Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Bi-Dimensional Characterization of a Wimax Radio Channel at 3.5GHz

This paper presents the characterization of an indoor Wimax radio channel using the Finite-Difference Time-Domain (FDTD) [1] method complemented with the Convolutional Perfect Matched Layer (CPML) technique [2]. An indoor 2D scenario is simulated in the 3.5GHz band (IEEE 802.16d-2004 and IEEE 802.16e-2005 [3]). In this study, we used two complementary techniques in both analysis, technique A and B for fading based on delay spread and technique C and D for fading based on Doppler spread. Both techniques converge to the same result. Simulated results define the channel as flat, slow and without inter-symbolic interference (ISI), making the application of the spatial diversity the most appropriate scheme.

A denoising approach for iterative side information creation in distributed video coding

In distributed video coding, motion estimation is typically performed at the decoder to generate the side information, increasing the decoder complexity while providing low complexity encoding in comparison with predictive video coding. Motion estimation can be performed once to create the side information or several times to refine the side information quality along the decoding process. In this paper, motion estimation is performed at the decoder side to generate multiple side information hypotheses which are adaptively and dynamically combined, whenever additional decoded information is available. The proposed iterative side information creation algorithm is inspired in video denoising filters and requires some statistics of the virtual channel between each side information hypothesis and the original data. With the proposed denoising algorithm for side information creation, a RD performance gain up to 1.2 dB is obtained for the same bitrate.

A hybrid MLS technique for room impulse response estimation

The measurement of room impulse response (RIR) when there are high background noise levels frequently means one must deal with very low signal-to-noise ratios (SNR). if such is the case, the measurement might yield unreliable results, even when synchronous averaging techniques are used. Furthermore, if there are non-linearities in the apparatus or system time variances, the final SNR can be severely degraded. The test signals used in RIR measurement are often disturbed by non-stationary ambient noise components. A novel approach based on the energy analysis of ambient noise - both in the time and in frequency - was considered. A modified maximum length sequence (MLS) measurement technique. referred to herein as the hybrid MLS technique, was developed for use in room acoustics. The technique consists of reducing the noise energy of the captured sequences before applying the averaging technique in order to improve the overall SNRs and frequency response accuracy. Experiments were conducted under real conditions with different types of underlying ambient noises. Results are shown and discussed. Advantages and disadvantages of the hybrid MLS technique over standard MLS technique are evaluated and discussed. Our findings show that the new technique leads to a significant increase in the overall SNR. (C) 2008 Elsevier Ltd. All rights reserved.

Potential distribution and cost estimation of the damage caused by Cryptotermes brevis (Isoptera: Kalotermitidae) in the Azores

Copyright © 2014 Entomological Society of America.

Directional Moving Target Indication for Civil Traffic Monitoring Using Single Channel SAR

This paper presents a novel moving target indicator which is selective with respect to a direction of interest. Preliminary results indicate that the obtained selectivity may have high interest in civil traffic monitoring using single channel SAR data.

Estimation of pollutant partition in sandy soils with different water contents

The objectives of this work were: (1) to identify an isotherm model to relate the contaminant contents in the gas phase with those in the solid and non-aqueous liquid phases; (2) to develop a methodology for the estimation of the contaminant distribution in the different phases of the soil; and (3) to evaluate the influence of soil water content on the contaminant distribution in soil. For sandy soils with negligible contents of clay and natural organic matter, contaminated with benzene, toluene, ethylbenzene, xylene, trichloroethylene (TCE), and perchloroethylene (PCE), it was concluded that: (1) Freundlich’s model showed to be adequate to relate the contaminant contents in the gas phase with those in the solid and non-aqueous liquid phases; (2) the distribution of the contaminants in the different phases present in the soil could be estimated with differences lower than 10% for 83% of the cases; and (3) an increase of the soil water content led to a decrease of the amount of contaminant in the solid and non-aqueous liquid phases, increasing the amount in the other phases.

Static-priority scheduling of sporadic messages on a wireless channel

Consider the problem of scheduling sporadic messages with deadlines on a wireless channel. We propose a collision-free medium access control (MAC) protocol which implements static-priority scheduling and present a schedulability analysis technique for the protocol. The MAC protocol allows multiple masters and is fully distributed; it is an adaptation to a wireless channel of the dominance protocol used in the CAN bus. But unlike that protocol, our protocol does not require a node having the ability to receive an incoming bit from the channel while transmitting to the channel.

On the development of an automatic voice pleasantness classification and intensity estimation system

In the last few years, the number of systems and devices that use voice based interaction has grown significantly. For a continued use of these systems, the interface must be reliable and pleasant in order to provide an optimal user experience. However there are currently very few studies that try to evaluate how pleasant is a voice from a perceptual point of view when the final application is a speech based interface. In this paper we present an objective definition for voice pleasantness based on the composition of a representative feature subset and a new automatic voice pleasantness classification and intensity estimation system. Our study is based on a database composed by European Portuguese female voices but the methodology can be extended to male voices or to other languages. In the objective performance evaluation the system achieved a 9.1% error rate for voice pleasantness classification and a 15.7% error rate for voice pleasantness intensity estimation.

