How does monetary policy change? evidence on inflation targeting countries

We examine the evolution of monetary policy rules in a group of inflation targeting countries (Australia, Canada, New Zealand, Sweden and the United Kingdom) applying moment- based estimator at time-varying parameter model with endogenous regressors. Using this novel flexible framework, our main findings are threefold. First, monetary policy rules change gradually pointing to the importance of applying time-varying estimation framework. Second, the interest rate smoothing parameter is much lower that what previous time-invariant estimates of policy rules typically report. External factors matter for all countries, albeit the importance of exchange rate diminishes after the adoption of inflation targeting. Third, the response of interest rates on inflation is particularly strong during the periods, when central bankers want to break the record of high inflation such as in the U.K. or in Australia at the beginning of 1980s. Contrary to common wisdom, the response becomes less aggressive after the adoption of inflation targeting suggesting the positive effect of this regime on anchoring inflation expectations. This result is supported by our finding that inflation persistence as well as policy neutral rate typically decreased after the adoption of inflation targeting.

Magnetic pill tracking : a novel non-invasive tool for investigation of human digestive motility

RESUME Les améliorations méthodologiques des dernières décennies ont permis une meilleure compréhension de la motilité gastro-intestinale. Il manque toutefois une méthode qui permette de suivre la progression du chyme le long du tube gastro-intestinal. Pour permettre l'étude de la motilité de tout le tractus digestif humain, une nouvelle technique, peu invasive, a été élaborée au Département de Physiologie, en collaboration avec l'EPFL. Appelée "Magnet Tracking", la technique est basée sur la détection du champ magnétique généré par des matériaux ferromagnétiques avalés. A cet usage, une pilule magnétique, une matrice de capteurs et un logiciel ont été développés. L'objet de ce travail est de démontrer la faisabilité d'un examen de la motilité gastro-intestinale chez l'Homme par cette méthode. L'aimant est un cylindre (ø 6x7 mm, 0.2 cm3) protégé par une gaine de silicone. Le système de mesure est constitué d'une matrice de 4x4 capteurs et d'un ordinateur portable. Les capteurs fonctionnent sur l'effet Hall. Grâce à l'interface informatique, l'évolution de la position de l'aimant est suivie en temps réel à travers tout le tractus digestif. Sa position est exprimée en fonction du temps ou reproduite en 3-D sous forme d'une trajectoire. Différents programmes ont été crées pour analyser la dynamique des mouvements de l'aimant et caractériser la motilité digestive. Dix jeunes volontaires en bonne santé ont participé à l'étude. L'aimant a été avalé après une nuit de jeûne et son séjour intra digestif suivi pendant 2 jours consécutifs. Le temps moyen de mesure était de 34 heures. Chaque sujet a été examiné une fois sauf un qui a répété sept fois l'expérience. Les sujets restaient en décubitus dorsal, tranquilles et pouvaient interrompre la mesure s'ils le désiraient. Ils sont restés à jeûne le premier jour. L'évacuation de l'aimant a été contrôlée chez tous les sujets. Tous les sujets ont bien supporté l'examen. Le marqueur a pu être détecté de l'oesophage au rectum. La trajectoire ainsi constituée représente une conformation de l'anatomie digestive : une bonne superposition de celle-ci à l'anatomie est obtenue à partir des images de radiologie conventionnelle (CT-scan, lavement à la gastrografine). Les mouvements de l'aimant ont été caractérisés selon leur périodicité, leur amplitude ou leur vitesse pour chaque segment du tractus digestif. Ces informations physiologiques sont bien corrélées à celles obtenues par des méthodes établies d'étude de la motilité gastro-intestinale. Ce travail démontre la faisabilité d'un examen de la motilité gastro-intestinal chez l'Homme par la méthode de Magnet Tracking. La technique fournit les données anatomiques et permet d'analyser en temps réel la dynamique des mouvements du tube digestif. Cette méthode peu invasive ouvre d'intéressantes perspectives pour l'étude de motilité dans des conditions physiologiques et pathologiques. Des expériences visant à valider cette approche en tant que méthode clinique sont en voie de réalisation dans plusieurs centres en Suisse et à l'étranger. SUMMARY Methodological improvements realised over the last decades have permitted a better understanding of gastrointestinal motility. Nevertheless, a method allowing a continuous following of lumina' contents is still lacking. In order to study the human digestive tract motility, a new minimally invasive technique was developed at the Department of Physiology in collaboration with Swiss Federal Institute of Technology. The method is based on the detection of magnetic field generated by swallowed ferromagnetic materials. The aim of our work was to demonstrate the feasibility of this new approach to study the human gastrointestinal motility. The magnet used was a cylinder (ø6x7mm, 0.2 cm3) coated with silicon. The magnet tracking system consisted of a 4x4 matrix of sensors based on the Hall effect Signals from the sensors were digitised and sent to a laptop computer for processing and storage. Specific software was conceived to analyse in real time the progression of the magnet through the gastrointestinal tube. Ten young and healthy volunteers were enrolled in the study. After a fasting period of 12 hours, they swallowed the magnet. The pill was then tracked for two consecutive days for 34 hours on average. Each subject was studied once except one who was studied seven times. Every subject laid on his back for the entire experiment but could interrupt it at anytime. Evacuation of the magnet was controlled in all subjects. The examination was well tolerated. The pill could be followed from the esophagus to the rectum. The trajectory of the magnet represented a "mould" of the anatomy of the digestive tube: a good superimposition with radiological anatomy (gastrografin contrast and CT) was obtained. Movements of the magnet were characterized by periodicity, velocity, and amplitude of displacements for every segment of the digestive tract. The physiological information corresponded well to data from current methods of studying gastrointestinal motility. This work demonstrates the feasibility of the new approach in studies of human gastrointestinal motility. The technique allows to correlate in real time the dynamics of digestive movements with the anatomical data. This minimally invasive method is ready for studies of human gastrointestinal motility under physiological as well as pathological conditions. Studies aiming at validation of this new approach as a clinically relevant tool are being realised in several centres in Switzerland and abroad. Abstract: A new minimally invasive technique allowing for anatomical mapping and motility studies along the entire human digestive system is presented. The technique is based on continuous tracking of a small magnet progressing through the digestive tract. The coordinates of the magnet are calculated from signals recorded by 16 magnetic field sensors located over the abdomen. The magnet position, orientation and trajectory are displayed in real time. Ten young healthy volunteers were followed during 34 h. The technique was well tolerated and no complication was encountered, The information obtained was 3-D con-figuration of the digestive tract and dynamics of the magnet displacement (velocity, transit time, length estimation, rhythms). In the same individual, repea-ted examination gave very reproducible results. The anatomical and physiological information obtained corresponded well to data from current methods and imaging. This simple, minimally invasive technique permits examination of the entire digestive tract and is suitable for both research and clinical studies. In combination with other methods, it may represent a useful tool for studies of Cl motility with respect to normal and pathological conditions.

