78 resultados para short range order

em Queensland University of Technology - ePrints Archive


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This thesis presents a novel idea for an adaptive prioritized cross-layer design (APCLD) control algorithm to achieve comprehensive channel congestion control for vehicular safety communication based on DSRC technology. An appropriate evaluation metric and two control parameters have been established. Simulation studies have evaluated the DSRC network performance in different traffic scenario and under different channel conditions. The APCLD algorithm is derived from the results of the simulation analysis.

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Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

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This paper addresses the tradeoff between energy consumption and localization performance in a mobile sensor network application. The focus is on augmenting GPS location with more energy-efficient location sensors to bound position estimate uncertainty in order to prolong node lifetime. We use empirical GPS and radio contact data from a largescale animal tracking deployment to model node mobility, GPS and radio performance. These models are used to explore duty cycling strategies for maintaining position uncertainty within specified bounds. We then explore the benefits of using short-range radio contact logging alongside GPS as an energy-inexpensive means of lowering uncertainty while the GPS is off, and we propose a versatile contact logging strategy that relies on RSSI ranging and GPS lock back-offs for reducing the node energy consumption relative to GPS duty cycling. Results show that our strategy can cut the node energy consumption by half while meeting application specific positioning criteria.

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This paper describes an autonomous docking system and web interface that allows long-term unaided use of a sophisticated robot by untrained web users. These systems have been applied to the biologically inspired RatSLAM system as a foundation for testing both its long-term stability and its practicality. While docking and web interface systems already exist, this system allows for a significantly larger margin of error in docking accuracy due to the mechanical design, thereby increasing robustness against navigational errors. Also a standard vision sensor is used for both long-range and short-range docking, compared to the many systems that require both omni-directional cameras and high resolution Laser range finders for navigation. The web interface has been designed to accommodate the significant delays experienced on the Internet, and to facilitate the non- Cartesian operation of the RatSLAM system.

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This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.

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This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.

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The future vehicle navigation for safety applications requires seamless positioning at the accuracy of sub-meter or better. However, standalone Global Positioning System (GPS) or Differential GPS (DGPS) suffer from solution outages while being used in restricted areas such as high-rise urban areas and tunnels due to the blockages of satellite signals. Smoothed DGPS can provide sub-meter positioning accuracy, but not the seamless requirement. A disadvantage of the traditional navigation aids such as Dead Reckoning and Inertial Measurement Unit onboard vehicles are either not accurate enough due to error accumulation or too expensive to be acceptable by the mass market vehicle users. One of the alternative technologies is to use the wireless infrastructure installed in roadside to locate vehicles in regions where the Global Navigation Satellite Systems (GNSS) signals are not available (for example: inside tunnels, urban canyons and large indoor car parks). The examples of roadside infrastructure which can be potentially used for positioning purposes could include Wireless Local Area Network (WLAN)/Wireless Personal Area Network (WPAN) based positioning systems, Ultra-wide band (UWB) based positioning systems, Dedicated Short Range Communication (DSRC) devices, Locata’s positioning technology, and accurate road surface height information over selected road segments such as tunnels. This research reviews and compares the possible wireless technologies that could possibly be installed along roadside for positioning purposes. Models and algorithms of integrating different positioning technologies are also presented. Various simulation schemes are designed to examine the performance benefits of united GNSS and roadside infrastructure for vehicle positioning. The results from these experimental studies have shown a number of useful findings. It is clear that in the open road environment where sufficient satellite signals can be obtained, the roadside wireless measurements contribute very little to the improvement of positioning accuracy at the sub-meter level, especially in the dual constellation cases. In the restricted outdoor environments where only a few GPS satellites, such as those with 45 elevations, can be received, the roadside distance measurements can help improve both positioning accuracy and availability to the sub-meter level. When the vehicle is travelling in tunnels with known heights of tunnel surfaces and roadside distance measurements, the sub-meter horizontal positioning accuracy is also achievable. Overall, simulation results have demonstrated that roadside infrastructure indeed has the potential to provide sub-meter vehicle position solutions for certain road safety applications if the properly deployed roadside measurements are obtainable.