RadiaLE: A framework for designing and assessing link quality estimators in wireless sensor networks

Stringent cost and energy constraints impose the use of low-cost and low-power radio transceivers in large-scale wireless sensor networks (WSNs). This fact, together with the harsh characteristics of the physical environment, requires a rigorous WSN design. Mechanisms for WSN deployment and topology control, MAC and routing, resource and mobility management, greatly depend on reliable link quality estimators (LQEs). This paper describes the RadiaLE framework, which enables the experimental assessment, design and optimization of LQEs. RadiaLE comprises (i) the hardware components of the WSN testbed and (ii) a software tool for setting-up and controlling the experiments, automating link measurements gathering through packets-statistics collection, and analyzing the collected data, allowing for LQEs evaluation. We also propose a methodology that allows (i) to properly set different types of links and different types of traffic, (ii) to collect rich link measurements, and (iii) to validate LQEs using a holistic and unified approach. To demonstrate the validity and usefulness of RadiaLE, we present two case studies: the characterization of low-power links and a comparison between six representative LQEs. We also extend the second study for evaluating the accuracy of the TOSSIM 2 channel model.

Radio link quality estimation in wireless sensor networks: a survey

Radio link quality estimation in Wireless Sensor Networks (WSNs) has a fundamental impact on the network performance and also affects the design of higher-layer protocols. Therefore, for about a decade, it has been attracting a vast array of research works. Reported works on link quality estimation are typically based on different assumptions, consider different scenarios, and provide radically different (and sometimes contradictory) results. This article provides a comprehensive survey on related literature, covering the characteristics of low-power links, the fundamental concepts of link quality estimation in WSNs, a taxonomy of existing link quality estimators, and their performance analysis. To the best of our knowledge, this is the first survey tackling in detail link quality estimation in WSNs. We believe our efforts will serve as a reference to orient researchers and system designers in this area.

Quantifying the channel quality for interference-aware wireless sensor networks

Reliability of communications is key to expand application domains for sensor networks. SinceWireless Sensor Networks (WSN) operate in the license-free Industrial Scientific and Medical (ISM) bands and hence share the spectrum with other wireless technologies, addressing interference is an important challenge. In order to minimize its effect, nodes can dynamically adapt radio resources provided information about current spectrum usage is available. We present a new channel quality metric, based on availability of the channel over time, which meaningfully quantifies spectrum usage. We discuss the optimum scanning time for capturing the channel condition while maintaining energy-efficiency. Using data collected from a number of Wi-Fi networks operating in a library building, we show that our metric has strong correlation with the Packet Reception Rate (PRR). This suggests that quantifying interference in the channel can help in adapting resources for better reliability. We present a discussion of the usage of our metric for various resource allocation and adaptation strategies.

F-LQE: a Fuzzy Link Quality Estimator for wireless sensor networks

Radio Link Quality Estimation (LQE) is a fundamental building block for Wireless Sensor Networks, namely for a reliable deployment, resource management and routing. Existing LQEs (e.g. PRR, ETX, Fourbit, and LQI ) are based on a single link property, thus leading to inaccurate estimation. In this paper, we propose F-LQE, that estimates link quality on the basis of four link quality properties: packet delivery, asymmetry, stability, and channel quality. Each of these properties is defined in linguistic terms, the natural language of Fuzzy Logic. The overall quality of the link is specified as a fuzzy rule whose evaluation returns the membership of the link in the fuzzy subset of good links. Values of the membership function are smoothed using EWMA filter to improve stability. An extensive experimental analysis shows that F-LQE outperforms existing estimators.

Preliminary discussion on globally prioritized medium access for multi-channel wireless systems

We discuss the development of a simple globally prioritized multi-channel medium access control (MAC) protocol for wireless networks. This protocol provides “hard” pre-run-time real-time guarantees to sporadic message streams, exploits a very large fraction of the capacity of all channels for “hard” real-time traffic and also makes it possible to fully utilize the channels with non real-time traffic when hard real-time messages do not request to be transmitted. The potential of such protocols for real-time applications is discussed and a schedulability analysis is also presented.

Correlation modeling for a distributed scalable video codec based on the HEVC standard

The growing heterogeneity of networks, devices and consumption conditions asks for flexible and adaptive video coding solutions. The compression power of the HEVC standard and the benefits of the distributed video coding paradigm allow designing novel scalable coding solutions with improved error robustness and low encoding complexity while still achieving competitive compression efficiency. In this context, this paper proposes a novel scalable video coding scheme using a HEVC Intra compliant base layer and a distributed coding approach in the enhancement layers (EL). This design inherits the HEVC compression efficiency while providing low encoding complexity at the enhancement layers. The temporal correlation is exploited at the decoder to create the EL side information (SI) residue, an estimation of the original residue. The EL encoder sends only the data that cannot be inferred at the decoder, thus exploiting the correlation between the original and SI residues; however, this correlation must be characterized with an accurate correlation model to obtain coding efficiency improvements. Therefore, this paper proposes a correlation modeling solution to be used at both encoder and decoder, without requiring a feedback channel. Experiments results confirm that the proposed scalable coding scheme has lower encoding complexity and provides BD-Rate savings up to 3.43% in comparison with the HEVC Intra scalable extension under development. © 2014 IEEE.