Conference Paper, Published Version

Kelly, David; Ata, Riadh; Li, Y.

Modification of TELEMAC 2D for Storm Surge Use
Zur Verfügung gestellt in Kooperation mit/Provided in Cooperation with:
TELEMAC-MASCARET Core Group

Verfügbar unter/Available at: https://hdl.handle.net/20.500.11970/105193

Vorgeschlagene Zitierweise/Suggested citation:

Kelly, David; Ata, Riadh; Li, Y. (2018): Modification of TELEMAC 2D for Storm Surge Use. In:
Bacon, John; Dye, Stephen; Beraud, Claire (Hg.): Proceedings of the XXVth TELEMAC-
MASCARET User Conference, 9th to 11th October 2018, Norwich. Norwich: Centre for
Environment, Fisheries and Aquaculture Science. S. 39-44.

Standardnutzungsbedingungen/Terms of Use:

Die Dokumente in HENRY stehen unter der Creative Commons Lizenz CC BY 4.0, sofern keine abweichenden
Nutzungsbedingungen getroffen wurden. Damit ist sowohl die kommerzielle Nutzung als auch das Teilen, die
Weiterbearbeitung und Speicherung erlaubt. Das Verwenden und das Bearbeiten stehen unter der Bedingung der
Namensnennung. Im Einzelfall kann eine restriktivere Lizenz gelten; dann gelten abweichend von den obigen
Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte.
Documents in HENRY are made available under the Creative Commons License CC BY 4.0, if no other license is
applicable. Under CC BY 4.0 commercial use and sharing, remixing, transforming, and building upon the material
of the work is permitted. In some cases a different, more restrictive license may apply; if applicable the terms of
the restrictive license will be binding.
0RGLILFDWLRQRI7(/(0$&'IRU6WRUP6XUJH8VH

'0.HOO\
5$WDDQG</L

:)%DLUG $VVRFLDWHV2DNYLOOH21&DQDGD

GNHOO\#EDLUGFRP

(')5 '1DWLRQDO/DERUDWRU\IRU+\GUDXOLFVDQG
(QYLURQPHQW/1+( 6DLQW9HQDQW/DERUDWRU\IRU+\GUDXOLFV
&KDWRX)UDQFH

,QWHUQDWLRQDO+XUULFDQH5HVHDUFK&HQWHU0LDPL)/
86$
$EVWUDFW²Despite the ad-hoc use of TELEMAC 2D to predict WKHQHZO\LPSOHPHQWHGVWRUPVXUJHPRGHO)LQDOO\LQ6HFWLRQ
storm surge over recent years, to-date no coherent effort has ,9  UHVXOWV IRU WZR GLVWLQFW H[DPSOH FDVHV DUH SUHVHQWHG
been made to develop TELEMAC 2D into a useable, off-the- QDPHO\ WKH VXUJHV GXH WR KXUULFDQH 0DULD  LQ 3XHUWR
shelf, storm surge model released via the openTELEMAC 5LFRDQGKXUULFDQHV)UDQFHV:LOPD0DWWKHZ
website. This has motivated the work presented here in
which two distinct parametric wind models and a large
variety of drag laws have been introduced into
TELEMAC2D. The ability to read both time and space
varying wind and rain data is also added. The resulting
numerical model is particularly powerful as it can be
combined with the existing, curve number-based, rainfall
runoff model in TELEMAC in order to provide storm tide
simulations that parameterize the effects of hurricane wind,
DQG,UPDLQ6RXWK)ORULGD7KH6RXWK)ORULGD
PRGHOWKDWLVSUHVHQWHGDOVRLQFOXGHVUDLQIDOOREWDLQHGIURP
VDWHOOLWH GDWD DQG WKH DVVRFLDWHG UXQRII  &RPSDULVRQV RI
PRGHOUHVXOWVDQG12$$FRRSVJDXJHGDWDDVZHOODVFRQWRXU
SORWVRIWKHPD[LPXPVXUJHDUHSUHVHQWHG
,, :,1'$1''5$*02'(/6
7(/(0$& ' KDV EHHQ PRGLILHG WR LQFOXGH WZR
SDUDPHWULF ZLQG PRGHOV  7KH ILUVW ZLQG PRGHO LV WKH ZHOO
tide, shortwaves (via the spectral wave model TOMAWAC),
rainfall and runoff. In order to validate the model in the
paper we present results for the forecast mode simulation of
the surge due to a number of recent hurricanes in both
Puerto Rico and South Florida. The South Florida model
NQRZQ+ROODQGPRGHO>@7KLVVLPSOHPRGHOKDVEHHQ
XVHG LQ 7(/(0$& EHIRUH E\ RWKHU UHVHDUFKHUV VHH IRU
H[DPSOH>@DOWKRXJKLWKDVQHYHUEHHQLQFOXGHGDVSDUWRIWKH
RIILFLDORSHQ7(/(0$&VXLWH7KHVHFRQGSDUDPHWHULFZLQG
PRGHOLQWURGXFHGLQWR7(/(0$&LQWKLVZRUNLVWKH0\HUV 
includes street level flooding around the City of Miami 0DONLQ PRGHO >@ ZKLFK LV XVHGE\ WKH 86 1DWLRQDO
Beach. +XUULFDQH &HQWHU 1+& 6HD /DNHV DQG 2YHUODQG 6XUJHV
IURP +XUULFDQHV 6/26+ PRGHO >@  7KLV PRGHO LV PRUH
, ,1752'8&7,21 FRPSOH[WKDQWKHVLPSOHDOJHEUDLF+ROODQGPRGHO
7KH 7(/(0$& ' PRGHO KDV SUHYLRXVO\ EHHQ XVHG WR $ 7KH+ROODQG3DUDPHWULF:LQG0RGHO
VLPXODWHVWRUPVXUJHVVHHIRUH[DPSOHWKHZRUNSUHVHQWHGLQ
>@ LQ ZKLFK F\FORQH <DVL ZDV VLPXODWHG XVLQJ WKH +ROODQG 7KH +ROODQG  ZLQG PRGHO >@ UHIHUUHG WR IURP
ZLQGPRGHO,QWKHLUSDSHU&RRSHUHWDO>@UHSRUWHG
JRRGDJUHHPHQWEHWZHHQVLPXODWHGUHVXOWVDQGWKHDYDLODEOH
GDWD'HVSLWHWKHIDFWWKDWWKHUHKDVEHHQSUHYLRXVSURPLVLQJ
VWRUP DQG FRPELQHG VWRUP WLGH PRGHOOLQJ XWLOLVLQJ
7(/(0$&'WKLVKDVEHHQXQGHUWDNHQLQDVRPHZKDWDG
KRFPDQQHUDQGWKHFDSDFLW\WRVLPXODWHVWRUPVXUJHVKDVQRW
\HW EHHQ IRUPDOO\ LQFOXGHG ZLWKLQ WKH RSHQ VRXUFH UHOHDVH
KHUHRQLQ DV + ZLQG LV WKH EHVW NQRZQ RI WKH SDUDPHWULF
ZLQGPRGHOV'HILQLQJWKHUDGLXVRIPD[LPXPZLQGVDVUPZ
DQG WKH VXUIDFH SUHVVXUH DW UDGLXV U E\ SV WKH + ZLQG LV
EDVHGRQDPRGLILHGUHFWDQJXODUK\SHUERODWRDSSUR[LPDWHWKH
UDGLDOVXUIDFHSUHVVXUHSURILOHJLYLQJWKHVXUIDFHSUHVVXUHDV
௥೘ೢ ್
‫݌‬௦ ൌ ‫݌‬௖௦ ൅ ߂‫݌‬௦ ݁ ିቀ ௥
ቁ