Estimating the basic reproductive number from viral sequence data.

Epidemiological processes leave a fingerprint in the pattern of genetic structure of virus populations. Here, we provide a new method to infer epidemiological parameters directly from viral sequence data. The method is based on phylogenetic analysis using a birth-death model (BDM) rather than the commonly used coalescent as the model for the epidemiological transmission of the pathogen. Using the BDM has the advantage that transmission and death rates are estimated independently and therefore enables for the first time the estimation of the basic reproductive number of the pathogen using only sequence data, without further assumptions like the average duration of infection. We apply the method to genetic data of the HIV-1 epidemic in Switzerland.

Sediment budget monitoring of debris-flow and bedload transport in the Manival Torrent, SE France

Steep mountain catchments typically experience large sediment pulses from hillslopes which are stored in headwater channels and remobilized by debris-flows or bedload transport. Event-based sediment budget monitoring in the active Manival debris-flow torrent in the French Alps during a two-year period gave insights into the catchment-scale sediment routing during moderate rainfall intensities which occur several times each year. The monitoring was based on intensive topographic resurveys of low- and high-order channels using different techniques (cross-section surveys with total station and high-resolution channel surveys with terrestrial and airborne laser scanning). Data on sediment output volumes from the main channel were obtained by a sediment trap. Two debris-flows were observed, as well as several bedload transport flow events. Sediment budget analysis of the two debris-flows revealed that most of the debris-flow volumes were supplied by channel scouring (more than 92%). Bedload transport during autumn contributed to the sediment recharge of high-order channels by the deposition of large gravel wedges. This process is recognized as being fundamental for debris-flow occurrence during the subsequent spring and summer. A time shift of scour-and-fill sequences was observed between low- and high-order channels, revealing the discontinuous sediment transfer in the catchment during common flow events. A conceptual model of sediment routing for different event magnitude is proposed.