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A Cooperative Collision Warning System (CCWS) is an active safety techno- logy for road vehicles that can potentially reduce traffic accidents. It provides a driver with situational awareness and early warnings of any possible colli- sions through an on-board unit. CCWS is still under active research, and one of the important technical problems is safety message dissemination. Safety messages are disseminated in a high-speed mobile environment using wireless communication technology such as Dedicated Short Range Communication (DSRC). The wireless communication in CCWS has a limited bandwidth and can become unreliable when used inefficiently, particularly given the dynamic nature of road traffic conditions. Unreliable communication may significantly reduce the performance of CCWS in preventing collisions. There are two types of safety messages: Routine Safety Messages (RSMs) and Event Safety Messages (ESMs). An RSM contains the up-to-date state of a vehicle, and it must be disseminated repeatedly to its neighbouring vehicles. An ESM is a warning message that must be sent to all the endangered vehi- cles. Existing RSM and ESM dissemination schemes are inefficient, unscalable, and unable to give priority to vehicles in the most danger. Thus, this study investigates more efficient and scalable RSM and ESM dissemination schemes that can make use of the context information generated from a particular traffic scenario. Therefore, this study tackles three technical research prob- lems, vehicular traffic scenario modelling and context information generation, context-aware RSM dissemination, and context-aware ESM dissemination. The most relevant context information in CCWS is the information about possible collisions among vehicles given a current vehicular traffic situation. To generate the context information, this study investigates techniques to model interactions among multiple vehicles based on their up-to-date motion state obtained via RSM. To date, there is no existing model that can represent interactions among multiple vehicles in a speciffic region and at a particular time. The major outcome from the first problem is a new interaction graph model that can be used to easily identify the endangered vehicles and their danger severity. By identifying the endangered vehicles, RSM and ESM dis- semination can be optimised while improving safety at the same time. The new model enables the development of context-aware RSM and ESM dissemination schemes. To disseminate RSM efficiently, this study investigates a context-aware dis- semination scheme that can optimise the RSM dissemination rate to improve safety in various vehicle densities. The major outcome from the second problem is a context-aware RSM dissemination protocol. The context-aware protocol can adaptively adjust the dissemination rate based on an estimated channel load and danger severity of vehicle interactions given by the interaction graph model. Unlike existing RSM dissemination schemes, the proposed adaptive scheme can reduce channel congestion and improve safety by prioritising ve- hicles that are most likely to crash with other vehicles. The proposed RSM protocol has been implemented and evaluated by simulation. The simulation results have shown that the proposed RSM protocol outperforms existing pro- tocols in terms of efficiency, scalability and safety. To disseminate ESM efficiently, this study investigates a context-aware ESM dissemination scheme that can reduce unnecessary transmissions and deliver ESMs to endangered vehicles as fast as possible. The major outcome from the third problem is a context-aware ESM dissemination protocol that uses a multicast routing strategy. Existing ESM protocols use broadcast rout- ing, which is not efficient because ESMs may be sent to a large number of ve- hicles in the area. Using multicast routing improves efficiency because ESMs are sent only to the endangered vehicles. The endangered vehicles can be identified using the interaction graph model. The proposed ESM protocol has been implemented and evaluated by simulation. The simulation results have shown that the proposed ESM protocol can prevent potential accidents from occurring better than existing ESM protocols. The context model and the RSM and ESM dissemination protocols can be implemented in any CCWS development to improve the communication and safety performance of CCWS. In effect, the outcomes contribute to the realisation of CCWS that will ultimately improve road safety and save lives.

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Transport Impact Assessment (TIA) -Generally a short range transport planning activity -Assess transport impacts of new developments or expansions -Present solutions to mitigate impacts Problems with TIA Process -Private vehicles focus (i.e. Veh Trip Ends) -Proxy variables (e.g. 100sqm GFA) -Trip generation rates (e.g. VTE/proxy) -Little info/guidance on trip chaining effects -Little info/guidance on non-PV modes Requires significant professional judgment

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GPS is a commonly used and convenient technology for determining absolute position in outdoor environments, but its high power consumption leads to rapid battery depletion in mobile devices. An obvious solution is to duty cycle the GPS module, which prolongs the device lifetime at the cost of increased position uncertainty while the GPS is off. This article addresses the trade-off between energy consumption and localization performance in a mobile sensor network application. The focus is on augmenting GPS location with more energy-efficient location sensors to bound position estimate uncertainty while GPS is off. Empirical GPS and radio contact data from a large-scale animal tracking deployment is used to model node mobility, radio performance, and GPS. Because GPS takes a considerable, and variable, time after powering up before it delivers a good position measurement, we model the GPS behaviour through empirical measurements of two GPS modules. These models are then used to explore duty cycling strategies for maintaining position uncertainty within specified bounds. We then explore the benefits of using short-range radio contact logging alongside GPS as an energy-inexpensive means of lowering uncertainty while the GPS is off, and we propose strategies that use RSSI ranging and GPS back-offs to further reduce energy consumption. Results show that our combined strategies can cut node energy consumption by one third while still meeting application-specific positioning criteria.

