Official URL
https://csce.ucmss.com/cr/books/2019/LFS/CSREA2019/IKE2646.pdf
Any correspondence concerning this service should be sent
to the repository administrator: tech-oatao@listes-diff.inp-toulouse.fr
This is an author’s version published in:
http://oatao.univ-toulouse.fr/26233
Open Archive Toulouse Archive Ouverte
OATAO is an open access repository that collects the work of Toulouse
researchers and makes it freely available over the web where possible
To cite this version: Ait Brahim, Amal and Tighilt Ferhat, Rabah and
Zurfluh, Gilles Incremental extraction of a NoSQL database model using
an MDA-based process. (2019) In: 18th International Conference on
Information and Knowledge Engineering (IKE), 29 July 2019 - 1 August
2019 (Las Vegas, Nevada, United States).
,QFUHPHQWDOH[WUDFWLRQRID1R64/GDWDEDVHPRGHOXVLQJ
DQ0'$EDVHGSURFHVV
$PDO$,7%5$+,05DEDK7,*+,/7)(5+$7DQG*LOOHV=85)/8+
7RXORXVH,QVWLWXWHRI&RPSXWHU6FLHQFH5HVHDUFK,5,7
7RXORXVH&DSLWROH8QLYHUVLW\7RXORXVH)UDQFH
$EVWUDFW - In recent years, the need to use NoSQL systems to
store and exploit big data has been steadily increasing. Most of these systems are characterized by the property "schema less" which means absence of the data model when creating a database. This property brings an undeniable flexibility by allowing the evolution of the model during the exploitation of the base. However, the expression of queries requires a precise knowledge of this model. In this paper, we propose an incremental process to extract the model while operating the document-oriented NoSQL database. To do this, we use the Model Driven Architecture (MDA) that provides a formal framework for automatic model transformation. From the insert, delete and update queries executed on the database, we propose formal transformation rules with QVT to generate the physical model of the NoSQL database. An experimentation of the extraction process was performed on a medical application.
.H\ZRUGV%LJ'DWD1R64/PRGHOH[WUDFWLRQVFKHPDOHVV 0'$497
,QWURGXFWLRQ
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³1R64/´>@KDVDSSHDUHG7KHVHV\VWHPVDUHZHOOVXLWHGIRU PDQDJLQJ ODUJH YROXPH RI GDWD ZLWK IOH[LEOH PRGHOV 7KH\ DOVR SURYLGH ORZ ODWHQF\ DW VFDOH DQG IDVWHU GDWD DFFHVV >@ 1R64/ FRYHUVDZLGHYDULHW\RIGLIIHUHQWV\VWHPVWKDWZHUH GHYHORSHG WR PHHW VSHFLILF QHHGV 7KHVH V\VWHPV FDQ EH FODVVLILHG LQWR IRXU EDVLF W\SHV NH\YDOXH FROXPQRULHQWHG GRFXPHQWRULHQWHGDQGJUDSKRULHQWHG,QWKLVSDSHUZHIRFXV RQWKHWKLUGRQH
