IEEE ICC 2016 Communication and Information Systems Security Symposium

$'HWHFWLRQ0HWKRGIRUD1RYHO''R6$WWDFNDJDLQVW
6'1&RQWUROOHUVE\9DVW1HZ/RZ7UDIILF)ORZV


3LQJ'RQJ Member, IEEE;LDRMLDQJ'XSenior Member, IEEE+RQJNH=KDQJ7RQJ;X


6FKRRORI(OHFWURQLFDQG,QIRUPDWLRQ(QJLQHHULQJ%HLMLQJ-LDRWRQJ8QLYHUVLW\%HLMLQJ&KLQD

'HSDUWPHQWRI&RPSXWHUDQG,QIRUPDWLRQ6FLHQFHV7HPSOH8QLYHUVLW\3KLODGHOSKLD3$86$
SGRQJ#EMWXHGXFQ[MGX#WHPSOHHGX


Abstract²$ 'LVWULEXWHG 'HQLDO RI 6HUYLFH ''R6 DWWDFN DJDLQVW )LUVW LW LV GLIILFXOW IRU HDFK RI WKH VZLWFKHV WR GHWHFW WKH
FRQWUROOHUVLVRQHRIWKHNH\VHFXULW\WKUHDWVRI6RIWZDUH'HILQHG1HWZRUNLQJ PDOLFLRXVIORZV,QLWLDOO\7KHDWWDFNHUVPD\ORFDWHLQGLIIHUHQW
6'1 7KH EUHDNGRZQ RI D FRQWUROOHU PD\ GLVUXSW D ZKROH 6'1 QHWZRUN
1RZDGD\VDQRYHO''R6PHDQVLVWKDWWKHDWWDFNHUVPD\JHQHUDWHYDVWQHZ
ORZWUDIILF IORZV WR WULJJHU PDOLFLRXV IORRGLQJ UHTXHVWV WR RYHUORDG WKH
FRQWUROOHUV,WLVGLIILFXOWWRSUHYHQWWKLVDWWDFNDVWKHDWWDFNHUVPD\FRQQHFWWR
DQ\LQWHUIDFHRIDQ\VZLWFKLQDQ6'1QHWZRUN,QWKLVSDSHUZHSURSRVHDQ
HIIHFWLYHGHWHFWLRQPHWKRGZKLFKLVGHVLJQHGWRGHWHFWWKH''R6DWWDFNDQG
WR IXUWKHU ORFDWH WKH FRPSURPLVHG LQWHUIDFHV WKH PDOLFLRXV DWWDFNHUV KDYH
FRQQHFWHG:HILUVWFODVVLI\WKHIORZHYHQWVDVVRFLDWHGZLWKDQLQWHUIDFHWKHQ
VXEQHWV WKDW FRQQHFW WR GLIIHUHQW VZLWFKHV VR WKDW WKH WUDIILF
SDVVLQJHDFKVZLWFKPD\EHORZ$GGLWLRQDOO\QRPDWWHUKRZ
KHDY\WKHWUDIILFRIDQHZIORZLVRQO\WKHILUVWIHZSDFNHWVRI
WKH IORZ ZLOO EH HQFDSVXODWHG LQ WKH SDFNHWLQ PHVVDJHV DQG
VHQWWRWKHFRQWUROOHU7KXVWKHDWWDFNHUVZLOOSUHIHUWRXVHORZ
WUDIILFIORZVWRWULJJHUWKHDWWDFN
PDNH D GHFLVLRQ XVLQJ 6HTXHQWLDO 3UREDELOLW\ 5DWLR 7HVW 6357 ZKLFK KDV
ERXQGHGIDOVHQHJDWLYHDQGIDOVHSRVLWLYHHUURUUDWHV,QDGGLWLRQZHHYDOXDWH
WKH SHUIRUPDQFH RI WKH SURSRVHG PHWKRG XVLQJ '$53$ ,QWUXVLRQ 'HWHFWLRQ
'DWD6HWV:HDOVRGLVFXVVDQGFRPSDUHRXUPHWKRGWRWKUHHRWKHUGHWHFWLRQ
PHWKRGVZKLFKDUHEDVHGRQWKHSHUFHQWDJHFRXQWDQGHQWURS\RIWKHIORZV
UHVSHFWLYHO\ DQG GHPRQVWUDWH WKH VXSHULRULW\ RI RXU PHWKRG LQ WHUPV RI
SURPSWQHVVYHUVDWLOLW\DQGDFFXUDF\
Keywords—DDoS; detection; SDN; controller;
6HFRQGLWLVGLIILFXOWIRUDFRQWUROOHUWRMXGJHZKHWKHULWLV
XQGHU D ''26 DWWDFN EDVHG RQO\ RQ WKH QXPEHU RI LQFRPLQJ
TXHULHV VLQFH D IORRGLQJ RI TXHULHV PD\ UHVXOW IURP EXUVW
QRQPDOLFLRXVIORZV
7KLUG WKLV DWWDFN LV D NLQG RI UHIOHFWLRQEDVHG IORRGLQJ LQ
ZKLFKWKHDWWDFNHUVGRQRWVHQGWKHPDOLFLRXVIORZVGLUHFWO\WR
D FRQWUROOHU ,QVWHDG WKH DWWDFNHUV PD\ JHQHUDWH WKH IORZV
EDVHGRQDQ\SURWRFRO7&38'3HWDOWRWULJJHUWKHDWWDFN
DJDLQVWDFRQWUROOHU7KHVSHFLDOPHWKRGOHDGVWRVRPHVSHFLILF
, ,1752'8&7,21
IHDWXUHV WKDW GLIIHU IURP WKRVH RI WKH NQRZQ ''R6 DWWDFNV
6RIWZDUHGHILQHGQHWZRUNLQJ6'1VHSDUDWHVDQHWZRUN¶V
FRQWURO ORJLF IURP LWV XQGHUO\LQJ VZLWFKHV VLPSOLILHV QHWZRUN
PDQDJHPHQWDQGIDFLOLWDWHVQHWZRUNHYROXWLRQ7KHVHVSHFLILF
FDSDELOLWLHV PDNH 6'1 GHSOR\DEOH LQ PDQ\ QHWZRUN
HQYLURQPHQWV IURP KRPH DQG HQWHUSULVH QHWZRUNV WR GDWD
FHQWHUVLQFORXGQHWZRUNV
7KHZLGHYDULHW\RIXVHFDVHVPDNH6'1VHFXULW\DVHULRXV
FRQFHUQ>@2XWRIDOONQRZQ6'1H[SORLWV'LVWULEXWHG'HQLDO
