ; <DQ < ;X ; ;LQJ % &XL = *XR DQG 7 *XR ³7UXVWZRUWK\
;¶¶ LQ 3URF ,23 &RQI 0DWHU 6FL (QJ YRO   $UW 1R
1HWZRUN $QRPDO\ 'HWHFWLRQ %DVHG RQ DQ $GDSWLYH /HDUQLQJ 5DWH

DQG 0RPHQWXP LQ ,,R7´ ,((( 7UDQVDFWLRQV RQ ,QGXVWULDO ,QIRUPDWLFV
YRO  QR  SS  

610

Authorized licensed use limited to: Carleton University. Downloaded on May 26,2021 at 14:36:34 UTC from IEEE Xplore. Restrictions apply.

You might also like