2QHRIWKH1R64/NH\IHDWXUHVLVWKDWGDWDEDVHVFDQEH VFKHPDOHVV 7KLV PHDQV LQ D WDEOH PHDQZKLOH WKH URZ LV LQVHUWHG WKH DWWULEXWHV QDPHV DQG W\SHV DUH VSHFLILHG 7KH VFKHPDOHVV SURSHUW\ RIIHUV XQGHQLDEOH IOH[LELOLW\ WKDW
IDFLOLWDWHVWKHGDWDEDVHPRGHOHYROXWLRQ(QGXVHUVDUHDEOHWR TXLFNO\DQGHDVLO\LQFRUSRUDWHQHZGDWDLQWRWKHLUDSSOLFDWLRQV ZLWKRXW UHZULWLQJ WDEOHV +RZHYHU WKH LPSRUWDQFH DQG WKH QHFHVVLW\RIWKHGDWDEDVHPRGHODUHZLGHO\UHFRJQL]HG7KHUH LVVWLOODQHHGIRUWKLVPRGHOWRNQRZKRZGDWDLVVWUXFWXUHG DQG UHODWHG LQ WKH GDWDEDVH WKLV LV SDUWLFXODUO\ QHFHVVDU\ WR ZULWHGHFODUDWLYHTXHULHVZKHUHWDEOHVDQGFROXPQVQDPHVDUH VSHFLILHG
2Q WKH RQH KDQG 1R64/ V\VWHPV KDYH SURYHQ WKHLU HIILFLHQF\WRKDQGOH%LJ'DWD2QWKHRWKHUKDQGWKHQHHGVRI WKH1R64/GDWDEDVHPRGHOUHPDLQXSWRGDWH7KHUHIRUHZH DUH FRQYLQFHG WKDW LW¶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
7KH UHPDLQGHU RI WKH SDSHU LV VWUXFWXUHG DV IROORZV 6HFWLRQ PRWLYDWHV RXU ZRUN XVLQJ D FDVH RI VWXG\ LQ WKH KHDOWKFDUH ILHOG 6HFWLRQUHYLHZVSUHYLRXVZRUN6HFWLRQ GHILQHV RXU 1R64/ GDWDEDVH PRGHO H[WUDFWLRQ SURFHVV 6HFWLRQGHWDLOVRXUH[SHULPHQWVDVZHOODVWKHYDOLGDWLRQRI RXU SURFHVV )LQDOO\ 6HFWLRQ FRQFOXGHV WKH SDSHU DQG DQQRXQFHVIXWXUHZRUN
0RWLYDWLRQ
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
9ROXPH WKH DPRXQW RI GDWD FROOHFWHG IURP DOO WKH HVWDEOLVKPHQWV LQ WKUHH \HDUV FDQ UHDFK VHYHUDO WHUDE\WHV 9DULHW\ GDWD FUHDWHG ZKLOH PRQLWRULQJ SDWLHQWV FRPH LQ GLIIHUHQWW\SHVLWFRXOGEHVWUXFWXUHGDVWKHSDWLHQWVYLWDO VLJQV UHVSLUDWRU\ UDWH EORRG SUHVVXUH HWF VHPL
VWUXFWXUHGGRFXPHQWVXFKDVWKHSDFNDJHOHDIOHWVRIPHGLFLQDO SURGXFWV XQVWUXFWXUHG VXFK DV FRQVXOWDWLRQ VXPPDULHV SDSHUSUHVFULSWLRQVDQGUDGLRORJ\UHSRUWV9HORFLW\VRPHGDWD DUHSURGXFHGLQFRQWLQXRXVZD\E\VHQVRUVLWQHHGVD>QHDU@ UHDOWLPH SURFHVV EHFDXVHLWFRXOGEHLQWHJUDWHGLQWRDWLPH VHQVLWLYH SURFHVVHV IRU H[DPSOH VRPH PHDVXUHPHQWV OLNH WHPSHUDWXUH UHTXLUH DQ HPHUJHQF\ PHGLFDOWUHDWPHQWLIWKH\ FURVVDJLYHQWKUHVKROG
7KLVLVDW\SLFDOH[DPSOHLQZKLFKWKHXVHRID1R64/ V\VWHP LV VXLWDEOH 2Q WKH RQH KDQG LQ WKH PHGLFDO DSSOLFDWLRQ EULHIO\ SUHVHQWHG DERYH WKH GDWDEDVH FRQWDLQV VWUXFWXUHGGDWDGDWDRIYDULRXVW\SHVDQGIRUPDWVH[SODQDWRU\ WH[WVPHGLFDOUHFRUGV[UD\VHWFDQGELJWDEOHVUHFRUGVRI YDULDEOHV SURGXFHG E\ VHQVRUV 2Q WKH RWKHU KDQG 1R64/ GDWDVWRUHVDUHLGHDOO\VXLWHGIRUWKLVNLQGRIDSSOLFDWLRQVWKDW XVH ODUJH DPRXQWV RI GLVSDUDWH GDWD 7KHUHIRUH ZH DUH FRQYLQFHGWKDWD1R64/'%06OLNH0RQJR'%LVWKHPRVW DGDSWHGV\VWHPWRVWRUHWKHPHGLFDOGDWDEDVH