YHUVLRQRI7(/(0$&,WLVZLWKWKLVLQPLQGWKDWDFRQFHUWHG
7KH SUHVVXUH GURS IURP WKH GHILQHG H[WHUQDO SUHVVXUH LV
HIIRUWKDVEHHQPDGHWRLQWURGXFHVWDWHRIWKHDUWSDUDPHWULF
GHQRWHGE\ǻSV6FDOLQJLVDFKLHYHGYLDWKHH[SRQHQWEZKLFK
ZLQG DQG GUDJ PRGHOV LQWR 7(/(0$&'  7KLV KDV EHHQ
UHODWHVWKHUDWLRRIPD[LPXPZLQGIRUDJLYHQSUHVVXUHGURS
FRPELQHGZLWKWKHDELOLW\WRHPSOR\WLPHDQGVSDFHYDU\LQJ
WRWKHPD[LPXPZLQGVSHHG>@7KLVLVWKHQLQWURGXFHGLQWR
UDLQ GDWD ZLWKLQ WKH 7(/(0$&' PRGHO  7KH DLP RI WKLV
WKHF\FORVWURSKLFZLQGHTXDWLRQWRJLYHWKHF\FORVWURSKLFZLQG
SDSHU LV WR VHUYH DV D EULHI VXPPDU\ RI WKLV ZRUN  7KH
VSHHG9FDV
VWUXFWXUHRIWKHSDSHULVDVIROORZV,Q6HFWLRQ,,ZHRXWOLQHWKH
WZR SDUDPHWULF ZLQG PRGHOV WKDW KDYH EHHQ LQWURGXFHG LQWR ܸ௖ ൌ ܸ௠ ൣߖ݁ ሺଵିఅሻ ൧
଴Ǥହ
7(/(0$&'DQGDOVRSURYLGHDQRYHUYLHZRIVRPHRIWKH
DGGLWLRQDO ZLQG GUDJ IRUPXODWLRQV WKDW KDYH DOVR EHHQ ZKHUH
LQWURGXFHG LQWR 7(/(0$&'  ,Q 6HFWLRQ ,,, WKH
‫ݎ‬௠௪ ௕
LPSOHPHQWDWLRQ RI WKHVH SDUDPHWULF ZLQG PRGHOV ZLWKLQ WKH ߖൌቀ ቁ
7(/(0$&IUDPHZRUNLVEULHIO\RXWOLQHG7KLVVHFWLRQDOVR ‫ݎ‬
LQFOXGHVGHWDLOVRQQHZO\LQWURGXFHGNH\ZRUGVDQGKRZWRXVH