VXFK DV ,&03 IORRG 7&3 6<1 IORRG DQG +773 IORRG >@
&RUUHVSRQGLQJO\ H[LVWLQJ GHWHFWLRQ DQG GHIHQVH PHFKDQLVPV
>@DUHQRWIXOO\DSSOLFDEOHWRWKLVDWWDFN
6HYHUDO UHFHQW SDSHUV >@ >@ SRLQWHG RXW WKDW WKH 6'1
FRQWUROOHULVDYXOQHUDEOHWDUJHWRI''R6DWWDFNVDQGVXJJHVWHG
SROLFLQJ SDFNHWV GHVWLQHG WR WKH FRQWUROOHU ' .RWDQL >@
LQWURGXFHGDSDFNHWLQILOWHULQJPHFKDQLVPWRSURWHFWWKH6'1
FRQWURO SODQH 7KH PHFKDQLVP UHFRUGV WKH YDOXHV RI SDFNHW
RI6HUYLFH''R6ZKLFKRYHUORDGVWKHFHQWUDOL]HGFRQWUROOHUV
LVDQ6'1VSHFLILFDWWDFN>@DQGRQHRIWKHPRVWVHYHUHWKUHDWV
WR 6'1 EHFDXVH LWV DELOLW\ WR EUHDN GRZQ D FRQWUROOHU FDQ
GLVUXSWDZKROHQHWZRUN
2SHQ)ORZ >@ LV D SURWRFRO WKDW VWDQGDUGL]HV KRZ 6'1
VZLWFKHVFRPPXQLFDWHZLWKDQ6'1FRQWUROOHU,Q2SHQ)ORZ
WKH VZLWFKHV ZLOO W\SLFDOO\ DVN D FRQWUROOHU XVLQJ SDFNHWLQ
PHVVDJHVWRREWDLQQHZIORZUXOHVIRUDQ\GDWDIORZVWKH\GR
QRW NQRZ KRZ WR KDQGOH +RZHYHU D QRYHO ''R6 DWWDFN LV
VXFKWKDWZLWKDODUJHYROXPHRIQHZGDWDIORZVJHQHUDWHGE\
WKH PDOLFLRXV DWWDFNHUV PDQ\ SDFNHWLQ PHVVDJHV PD\ EH
JHQHUDWHG E\ WKH VZLWFKHV DQG DJJUHVVLYHO\ VHQW WR WKH
FRQWUROOHUZKLFKPD\H[KDXVWWKHUHVRXUFHVRUHYHQOHDGWRD
IDLOXUHRIWKHFRQWUROOHU>@
7KLVQRYHO''R6DWWDFNDJDLQVW6'1FRQWUROOHUVKDVVRPH
VSHFLILF IHDWXUHV DQG FDQ KDUGO\ EH GHWHFWHG E\ WKH WUDGLWLRQDO
''R6GHIHQVHPHWKRGV
978-1-4799-6664-6/16/$31.00 ©2016 IEEE
KHDGHU ILHOGV EHIRUH VHQGLQJ SDFNHWLQ PHVVDJHV WKHQ ILOWHUV
RXW SDFNHWV WKDW KDYH WKH VDPH YDOXHV DV WKH UHFRUGHG RQHV
+RZHYHU LI WKH PDOLFLRXV DWWDFNHUV JHQHUDWH QHZ IORZV LQ
ZKLFKWKHSDFNHWVKDYHGLIIHUHQWYDOXHVIURPWKHUHFRUGHGRQHV
WKH SURSRVHG PHFKDQLVP ZLOO EHFRPH LQHIIHFWLYH 6 0
0RXVDYL >@ SURSRVHG DQ HDUO\ GHWHFWLRQ PHWKRG IRU WKH
''R6DWWDFNVDJDLQVWWKH6'1FRQWUROOHU7KHPHWKRGLVEDVHG
RQ WKH HQWURS\ YDULDWLRQ RI WKH GDWD IORZV¶ GHVWLQDWLRQ ,3
DGGUHVVHV ,W DVVXPHV WKDW WKH GHVWLQDWLRQ ,3 DGGUHVVHV DUH
DOPRVW HYHQO\ GLVWULEXWHG LQ WKH QRUPDO IORZV ZKLOH WKH
PDOLFLRXV IORZV DUH GHVWLQHG WR D VPDOO DPRXQW RI KRVWV
+RZHYHU LW LV QRW GLIILFXOW IRU WKH PDOLFLRXV DWWDFNHUV WR
JHQHUDWHORWVRIQHZORZWUDIILFIORZVZLWKWKHLUGHVWLQDWLRQ,3
DGGUHVVHVHYHQO\GLVWULEXWHGWRRYHUORDGWKHFRQWUROOHUV
,QWKLVSDSHUZHSURSRVHDQHIIHFWLYHGHWHFWLRQPHWKRGIRU
WKH QRYHO ''R6 DWWDFN DJDLQVW 6'1 FRQWUROOHUV E\ YDVW QHZ
ORZWUDIILFIORZV2XUPHWKRGKDVWKHIROORZLQJDGYDQWDJHV
 ''R6'HWHFWLRQ RIDUDQGRPYDULDEOH F ZKLFKLVDIORZHYHQWFRUUHVSRQGLQJ
)ORZ 3DFNHWV ,QWHUIDFH
)ORZ 3DFNHWV ,QWHUIDFH WR WKH VHTXHQFH RI IORZV xbi LQMHFWHG LQWR DQ LQWHUIDFH i RI DQ
&RQWUROOHU ĂĂ ĂĂ ĂĂ
6'1VZLWFK:HOHW Fbi  LIIORZ xbi LVORZWUDIILFDQG Fbi  
&RQWURO3ODQH 4XHULHV
RWKHUZLVH $ FRPSURPLVHG LQWHUIDFH GLIIHUV IURP D QRUPDO
'DWD3ODQH LQWHUIDFHLQWHUPVRIWKHTXDQWLW\RILQFRPLQJORZWUDIILFIORZV
8VHU6XEQHW 8VHU6XEQHW
6ZLWFK
'DWD 6ZLWFK 6SHFLILFDOO\DFRPSURPLVHGLQWHUIDFHKDVDKLJKHUSUREDELOLW\
)ORZV
RIEHLQJLQMHFWHGLQWRORZWUDIILFIORZVWKDQDQRUPDOLQWHUIDFH
6ZLWFK 6ZLWFK )RUPDOO\
6ZLWFK
8VHU6XEQHW
Pr  Fbi  _ H  ! Pr  Fbi  _ H  
8VHU6XEQHW
8VHU6XEQHW