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
,Q RXU YLHZ LW¶V LPSRUWDQW WR KDYH D SUHFLVH DQG DXWRPDWLF VROXWLRQ WKDW JXLGHV DQG IDFLOLWDWHV WKH GDWDEDVH PRGHO H[WUDFWLRQ WDVN ZLWKLQ 1R64/ V\VWHPV )RU WKLV ZH SURSRVH WKH 4XHU\0RGHO SURFHVV SUHVHQWHG LQ WKH QH[W VHFWLRQWKDWH[WUDFWVWKHSK\VLFDOPRGHORIDGDWDEDVHVWRUHGLQ 0RQJR'%7KLVPRGHOLVH[SUHVVHGXVLQJWKH-621IRUPDW
5HODWHGZRUN
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
0RUH VSHFLILF WR GRFXPHQWRULHQWHG GDWDEDVHV ZH FDQ PHQWLRQ >@ ZKHUH DXWKRUV GHVFULEH D SURFHVV FDOOHG %63 %XLOG 6FKHPD 3URILOH WR FODVVLI\ WKH GRFXPHQWV RI D FROOHFWLRQ E\ DSSO\LQJ D VHW RI UXOHV WKDW FRUUHVSRQG WR WKH
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
2QWKHRWKHUKDQG>@SURSRVHVDSURFHVVIRUH[WUDFWLQJ DPRGHOIURPREMHFWLQVHUWLRQTXHULHVDQGUHODWLRQVLQDJUDSK RULHQWHG GDWDEDVHV 7KH SURSRVHG SURFHVV LV EDVHG RQ DQ 0'$ DUFKLWHFWXUH DQG DSSOLHV WZR WUHDWPHQWV 7KH ILUVW RQH EXLOG D JUDSK 1RGHV (GJHV VWDUWLQJ IURP 1HRM TXHULHV 7KHVHFRQGRQHFRQVLVWVRIH[WUDFWLQJDQ(QWLW\$VVRFLDWLRQ PRGHOIURPWKHJUDSKUHWXUQHGE\WKHILUVWWUHDWPHQW
,Q 7DEOH ZH VXPPDUL]H WKH SUHYLRXV ZRUNV XVLQJ WKUHH FULWHULD WKH GDWDEDVH FRQWHQW RQH RU VHYHUDO FODVVHV WKHFRQVLGHUHG1R64/V\VWHPW\SHGRFXPHQWRUJUDSKDQG WKH ZD\ XVHG WR LPSOHPHQW OLQNV UHIHUHQFHV QHVWHG GDWD RU HGJHV
7DEOH&RPSDUDWLYHWDEOHRISUHYLRXVZRUNV
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
4XHU\0RGHOSURFHVV
7KLV DUWLFOH IRFXVHV RQ H[WUDFWLQJ WKH PRGHO IURP D 1R64/ GDWDEDVH ZLWK WKH VFKHPD OHVV SURSHUW\ :H OLPLW RXUVHOYHV WR WKH GRFXPHQWRULHQWHG W\SH ZKLFK LV WKH PRVW FRPSOHWH LQ WHUPV RI H[SUHVVLRQ RI OLQNV XVH RI UHIHUHQFHV DQGQHVWLQJ)RUWKLVZHSURSRVHWKH4XHU\0RGHOSURFHVV ZKLFK DXWRPDWLFDOO\ EXLOGV WKH PRGHO RI D 1R64/ GDWDEDVH IURPXSGDWHUHTXHVWVVXEPLWWHGE\XVHUV
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
)LJ 2YHUYLHZRI4XHU\0RGHOSURFHVV