 ;;9WK7HOHPDF 0DVFDUHW8VHU&RQIHUHQFH
9P LV WKH PD[LPXP ZLQG VSHHG WKDW PXVW EH SURYLGHG LQ D
KXUULFDQHWUDFNILOH2WKHUSDUDPHWHUVWKDWPXVWEHSURYLGHG
LQ WKH VDPH KXUULFDQH WUDFN ILOH DUH WKH FHQWUH ORFWLRQ WKH
SUHVVXUH GURS DQG WKH UDGLXV RI PD[LPXP ZLQGV  $Q
DV\PPHWULFYHUVLRQRIWKH+ROODQGPRGHODFFRXQWLQJIRUWKH
KXUULFDQHIRUZDUGVSHHGKDVDOVREHHQFRGHGDQGLVDYDLODEOH
WRWKHXVHU
1RUZLFK8.2FWREHU
''UDJ0RGHOVIRU:LQG6KHDU6WUHVV
$QXPEHURIZHOONQRZQDQGQRWVRZHOONQRZQZLQGGUDJ
IRUPXODWLRQVKDYHEHHQFRGHGLQWR7(/(0$&'IRUXVHLQ
VWRUP VXUJH VLPXODWLRQ  $ VPDOO VHOHFWLRQ RI WKH QHZO\
LQWURGXFHG GUDJ PRGHOV WKDW KDYH EHHQ FRGHG LV RXWOLQHG
EHORZ7KHPRGHOVDUHGHILQHGLQWHUPVRIWKHPQHXWUDO
YDOXHVIRUWKHGUDJFRHIILFLHQW&
% 0\HUV 0DONLQRU6/26+SDUDPHWULFZLQG *DUUDWW  >@ ± 7KH OLQHDU YHUVLRQ RI WKH *DUUDWW GUDJ
7KH0\HUVDQG0DONLQPRGHO>@ZKLFKZDVDGDSWHG IRUPXODWLRQLVLQFOXGHG
IRUWKH1+&6/26+PRGHOE\-HOHVQLDQVNLHWDO>@KDVEHHQ
DGGHGWRWKH7(/(0$&PRGHOLQWKHIRUPSURSRVHGE\>@ ‫ܥ‬ଵ଴ ‫Ͳͳݔ‬ଷ ൌ ͲǤ͹ͷ ൅ ͲǤͲ͸͹ܷଵ଴ ǡ Ͷ݉‫ି ݏ‬ଵ ൏ ܷଵ଴ ൏ ʹͳ݉‫ି ݏ‬ଵ
7KH 0\HUV  0DONLQ  ZLQG PRGHO UHIHUUHG WR IURP WKLVLVDSRSXODUIRUPXODWLRQRIWHQXVHGLQWKH1+&6/26+
KHUHRQLQDVWKH00PRGHOLVOHVVZHOONQRZQWKDQWKH PRGHODQGWKH$'&,5&PRGHO>@
+PRGHOSHUKDSVEHFDXVHLWLVPRUHFRPSOH[WRLPSOHPHQW
7KHZLQGDQGDWPRVSKHULFSUHVVXUHILHOGVDUHJHQHUDWHGEDVHG /DUJH 3RQG>@
RQWKHSDUDPHWHUVRIDWPRVSKHULFSUHVVXUHGURSDQGUDGLXVRI ͳǤͳͶ
PD[LPXP ZLQG VSHHG 7KH SUHVVXUH ZLQG VSHHG DQG ZLQG ‫ܥ‬ଵ଴ ‫Ͳͳݔ‬ଷ ൌ ൜
ͲǤͶͻ ൅ ͲǤͲ͸ͷܷଵ଴ ǡ ͳͲ݉‫ି ݏ‬ଵ ൏ ܷଵ଴ ൏ ʹ͸݉‫ି ݏ‬ଵ
GLUHFWLRQDUHFRPSXWHGIURPDVWDWLRQDU\FLUFXODUO\V\PPHWULF
VWRUP XVLQJ WKH EDODQFH RI IRUFHV DORQJ D VXUIDFH ZLQG :X>@
WUDMHFWRU\ DQG QRUPDO WR D VXUIDFH ZLQG WUDMHFWRU\ 7KH ‫ܥ‬ଵ଴ ‫Ͳͳݔ‬ଷ ൌ ͲǤͺ ൅ ͲǤͲ͸ͷܷଵ଴ ǡ ܷଵ଴ ൐ ͳ݉‫ି ݏ‬ଵ
JRYHUQLQJHTXDWLRQVIRUWKHDGDSWHG00ZLQGPRGHODUH 3HQJ /L>@
>@ ‫ܥ‬ଵ଴ ‫Ͳͳݔ‬ଷ ൌ െܽሺܷଵ଴ െ ͵͵ሻଶ ൅ ܿ
ZKHUHIRUWKH6RXWK&KLQD6HDD DQGF ,W
ͳ ݀‫݇ ݌‬௦ ܸ ଶ ܸ݀
ൌ െܸ VKRXOGEHQRWHGWKDWWKLVLVDW\SKRRQPRGHO$QXPEHURI
ߩ ݀‫߶݊݅ݏ ݎ‬ ݀‫ݎ‬ RWKHUZLQGGUDJPRGHOVDUHLQFOXGHGLQWKHUHOHDVHDQGDIXOO
DQG OLVWZLOOEHSURYLGHGLQDIXWXUHLVVXHRIWKH7(/(0$&'
8VHU0DQXDO,PSRUWDQWO\WKHPRUHFRPSOH[VHFWRUEDVHG
ͳ ݀‫݌‬ ܸଶ ݀߶ PRGHORI3RZHOO>@RIWHQXVHGLQWKH$'&,5&PRGHO
ܿ‫ ߶ݏ݋‬ൌ ݂௖ ܸ ܿ‫ ߶ݏ݋‬െ ܸ ଶ ‫ ߶݊݅ݏ‬൅ ݇௡ ܸ ଶ
ߩ௔ ݀‫ݎ‬ ‫ݎ‬ ݀‫ݎ‬ >@KDVDOVREHHQLPSOHPHQWHG,WVKRXOGEHQRWHGWKDWDOO
RIWKHDERYHGUDJPRGHOVHPSOR\DQH[WLQFWLRQGHSWKEHORZ