 ZKHUH H LV WKH K\SRWKHVLV GHQRWLQJ WKDW WKH LQWHUIDFH i LV

)LJ1HWZRUNPRGHO FRPSURPLVHGDQG H  LVWKHK\SRWKHVLVGHQRWLQJWKHLQWHUIDFH
LVQRUPDO
3URPSWQHVV%HQHILWWLQJIURPWKH6HTXHQWLDO3UREDELOLW\
5DWLR 7HVW 6357 ZKLFK LV D SRZHUIXO VWDWLVWLFDO WRRO WKH
SURSRVHGPHWKRGFDQTXLFNO\GHWHFWWKHFRPSURPLVHGLQWHUIDFH
DIWHU RQO\ D VPDOO QXPEHU RI VXFFHVVLYH REVHUYDWLRQV RI ORZ
WUDIILFIORZV
:H DLP WR GHWHFW ZKHWKHU DQ LQWHUIDFH i KDV EHHQ
FRPSURPLVHG
,QWKHGHWHFWLRQZHDVVXPHWKDWHDFKVZLWFKLVFDSDEOHRI
REWDLQLQJWKHVWDWLVWLFVLQIRUPDWLRQRIWKHLQFRPLQJIORZVDQG
 9HUVDWLOLW\ 7KH SURSRVHG PHWKRG FDQ GHWHFW WKH ''R6
DWWDFNV DJDLQVW WKH 6'1 FRQWUROOHUV QR PDWWHU KRZ WKH
PDOLFLRXVIORZVDUHJHQHUDWHG7KDWLVRXUPHWKRGFDQGHWHFW
WKHPDOLFLRXVDWWDFNVWULJJHUHGE\7&3IORRG,&03IORRGRU
HYHQVRPHXQNQRZQPHDQVOHDGLQJWRWKHIORRGLQJRIUHTXHVWV
WRDQ6'1FRQWUROOHU
UHSRUWLQJ LW WR WKH FRQWUROOHU 7KLV FDQ EH DFKLHYHG XVLQJ
VHYHUDO PHWKRGV )LUVW 2SHQ)ORZ LWVHOI FDQ PRQLWRU SHUSRUW
DQG SHUUXOH E\WH DQG SDFNHW FRXQWHUV 6HFRQG 1HW)ORZ >@
SURYLGHV D ZD\ WR FROOHFW SHUIORZ VWDWLVWLFV LQ VZLWFKHV DQG
VHQGV WKH IORZ UHFRUGV WR D FROOHFWRU 1HW)ORZ FKHFNV WKH
KHDGHU ILHOGV RI HDFK SDFNHW WR VHH LI WKH SDFNHW PDWFKHV DQ
H[LVWLQJ IORZ 7KLUG V)ORZ >@ FDQ HVWLPDWH WKH E\WH DQG
$FFXUDF\7KHSURSRVHGPHWKRGFDQGLVWLQJXLVKQRUPDO
EXUVW WUDIILF IURP PDOLFLRXV IORZV DQG PDNH PRUH DFFXUDWH
GHFLVLRQV WKDQ WKH GHWHFWLRQ PHWKRGV EDVHG RQ SHUFHQWDJH
FRXQWDQGHQWURS\RIWKHGDWDIORZV
7KH UHPDLQGHU RI WKLV SDSHU LV RUJDQL]HG DV IROORZV 7KH
QHWZRUN PRGHO IRU RXU SURSRVHG PHWKRG DQG VRPH QHWZRUN
DVVXPSWLRQVDUHVWDWHGLQ6HFWLRQ,,7KHGHWDLOVRIRXUPHWKRG
LQ WHUPV RI IORZ FODVVLILFDWLRQ DQG DWWDFN GHWHFWLRQ DUH
SDFNHW FRXQWV RI IORZV E\ IHWFKLQJ UHDOWLPH SDFNHW VDPSOHV
IURP VZLWFKHV V)ORZ FDSWXUHV RQH SDFNHW RXW RI HYHU\ N
SDFNHWV DQG VHQGV WKH KHDGHU RI WKH VDPSOHG SDFNHW WR D
FHQWUDOFROOHFWRUIRUIORZVWDWLVWLFV:HDVVXPHG WKDWWKH IORZ
VWDWLVWLFVZLOOSDVVRXU''R6GHWHFWLRQPRGXOHVUXQQLQJRQWKH
QRUWKERXQGLQWHUIDFHRIWKHFRQWUROOHU
,Q DGGLWLRQ LW LV UHDVRQDEOH WKDW DWWDFNHUV WHQG WR JHQHUDWH
YDVW QHZ ORZWUDIILF IORZV WR ODXQFK DQ DWWDFN LQ DQ 6'1
GHVFULEHG LQ 6HFWLRQ ,,, ([SHULPHQWDO HYDOXDWLRQV DQG QHWZRUN EHFDXVH  2QO\ YDVW SDFNHWLQ PHVVDJHV PD\
GLVFXVVLRQV DUH SURYLGHG LQ 6HFWLRQ ,9 IROORZHG E\ WKH FRQJHVWDFRQWUROOHU2QO\QHZIORZVFDQWULJJHUSDFNHWLQ
FRQFOXVLRQ
,, 352%/(0)2508/$7,21
,QWKLVVHFWLRQZHILUVWVWDWHWKH''R6GHWHFWLRQSUREOHPLQ
WKH 6'1 QHWZRUN ,Q SDUWLFXODU ZH IRUPXODWH WKH QHWZRUN
PRGHOIRURXUSURSRVHGPHWKRG7KHQZHGHVFULEHWKHQHWZRUN
DVVXPSWLRQV DQG WKH DWWDFNHU PRGHOV WKDW ZH XVH WR HYDOXDWH
RXUPHWKRG
)LJ  LOOXVWUDWHV WKH ORJLFDO YLHZ RI WKH QHWZRUN PRGHO
6LQFHD''R6DWWDFNFRXOGFRPHIURPDQ\RIWKHLQWHUIDFHVRI
DQ\ VZLWFK RXU JRDO LV WR GHWHFW WKH DWWDFN DQG ORFDWH WKH
SRWHQWLDOLQWHUIDFHVWKDWDUHFRPSURPLVHG
:HGHILQHDQLQWHUIDFHRIDQ6'1VZLWFKDVa compromised
interfaceLILWLVFRQQHFWHGE\WKHPDOLFLRXV''R6DWWDFNHUVRU
KLMDFNHG]RPELHV0DQ\QHZORZWUDIILFIORZVDUHOLNHO\WREH
LQMHFWHG LQWR WKH FRPSURPLVHG LQWHUIDFHV E\ WKH PDOLFLRXV
DWWDFNHUV DQG ]RPELHV ZLWK WKH SXUSRVH RI WULJJHULQJ D KLJK
YROXPHRIVZLWFKWRFRQWUROOHUPHVVDJHVWRRYHUORDGWKH6'1
FRQWUROOHU
i
:HGHILQH F IRU b  DVWKHVXFFHVVLYHREVHUYDWLRQV
b WKUHVKROGWRFODVVLI\DIORZ7KHQDIORZHYHQW Fbi LVGHILQHG
PHVVDJHV WRZDUGV D FRQWUROOHU  2QO\ ORZWUDIILF IORZV DUH
RIKLJKHIILFLHQF\IRUVXFKDQDWWDFN$IORZZLWKKHDY\WUDIILF
FDQQRW HQKDQFH DQ DWWDFN 2Q WKH FRQWUDU\ LW ZLOO FRQVXPH
PRUH RI WKH DWWDFNHU¶V UHVRXUFHV WKDQ D IORZ ZLWK ORZ WUDIILF
EHFDXVH QR PDOLFLRXV SDFNHWLQ PHVVDJHV ZLOO EH JHQHUDWHG
DIWHUWKHGHOLYHU\RIDFRUUHVSRQGLQJIORZUXOH
,,, '(7(&7,21%$6('216357
2XU PHWKRG LV FRPSULVHG RI D IORZ FODVVLILFDWLRQ IXQFWLRQ
DQG DQ DWWDFN GHWHFWLRQ IXQFWLRQ ,Q WKLV VHFWLRQ ZH GHVFULEH
WKHVHIXQFWLRQVLQGHWDLO
A. Flow Classification
7KHIORZFODVVLILFDWLRQIXQFWLRQFODVVLILHVWKHGDWDIORZVLQ
WKH QHWZRUN $ GDWD IORZ LV FRQVLGHUHG WR EH HLWKHU D normal
flow RU D low-traffic flow 8SRQ UHFHLYLQJ D VWDWLVWLF UHSRUW
DERXW D GDWD IORZ WKH IORZ FODVVLILFDWLRQ IXQFWLRQ PDNHV WKH
GLVWLQFWLRQ
/HW cbi EH WKH SDFNHW FRXQWV RI IORZ xbi  /HW CPD[ EH WKH
DVD%HUQRXOOLUDQGRPYDULDEOH 3U  Fbi  H     3U  Fbi  H   O 
­ LIc d CPD[
i
Fbi 3U  Fbi  H    3U  Fbi  H  O 
b
® 
¯ LIc ! CPD[
i
b

