Multilayer optimization in radio resource allocation for the packet transmission in wireless networks

Na última década tem-se assistido a um crescimento exponencial das redes de comunicações sem fios, nomeadamente no que se refere a taxa de penetração do serviço prestado e na implementação de novas infra-estruturas em todo o globo. É ponto assente neste momento que esta tendência irá não só continuar como se fortalecer devido à convergência que é esperada entre as redes móveis sem fio e a disponibilização de serviços de banda larga para a rede Internet fixa, numa evolução para um paradigma de uma arquitectura integrada e baseada em serviços e aplicações IP. Por este motivo, as comunicações móveis sem fios irão ter um papel fundamental no desenvolvimento da sociedade de informação a médio e longo prazos. A estratégia seguida no projecto e implementação das redes móveis celulares da actual geração (2G e 3G) foi a da estratificação da sua arquitectura protocolar numa estrutura modular em camadas estanques, onde cada camada do modelo é responsável pela implementação de um conjunto de funcionalidades. Neste modelo a comunicação dá-se apenas entre camadas adjacentes através de primitivas de comunicação pré-estabelecidas. Este modelo de arquitectura resulta numa mais fácil implementação e introdução de novas funcionalidades na rede. Entretanto, o facto das camadas inferiores do modelo protocolar não utilizarem informação disponibilizada pelas camadas superiores, e vice-versa acarreta uma degradação no desempenho do sistema. Este paradigma é particularmente importante quando sistemas de antenas múltiplas são implementados (sistemas MIMO). Sistemas de antenas múltiplas introduzem um grau adicional de liberdade no que respeita a atribuição de recursos rádio: o domínio espacial. Contrariamente a atribuição de recursos no domínio do tempo e da frequência, no domínio espacial os recursos rádio mapeados no domínio espacial não podem ser assumidos como sendo completamente ortogonais, devido a interferência resultante do facto de vários terminais transmitirem no mesmo canal e/ou slots temporais mas em feixes espaciais diferentes. Sendo assim, a disponibilidade de informação relativa ao estado dos recursos rádio às camadas superiores do modelo protocolar é de fundamental importância na satisfação dos critérios de qualidade de serviço exigidos. Uma forma eficiente de gestão dos recursos rádio exige a implementação de algoritmos de agendamento de pacotes de baixo grau de complexidade, que definem os níveis de prioridade no acesso a esses recursos por base dos utilizadores com base na informação disponibilizada quer pelas camadas inferiores quer pelas camadas superiores do modelo. Este novo paradigma de comunicação, designado por cross-layer resulta na maximização da capacidade de transporte de dados por parte do canal rádio móvel, bem como a satisfação dos requisitos de qualidade de serviço derivados a partir da camada de aplicação do modelo. Na sua elaboração, procurou-se que o standard IEEE 802.16e, conhecido por Mobile WiMAX respeitasse as especificações associadas aos sistemas móveis celulares de quarta geração. A arquitectura escalonável, o baixo custo de implementação e as elevadas taxas de transmissão de dados resultam num processo de multiplexagem de dados e valores baixos no atraso decorrente da transmissão de pacotes, os quais são atributos fundamentais para a disponibilização de serviços de banda larga. Da mesma forma a comunicação orientada à comutação de pacotes, inenente na camada de acesso ao meio, é totalmente compatível com as exigências em termos da qualidade de serviço dessas aplicações. Sendo assim, o Mobile WiMAX parece satisfazer os requisitos exigentes das redes móveis de quarta geração. Nesta tese procede-se à investigação, projecto e implementação de algoritmos de encaminhamento de pacotes tendo em vista a eficiente gestão do conjunto de recursos rádio nos domínios do tempo, frequência e espacial das redes móveis celulares, tendo como caso prático as redes móveis celulares suportadas no standard IEEE802.16e. Os algoritmos propostos combinam métricas provenientes da camada física bem como os requisitos de qualidade de serviço das camadas superiores, de acordo com a arquitectura de redes baseadas no paradigma do cross-layer. O desempenho desses algoritmos é analisado a partir de simulações efectuadas por um simulador de sistema, numa plataforma que implementa as camadas física e de acesso ao meio do standard IEEE802.16e.