ZKLFKWKHHIIHFWRIWKHZLQGRQWKHZDWHULVGLVFRXQWHG7KH
ZKHUH ȡ LV WKH DLU GHQVLW\ U LV WKH GLVWDQFH IURP WKH VWRUP
H[WLQFWLRQGHSWKLVW\SLFDOO\WDNHQWREHPDOWKRXJKWKLVLV
FHQWHUSLVWKHSUHVVXUHijLVWKHLQIORZDQJOHDFURVVFLUFXODU
DXVHUGHILQHGSDUDPHWHU
LVREDUVWRZDUGWKHVWRUPFHQWHUDQG9LVWKHZLQGVSHHG7KH
YDOXHVRINVDQGNQDUHHPSLULFDOO\GHWHUPLQHGFRHIILFLHQWVDQG ,,, ,03/(0(17$7,21:,7+,17(/(0$&'
IFLVWKH&RULROLVIRUFH7KHWZRHTXDWLRQVFDQEHVROYHGIRU
SDQGijLIWKHIRUPRIZLQGVSHHGSURILOH9LVVXSSOLHG7KH $ 1HZ0RGLILHG6XEURXWLQHV
7(/(0$&'EDVHG PRGHO IROORZV WKH VDPH DSSURDFK $ QXPEHU RI WKH EDVH 7(/(0$&' VXEURXWLQHV ZHUH
HPSOR\HGLQWKH6/26+PRGHODQGXVHVWKHIROORZLQJZLQG PRGLILHG LQ RUGHU WR DOORZ IRU WKH LQFOXVLRQ RI WKHVH WZR
VSHHGSURILOHIRUDVWDWLRQDU\VWRUP SDUDPHWULF KXUULFDQH ZLQG DQG SUHVVXUH PRGHOV  1HZ
VXEURXWLQHVDQGIXQFWLRQVZHUHDOVRLQWURGXFHGDEULHIOLVWRI
ʹܴ‫ݎ ڄ ܹܯ‬ VRPHRIWKHNH\VXEURXWLQHVWKDWZHUHPRGLILHGDQGWKHQHZO\
ܸሺ‫ݎ‬ሻ ൌ ܸோ LQWURGXFHG VXEURXWLQHV LV SURYLGHG EHORZ  )RU UHDVRQV RI
ܴ‫ ܹܯ‬ଶ ൅ ‫ ݎ‬ଶ
EUHYLW\LWLVQRWSRVVLEOHWRGHWDLODOOWKHUHTXLVLWHPRGLILFDWLRQV
ZKHUH50:LVWKHUDGLXVRIPD[LPXPZLQG6ROXWLRQRIWKH RU QHZ URXWLQHV KHUH  ,Q 7(/(0$&' WKH 0(7(2I
HTXDWLRQVLVHIIHFWHGLQ6/26+:,1'),(/'IYLDD5XQJH VXEURXWLQH LV WKH SODFH ZKHUH H[WHUQDO DWPRVSKHULF SUHVVXUH
.XWWDDSSURDFK7KH00PRGHOUHTXLUHVDQLGHQWLFDO DQG ZLQG IRUFLQJ DUH KDQGOHG  7KLV VXEURXWLQH KDV EHHQ
PRGLILHGWRLQFOXGHWKHDELOLW\WRUHDGDKXUULFDQHWUDFNILOH
WUDFNILOHWRWKDWUHTXLUHGE\WKH+ZLQGPRGHO
YLD D QHZ VXEURXWLQH FDOOHG 6/26+'$7I DQG PDNH WKH
UHTXLVLWH FDOOV WR HQDEOH WKH SDUDPHWULF ZLQG ILHOG WR EH
&8VLQJ5HDQDO\VLV:LQG)LHOG'DWD FRPSXWHG YLD FDOOV WR HLWKHU 6/26+:,1'),(/'I IRU
,I WKH XVHU KDV DFFHVV WR UHDQDO\VLV ZLQG GDWD WKH
7(/(0$&'PRGHOLVQRZDEOHWRHPSOR\DWLPHDQGVSDFH
YDU\LQJZLQGILHOGDVPRGHOLQSXWWRSURYLGHWKHZLQGIRUFLQJ
$W\SLFDOH[DPSOHRIVXFKUHQDO\VLVZLQGGDWDZRXOGEHWKDW
SURYLGHG E\ WKH 12$$ +XUULFDQH 5HVHDUFK :LQG $QDO\VLV
6\VWHP+
00 RU +2//$1':,1'),(/'I IRU + ZKLFK DUH
ERWKFDOOHGIURP6/26+'$7I7KHHIIHFWRIZLQGH[WLQFWLRQ
LVDOVRLQFOXGHGLQ0(7(2I
,Q 7(/(0$&' WKH ZLQG IRUFLQJ LV LQFOXGHG YLD WKH
PRPHQWXP HTXDWLRQV LQ WKH VXEURXWLQH 352628I   7KLV
:,1'>@&XUUHQWO\WKHLQSXWZLQGILHOGPXVW VXEURXWLQHKDVEHHQPRGLILHGWRDOORZIRUWKHLQFOXVLRQRID
EHFRQYHUWHGIURPLWVQDWLYHIRUPDWLQWRWKH6(/$),1IRUPDW QXPEHURIGLIIHUHQWZLQGGUDJPRGHOVZKLFKDUHGHILQHGYLD