$V VKRZQ LQ )LJXUH WKH LQSXW RI WKH 4XHU\0RGHO SURFHVV FRQVLVWV RI WKUHH HOHPHQWV DQ LQVHUW GHOHWH RU PRGLI\ TXHU\ D 1R64/ GDWDEDVH PRGHO DQG PHWDGDWD1RWHWKDWDWWKHILUVWH[HFXWLRQRIWKH4XHU\0RGHO SURFHVVWKH1R64/PRGHODQGWKHPHWDGDWDDUHHPSW\WKHVH ZLOOEHFUHDWHGDQGXSGDWHGDVUHTXHVWVDUHSURFHVVHG7KXV IRUHDFKQHZXSGDWHUHTXHVWWKHSURFHVVSURFHHGVDVIROORZV ,W DQDO\]HV WKH TXHU\ DJDLQVW WKH PRGHO DQG DYDLODEOH PHWDGDWD,WXSGDWHVWKHPRGHODQGHQULFKHVWKHPHWDGDWD WRDOORZWKHSURFHVVLQJRIIXWXUHUHTXHVWV
,Q WKH IROORZLQJ VHFWLRQV ZH GHWDLO WKH FRPSRQHQWV RI 4XHU\0RGHOE\VSHFLI\LQJWKHLQSXWVRXWSXWVDVZHOODVWKH WUDQVIRUPDWLRQUXOHV
,QSXWV2XWSXWV
,QVHUWLRQTXHU\
$QLQVHUWLRQTXHU\ LVGHILQHGDVDSDLU ZKHUH LV WKH QDPH RI WKH FROOHFWLRQ RQ ZKLFK LV H[HFXWHG
LV WKH VHW RI ILHOGV WKDW DSSHDU RQ ZKHUH ^ `LVWKHVHWRIDWRPLFILHOGVZKHUH L >N@DQDWRPLFILHOG LVGHILQHGDVDSDLU ZKHUH LVWKHQDPHRI LVWKHYDOXHRI ^ `LVWKHVHWRIFRPSOH[ILHOGVZKHUH M >O@DFRPSOH[ILHOG LVGHILQHGDVDSDLU ZKHUH LVWKHQDPHRI LVWKHVHWRIILHOGVWKDW FRQWDLQV 7KHVHILHOGVFDQEHDWRPLFRUFRPSOH[ 'HOHWHTXHU\
$GHOHWHTXHU\ LVGHILQHGDVDSDLU ,GZKHUH LV WKH QDPH RI WKH FROOHFWLRQ RQ ZKLFK LV H[HFXWHG
LVWKHLGHQWLILHURIWKHGRFXPHQWWRGHOHWH 8SGDWHTXHU\
$QXSGDWHTXHU\ LVGHILQHGDVDWULSOH ,G ZKHUH LVWKHFROOHFWLRQQDPHPHQWLRQHGLQ LVWKHLGHQWLILHURIWKHGRFXPHQWWRXSGDWH LV D VHW RI ILHOGV WR XSGDWH LQ WKH GRFXPHQWZKHUHWKHLGHQWLILHULV ZKHUH
^ `LVDVHWRIDWRPLFILHOGVZKHUH L >N@DQDWRPLFILHOG LVGHILQHGE\DFRXSOH ZKHUH LVWKHILHOGQDPH LVWKHILHOGYDOXHǦ
^ `LVDVHWRIFRPSOH[ILHOGVZKHUH M >O@DFRPSOH[ILHOG LVGHILQHGE\DFRXSOH ZKHUH LVWKHILHOGQDPH LVDVHWRIILHOGVWKDWFRPSRVH 7KHVHILHOGVFDQEHHLWKHUDWRPLFRUFRPSOH[4XHU\ PHWDPRGHO LV VKRZQ LQ )LJXUHWKLV PHWDPRGHO GHVFULEHV WKH PDLQ FRQFHSWV XVHG LQ LQVHUWLRQ XSGDWH DQG GHOHWHTXHULHV 1R64/PRGHO 7KH1R64/PRGHOLVVWRUHGLQD-621REMHWQRWHG 7KLV LVGHILQHGDVDSDLU,G ZKHUH LVWKHLGHQWLILHURIWKHREMHFW ^ `LVWKHVHWRIFRPSOH[DWWULEXWHV ZKHUH L >Q@ D FRPSOH[ DWWULEXWH LV GHILQHG DV D SDLU ZKHUH
LVWKHQDPHRI ,WFRUUHVSRQGVWRWKHQDPHRI DFROOHFWLRQLQWKHGDWDEDVH
LV D VHW RI DWWULEXWHV RI WKH FROOHFWLRQZKHUH ^ `LVWKHVHWRIDWRPLFDWWULEXWHV RIWKHFROOHFWLRQZKHUH M >N@DQDWRPLFDWWULEXWH LVGHILQHGDVDSDLU ZKHUH LVWKHQDPHRI LVWKHW\SHRI Ǧ ሼ ሽ LV WKH VHW RI FRPSOH[
DWWULEXWHV RI WKH FROOHFWLRQǡ ǣ M >O@ D FRPSOH[ DWWULEXWH LVGHILQHGDVDSDLU ZKHUH
LVWKHQDPHRI LV WKH VHW RI DWWULEXWHV WKDW FRQWDLQV7KHVHDWWULEXWHVFDQEHDWRPLFRUFRPSOH[ 0HWDGDWD 0HWDGDWDLVVWRUHGLQD-621REMHWQRWHG 7KLVLVGHILQHG DVDSDLU,G ZKHUH LVWKHLGHQWLILHURIWKHREMHFW ^ ` LV WKH VHW RI FRPSOH[ DWWULEXWHV ZKHUH L >Q@ D FRPSOH[ DWWULEXWH LV GHILQHGDVDSDLU ZKHUH