Gastroesophageal reflux episodes in asthmatic patients and their temporal relation with sleep architecture

Gastroesophageal reflux (GER) is common in asthma patients and can contribute to sleep disruption. The aim of the present study was to determine the time-related distribution of GER events together with their impact on sleep in asthmatic subjects with GER disease symptoms. The inclusion criteria were: 18-65 years, controlled moderate to severe asthma and GER-compatible clinical evidence. The exclusion criteria were: chronic obstructive lung disease, smoking, infections of the upper airways, use of oral corticosteroids, other co-morbidities, pregnancy, sleep-related disorders, night-time shift work, and the use of substances with impact on sleep. Asthmatic patients with nocturnal symptoms were excluded. All-night polysomnography and esophageal pH monitoring were recorded simultaneously. Of the 147 subjects selected, 31 patients and 31 controls were included. Seventeen patients were classified as DeMeester positive and 14 as DeMeester negative. Both groups displayed similar outcomes when general variables were considered. Sleep stage modification one minute prior to GER was observed in the DeMeester-positive group. Awakening was the most frequent occurrence at GER onset and during the 1-min period preceding 38% of the nocturnal GER. Sleep stage 2 was also prevalent and preceded 36% of GER events. In the DeMeester-negative group, awakening was the most frequent response before and during GER. Modifications in sleep stages, arousals or awakenings were associated with 75% of the total GER events analyzed during the period of one minute before and after the fall of esophageal pH below 4 in the DeMeester-positive group. These data provide evidence that sleep modifications precede the GER events in asthmatic patients.

Évolution moléculaire : un modèle Markov-modulé pour les processus de substitution

Les processus Markoviens continus en temps sont largement utilisés pour tenter d’expliquer l’évolution des séquences protéiques et nucléotidiques le long des phylogénies. Des modèles probabilistes reposant sur de telles hypothèses sont conçus pour satisfaire la non-homogénéité spatiale des contraintes fonctionnelles et environnementales agissant sur celles-ci. Récemment, des modèles Markov-modulés ont été introduits pour décrire les changements temporels dans les taux d’évolution site-spécifiques (hétérotachie). Des études ont d’autre part démontré que non seulement la force mais également la nature de la contrainte sélective agissant sur un site peut varier à travers le temps. Ici nous proposons de prendre en charge cette réalité évolutive avec un modèle Markov-modulé pour les protéines sous lequel les sites sont autorisés à modifier leurs préférences en acides aminés au cours du temps. L’estimation a posteriori des différents paramètres modulants du noyau stochastique avec les méthodes de Monte Carlo est un défi de taille que nous avons su relever partiellement grâce à la programmation parallèle. Des réglages computationnels sont par ailleurs envisagés pour accélérer la convergence vers l’optimum global de ce paysage multidimensionnel relativement complexe. Qualitativement, notre modèle semble être capable de saisir des signaux d’hétérogénéité temporelle à partir d’un jeu de données dont l’histoire évolutive est reconnue pour être riche en changements de régimes substitutionnels. Des tests de performance suggèrent de plus qu’il serait mieux ajusté aux données qu’un modèle équivalent homogène en temps. Néanmoins, les histoires substitutionnelles tirées de la distribution postérieure sont bruitées et restent difficilement interprétables du point de vue biologique.

QoS Evaluation of BandwidthSchedulers in IPTV Networks OfferedSRD Fluid Video Traffic

Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB).IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth datatransmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] First, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one incontinuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be include CAC, traffic policing used for traffic control.QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator andanalytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

QoS evaluation of Bandwidth Schedulers in IPTV Networks Offered SRD Fluid Video Traffic

Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB). IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth data transmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] first, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one in continuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be including CAC, traffic policing used for traffic control. QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator and analytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

Modelagem e controle de um microveículo aéreo: uma aplicação de estabilidade robusta com a técnica backstepping em uma estrutura hexarrotor

In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory

Tuning of fuzzy inference systems through unconstrained optimization techniques

This paper presents a new methodology for the adjustment of fuzzy inference systems. A novel approach, which uses unconstrained optimization techniques, is developed in order to adjust the free parameters of the fuzzy inference system, such as its intrinsic parameters of the membership function and the weights of the inference rules. This methodology is interesting, not only for the results presented and obtained through computer simulations, but also for its generality concerning to the kind of fuzzy inference system used. Therefore, this methodology is expandable either to the Mandani architecture or also to that suggested by Takagi-Sugeno. The validation of the presented methodology is accomplished through an estimation of time series. More specifically, the Mackey-Glass chaotic time series estimation is used for the validation of the proposed methodology.