 ;;9WK7HOHPDF 0DVFDUHW8VHU&RQIHUHQFH 1RUZLFK8.2FWREHU

)2575$1IXQFWLRQV,PSRUWDQWO\WKLVVXEURXWLQHDQGWKH
5812))B6&6B&1IVXEURXWLQHKDYHEHHQPRGLILHGLQRUGHU
WRDOORZIRUWKHLQFOXVLRQRIWLPHDQGVSDFHYDU\LQJUDLQ,Q
DGGLWLRQ WR WKHVH SULPDU\ PRGLILFDWLRQV WKH
7(/(0$&'GLFRILOHDQGPRGXOHVKDYHDOVREHHQPDGH
% 1HZ.H\ZRUGV
$VSDUWRIWKHGHYHORSPHQWVHYHUDOQHZNH\ZRUGVKDYHEHHQ
LQWURGXFHGLQWRWKH7(/(0$&'GLFRWKHVHDUHGHVFULEHGLQ
WKH WH[W EHORZ  ,W VKRXOG EH QRWHG WKDW LW LV HQYLVDJHG WKDW
EDVHGRQWKHLQWHUQDOO\JHQHUDWHGSDUDPHWULFPRGHORXWSXWRU
WKHYDOXHVSURYLGHGLQWKHLQSXW6(/$),1IRUPDWILOH
7KH NH\ZRUG ,19(57(' %$520(7(5 ())(&7 KDV EHHQ
LQWURGXFHG  ,QFOXGH WKH LQYHUWHG EDURPHWHU HIIHFW LQ WKH
FDOFXODWLRQ7KLV LV DSDUDPHWHUL]DWLRQRI WKH DGMXVWPHQWRI
VHDOHYHOGXHWRFKDQJHVLQEDURPHWULFSUHVVXUH$GHFUHDVHLQ
EDURPHWULFSUHVVXUHRIPEFRUUHVSRQGVWRDIDOOLQVHDOHYHO
RI  P  $W WKH WLPH RI WKLV SDSHU WKLV LV QRW IXOO\
LQFRUSRUDWHG LQWR WKH PRGHO LW VKRXOG EH LQFOXGHG EHIRUH
EHIRUH WKH RIILFLDO UHOHDVH WKLV OLVW RI NH\ZRUGV LV OLNHO\ WR UHOHDVH
FKDQJH ,9 (;$03/($33/,&$7,216
7KHNH\ZRUG7,0($1'63$&(9$5<,1*5$,1KDVEHHQ
$+XUULFDQH0DULDDW3XHUWR5LFR
LQWURGXFHGWRDOORZIRUWKHUHDGLQRIWKLVGDWDIURPWKHELQDU\
DWPRVSKHULFGDWDILOH ,Q WKH ILUVW DSSOLFDWLRQ RI WKH PRGHO ZH SUHVHQW WKH UHVXOWV
IURP D VLPXODWLRQ RI WKH VWRUP WLGH GXH WR KXUULFDQH 0DULD
7KH NH\ZRUG 237,21 )25 :,1' KDV EHHQ PRGLILHG WR DW3XHUWR5LFR0DULDPDGHODQGIDOORQWKH(DVWFRDVW
LQFOXGHWZRQHZRSWLRQV RI3XHUWR5LFRDVDKLJKHQG&DWHJRU\KXUULFDQH)RUWKH
7LPHDQGVSDFHYDU\LQJZLQGUHDGLQIURPDELQDU\LQSXW UHVXOWVSUHVHQWHGKHUHWKH+ZLQGPRGHOZDVHPSOR\HGLQ
ILOHILOHIRUPDWPXVWEHQDWLYH6(/$),17KLVGDWDPXVWEH DV\PPWHULFPRGHDQGWKH*DUUDWW>@OLQHDUGUDJPRGHOZDV
LQFOXGHGLQWKHELQDU\DWPRVSKHULFGDWDILOH XWLOLVHG7KHFRPSXWDWLRQDOJULGZDVGHULYHGE\WULDQJXODWLQJ
WKH 6/26+ Y 3XHUWR 5LFR EDVLQ WR JLYH a
 3DUDPHWULF KXUULFDQH ZLQG PRGHO  7ZR SDUDPHWULF
KXUULFDQHZLQGPRGHOVDUHDYDLDEOH$+ROODQGPRGHO FRPSXWDWLRQDOQRGHV)RUWKHEDWK\PHWU\ORFDOWR3XHUWR5LFR
RU % 0\HUV  0DONLQ  DOVR NQRZQ DV WKH 6/26+ DQG WKH 86 9LUJLQ ,VODQGV FRDVWDO UHJLRQV ZH HPSOR\HG 
ZLQGSDUDPHWULFZLQGPRGHO DUFVHFRQG DQG  DUFVHFRQG GLJLWDO HOHYDWLRQ PRGHOV
'(0V GHYHORSHG E\ WKH 86 1DWLRQDO *HRSK\VLFDO 'DWD
7KH NH\ZRUG +855,&$1( 75$&. ),/( KDV EHHQ &HQWHU 1*'& DQG 12$$ IRU WKH 3DFLILF DQG 0DULQH
LQWURGXFHG  7KLV LV WKH KXUULFDQH WUDFN ILOH WKDW LV XVHG WR (QYLURQPHQWDO /DERUDWRU\ 30(/ DQG WKH 12$$ &HQWHU
JHQHUDWHWKHKXUULFDQHZLQGILHOGLQWHUQDOO\ IRU 7VXQDPL 5HVHDUFK  )RU WKH RIIVKRUH DUHDV WKH 1*'&
7KHNH\ZRUG+855,&$1((;7,1&7,21'(37+KDVEHHQ (7232DUFPLQXWHJOREDOUHOLHIPRGHOZDVXVHG7KH
LQWURGXFHG  7KLV LV WKH H[WLQFWLRQ GHSWK LQ P  )RU ZDWHU
VKDOORZHU WKDQ WKLV GHSWK WKH ZLQG GRHV QRW LPSDFW WKH
K\GURG\QPDPLFV
7KH NH\ZRUG +855,&$1( 5$03,1 7,0( KDV EHHQ
LQWURGXFHG7KLVLVWKHWLPHRYHUZKLFKWKHVKHDUVWUHVVGXHWR
WKHKXUULFDQHZLQGLVUDPSHGLQWRLWVWUXHYDOXH7KLVLVRIWHQ
QHFHVVDU\WRVWRSWKHWUDQVLHQWVFDXVHGE\DQLPSXOVLYHZLQG
OHDGLQJWRQXPHULFDOLQVWDELOLW\
EDWK\PHWU\ZDVLQWHUSRODWHGRQWRWKHJULGIURPWKHGDWDXVLQJ
DNHUQHOEDVHGDSSURDFK7KH7(/(0$&'PRGHOXWLOLVHG
VSDWLDOO\ YDU\LQJ ERWWRP IULFWLRQ ZKLFK ZDV REWDLQHG XVLQJ
WKH ORRNXS WDEOH RI 0DWWRFNV  )RUEHV >@ WR FRQYHUW WKH
86*6 ODQGFRYHU GDWD LQWR VXLWDEOH 0DQQLQJ¶V Q YDOXHV
)LJXUHVKRZVDFRPSDULVRQRIWKHIUHHVXUIDFHWLPHVHULHV
REWDLQHG XVLQJ 7(/(0$&' ZLWK WKH 12$$ FRRSV GDWD
IRU DOO RI WKH  DYDLODEOH JDXJHV  $ FRPSDULVRQ RI WKH
PD[LPXP HQYHORSH RI REVHUYHG ZDWHU 0(2: ZLWK WKH
7KH NH\ZRUG +855,&$1( 5$,1 2))6(7 7,0( KDV EHHQ 12$$PHDQKLJKZDWHUPDUNGDWDLVVKRZQLQ)LJXUH)RU
LQWURGXFHG7KLVLVWKHWLPHE\ZKLFKWKHUDLQIDOOZLOOEHRIIVHW DIRUHFDVWPRGHVWXG\WKHUHVXOWVDUHYHU\SURPLVLQJDQGLWLV
ZLWKUHVSHFWWRWKHWUDFNILOH7KLVYDOXHLVXVHGWRV\QFURQLVH HQYLVDJHGWKDWWKHUHVXOWVZRXOGEHLPSURYHGE\WKHXVHRIUH
WKHKXUULFDQHWUDFNILOHDQGWKHLQSXWUDLQIDOOGDWDILOH1%,W DQDO\VLV ZLQG GDWD RU D EHWWHU FDOLEUDWHG SDUDPHWULF ZLQG
LVUHFRPPHQGHGWKDWWKHKXULFDQHWUDFNDQGUDLQIDOOGDWDILOHV
ILHOG7KHFRQWULEXWLRQRIVKRUWZDYHVSDUDPH\WULVHGYLDXVH
VKRXOGEHVHWXSVXFKWKDWWKH\VWDUWDWWKHVDPHLQVWDQWLQWLPH
WKH 720$:$& VSHFWUDO ZDYH PRGHO ZRXOG OLNHO\ DOVR
7KHNH\ZRUG+855,&$1(3$7+2))6(7;',5KDVEHHQ LPSURYHSUHGLFWLRQVGXHWRWKHFRQWULEXWLRQRIVWDWLFVHWXS
LQWURGXFHG  7KH DPRXQW E\ ZKLFK WR RIIVHW DOO WKH WUDFN
DEVFLVVDH
7KHNH\ZRUG+855,&$1(3$7+2))6(7<',5KDVEHHQ
LQWURGXFHG  7KH DPRXQW E\ ZKLFK WR RIIVHW DOO WKH WUDFN
RUGLQDWHV
7KHNH\ZRUG$,5'(16,7<KDVEHHQLQWURGXFHG7KHGHQVLW\
RIDLUXVHGWRFRPSXWHWKHZLQGIRUFLQJVRXUFHWHUP
7KHNH\ZRUG$,535(6685(LQFOXGHVWKHHIIHFWRIWKHDLU
SUHVVXUHGURSGXHWRWKHKXUULFDQHLQWKHVLPXODWLRQ)RUVWRUP
VXUJHVLPXODWLRQVWKLVVKRXOGDOZD\VEHLQFOXGHGRUWKHVXUJH
ZLOO OLNHO\ EH XQGHUSUHGLFWHG  7KH DLU SUHVVXUH LV LQFOXGHG