LVWKHQDPHRI ,WFRUUHVSRQGVWRWKHQDPHRI DFROOHFWLRQLQWKHGDWDEDVH
LV D VHW RI DWWULEXWHV RI WKH FROOHFWLRQZKHUH ^ `LVWKHVHWRIDWRPLFDWWULEXWHV RIWKHFROOHFWLRQZKHUH M >N@DQDWRPLFDWWULEXWH LVGHILQHGDVDSDLU ZKHUH LVWKHQDPHRI LVWKHQXPEHURIRFFXUUHQFHVRI LQWKHFROOHFWLRQZKHUHLWDSSHDUV Ǧ ሼ ሽ LV WKH VHW RI FRPSOH[
DWWULEXWHV RI WKH FROOHFWLRQǡ ǣ M >O@ D FRPSOH[ DWWULEXWH LVGHILQHGDVDSDLU ZKHUH
LVWKHQDPHRI LV WKH VHW RI DWWULEXWHV WKDW FRQWDLQV7KHVHDWWULEXWHVFDQEHDWRPLFRUFRPSOH[ :HSUHVHQWWKHFRQFHSWVXVHGWRGHVFULEHWKH1R64/PRGHO DQGWKHPHWDGDWDWKURXJKWKHPHWDPRGHORI)LJXUH
7UDQVIRUPDWLRQUXOHV
,Q WKLV VHFWLRQ ZH SUHVHQW RXU 4XHU\0RGHO SURFHVV DV D VHTXHQFH RI WUDQVIRUPDWLRQ UXOHV GHVFULEHG EHORZ IRU HDFK W\SHRITXHU\
)LJ0HWDGDWDDQG1R64/PHWDPRGHO
&DVHRIDQLQVHUWLRQTXHU\
7ULJJHUHG E\ DQ LQVHUW TXHU\ FRQWDLQLQJ WKH QDPH RI WKH FROOHFWLRQ DQG D VHW RI ILHOGV RI WKH IRUP 1DPH 9DOXH 4XHU\0RGHOSURFHVVSURFHHGVDVIROORZV
6WHS,WFRPSDUHVWKHHOHPHQWVRIWKHTXHU\ZLWKWKHFXUUHQW PRGHORIWKHFROOHFWLRQDQGXSGDWHVLWLIQHFHVVDU\
6WHS ,W HQULFKHV PHWDGDWD WKDW ZLOO EH XVHG ODWHU IRU WKH WUHDWPHQWRIGHOHWHTXHU\
)RUPDOO\IRUHDFKLQVHUWLRQTXHU\ 4XHU\0RGHOSURFHVV DSSOLHVUXOHV5DQG5
5 (DFK SDLU 1DPH 9DOXH LQ WKH LQVHUWLRQ TXHU\ LV WUDQVIRUPHGLQWRDSDLU1DPH7\SHLQWKHPRGHODVIROORZV ,I WKHUH LV DQ DWWULEXWH ZKHUH L >Q@
DQG WKHQ
)RUHDFKILHOG ZLWKM >N@
7UDQVIRUP WKH SDLU LQWR D SDLU
,IWKHUHLVQRWDQDWWULEXWH ZLWK L >Q@ DQG M >N@ ZKHUH DQG WKHQ &UHDWH D SDLU DQG DGG LW WR DV LVJHQHUDWHGEDVHGRQ (OVH &UHDWHDQDWWULEXWH ZLWKL >Q@DV )RUHDFKILHOG ZLWKM >N@ &UHDWHDSDLU DQGDGGLW WR DV LVJHQHUDWHGEDVHGRQ 5(DFKSDLU1DPH9DOXHLQWKHLQVHUWLRQTXHU\LV WUDQVIRUPHGLQWRDSDLU1DPH&SWLQWKHPHWDGDWDDV IROORZV ,IWKHUHLVDQDWWULEXWH ZLWKL >Q@DV WKHQ )RUHDFKILHOG ZLWKM >N@
7UDQVIRUP WKH SDLU LQWR D SDLU
,IWKHUHLVQRWDQDWWULEXWH ZLWK L >Q@DQGM>N@DV DQG WKHQ &UHDWH D SDLU DQG DGG LWWR DV (OVH Ǧሺ ǡ ሻǡ Ǧ Ǧ (OVH &UHDWHDQDWWULEXWH ZLWKL >Q@DV )RUHDFKILHOG ZLWKM >N@ Ǧሺ ǡ ሻDQGDGGLWWR DV Ǧ Ǧ &DVHRIDGHOHWHTXHU\
$ GHOHWH TXHU\ FRQWDLQV WKH QDPH RI WKH FROOHFWLRQ DQG WKH LGHQWLILHU RI WKH GRFXPHQW WR EH GHOHWHG 4XHU\0RGHO SURFHVVWUHDWVWKLVW\SHRITXHULHVDVIROORZV
6WHS,WUHFDOFXODWHWKHPRGHOEDVHGRQWKHFXUUHQWPHWDGDWD RIWKHFROOHFWLRQ
6WHS,WXSGDWHVWKHPHWDGDWD
)RUPDOO\ IRU HDFK GHOHWH TXHU\ 4XHU\0RGHO SURFHVV DSSOLHVUXOHV5DQG5 5(DFKILHOGRIWKHGRFXPHQWZKRVHLGHQWLILHULV,GLV WUDQVIRUPHGDVIROORZV /RRN IRU WKH DWWULEXWH ZLWK L >Q@ ZKHUH