Avaliação e implementação de métodos de estimação de tempo de atraso de sinais de ultra-som

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Identificação do teor de nitrogênio foliar em cana-de-açúcar no estágio inicial de crescimento utilizando infravermelho próximo e sistemas inteligentes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Indagine delle proprietà statistiche di serie temporali di posizione applicata al caso della stazione permanente GPS della base Mario Zucchelli in Terra Vittoria (Antartide)

Da ormai sette anni la stazione permanente GPS di Baia Terranova acquisisce dati giornalieri che opportunamente elaborati consentono di contribuire alla comprensione della dinamica antartica e a verificare se modelli globali di natura geofisica siano aderenti all’area di interesse della stazione GPS permanente. Da ricerche bibliografiche condotte si è dedotto che una serie GPS presenta molteplici possibili perturbazioni principalmente dovute a errori nella modellizzazione di alcuni dati ancillari necessari al processamento. Non solo, da alcune analisi svolte, è emerso come tali serie temporali ricavate da rilievi geodetici, siano afflitte da differenti tipologie di rumore che possono alterare, se non opportunamente considerate, i parametri di interesse per le interpretazioni geofisiche del dato. Il lavoro di tesi consiste nel comprendere in che misura tali errori, possano incidere sui parametri dinamici che caratterizzano il moto della stazione permanente, facendo particolare riferimento alla velocità del punto sul quale la stazione è installata e sugli eventuali segnali periodici che possono essere individuati.

Sviluppo di algoritmi di RCP per la stima della coppia indicata erogata da un motore a combustione interna.

Combustion control is one of the key factors to obtain better performances and lower pollutant emissions for diesel, spark ignition and HCCI engines. An algorithm that allows estimating, as an example, the mean indicated torque for each cylinder, could be easily used in control strategies, in order to carry out cylinders trade-off, control the cycle to cycle variation, or detect misfires. A tool that allows evaluating the 50% of Mass Fraction Burned (MFB50), or the net Cumulative Heat Release (CHRNET), or the ROHR peak value (Rate of Heat Release), could be used to optimize spark advance or to detect knock in gasoline engines and to optimize injection pattern in diesel engines. Modern management systems are based on the control of the mean indicated torque produced by the engine: they need a real or virtual sensor in order to compare the measured value with the target one. Many studies have been performed in order to obtain an accurate and reliable over time torque estimation. The aim of this PhD activity was to develop two different algorithms: the first one is based on the instantaneous engine speed fluctuations measurement. The speed signal is picked up directly from the sensor facing the toothed wheel mounted on the engine for other control purposes. The engine speed fluctuation amplitudes depend on the combustion and on the amount of torque delivered by each cylinder. The second algorithm processes in-cylinder pressure signals in the angular domain. In this case a crankshaft encoder is not necessary, because the angular reference can be obtained using a standard sensor wheel. The results obtained with these two methodologies are compared in order to evaluate which one is suitable for on board applications, depending on the accuracy required.

Context-aware wireless networks

This thesis investigates context-aware wireless networks, capable to adapt their behavior to the context and the application, thanks to the ability of combining communication, sensing and localization. Problems of signals demodulation, parameters estimation and localization are addressed exploiting analytical methods, simulations and experimentation, for the derivation of the fundamental limits, the performance characterization of the proposed schemes and the experimental validation. Ultrawide-bandwidth (UWB) signals are in certain cases considered and non-coherent receivers, allowing the exploitation of the multipath channel diversity without adopting complex architectures, investigated. Closed-form expressions for the achievable bit error probability of novel proposed architectures are derived. The problem of time delay estimation (TDE), enabling network localization thanks to ranging measurement, is addressed from a theoretical point of view. New fundamental bounds on TDE are derived in the case the received signal is partially known or unknown at receiver side, as often occurs due to propagation or due to the adoption of low-complexity estimators. Practical estimators, such as energy-based estimators, are revised and their performance compared with the new bounds. The localization issue is addressed with experimentation for the characterization of cooperative networks. Practical algorithms able to improve the accuracy in non-line-of-sight (NLOS) channel conditions are evaluated on measured data. With the purpose of enhancing the localization coverage in NLOS conditions, non-regenerative relaying techniques for localization are introduced and ad hoc position estimators are devised. An example of context-aware network is given with the study of the UWB-RFID system for detecting and locating semi-passive tags. In particular a deep investigation involving low-complexity receivers capable to deal with problems of multi-tag interference, synchronization mismatches and clock drift is presented. Finally, theoretical bounds on the localization accuracy of this and others passive localization networks (e.g., radar) are derived, also accounting for different configurations such as in monostatic and multistatic networks.