7KH YDOXH RI CPD[ FDQ EH REWDLQHG DQG UHFDOLEUDWHG E\
WUDLQLQJ SURFHVVHV )RU H[DPSOH DQ RIIOLQH SURFHVV FDQ
UHFDOLEUDWH CPD[ LIWKHWUDIILFFKDUDFWHULVWLFVFKDQJH
,QDQ6'1QHWZRUNWKHPDWFKILHOGV>@RIHDFKIORZWDEOH
ZKHUH O ! O EHFDXVHDFRPSULVHGLQWHUIDFHLVPRUHOLNHO\WR
EH LQMHFWHG LQWR WKH ORZWUDIILF IORZV WR RYHUORDG DQ 6'1
FRQWUROOHU
,QWXLWLYHO\ RXU 6357EDVHG GHWHFWLRQ PHWKRG FDQ EH
FRQVLGHUHG DV D RQHGLPHQVLRQDO UDQGRP ZDON :KHQ D ORZ
HQWU\ FRQVLVW RI WKH SDFNHW KHDGHUV WKH LQJUHVV SRUW DQG WUDIILF IORZ  cbi d CPD[  LV REVHUYHG WKH IORZ HYHQW Fbi  
RSWLRQDOO\ RWKHU ILHOGV 'XH WR WKH JOREDO SHUVSHFWLYH DQG
FHQWUDOL]HGFRQWURORI6'1WKHIORZFODVVLILFDWLRQIXQFWLRQFDQ RFFXUV DQG WKH ZDON PRYHV XSZDUG RQH VWHS :KHQ D QRUPDO
DGDSWLYHO\FODVVLI\GDWDIORZVDFFRUGLQJWRWKHPDWFKILHOGVLQ IORZ cbi ! CPD[ LVREVHUYHGWKHIORZHYHQW Fbi  RFFXUVDQG
WKHIORZWDEOHV WKHZDONPRYHVGRZQZDUGRQHVWHS$FFRUGLQJWR(T
DQGZHJHW
$IWHU WKH FODVVLILFDWLRQ RI D IORZ WKH IORZ FODVVLILFDWLRQ
IXQFWLRQUHSRUWVWKHUHVXOWWRWKHDWWDFNGHWHFWLRQIXQFWLRQ
­ i 3U  Fbi  H  
° n 
D   LIcbi d CPD[
B. Attack Detection Based on SPRT ° 3U bF i
 H 
Dni ®
7KHDWWDFNGHWHFWLRQIXQFWLRQDQDO\]HVWKHOLVWRIREVHUYHG
° i 3U  Fb  H  
i

HYHQWV normal flows DQG low-traffic flows) WR GHFLGHZKHWKHU ° Dn   3U F i  H  LIcb ! CPD[
i

DQLQWHUIDFHLVFRPSURPLVHG ¯  b   
,QUHDOLW\DGHWHFWLRQIXQFWLRQFDQPDNHWZRW\SHVRIHUURUV ­ i O
° Dn   OQ O  LIcb d CPD[
i
IDOVHSRVLWLYHDQGIDOVHQHJDWLYH$VGHVFULEHGLQ6HFWLRQ,,ZH ° 
FRQVLGHU H DV D GHWHFWLRQ RI D FRPSURPLVHG LQWHUIDFH DQG ®
H  DVDQRUPDOLW\)DOVHSRVLWLYHPHDQVWKHDFFHSWDQFHRI H  ° D  OQ  O  LIc i ! C
i 
°̄ n    O
b PD[

ZKHQ H  LVWUXHZKLOHIDOVHQHJDWLYHPHDQVWKHDFFHSWDQFHRI
H  ZKHQ H LVWUXH7RDYRLGWKHVHWZRHUURUVZHGHILQH D 
DQG E DVWKHXVHUVSHFLILHGSUREDELOLWLHVRIIDOVHSRVLWLYHDQG
IDOVH QHJDWLYH UHVSHFWLYHO\ 7KH HUURU UDWHV RI WKH GHVLJQHG
GHWHFWLRQ IXQFWLRQ VKRXOG QRW H[FHHG D DQG E IRU IDOVH
SRVLWLYHDQGIDOVHQHJDWLYHUHVSHFWLYHO\
7R GHVLJQ DQ HIIHFWLYH GHWHFWLRQ PHWKRG WKDW PHHWV WKH
UHTXLUHPHQWV ZH DGRSW 6357 D SRZHUIXO VWDWLVWLFDO WRRO WR
HYDOXDWH LQWHUIDFH i IURP WKH n REVHUYHG IORZ HYHQWV
Fbi  b  n  :H GHILQH Dni DV DQ HYDOXDWLRQ RI LQWHUIDFH
i ¶V EHKDYLRU E\ WKH GHWHFWLRQ IXQFWLRQ /HW Dni EH WKH ORJ
SUREDELOLW\UDWLRFRQVLGHULQJDOO n normal flowDQGlow-traffic
flow HYHQWVQRWHGIRULQWHUIDFH i 8SRQUHFHLYLQJDQHYHQW Fbi 
IURP WKH IORZ FODVVLILFDWLRQ IXQFWLRQ WKH GHWHFWLRQ IXQFWLRQ
HYDOXDWHV
ZKHUH Di  
:H WKHQ GHILQH WKH GHWHFWLRQ IXQFWLRQ IRU WHVWLQJ D
FRPSURPLVHG LQWHUIDFH DJDLQVW D QRUPDO LQWHUIDFH DV IROORZV
JLYHQWZRERXQGDULHV B DQG A ZKHUH B  A RQWKHEDVLVRI
WKH ORJSUREDELOLW\ UDWLR Dnt  WKH 6357 IRU H  DJDLQVW H LV
JLYHQDVIROORZV
Dni d B DFFHSW H  DQGWHUPLQDWHWKHWHVW
Dni t A DFFHSW H DQGWHUPLQDWHWKHWHVW
B  Dni  A  FRQWLQXH WKH WHVW SURFHVV ZLWK DQ DGGLWLRQDO
REVHUYDWLRQ
,W LV VXJJHVWHG LQ >@ WKDW WKH YDOXHV RI A DQG B DUH
UHDVRQDEOHWREHVHWWR
­ A E D 
3U  Fi   Fni H  ® 
Dni OQ
3U  Fi   Fni H  
 ¯ B E  D
)URP WKH DERYH HTXDWLRQV ZH FDQ FRQFOXGH WKDW IRXU
$VVXPH WKDW HDFK IORZ HYHQW Fbi LV LQGHSHQGHQW DQG SDUDPHWHUV D  E  O DQG O DUHUHTXLUHGE\WKH6357EDVHG
LGHQWLFDOO\GLVWULEXWHGWKHQZHKDYH GHWHFWLRQ PHWKRG $PRQJ WKHP D DQG E OLPLW WKH IDOVH
3 bn  3U  Fbi H  3U  Fbi H 
n
SRVLWLYH HUURU UDWH DQG IDOVH QHJDWLYH HUURU UDWH UHVSHFWLYHO\
Dni OQ
3 bn  3U  Fbi H  
¦ OQ
b  3U  Fbi H  
 DQG JLYH WZR ERXQGDULHV  A DQG B  RI WKH RQHGLPHQVLRQDO
UDQGRP ZDON O DQG O DUH WKH SUREDELOLW\ GLVWULEXWLRQ
SDUDPHWHUV IRU WKH IORZ HYHQWV DQG DIIHFW WKH QXPEHU RI
6LQFH Fbi LVD%HUQRXOOLUDQGRPYDULDEOHOHW REVHUYDWLRQV UHTXLUHG IRU WKH GHWHFWLRQ IXQFWLRQ WR UHDFK D
GHFLVLRQHLWKHU H  RU H 
 
7UDLQLQJGDWDZLWKRXWDWWDFN

3URSRUWLRQLQDOOWKHGDWDIORZV
7UDLQLQJGDWDZLWKDWWDFNV
  D   

1XPEHURIVXFFHVVLYHREVHUYDWLRQ
O 
E  
 O 
 
 O



O 


   
 