)LQGWKHFRUUHVSRQGLQJSDLU DV ZLWKL >Q@DQGM >N@ ,I WKHQ 'HOHWHWKHFRUUHVSRQGLQJSDLU IURPWKHPRGHO 5(DFKSDLU GHOHWHGIURPWKHPRGHO LV WUDQVIRUPHG LQWR D SDLU LQ PHWDGDWD /RRNIRUWKHDWWULEXWH ZLWKL >Q@DV ± &DVHRIDQXSGDWHTXHU\$Q XSGDWH TXHU\ FRQWDLQV WKH QDPH RI WKH FROOHFWLRQ WKH LGHQWLILHURIWKHGRFXPHQWWREHPRGLILHGDQGDVHWRIILHOGVRI WKH IRUP 1DPH 9DOXH WR EH XSGDWHG LQ WKH GRFXPHQW LQ TXHVWLRQ7KH4XHU\0RGHOSURFHVVWUHDWVWKLVW\SHRITXHULHV DVIROORZV
6WHS,WXSGDWHVWKHPRGHOEDVHGRQWKHFXUUHQWPHWDGDWDRI WKHFROOHFWLRQ
6WHS,WXSGDWHVWKHPHWDGDWDIRUIXWXUHTXHULHV
)RUPDOO\ IRU HDFK FKDQJH UHTXHVW WKH 4XHU\0RGHO SURFHVVDSSOLHVWKHIROORZLQJUXOHV
5,ILWLVDQLQVHUWLRQRIDILHOGLQWKHGRFXPHQWLQTXHVWLRQ WKHQDSSO\5DQG5
5,ILWLVDGHOHWLRQRIDILHOGLQWKHGRFXPHQWWKHQDSSO\5 DQG5
5,ILWLVDERXWUHQDPLQJDILHOGLQWKHGRFXPHQWWKHQ /RRN IRU ZLWK L >Q@ DQG
)LQG WKH FRUUHVSRQGLQJ SDLU ZKHUH L >Q@DQGM >N@
ൌͳǡǣ
Ǧ 'HOHWH WKH FRUUHVSRQGLQJ SDLU ሺ ǡ ሻ IURP WKH PRGHO DQG FUHDWH DQRWKHU SDLU ZLWK WKH QHZ DWWULEXWHQDPH
Ǧ 'HOHWH WKH FRUUHVSRQGLQJ SDLU ሺ ǡ ሻ IURP WKH PHWDGDWD DQG FUHDWH DQRWKHU SDLU ZLWKWKHQHZDWWULEXWHQDPH (OVH Ǧ.HHSWKHFRUUHVSRQGLQJSDLU ǡ ሻ LQWKHPRGHO DQGFUHDWHDQRWKHUZLWKWKH QHZDWWULEXWHQDPH Ǧ.HHSWKHFRUUHVSRQGLQJSDLU ሺ ǡ ሻLQWKHPHWDGDWD DQGFUHDWHDQRWKHUZLWKWKHQHZDWWULEXWHQDPH 5,ILWLVDERXWXSGDWLQJWKHYDOXHRIDILHOGLQWKHGRFXPHQW WKHQ /RRN IRU ZLWK L >Q@ DQG
)LQG WKH FRUUHVSRQGLQJ SDLU ZKHUH L >Q@DQGM >N@
,I WKH WZR YDOXHV RI WKH ILHOG DUH QRW RI WKH VDPH W\SHWKHQ
ൌͳǡǣ
Ǧ 'HOHWH WKH FRUUHVSRQGLQJ SDLU ሺ ǡ ሻLQWKHPRGHO DQGFUHDWHDQRWKHUSDLUZLWKWKHQHZ DWWULEXWHW\SH (OVH Ǧ .HHS WKH FRUUHVSRQGLQJ SDLU ሺ ǡ ሻPRGHO DQGFUHDWHDQRWKHUSDLUZLWKWKHQHZ DWWULEXWHW\SH Ǧ .HHS WKH FRUUHVSRQGLQJ SDLU ሺ ǡ ሻLQWKHPHWDGDWD E\GHFUHDVLQJ DQGFUHDWH DQRWKHUSDLUZLWKWKHQHZDWWULEXWHW\SH
([SHULPHQWVDQGYDOLGDWLRQ
([SHULPHQWV
7R GHPRQVWUDWH WKH SUDFWLFDO DSSOLFDELOLW\ RI RXU ZRUN ZH KDYH LPSOHPHQWHG WKH SURFHVV GHILQHG DERYH LQ (FOLSVH 0RGHOLQJ )UDPHZRUN (0) WKDW SURYLGHV D FRQYHQLHQW HQYLURQPHQW IRU IRUPDOL]LQJ WUDQVIRUPDWLRQV ,W FRPELQHV D VHW RI VHYHUDO SRZHUIXO PRGHOLQJ VWDQGDUGV $PRQJ WKHVH VWDQGDUGVZHXVHG;0/0HWDGDWD,QWHUFKDQJH;0,IRU
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