 ;;9WK7HOHPDF 0DVFDUHW8VHU&RQIHUHQFH 1RUZLFK8.2FWREHU

(7232DQGWKHDUFVHFRQG&RDVWDO5HOLHI0RGHOZHUH
FRPELQHG WR REWDLQ EDWK\PHWULF GDWD IRU WKH PRGHO JULG
5DLQIDOOGDWDIRUWKHVLPXODWLRQVSUHVHQWHGKHUHZDVREWDLQHG
IURPWKH12$$,QWHJUDWHG0XOWLVDWHOOLWH5HWULHYDOVIRU*30
,0(5* SUHFLSLWDWLRQ SURGXFW >@ 7KH ,0(5* GDWD LV
FUHDWHG E\ LQWHUFDOLEUDWLQJ PHUJLQJ DQG LQWHUSRODWLQJ DOO
DYDLODEOHVDWHOOLWHPLFURZDYHSUHFLSLWDWLRQHVWLPDWHVWRJHWKHU
ZLWKPLFURZDYHFDOLEUDWHGLQIUDUHG,5VDWHOOLWHHVWLPDWHV>@
:LQG ILHOGV ZHUH FUHDWHG YLD WKH DV\PPWHULF + PRGHO
HPSOR\LQJ EHVW WUDFN GDWD FUHDWHG E\ H[SHUWV DW WKH
,QWHUQDWLRQDO+XUULFDQH5HVHDUFK&HQWHU0LDPL,Q)LJXUH
ZHSUHVHQWWLPHVHULHVUHVXOWVDW9LUJLQLD.H\LQ%LVFDQH%D\
IRU  IRXU KLVWRULFDO KXUULFDQHV QDPHO\ KXUULFDQH )UDQFHV
:LOPD0DWWKHZDQG,UPD