O

       
7LPH 
)LJ3URSRUWLRQRIWKHORZWUDIILFIORZVLQDOOWKHIORZVIRUWKHWUDLQLQJGDWD  
 
ZLWKRXWDWWDFN0DUFKWKDQGZLWKDWWDFN0DUFKWKUHVSHFWLYHO\ O DQG  
   
O DUHHVWLPDWHG  
O O

7$%/(, '(6&5,37,2162)620(2)7+($77$&.67+$70$<
29(5/2$'7+(6'1&21752//(56
)LJ7KHPLQLPXPQXPEHURIVXFFHVVLYHREVHUYDWLRQVRIORZWUDIILFIORZV
IRUGHWHFWLQJDFRPSURPLVHGLQWHUIDFH
$WWDFNV 'HVFULSWLRQV
:LWKRXW ORVV RI JHQHUDOLW\ WKH WKUHVKROG ZDV VHW WR 
QHSWXQH $6<1IORRGRQRQHRUPRUH7&3SRUWV SDFNHWV WKH SDFNHW FRXQW RID QRUPDO 7&3 ZD\ KDQGVKDNH
,&03UHTXHVWVZLWKWKHYLFWLP
VVSRRIHGVRXUFH,3DUH 7KH SDFNHWV ZLWK WKH VDPH IRXUWXSOH LH VRXUFH ,3 VRXUFH
VPXUI
EURDGFDVWWRDQHWZRUNWRFUHDWHDUHSO\IORRGWRWKHYLFWLP
LSVZHHS
$VXUYHLOODQFHVZHHSVHQGLQJ,&03UHTXHVWVWRQXPHURXV,3
DGGUHVVHVWRGHWHFWZKLFKQRGHVDUHOLVWHQLQJRQDQHWZRUN
$VXUYHLOODQFHVZHHSWKDWVFDQVQXPHURXVSRUWVWRGHWHFW
SRUWVZHHS
ZKLFKVHUYLFHVDUHRSHQRQDVLQJOHRUPXOWLSOHQRGHV
,9 (9$/8$7,21$1'',6&866,21
SRUW GHVWLQDWLRQ ,3 GHVWLQDWLRQ SRUW ZHUH FRQVLGHUHG WR
EHORQJ WR WKH VDPH IORZ 7KH FRPPXQLFDWLRQV EHWZHHQ WKH
DGMDFHQWLQWHUIDFHVZHUHILOWHUHGEHFDXVHWKH\ZRXOGQRWWULJJHU
SDFNHWLQPHVVDJHVWRZDUGVWKHFRQWUROOHUV
)LJ  LOOXVWUDWHV WKH HVWLPDWLRQ RI O DQG O  $V )LJ 
VKRZV WKH FKDUDFWHUV RI WKH IORZV ZHUH VLPLODU ZKHQ WKHUH
ZHUH QR ''R6 DWWDFNV RQ ERWK GD\V 0DUFK WK DQG 0DUFK
:HFKRVHWRXVH'$53$,QWUXVLRQ'HWHFWLRQ'DWD6HWVWR WK+RZHYHURQ0DUFKWKWZRDWWDFNVQDPHG³QHSWXQH´
HYDOXDWH RXU SURSRVHG PHWKRG DV WKH\ FRQWDLQ ERWK WUDLQLQJ
GDWDZLWKRXWZLWKDWWDFNVDQGWHVWLQJGDWDZLWKDEXQGDQWW\SHV
RI DWWDFNV >@ LH  DWWDFN LQVWDQFHV RIDERXW W\SHV RI
DWWDFNV
A. Parameters of the Method
$V PHQWLRQHG LQ 6HFWLRQ ,, RXU 6357EDVHG PHWKRG
UHTXLUHV IRXU XVHUGHILQHG SDUDPHWHUV D  E  O  DQG O 
$PRQJWKHP D DQG E DUHQRUPDOO\VPDOOYDOXHVOLPLWLQJWKH
GHVLUHG IDOVH SRVLWLYH DQG IDOVH QHJDWLYH UDWHV ZKLFK DUH
XVXDOO\ EHWZHHQ  DQG  DQG FDQ EH VSHFLILHG E\ WKH
XVHUVRIWKHGHWHFWLRQDSSURDFK:HVHW D  DQG E  
LQWKHHYDOXDWLRQ
O DQG O VKRXOG LQGLFDWH WKH SUREDELOLWLHV WKDW D ORZ
WUDIILF IORZ SDVVHV WKURXJK D QRUPDO LQWHUIDFH DQG D
FRPSURPLVHGLQWHUIDFHUHVSHFWLYHO\7KXVLWLVUHDVRQDEOHIRU
XV WR HVWLPDWH O DQG O XVLQJ WKH WUDLQLQJ GDWD ZLWKRXW DQG
ZLWKDWWDFNVUHVSHFWLYHO\7KH³RXWVLGHWFSGXPSGDWD´ZKLFK
SURYLGHVH[WHQVLYHH[DPSOHVRIDWWDFNVDQGEDFNJURXQGWUDIILF
ZDVXVHGLQRXUHYDOXDWLRQ7KHGDWDSURYLGHVDOOGDWDSDFNHWV
WUDQVPLWWHGEHWZHHQWKHQRGHVLQVLGHDQGRXWVLGHRIDQHWZRUN
:HFODVVLILHGWKHIORZVE\FRXQWLQJWKHQXPEHURISDFNHWV
LQ HDFK IORZ ,I WKH SDFNHW FRXQW RI D IORZ ZDV EHORZ D
GHVLJQDWHG WKUHVKROG WKH IORZ LQ TXHVWLRQ ZDV FODVVLILHG DV D
ORZWUDIILFIORZ2WKHUZLVHLWZDVFODVVLILHGDVDQRUPDOIORZ
$IWHUZDUGV ZH FDOFXODWHG WKH SURSRUWLRQ RI WKH ORZWUDIILF
IORZVLQDOOWKHIORZVWRHVWLPDWH O DQG O 
DQG³LSVZHHS´OLVWHGLQ7$%/(,RFFXUUHGDWDQG
 UHVSHFWLYHO\ 7KHVH DWWDFNV OHDG WR YDVW QHZ ORZ
WUDIILF IORZV WKDW FRXOG RYHUORDG WKH FRQWUROOHU $FFRUGLQJO\
ZH DVVLJQHG WKH PHDQ YDOXH DQG WKHXSSHUERXQGDU\ YDOXH RI
WKH QRUPDO SURSRUWLRQ RI WKH ORZWUDIILF IORZV WR O DQG O 
UHVSHFWLYHO\7KXVZHJRW O  DQG O  
,Q WKH QH[W VHFWLRQ ZH ZLOO GLVFXVV KRZ WKH YDOXHV RI O 
DQG O DIIHFWWKHSHUIRUPDQFHRIRXU6357EDVHGPHWKRG
B. Promptness
3URPSWQHVV LV DQ LPSRUWDQW SURSHUW\ RI RXU 6357EDVHG
''R6 GHWHFWLRQ PHWKRG $V ZH OHDUQ IURP )LJ  D ODUJH
YROXPH RI ORZWUDIILF IORZV ZLOO EH LQMHFWHG LQWR D
FRPSURPLVHG LQWHUIDFH ZKHQ D ''R6 DWWDFN RFFXUV 7KLV
VHFWLRQ HYDOXDWHV WKH PLQLPXP QXPEHU RI VXFFHVVLYH
REVHUYDWLRQV RI ORZWUDIILF IORZV WR GHWHFW D FRPSURPLVHG
LQWHUIDFHZKHQ H LVWUXH
7R LOOXVWUDWH WKH PLQLPXP QXPEHU RI VXFFHVVLYH
REVHUYDWLRQVUHTXLUHGWRGHWHFWDFRPSURPLVHGLQWHUIDFH)LJ
VKRZVWKHQXPEHURIREVHUYDWLRQVDVDIXQFWLRQRI O DQG O 
$V PHQWLRQHG LQ WKH SUHYLRXV VXEVHFWLRQ ZH VHW WKH IDOVH
SRVLWLYHUDWH D  DQGWKHIDOVHQHJDWLYHUDWH E  $V
VKRZQLQ)LJLWRQO\WDNHVVHYHUDOREVHUYDWLRQVIRU6357WR
PDNHDGHFLVLRQ%DVLFDOO\WKHJUHDWHUWKHGLIIHUHQFHEHWZHHQ
O DQG O  D VPDOOHU VXFFHVVLYH QXPEHU RI REVHUYDWLRQV LV
UHTXLUHGIRURXUPHWKRGWRUHDFKDGHWHFWLRQ
 $V WKH '$53$ ,QWUXVLRQ 'HWHFWLRQ 'DWD 6HWV JDYH XV 