Essays on energy derivatives pricing and financial risk management

This thesis consists of an introductory chapter (essay I) and five more empirical essays on electricity markets and CO2 spot price behaviour, derivatives pricing analysis and hedging. Essay I presents the structure of the thesis and electricity markets functioning and characteristics, as well as the type of products traded, to be analyzed on the following essays. In the second essay we conduct an empirical study on co-movements in electricity markets resorting to wavelet analysis, discussing long-term dynamics and markets integration. Essay three is about hedging performance and multiscale relationships in the German electricity spot and futures markets, also using wavelet analysis. We concentrate the investigation on the relationship between coherence evolution and hedge ratio analysis, on a time-frequency-scale approach, between spot and futures which conditions the effectiveness of the hedging strategy. Essays four, five and six are interrelated between them and with the other two previous essays given the nature of the commodity analyzed, CO2 emission allowances, traded in electricity markets. Relationships between electricity prices, primary energy fuel prices and carbon dioxide permits are analyzed on essay four. The efficiency of the European market for allowances is examined taking into account markets heterogeneity. Essay five analyzes stylized statistical properties of the recent traded asset CO2 emission allowances, for spot and futures returns, examining also the relation linking convenience yield and risk premium, for the German European Energy Exchange (EEX) between October 2005 and October 2009. The study was conducted through empirical estimations of CO2 allowances risk premium, convenience yield, and their relation. Future prices from an ex-post perspective are examined to show evidence for significant negative risk premium, or else a positive forward premium. Finally, essay six analyzes emission allowances futures hedging effectiveness, providing evidence for utility gains increases with investor’s preference over risk. Deregulation of electricity markets has led to higher uncertainty in electricity prices and by presenting these essays we try to shed new lights about structuring, pricing and hedging in this type of markets.

Dependable wireless real-time communications for open environments

Wireless communication technologies have become widely adopted, appearing in heterogeneous applications ranging from tracking victims, responders and equipments in disaster scenarios to machine health monitoring in networked manufacturing systems. Very often, applications demand a strictly bounded timing response, which, in distributed systems, is generally highly dependent on the performance of the underlying communication technology. These systems are said to have real-time timeliness requirements since data communication must be conducted within predefined temporal bounds, whose unfulfillment may compromise the correct behavior of the system and cause economic losses or endanger human lives. The potential adoption of wireless technologies for an increasingly broad range of application scenarios has made the operational requirements more complex and heterogeneous than before for wired technologies. On par with this trend, there is an increasing demand for the provision of cost-effective distributed systems with improved deployment, maintenance and adaptation features. These systems tend to require operational flexibility, which can only be ensured if the underlying communication technology provides both time and event triggered data transmission services while supporting on-line, on-the-fly parameter modification. Generally, wireless enabled applications have deployment requirements that can only be addressed through the use of batteries and/or energy harvesting mechanisms for power supply. These applications usually have stringent autonomy requirements and demand a small form factor, which hinders the use of large batteries. As the communication support may represent a significant part of the energy requirements of a station, the use of power-hungry technologies is not adequate. Hence, in such applications, low-range technologies have been widely adopted. In fact, although low range technologies provide smaller data rates, they spend just a fraction of the energy of their higher-power counterparts. The timeliness requirements of data communications, in general, can be met by ensuring the availability of the medium for any station initiating a transmission. In controlled (close) environments this can be guaranteed, as there is a strict regulation of which stations are installed in the area and for which purpose. Nevertheless, in open environments, this is hard to control because no a priori abstract knowledge is available of which stations and technologies may contend for the medium at any given instant. Hence, the support of wireless real-time communications in unmanaged scenarios is a highly challenging task. Wireless low-power technologies have been the focus of a large research effort, for example, in the Wireless Sensor Network domain. Although bringing extended autonomy to battery powered stations, such technologies are known to be negatively influenced by similar technologies contending for the medium and, especially, by technologies using higher power transmissions over the same frequency bands. A frequency band that is becoming increasingly crowded with competing technologies is the 2.4 GHz Industrial, Scientific and Medical band, encompassing, for example, Bluetooth and ZigBee, two lowpower communication standards which are the base of several real-time protocols. Although these technologies employ mechanisms to improve their coexistence, they are still vulnerable to transmissions from uncoordinated stations with similar technologies or to higher power technologies such as Wi- Fi, which hinders the support of wireless dependable real-time communications in open environments. The Wireless Flexible Time-Triggered Protocol (WFTT) is a master/multi-slave protocol that builds on the flexibility and timeliness provided by the FTT paradigm and on the deterministic medium capture and maintenance provided by the bandjacking technique. This dissertation presents the WFTT protocol and argues that it allows supporting wireless real-time communication services with high dependability requirements in open environments where multiple contention-based technologies may dispute the medium access. Besides, it claims that it is feasible to provide flexible and timely wireless communications at the same time in open environments. The WFTT protocol was inspired on the FTT paradigm, from which higher layer services such as, for example, admission control has been ported. After realizing that bandjacking was an effective technique to ensure the medium access and maintenance in open environments crowded with contention-based communication technologies, it was recognized that the mechanism could be used to devise a wireless medium access protocol that could bring the features offered by the FTT paradigm to the wireless domain. The performance of the WFTT protocol is reported in this dissertation with a description of the implemented devices, the test-bed and a discussion of the obtained results.