)LJ&RPSDULVRQRIIUHHVXUIDFHWLPHVHULHVDW12$$FRRSV
JDXJHVDWORFDWLRQVDURXQGWKHLVODQGRI3XHUWR5LFRIRUKXUULFDQH
0DULD

)LJ6RXWK)ORULGDPHVKEDVHGRQ12$$GRPDLQDQG
FRPSULVLQJa0HOHPHQWV+LVWRULFDOKXUULFDQHWUDFNVDUHDOVR
VKRZQ

5HVXOWVVKRZQLQFOXGHWKHFRPELQHGHIIHFWVRIWLGHVZLQGDQG
)LJ&RPSDULVRQRIWKHSUHGLFWHGFRQWRXUVDQGREVHUYHG UDLQ:HFKRRVHWRSUHVHQWWKHUHXOWVDW12$$JDXJH
FLUFOHV0(2:VDURXQGWKHODQGIDOOVLWH(DVWFRDVWRI3XHUWR 9LUJLQLD.H\DVWKLVLVWKHFORVHVWWRWKHDUHDRIWKH&LW\RI
5LFRIRUKXUULFDQH0DULD7KHFRORXUUDQJHLVPEOXH 0LDPL%HDFKZKLFKZDVWKHSULPDU\IRFXVDUHDRIWKHVWXG\
PUHG ,QWKLVDUHDVLJQLILFDQWHIIRUWZDVH[SHQGHGWRDFKLHYHJRRG
EDWK\PHWULF UHSUHVHQWDWLRQ PRUHRYHU WKH PHVK UHVROXWLRQ
ZDV KLJKHVW DURXQG WKH &LW\ RI 0LDPL %HDFK ZLWK WKH JULG
%&RPELQHG7LGH6XUJHDQG5DLQDURXQGWKH&LW\ UHVROXWLRQ EHLQJ P LQ WKLV DUHD  )LJXUH  LOOXVWUDWHV
RI0LDPL%HDFK FRPSDULVRQVRIWKHVLPXODWHGDQGREVHUYHGIUHHVXUIDFHWLPH
7KH PRGHO JULG FRPSULVHG DSSUR[LPDWHO\  VHULHV  7KH DJUHHPHQW EHWZHHQ WKH PRGHOOHG UHVXOWV DQG
FRPSXWDWLRQDO QRGHV a0 HOHPHQWV ZLWK JULG VSDFLQJ REVHUYDWLRQV LV UHDVRQDEOH  *RRG UHVXOWV DUH REWDLQHG IRU
UDQJLQJ IURP 2NP LQ WKH RSHQ RFHDQ GRZQ WR 2P KXUULFDQHV:LOPDDQG,UPDIRUZKLFKZHKDG
DURXQGWKHIRFXVDUHD&LW\RI0LDPL%HDFK)LJXUHVKRZV WKH EHVW WUDFN GDWD,W VKRXOGEH QRWHGWKDW WKH XVHRI PRUH
WKH PRGHO GRPDLQ DQG KXUULFDQH WUDFNV  7KH 6RXWK )ORULGD DFFXUDWH UHDQDO\VLV ZLQG GDWD DORQJVLGH WKH ILQH WXQLQJ RI
:DWHU0DQDJHPHQW'LVWULFW6):0'PGLJLWDOHOHYDWLRQ EDWK\PHWU\ DQG IULFWLRQ FRHIILFLHQWV FDQ EH H[SHFWHG WR
PRGHO'(0GDWD ZDV XVHGWRGHULYH WKHERWWRP HOHYDWLRQ LPSURYHWKHUHVXOWVKRZHYHUWKLVZRXOGUHVXOWLQDKLQGFDVW
RYHU WKH ILQHUHVROXWLRQ PRGHO JULG ZKHUHYHU GDWD ZDV PRGHVLPXODWLRQ)LJXUHVKRZVDQH[DPSOHRIWKHFRPELQHG
DYDLODEOH IRU WKH VWXG\ DUHD 7KH )ORULGD *HRJUDSKLF 'DWD PD[LPXP VXUJH DQG VWUHHW OHYHO IORRGLQJ DURXQG WKH 1RUWK
/LEUDU\ )*'/P '(0 GDWD ZDV XVHG IRU DUHDV ZLWKRXW 0LDPL %HDFK DUHD  =RRPLQ FRQWRXU SORWV DUH VKRZQ IRU
6):0''(0GDWD12$$PLQXWH*OREDO5HOLHI0RGHO KXUULFDQHV)UDQFHV:LOPD,UPDDQG0DULDFORFNZLVHIURP


 ;;9WK7HOHPDF 0DVFDUHW8VHU&RQIHUHQFH 1RUZLFK8.2FWREHU

WRSOHIW$VZHOODVWKHVXUJHWKHVWUHHWOHYHOIORRGLQJGXHWR 9 &21&/86,216

WKHDVVRFLDWHGUDLQIDOOLVFOHDUO\HYLGHQW 7ZRGLVWLQFWSDUDPHWULFZLQGPRGHOVDVZHOODVWKHFDSDFLW\
WRUHDGLQWLPHDQGVSDFHYDU\LQJUHDQDO\VLVKXUULFDQH
ZLQGDQGUDLQDQGDQXPEHURIKXUULFDQHW\SHZLQGGUDJ
PRGHOVKDYHEHHQLPSOHPHQWHGLQ7(/(0$&'7KH
LQWURGXFWLRQRIWKHVHIHDWXUHVFRPELQHGZLWKWKHH[LVWLQJ
UDLQIDOOUXQRIIDQGVSHFWUDOZDYHPRGHO720$:$&
PDNHVWKH7(/(0$&0$6&$5(7VXLWHSRWHQWLDOO\YHU\
SRZHUIXOIRUWKHVLPXODWLRQRIVWRUPVXUJHDQGKXUULFDQH
LQGXFHGRYHUODQGIORRGLQJ,WLVHQYLVDJHGWKDWWKLV
DGGLWLRQDOIXQFWLRQDOLW\ZLOOEHIRUPDOO\LQFOXGHGLQWKHQH[W
UHOHDVHRIWKHRSHQ7(/(0$&0$6&$5(7VXLWH
$&.12:/('*(0(176
7KLV ZRUN ZDV SDUWLWLDOO\ VXSSRUWHGE\ERWK WKH 6WDWH RI
)ORULGD 'HSDUWPHQW RI (PHUJHQF\ 0DQDJHPHQW DQG :)
%DLUG DQG $VVRFLDWHV /WG  7KH DXWKRUV DNQRZOHGJH WKH
DVVLVWDQFH RI 0U <DKLD .DOD :) %DLUG  $VVRFV LQ
SURGXFLQJ WKH WLPH VHULHV DQG +:0 ILJXUHV IRU KXUULFDQH
0DULD
5()(5(1&(6