7RWDOQXPEHU
O  DQG O  LQ RXU HYDOXDWLRQ RXU PHWKRG FDQ 



TXLFNO\ GHWHFW D FRPSURPLVHG LQWHUIDFH DIWHU RQO\ VL[ 

VXFFHVVLYHREVHUYDWLRQVRIORZWUDIILFIORZV 
      
:HRQO\VKRZWKHPLQLPXPQXPEHURIUHTXLUHGVXFFHVVLYH D7KHQXPEHURIWRWDOIORZV

REVHUYDWLRQV LQ WKH DERYH GLVFXVVLRQ 7KHUH LV D VLPLODU WUHQG SRG SRUWVZHHS VPXUI DSDFKH FUDVKLLV XGSVWRUP

$WWDFNV
IRU WKH DYHUDJH QXPEHU RI UHTXLUHG REVHUYDWLRQV ZKHQ H LV SRG DSDFKH SRG QHSWXQH GRVQXNH
WUXH V\VORJG

      
E$WWDFNVDFWXDOO\RFFXUUHG
C. Versatility 

'HWHFWHG
:HHYDOXDWHGWKHYHUVDWLOLW\RIRXUPHWKRGE\VXEPLWWLQJLW
WR WKH GDWD WUDFHV ZLWK PDOLFLRXV WUDIILF LQ WKH '$53$ 
,QWUXVLRQ'HWHFWLRQ'DWD6HWV       
F'HWHFWHGDWWDFNVE\RXUPHWKRG
6LQFH ZH DVVXPH WKDW D IORZ UXOH FRUUHVSRQGV WR D IRXU  

'HWHFWHG
WKUHVKROG 
WXSOH WKH DWWDFNV OLVWHG LQ 7$%/( , PD\ RYHUORDG DQ 6'1
WKUHVKROG 
FRQWUROOHU 1RWDEO\ WKHVH DWWDFNV FDQ ZRUN DW GLIIHUHQW OD\HUV 
DQGKDYHGLIIHUHQWSULQFLSOHV)RUH[DPSOH³QHSWXQH´ZRNVDW       
WKH WUDQVSRUW OD\HU DQG LV D W\SLFDO GHQLDORIVHUYLFH DWWDFN G'HWHFWHGDWWDFNVE\WKHSHUFHQWDJHEDVHGPHWKRG
 
ZKLOH³LSVZHHS´ZRNVDWWKHQHWZRUNOD\HUDQGLVQRWXVXDOO\

'HWHFWHG
WKUHVKROG 
FRQVLGHUHG D GHQLDORIVHUYLFH DWWDFN +RZHYHU WKH NH\ WKUHVKROG 
FKDUDFWHULVWLF WKH\ VKDUH LV WKH DELOLW\ WR JHQHUDWH PDQ\ QHZ 
      