7R LOOXVWUDWH WKLV ZH EXLOG DQ LQVHUW TXHU\ XVLQJ WKH VWDQGDUGEDVHG ;0/ 0HWDGDWD ,QWHUFKDQJH ;0, IRUPDW 7KH497VFULSWLVWKHQH[HFXWHGRQWKLVTXHU\WRXSGDWHWKH FRPSOH[ ILHOG WKDW FRQWDLQ WKH PRGHO RI WKH FROOHFWLRQ SURYLGHGLQWKHLQVHUWTXHU\7KHUHVXOWDIWHUUXQQLQJWKHVFULSW LVSURYLGHGLQWKHIRUPRI;0,ILOH
9DOLGDWLRQ
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
)RU RXU H[SHULPHQW ZH KDYH FRQVLGHUHG IRXU NLQGV RI TXHULHV WKRVH XVLQJ RQH FROOHFWLRQ H[DPSOH VHOHFW WKH SDWLHQWVZKRVHDJHLVEHWZHHQDQGTXHULHVWKDWXVH WZR UHODWHG FROOHFWLRQV ZLWK WKH OLQN LV H[SUHVVHG XVLQJ D PRQRYDOXHG UHIHUHQFH ILHOG H[DPSOH ZH ZDQW WKH QDPH RI GRFWRU ZKR KDV SHUIRUPHG WKH FRQVXOWDWLRQ QXPEHU TXHULHV WKDW XVH WZR UHODWHG FROOHFWLRQV ZLWK WKH OLQN LV H[SUHVVHGXVLQJDPXOWLYDOXHGUHIHUHQFHILHOGH[DPSOHVHOHFW WKHDQWHFHGHQWVRISDWLHQW´'83217'DYLG´TXHULHVWKDW XVH WZR UHODWHG FROOHFWLRQV ZLWK WKH OLQN LV H[SUHVVHG XVLQJ QHVWHGGDWD7DEOHVKRZVWKHFRPSDULVRQUHVXOWVEHWZHHQRXU VROXWLRQDQGWKRVHSURSRVHGLQ>@>@>@>@>@DQG >@UHJDUGLQJWKHH[SUHVVLRQRITXHULHV1RWHKRZHYHUWKDW ZH RQO\ FRQVLGHU ZRUNV WKDW GHDO ZLWK GRFXPHQWRULHQWHG 1R64/GDWDEDVHV7KXVZHKDYHH[FOXGHGWKHZRUNRI>@ ZKLFKXVHVDJUDSKRULHQWHGGDWDEDVH)RUHDFKTXHU\ZHKDYH FRQVLGHUHGWRSHUIRUPWKLVFRPSDULVRQZHLQGLFDWHLILWFDQEH IRUPXODWHG XVLQJ WKH PRGHO REWDLQHG E\ HDFK VROXWLRQ SURSRVHGLQWKHPHQWLRQHGZRUNV
7DEOH&RPSDULVRQUHVXOWVEHWZHHQRXUVROXWLRQDQGVWDWHRIWKHDUW 7DEOH VKRZV WKDW WKH DEVHQFH RI WDNLQJ LQWR DFFRXQWWKH OLQNV EHWZHHQ FROOHFWLRQV LQ WKH UHIHUHQFHG ZRUNV >@ >@ >@ >@ >@ DQG >@ GRHV QRW PDNH LW SRVVLEOH WR ZULWH FRPSOH[TXHULHV&RQVLGHULQJIRUH[DPSOHWKHIROORZLQJTXHU\ WKDW DSSOLHV D MRLQ EHWZHHQ WKH 3DWLHQWV FROOHFWLRQ DQG WKH 'RFWRUVFROOHFWLRQ
GE3DWLHQWVDJJUHJDWH >
^ ORRNXS ^IURP 'RFWRUV ORFDO)LHOG 7UHDWLQJ 'RFWRUVBLGIRUHLJQ)LHOGBLGDV'RFWRUV`` @
:H FDQ VHH WKDW ZH FDQ QRW ZULWH WKLV TXHU\ LI ZH GR QRW YLVXDOL]HWKHOLQNEHWZHHQ3DWLHQWVDQG'RFWRUV
&RQFOXVLRQDQGSHUVSHFWLYHV
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
5HJDUGLQJIXWXUHZRUNZHDLPWRHQULFKRXUSURFHVVVR WKDW LW FDQ WDNH LQWR FRQVLGHUDWLRQ WKH GLYHUVLW\ RI SDUWLFXODU FDVHV UHODWHG WR WKH GDWD HQWHUHG ,Q IDFW ZKHQ IHHGLQJ WKH GDWDEDVH XVHUV FDQ HQWHU LQFRUUHFW GDWD PLVVSHOOHG ILHOG QDPHV YDOXHV DVVRFLDWHG ZLWK WKH VDPH ILHOG RI GLIIHUHQW W\SHV HWF 7KH FXUUHQW YHUVLRQ RI RXU SURFHVV LV EDVHG RQ FRQVLVWHQW VWUDWHJLHV EXW WKH UHVXOW PD\ QRW EH HQWLUHO\ VDWLVIDFWRU\WRXVHUV
5HIHUHQFHV