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Density functional theory (DFT) is a powerful approach to electronic structure calculations in extended systems, but suffers currently from inadequate incorporation of long-range dispersion, or Van der Waals (VdW) interactions. VdW-corrected DFT is tested for interactions involving molecular hydrogen, graphite, single-walled carbon nanotubes (SWCNTs), and SWCNT bundles. The energy correction, based on an empirical London dispersion term with a damping function at short range, allows a reasonable physisorption energy and equilibrium distance to be obtained for H2 on a model graphite surface. The VdW-corrected DFT calculation for an (8, 8) nanotube bundle reproduces accurately the experimental lattice constant. For H2 inside or outside an (8, 8) SWCNT, we find the binding energies are respectively higher and lower than that on a graphite surface, correctly predicting the well known curvature effect. We conclude that the VdW correction is a very effective method for implementing DFT calculations, allowing a reliable description of both short-range chemical bonding and long-range dispersive interactions. The method will find powerful applications in areas of SWCNT research where empirical potential functions either have not been developed, or do not capture the necessary range of both dispersion and bonding interactions.

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Dedicated Short Range Communication (DSRC) is the emerging key technology supporting cooperative road safety systems within Intelligent Transportation Systems (ITS). The DSRC protocol stack includes a variety of standards such as IEEE 802.11p and SAE J2735. The effectiveness of the DSRC technology depends on not only the interoperable cooperation of these standards, but also on the interoperability of DSRC devices manufactured by various manufacturers. To address the second constraint, the SAE defines a message set dictionary under the J2735 standard for construction of device independent messages. This paper focuses on the deficiencies of the SAE J2735 standard being developed for deployment in Vehicular Ad-hoc Networks (VANET). In this regard, the paper discusses the way how a Basic Safety Message (BSM) as the fundamental message type defined in SAE J2735 is constructed, sent and received by safety communication platforms to provide a comprehensive device independent solution for Cooperative ITS (C-ITS). This provides some insight into the technical knowledge behind the construction and exchange of BSMs within VANET. A series of real-world DSRC data collection experiments was conducted. The results demonstrate that the reliability and throughput of DSRC highly depend on the applications utilizing the medium. Therefore, an active application-dependent medium control measure, using a novel message-dissemination frequency controller, is introduced. This application level message handler improves the reliability of both BSM transmissions/receptions and the Application layer error handling which is extremely vital to decentralized congestion control (DCC) mechanisms.

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Vehicular accidents are one of the deadliest safety hazards and accordingly an immense concern of individuals and governments. Although, a wide range of active autonomous safety systems, such as advanced driving assistance and lane keeping support, are introduced to facilitate safer driving experience, these stand-alone systems have limited capabilities in providing safety. Therefore, cooperative vehicular systems were proposed to fulfill more safety requirements. Most cooperative vehicle-to-vehicle safety applications require relative positioning accuracy of decimeter level with an update rate of at least 10 Hz. These requirements cannot be met via direct navigation or differential positioning techniques. This paper studies a cooperative vehicle platform that aims to facilitate real-time relative positioning (RRP) among adjacent vehicles. The developed system is capable of exchanging both GPS position solutions and raw observations using RTCM-104 format over vehicular dedicated short range communication (DSRC) links. Real-time kinematic (RTK) positioning technique is integrated into the system to enable RRP to be served as an embedded real-time warning system. The 5.9 GHz DSRC technology is adopted as the communication channel among road-side units (RSUs) and on-board units (OBUs) to distribute GPS corrections data received from a nearby reference station via the Internet using cellular technologies, by means of RSUs, as well as to exchange the vehicular real-time GPS raw observation data. Ultimately, each receiving vehicle calculates relative positions of its neighbors to attain a RRP map. A series of real-world data collection experiments was conducted to explore the synergies of both DSRC and positioning systems. The results demonstrate a significant enhancement in precision and availability of relative positioning at mobile vehicles.

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In this paper, an integrated inter-vehicles wireless communications and positioning system supporting alternate positioning techniques is proposed to meet the requirements of safety applications of Cooperative Intelligent Transportation Systems (C-ITS). Recent advances have repeatedly demonstrated that road safety problems can be to a large extent addressed via a range of technologies including wireless communications and positioning in vehicular environments. The novel communication stack utilizing a dedicated frequency spectrum (e.g. at 5.9 GHz band), known as Dedicated Short-Range Communications (DSRC), has been particularly designed for Wireless Access in Vehicular Environments (WAVE) to support safety applications in highly dynamic environments. Global Navigation Satellite Systems (GNSS) is another essential enabler to support safety on rail and roads. Although current vehicle navigation systems such as single frequency Global Positioning System (GPS) receivers can provide route guidance with 5-10 meters (road-level) position accuracy, positioning systems utilized in C-ITS must provide position solutions with lane-level and even in-lane-level accuracies based on the requirements of safety applications. This article reviews the issues and technical approaches that are involved in designing a vehicular safety communications and positioning architecture; it also provides technological solutions to further improve vehicular safety by integrating the DSRC and GNSS-based positioning technologies.