IORZVZKLFKPD\OHDGWRWKHRYHUORDGLQJRIDQ6'1FRQWUROOHU H'HWHFWHGDWWDFNVE\WKHHQWURS\EDVHGPHWKRG
7LPH
1RWHWKDWWKHH[WHQWRIGDPDJHDQDWWDFNFDQFDXVHGHSHQGV 
RQWKHPDWFKILHOGVRIIORZUXOHV)RUH[DPSOH³QHSWXQH´FDQ )LJD7KHQXPEHURIWRWDOIORZVE$WWDFNVDFWXDOO\RFFXUUHGF'HWHFWHG
RYHUORDG D FRQWUROOHU ZKHQ DIORZ UXOH FRUUHVSRQGV WR D IRXU
WXSOHEXWFDQKDUGO\RYHUORDGWKHFRQWUROOHUZKHQDIORZUXOH
RQO\ FRUUHVSRQGV WR WKH GHVWLQDWLRQ ,3 DGGUHVV RI D IORZ 2XU
IORZ FODVVLILFDWLRQ IXQFWLRQ FDQ DGDSWLYHO\ FODVVLI\ WKH IORZV
DFFRUGLQJWRWKHPDWFKILHOGVRIIORZUXOHV
DWWDFNVE\RXUPHWKRGG'HWHFWHGDWWDFNVE\WKHSHUFHQWDJHEDVHGPHWKRGH
'HWHFWHGDWWDFNVE\WKHHQWURS\EDVHGPHWKRG
D WKUHVKROG YDOXH IRU WKH VLQJOH SDUDPHWHU RI 3' $ VPDOO
WKUHVKROGYDOXHPD\UHVXOWLQWKHIDOVHSRVLWLYHHUURUVZKLOHD
ODUJHWKUHVKROGYDOXHPD\UHVXOWLQWKHIDOVHQHJDWLYHHUURUV
)LJDVKRZVWKHQXPEHURIWRWDOIORZVRQ$SULOWK)LJ
EVKRZVDOOWKHGHQLDORIVHUYLFHDWWDFNVDQGD³SRUWVZHHS´
DWWDFN XVHG LQ WKH GDWDVHWV LQ FKURQRORJLFDO RUGHU $OWKRXJK
WUDGLWLRQDO DWWDFN FODVVLILFDWLRQ PHWKRGV GR QRW UHJDUG
³SRUWVZHHS´DVD''R6DWWDFNLWPD\EHXVHGWRJHQHUDWHYDVW
ORZWUDIILF IORZV DQG IXUWKHU WULJJHU WKH ''R6 DWWDFNV WR
RYHUORDG WKH 6'1 FRQWUROOHUV ,Q DGGLWLRQ WR ³SRUWVZHHS´
³VPXUI´ DQG ³QHSWXQH´ ODXQFKHG ''R6 DWWDFNV DJDLQVW WKH
z &'&'IDFHVWKHVLPLODUSUREOHPVWR3'WKDWLVLWLV
DOVR FKDOOHQJLQJ WR VHOHFW DQ DSSURSULDWH WKUHVKROG YDOXH IRU
&'
z ('$QLQWHUIDFHLVFRQVLGHUHGWREHFRPSURPLVHGLIWKH
HQWURS\ RI WKH IORZV¶ GHVWLQDWLRQ DGGUHVVHV LV ORZHU WKDQ D
WKUHVKROG $V ZH VWDWH LQ 6HFWLRQ , IDOVH QHJDWLYH HUURUV PD\
RFFXU LI WKH DWWDFNHUV JHQHUDWH YDVW QHZ IORZV ZLWK WKH
6'1FRQWUROOHUVRQ$SULOWK$V)LJFVKRZVRXUPHWKRG
VXFFHVVXOOI\ GHWHFWHG DOO WKUHH RI WKHVH DWWDFNV HYHQ WKRXJK
WKH\ ZRUN DW GLIIHUHQW SURWRFRO OD\HUV DQG KDYH GLIIHUHQW
SULQFLSOHV$GGLWLRQDOO\WKHUHSRUWVUHWXUQQHLWKHUIDOVHSRVLWLYH
HUURUVQRU IDOVH QHJDWLYH HUURUV IRU WKH DWWDFNVZLWKRXW D ODUJH
YROXPHRIORZWUDIILFIORZV
D. Accuracy Comparison and Discussion
)RU FRPSDULVRQ ZH GLVFXVV WKUHH GLIIHUHQW PHWKRGV LQ
GHWHFWLQJWKH''R6DWWDFNVZKLFKDUHEDVHGRQWKHSHUFHQWDJH
RI ORZWUDIILF IORZV WKH QXPEHU RI ORZWUDIILF IORZV DQG WKH
HQWURS\YDULDWLRQRIGHVWLQDWLRQ,3DGGUHVVHVUHVSHFWLYHO\)RU
VLPSOLFLW\ZHUHIHUWRWKHPDVWKHSHUFHQWDJHEDVHGGHWHFWLRQ
GHVWLQDWLRQ ,3 DGGUHVVHV HYHQO\ GLVWULEXWHG $W WKH VDPH WLPH
IDOVH SRVLWLYH HUURUV PD\ RFFXU LI WKHGHVWLQDWLRQ ,3 DGGUHVVHV
RIWKHQRUPDOIORZVDUHQRWHYHQO\GLVWULEXWHG
:H HYDOXDWHG WKH SHUIRUPDQFH RI 3' DQG (' XVLQJ WKH
VDPHGDWDWUDFHWRFRPSDUHZLWKRXUPHWKRG)RUFRPSDULVRQ
ZH ILUVW GLYLGHG WKH GDWDVHWV LQWR PLQLWLPHVORWV 7KH PLQL
WLPHVORWFDQEHUHJDUGHGDVWKHKDUGWLPHRXWWLPHUIRUWKHIORZ
HQWULHV DV ZHOO DV WKH GHWHFWLRQ SHULRG RI RXU PHWKRG $ KDUG
WLPHRXW WLPHU LV WKH GXUDWLRQ DIWHU ZKLFK D IORZ HQWU\ LV
UHPRYHGIURPWKHIORZWDEOHLQDQ6'1VZLWFK
1RWHWKDWLWLVQRWQHFHVVDU\IRURXU6357EDVHGPHWKRGWR
GLYLGHWKHGDWDVHWVLQWRPLQLWLPHVORWVEHFDXVHWKHPHWKRGFDQ
3' WKH FRXQWEDVHG GHWHFWLRQ &' DQG WKH HQWURS\EDVHG REVHUYHFRQWLQXRXVO\XQWLOLWUHDFKHVDGHFLVLRQ,QFRQWUDVWDQ
GHWHFWLRQ('7KH\DUHGLVFXVVHGLQWKHIROORZLQJ
z 3'$QLQWHUIDFHLVFRQVLGHUHGWREHFRPSURPLVHGLIWKH
SHUFHQWDJH RI ORZWUDIILF IORZV LV KLJKHU WKDQ D WKUHVKROG
8QOLNH LQ RXU 6357EDVH PHWKRG ZKLFK KDV ERXQGHG IDOVH
HVVHQWLDOFRPSRQHQWIRU3'&'DQG('LVDZLQGRZVL]HWKDW
LV EDVHG RQ D WLPHVORW RU QXPEHU RI SDFNHWV 7KLV LV DOVR D
UHDVRQ ZK\ WKH 6357EDVHG PHWKRG FDQ PDNH D TXLFNHU DQG
PRUHDFFXUDWHGHFLVLRQWKDQRWKHUPHWKRGV
QHJDWLYHDQGIDOVHSRVLWLYHHUURUUDWHVLWLVFKDOOHQJLQJWRVHOHFW )LJ  G VKRZV WKH SHUIRUPDQFHV RI 3' ZLWK WKUHVKROGV
DQGUHVSHFWLYHO\1RWHWKDWLIWKHWRWDOQXPEHURIIORZV
LV OHVV WKDQ  SHU WLPHVORW LQ RXU HYDOXDWLRQ WKH GHWHFWLRQ LV
QRWSHUIRUPHGGXHWRWKHORZULVNDQGKLJKUDQGRPQHVVRIWKH
IORZV:HFDQREVHUYHWKDW
)LUVW3'PDGHDIDOVHSRVLWLYHHUURUDWZLWKWKUHVKROG
HUURU UDWHV 7KH PHWKRG FDQ GHWHFW ''R6 DWWDFNV DQG IXUWKHU
ORFDWHWKHFRPSURPLVHGLQWHUIDFHVWKHPDOLFLRXVDWWDFNHUVKDYH
FRQQHFWHG (YDOXDWLRQV DUH SHUIRUPHG E\ VXEPLWWLQJ WKH
PHWKRGWRWKHGDWDWUDFHVZLWKDEXQGDQWW\SHVRIDWWDFNVLQWKH
'$53$ ,QWUXVLRQ 'HWHFWLRQ 'DWD 6HWV &RPSDUHG WR WKH
GHWHFWLRQPHWKRGVEDVHGRQWKHSHUFHQWDJHFRXQWDQGHQWURS\
 $V VKRZQ LQ )LJ  E QR DWWDFN UHDOO\ RFFXUUHG DW WKDW
WLPH
6HFRQG 3' PDGH D IDOVH QHJDWLYH HUURU ZLWK ERWK
WKUHVKROGVDQG+HQFH³VPXUI´ZDVXQGHUUHSRUWHG3'
PLJKW KDYH GHWHFWHG ³VPXUI´ LI ZH FKRVH D WKUHVKROG ORZHU
WKDQ  +RZHYHU WKLV ZRXOG UHVXOW LQ PRUH IDOVH SRVLWLYH
HUURUVWKDQZHUHPDGHXQGHUDWKUHVKROGRI
RI WKH IORZV WKH SURSRVHG PHWKRG KDV VRPH RXWVWDQGLQJ
SURSHUWLHVLQWHUPVRISURPSWQHVVYHUVDWLOLW\DQGDFFXUDF\
$&.12:/('*0(17
7KLV ZRUN ZDV VXSSRUWHG LQ SDUW E\ WKH )XQGDPHQWDO
5HVHDUFK )XQGV IRU WKH &HQWUDO 8QLYHUVLWLHV -%0
-%0 LQ SDUW E\ %HLMLQJ +LJKHU (GXFDWLRQ <RXQJ
7KXV ZH FDQ FRQFOXGH WKDW LW LV FKDOOHQJLQJ WR FKRRVH D (OLWH 7HDFKHU 3URMHFW <(73 LQ SDUW E\ 1DWLRQDO 
WKUHVKROGYDOXHIRUWKHVLQJOHSDUDPHWHURI3' 3URJUDPRI&KLQD&%
)LJ  H VKRZV WKH SHUIRUPDQFHV RI (' ZLWK ERWK
WKUHVKROGVDQGUHVSHFWLYHO\:HFDQREVHUYHWKDW 5()(5(1&(6
>@ $$NKXQ]DGD($KPHG$*DQL0.KDQ0,PUDQDQG6*XL]DQL
)LUVW('PDGHVHYHUDOIDOVHSRVLWLYHHUURUVZLWKWKUHVKROG ³6HFXULQJ VRIWZDUH GHILQHG QHWZRUNV WD[RQRP\ UHTXLUHPHQWV DQG
ZKLFKLVWKHWKUHVKROGXVHGLQ>@)URP)LJEZH
FDQ NQRZ WKDW (' UHSRUWHG WKH ³SRG´ DWWDFNV :H VD\ WKHVH
UHSRUWV ZHUH IDOVH SRVLWLYH HUURUV EHFDXVH WKHVH ³SRG´ DWWDFNV
GLGQRWODXQFKDWWDFNVDJDLQVWWKHFRQWUROOHU:HFDQILQGORWV
RI,&03PHVVDJHVWKDWZHUHVHQWIURPDVLQJOHPDOLFLRXVQRGH
WRDVLQJOHKRVWZKHQWKH³SRG´DWWDFNVRFFXUUHGLQWKHGDWDVHWV
7KXV (' GHWHFWHG LW EHFDXVH WKH HQWURS\ ZDV ORZHU WKDQ WKH
WKUHVKROG  GXULQJ WKLV WLPHVORW +RZHYHU RXU JRDO LV WR
GHWHFWWKH''R6DWWDFNDJDLQVWWKHFRQWUROOHUEXWQRWWKHDWWDFN
DJDLQVWDKRVW%HFDXVHWKH³SRG´DWWDFNRQO\UHTXLUHVDVLQJOH
IORZ UXOH DQG ZRXOG QRW JHQHUDWH PDQ\ UHTXHVWV WR WKH
RSHQLVVXHV´,(((&RPPXQLFDWLRQV0DJD]LQHYROSSSS