>@ &RRSHU$7XUQEXOO0*UH\6/RLOLHU3

7URSLFDO&\FORQH0RGHOOLQJZLWK7(/(0$&'
)LJ&RPSDULVRQRIPRGHOSUHGLFWLRQVJUHHQYVWKHREVHUYHG 3URF;;WK7HOHPDF8VHU&RQI.DUOVUXKH*HUPDQ\
JUH\IUHHVXUIDFHWLPHVHULHVDW9ULJLQLD.H\LQ%LVFDQH%D\ >@ *DUUDWW-55HYLHZRIGUDJFRHIILFLHQWVRYHU
0LDPL12$$JDXJHIRUKXUULFDQHV)UDQFHV RFHDQVDQGFRQWLQHQWV0RQ:HDWKHU5HY±
:LOPD0DWWKHZDQG,UPD
>@ +ROODQG * -  $Q DQDO\WLFDO PRGHO RI WKH ZLQG
DQGSUHVVXUHSURILOHVLQKXUULFDQHV0RQ:HD5HY
±
>@ +XIIPDQ*-%ROYLQ'7%UDLWKZDLWH'+VX.
-R\FH5;LH3 <RR6+1$6$JOREDO
SUHFLSLWDWLRQPHDVXUHPHQW*30LQWHJUDWHGPXOWL
VDWHOOLWHUHWULHYDOVIRU*30,0(5*$OJRULWKP
WKHRUHWLFDOEDVLVGRFXPHQWYHUVLRQ
>@ -HOHVQLDQVNL&3&KHQ-DQG6KDIIHU:$
6/26+6HDODNHDQGRYHUODQGVXUJHVIURPKXUULFDQHV
12$$:DVKLQJWRQ'&
>@ /DUJH:* 3RQG62SHQRFHDQ
PRPHQWXPIOX[HVLQPRGHUDWHWRVWURQJZLQGV-3K\V
2FHDQRJUDSK\±
>@ /LX=&RPSDULVRQRILQWHJUDWHGPXOWLVDWHOOLWH
UHWULHYDOVIRU*30,0(5*DQG7500PXOWLVDWHOOLWH
SUHFLSLWDWLRQDQDO\VLV703$PRQWKO\SUHFLSLWDWLRQ
SURGXFWVLQLWLDOUHVXOWV-RXUQDORI+\GURPHWHRURORJ\

>@ 0DWWRFNV&)RUEHV&$UHDOWLPHHYHQW
WULJJHUHGVWRUPVXUJHIRUHFDVWLQJV\VWHPIRUWKHVWDWHRI
1RUWK&DUROLQD2FHDQ0RGHOOLQJ
>@ 0\HUV9 0DONLQ:6RPH3URSHUWLHVRI
)LJ=RRPLQRIWKHPD[LPXPREVHUYHGZDWHUOHYHOGXHWRVXUJH +XUULFDQH:LQG)LHOGVDV'HGXFHGIURP7UDMHFWRULHV
DQGIORRGLQJLQWKH1RUWK%HDFKDUHDRIWKH&LW\RI0LDPL%HDFK 1DWLRQDO+XUULFDQH5HVHDUFK3URMHFW5HSRUW1R
)ORULGD5HIHUWRWKHPDLQWH[WIRUGHWDLOV >@ 3HQJ6/L<$SDUDEROLFPRGHORIGUDJ
FRHIILFLHQWIRUVWRUPVXUJHVLPXODWLRQLQWKH6RXWK
&KLQD6HD6FL5HS


 ;;9WK7HOHPDF 0DVFDUHW8VHU&RQIHUHQFH 1RUZLFK8.2FWREHU

>@ 3RZHOO0')LQDO5HSRUWWRWKH1DWLRQDO

2FHDQLFDQG$WPRVSKHULF$GPLQLVWUDWLRQ12$$
-RLQW+XUULFDQH7HVWEHG-+73URJUDP
>@ 3RZHOO0'+RXVWRQ6+$PDW/50RULVVHDX/HUR\
17KH+5'UHDOWLPHKXUULFDQHZLQGDQDO\VLV
V\VWHP-:LQG(QJ,QG$HURG\Q±
>@ 6KDULIL(6WHLQDFNHU5 6DJKDILDQ%
$VVHVVPHQWRI*30,0(5*DQGRWKHUSUHFLSLWDWLRQ
SURGXFWVDJDLQVWJDXJHGDWDXQGHUGLIIHUHQWWRSRJUDSKLF
DQGFOLPDWLFFRQGLWLRQVLQ,UDQ3UHOLPLQDU\UHVXOWV
5HPRWH6HQVLQJ
>@ :HVWHULQN--/XHWWLFK5$)H\HQ-&$WNLQVRQ
-+'DZVRQ&5REHUWV+-3RZHOO0'
'XQLRQ-3.XEDWNR(- 3RXUWDKHUL+$
EDVLQWRFKDQQHOVFDOHXQVWUXFWXUHGJULGKXUULFDQH
VWRUPVXUJHPRGHODSSOLHGWRVRXWKHUQ/RXLVLDQD0RQ
:HDWKHU5HY±