>@ $QJDGL $ % $QJDGL $ % *XOO . & *URZWKRI1HZ'DWDEDVHV $QDO\VLVRI1264/'DWDVWRUHV ,QWHUQDWLRQDO -RXUQDO RI $GYDQFHG 5HVHDUFK LQ &RPSXWHU 6FLHQFHDQG6RIWZDUH(QJLQHHULQJ
>@ $EGHOKHGL)%UDKLP$$$WLJXL) =XUIOXK* $XJXVW0'$%DVHG$SSURDFKIRU1R64/'DWDEDVHV 0RGHOOLQJ,Q,QWHUQDWLRQDO&RQIHUHQFHRQ%LJ'DWD$QDO\WLFV DQG.QRZOHGJH'LVFRYHU\SS6SULQJHU&KDP
>@ %RQGLRPERX\ & 4XHU\ SURFHVVLQJ LQ FORXG PXOWLVWRUHV\VWHPV,Q%'$%DVHVGH'RQQpHV$YDQFpHV >@ %XGLQVN\)6WHLQEHUJ'(OOHUVLFN5*URVH7- 0HUNV ( (FOLSVH PRGHOLQJ IUDPHZRUN D GHYHORSHUVJXLGH$GGLVRQ:HVOH\3URIHVVLRQDO
>@ &KHQ &/ 3KLOLS HW =KDQJ &KXQ<DQJ 'DWDLQWHQVLYH DSSOLFDWLRQV FKDOOHQJHV WHFKQLTXHV DQG WHFKQRORJLHV $ VXUYH\RQ%LJ'DWD,QIRUPDWLRQ6FLHQFHVYROS
>@ 'RXJODV / G GDWD PDQDJHPHQW &RQWUROOLQJ GDWD YROXPH YHORFLW\ DQG YDULHW\ *DUWQHU 5HWULHYHG
>@ *DOOLQXFFL ( *ROIDUHOOL 0 5L]]L 6 6FKHPD SURILOLQJ RI GRFXPHQWRULHQWHG GDWDEDVHV,QIRUPDWLRQ6\VWHPV
>@ +DQ -LQJ +DLKRQJ ( /( *XDQHW DO6XUYH\ RQ 1R64/ GDWDEDVH3HUYDVLYH FRPSXWLQJ DQG DSSOLFDWLRQV ,&3&$WKLQWHUQDWLRQDOFRQIHUHQFHRQ,((( S
>@ +DUULVRQ * 1H[W *HQHUDWLRQ 'DWDEDVHV 1R64/DQG%LJ'DWD$SUHVV
>@ +XWFKLQVRQ - 5RXQFHILHOG 0 :KLWWOH - 0D\ 0RGHOGULYHQ HQJLQHHULQJ SUDFWLFHV LQ LQGXVWU\ ,Q 3URFHHGLQJVRIWKHUG,QWHUQDWLRQDO&RQIHUHQFHRQ6RIWZDUH (QJLQHHULQJSS$&0 >@ .OHWWNH086W|UOHW66FKHU]LQJHU6FKHPD H[WUDFWLRQDQGVWUXFWXUDORXWOLHUGHWHFWLRQIRUMVRQEDVHGQRVTO GDWDVWRUHV'DWHQEDQNV\VWHPHIU%XVLQHVV7HFKQRORJLHXQG :HE%7:
>@ 6HYLOOD 'LHJR 5XL] 6HYHULQR )HOLFLDQR 0RUDOHV DQG -HV~V *DUFtD 0ROLQD ,QIHUULQJ YHUVLRQHG VFKHPDV IURP 1R64/ GDWDEDVHV DQG LWV DSSOLFDWLRQV,QWHUQDWLRQDO &RQIHUHQFHRQ&RQFHSWXDO0RGHOLQJ6SULQJHU&KDP >@ &RP\Q:DWWLDX , $NRND - 'HFHPEHU 0RGHO GULYHQ UHYHUVH HQJLQHHULQJ RI 1R64/ SURSHUW\ JUDSK GDWDEDVHV 7KH FDVH RI 1HRM ,Q ,((( ,QWHUQDWLRQDO &RQIHUHQFHRQ%LJ'DWD%LJ'DWDSS,((( >@ 0DLW\ % $FKDU\D $ *RWR 7 6HQ 6 -XQH$)UDPHZRUNWR&RQYHUW1R64/WR5HODWLRQDO0RGHO ,Q3URFHHGLQJV RI WKH WK $&0$&,6 ,QWHUQDWLRQDO &RQIHUHQFH RQ $SSOLHG &RPSXWLQJ DQG ,QIRUPDWLRQ 7HFKQRORJ\SS$&0
>@ %DD]L]L0$/DKPDU+%&ROD]]R'*KHOOL * 6DUWLDQL & 0DUFK 6FKHPD LQIHUHQFH IRU PDVVLYH -621 GDWDVHWV ,Q([WHQGLQJ 'DWDEDVH 7HFKQRORJ\ ('%7
>@ %DD]L]L 0 $ &ROD]]R ' *KHOOL * 6DUWLDQL & 3DUDPHWULF VFKHPD LQIHUHQFH IRU PDVVLYH -621 GDWDVHWV7KH9/'%-RXUQDO >@ *HQHUDWH 7HVW 'DWD KWWSZZZFRQYHUWFVYFRPJHQHUDWHWHVWGDWDKWP Ǣ ͷ ʹͲͳͺǤ >@ -621 *HQHUDWRU KWWSZZZMVRQ JHQHUDWRUFRPǢͷ ʹͲͳͺǤ