>@ ' .UHXW] ) 0 5DPRV DQG 3 9HULVVLPR ³7RZDUGV VHFXUH DQG
GHSHQGDEOH VRIWZDUHGHILQHG QHWZRUNV´ LQ 3URFHHGLQJV RI WKH VHFRQG
$&0 6,*&200 ZRUNVKRS RQ KRW WRSLFV LQ VRIWZDUH GHILQHG
QHWZRUNLQJSS±
>@ 2SHQ1HWZRUNLQJ)RXQGDWLRQ³2SHQ)ORZ6ZLWFK6SHFLILFDWLRQ9HUVLRQ
´KWWSVZZZRSHQQHWZRUNLQJRUJ
>@ 66KLQ**X³$WWDFNLQJVRIWZDUHGHILQHGQHWZRUNV$ILUVWIHDVLELOLW\
VWXG\´ ,Q 3URFHHGLQJV RI WKH VHFRQG $&0 6,*&200 ZRUNVKRS RQ
+RWWRSLFVLQVRIWZDUHGHILQHGQHWZRUNLQJSS
>@ 67=DUJDU--RVKLDQG'7LSSHU³$VXUYH\RIGHIHQVHPHFKDQLVPV
FRQWUROOHUWKHVHUHSRUWVZHUHIDOVHSRVLWLYHUHSRUWV
6HFRQG (' PDGH D IDOVH QHJDWLYH HUURU ZLWK ERWK
WKUHVKROGV  DQG  +HQFH ³SRUWVZHHS´ ZDV
XQGHUUHSRUWHG:HOHDUQIURPWKHGDWDVHWVWKDWWKHGHVWLQDWLRQ
,3 DGGUHVVHV RI WKLV DWWDFN ZDV DOPRVW HYHQO\ GLVWULEXWHG
EHFDXVHWKHDWWDFNHUVWULHGWRSUREHPDQ\KRVWVLQWKHVXEQHW
7KXV WKH HQWURS\ YDOXH ZDV  TXLWH KLJK GXULQJ WKLV WLPHVORW
DOWKRXJK PDQ\ QHZ IORZV ZHUH JHQHUDWHG DQG YDVW UHTXHVWV
ZHUHVHQWWRWKHFRQWUROOHU
7KHUHVXOWVSURYHZKDWZHGLVFXVVDWWKHEHJLQQLQJRIWKLV
VHFWLRQLHWKH('ZLOOEHLQHIIHFWLYHLIWKHQRUPDOIORZVDUH
QRW HYHQO\ GLVWULEXWHG RU WKH PDOLFLRXV IORZV DUH HYHQO\
GLVWULEXWHG 1RWH WKDW WKH ³QRUPDO IORZV´ PHQWLRQHG KHUH DUH
WKHIORZVGRQRWWULJJHUDWWDFNVDJDLQVWWKHFRQWUROOHU('PD\
DJDLQVW GLVWULEXWHG GHQLDO RI VHUYLFH ''R6 IORRGLQJ DWWDFNV´ ,(((
&RPPXQLFDWLRQV 6XUYH\V  7XWRULDOV YRO  QR  SS 

>@ : (GG\ ³7&3 6<1 )ORRGLQJ $WWDFNV DQG &RPPRQ 0LWLJDWLRQV´
,(7)5)&㸬
>@ 4 <DQ DQG ) <X ³'LVWULEXWHG GHQLDO RI VHUYLFH DWWDFNV LQ VRIWZDUH
GHILQHG QHWZRUNLQJ ZLWK FORXG FRPSXWLQJ´ ,((( &RPPXQLFDWLRQV
0DJD]LQHYROQRSS
>@ . %HQWRQ / - &DPS DQG & 6PDOO ³2SHQIORZ YXOQHUDELOLW\
DVVHVVPHQW´,Q3URFHHGLQJVRIWKHVHFRQG$&06,*&200ZRUNVKRS
RQKRWWRSLFVLQVRIWZDUHGHILQHGQHWZRUNLQJSS
>@ '.RWDQLDQG<2NDEH³$SDFNHWLQPHVVDJHILOWHULQJPHFKDQLVPIRU
SURWHFWLRQRIFRQWUROSODQHLQRSHQIORZQHWZRUNV´,Q3URFHHGLQJVRIWKH
WHQWK $&0,((( V\PSRVLXP RQ DUFKLWHFWXUHV IRU QHWZRUNLQJ DQG
FRPPXQLFDWLRQVV\VWHPV86$SS
>@ 600RXVDYL³(DUO\'HWHFWLRQRI''R6$WWDFNVLQ6RIWZDUH'HILQHG
1HWZRUNV &RQWUROOHU´  0DVWHU GLVVHUWDWLRQ &DUOHWRQ 8QLYHUVLW\
EH XVHG WR GHWHFW WKH GHQLDORIVHUYLFH DWWDFN DJDLQVW D KRVW
VXFK DV ³SRG´ EXW LW LV DQRWKHU LVVXH DQG RXW RI WKH VFRSH RI
WKLVSDSHU
9 &21&/86,216
,QWKLVSDSHUZHSUHVHQWDQHIILFLHQWGHWHFWLRQPHWKRGIRUD
QRYHO''R6DWWDFNDJDLQVW6'1FRQWUROOHUVE\YDVWQHZORZ
WUDIILFIORZV7KHPHWKRGLVEDVHGRQDSRZHUIXOVWDWLVWLFDOWRRO
6357 ZKLFK KDV ERXQGHG IDOVH QHJDWLYH DQG IDOVH SRVLWLYH

2WWDZD
>@ % &ODLVH ³&LVFR 6\VWHPV 1HW)ORZ 6HUYLFHV ([SRUW 9HUVLRQ ´ ,(7)
5)&
>@ 33KDDODQG0/DYLQH³V)ORZYHUVLRQ´KWWSZZZVIORZRUJVIORZ
BYHUVLRQBW[W-XO\
>@ $:DOG6HTXHQWLDO$QDO\VLV-:LOH\ 6RQV
>@ 0,7 /LQFROQ /DERUDWRU\ ³,QWUXVLRQ GHWHFWLRQ DWWDFNV GDWDEDVH´
KWWSZZZOOPLWHGXLGHYDOGRFVDWWDFN'%KWPO