i-GAME: an implicit GTS allocation mechanism in IEEE 802.15.4 for time-sensitive wireless sensor networks

The IEEE 802.15.4 Medium Access Control (MAC) protocol is an enabling technology for time sensitive wireless sensor networks thanks to its Guaranteed-Time Slot (GTS) mechanism in the beacon-enabled mode. However, the protocol only supports explicit GTS allocation, i.e. a node allocates a number of time slots in each superframe for exclusive use. The limitation of this explicit GTS allocation is that GTS resources may quickly disappear, since a maximum of seven GTSs can be allocated in each superframe, preventing other nodes to benefit from guaranteed service. Moreover, the GTSs may be only partially used, resulting in wasted bandwidth. To overcome these limitations, this paper proposes i-GAME, an implicit GTS Allocation Mechanism in beacon-enabled IEEE 802.15.4 networks. The allocation is based on implicit GTS allocation requests, taking into account the traffic specifications and the delay requirements of the flows. The i-GAME approach enables the use of a GTS by multiple nodes, while all their (delay, bandwidth) requirements are still satisfied. For that purpose, we propose an admission control algorithm that enables to decide whether to accept a new GTS allocation request or not, based not only on the remaining time slots, but also on the traffic specifications of the flows, their delay requirements and the available bandwidth resources. We show that our proposal improves the bandwidth utilization compared to the explicit allocation used in the IEEE 802.15.4 protocol standard. We also present some practical considerations for the implementation of i-GAME, ensuring backward compatibility with the IEEE 801.5.4 standard with only minor add-ons.

Modeling and worst-case dimensioning of cluster-tree wireless sensor networks

Time-sensitive Wireless Sensor Network (WSN) applications require finite delay bounds in critical situations. This paper provides a methodology for the modeling and the worst-case dimensioning of cluster-tree WSNs. We provide a fine model of the worst-case cluster-tree topology characterized by its depth, the maximum number of child routers and the maximum number of child nodes for each parent router. Using Network Calculus, we derive “plug-and-play” expressions for the endto- end delay bounds, buffering and bandwidth requirements as a function of the WSN cluster-tree characteristics and traffic specifications. The cluster-tree topology has been adopted by many cluster-based solutions for WSNs. We demonstrate how to apply our general results for dimensioning IEEE 802.15.4/Zigbee cluster-tree WSNs. We believe that this paper shows the fundamental performance limits of cluster-tree wireless sensor networks by the provision of a simple and effective methodology for the design of such WSNs.

Non-uniform microstrip antenna array for RX DSRC communications

The urgent need to mitigate traffic problems such as accidents, road hazards, pollution and traffic jam have strongly driven the development of vehicular communications. DSRC (Dedicated Short Range Communications) is the technology of choice in vehicular communications, enabling real time information exchange among vehicles V2V (Vehicle-to-Vehicle) and between vehicles and infrastructure V2I (Vehicle-Infrastructure). This paper presents a receiving antenna for a single lane DSRC control unit. The antenna is a non-uniform array with five microstrip patches. The obtained beam width, bandwidth and circular polarization quality, among other characteristics, are compatible with the DSRC standards, making this antenna suitable for this application. © 2014 IEEE.

Power producers trading electricity in both pool and forward markets

The electricity industry throughout the world, which has long been dominated by vertically integrated utilities, has experienced major changes. Deregulation, unbundling, wholesale and retail wheeling, and real-time pricing were abstract concepts a few years ago. Today market forces drive the price of electricity and reduce the net cost through increased competition. As power markets continue to evolve, there is a growing need for advanced modeling approaches. This article addresses the challenge of maximizing the profit (or return) of power producers through the optimization of their share of customers. Power producers have fixed production marginal costs and decide the quantity of energy to sell in both day-ahead markets and a set of target clients, by negotiating bilateral contracts involving a three-rate tariff. Producers sell energy by considering the prices of a reference week and five different types of clients with specific load profiles. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.

A shared-disk parallel cluster file system

Dissertação apresentada para obtenção do Grau de Doutor em Informática Pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Evaluating the use of in-store measures in retail food stores and restaurants in Brazil

ABSTRACTOBJECTIVE To assess inter-rater reliability, test-retest reliability, and construct validity of retail food store, open-air food market, and restaurant observation tools adapted to the Brazilian urban context.METHODS This study is part of a cross-sectional observation survey conducted in 13 districts across the city of Sao Paulo, Brazil in 2010-2011. Food store and restaurant observational tools were developed based on previously available tools, and then tested it. They included measures on the availability, variety, quality, pricing, and promotion of fruits and vegetables and ultra-processed foods. We used Kappa statistics and intra-class correlation coefficients to assess inter-rater and test-retest reliabilities in samples of 142 restaurants, 97 retail food stores (including open-air food markets), and of 62 restaurants and 45 retail food stores (including open-air food markets), respectively. Construct validity as the tool’s abilities to discriminate based on store types and different income contexts were assessed in the entire sample: 305 retail food stores, 8 fruits and vegetable markets, and 472 restaurants.RESULTS Inter-rater and test-retest reliability were generally high, with most Kappa values greater than 0.70 (range 0.49-1.00). Both tools discriminated between store types and neighborhoods with different median income. Fruits and vegetables were more likely to be found in middle to higher-income neighborhoods, while soda, fruit-flavored drink mixes, cookies, and chips were cheaper and more likely to be found in lower-income neighborhoods.CONCLUSIONS The measures were reliable and able to reveal significant differences across store types and different contexts. Although some items may require revision, results suggest that the tools may be used to reliably measure the food stores and restaurant food environment in urban settings of middle-income countries. Such studies can help .inform health promotion interventions and policies in these contexts.

Modelos de apreçamento e cobertura para derivados sobre matérias-primas (Commodities)

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Matemática e as suas aplicações-Ramo Ciências Actuariais

Persistence characteristics in financial prices: evidence from the portuguese stock market returns

The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days and suggest that daily returns are non-ergodic and non-stationary. Seeming that the series is best described by a fractional Brownian motion approach, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA). The findings indicate evidence of long term memory in the form of persistence. This evidence of fractal structure suggests that the market is subject to greater predictability and contradicts the efficient market hypothesis in its weak form. This raises issues regarding theoretical modeling of asset pricing. In addition, we carried out a more localized (in time) study to identify the evolution of the degree of long-term dependency over time using windows 200-days and 400-days. The results show a switching feature in the index, from persistent to anti-persistent, quite evident from 2010.

On international cost-sharing of pharmaceutical R&D

Ramsey pricing has been proposed in the pharmaceutical industry as a principle to price discriminate among markets while allowing to recover the (fixed) R&D cost. However, such analyses neglect the presence of insurance or the fund raising costs for most of drug reimbursement. By incorporating these new elements, we aim at providing some building blocks towards an economic theory incorporating Ramsey pricing and insurance coverage. We show how coinsurance affects the optimal prices to pay for the R&D investment. We also show that under certain conditions, there is no strategic incentive by governments to set coinsurance rates in order to shift the financial burden of R&D. This will have important implications to the application of Ramsey pricing principles to pharmaceutical products across countries.

Anotação colaborativa de conteúdos utilizando jogos com propósito

Com o crescimento da informação disponível na Web, arquivos pessoais e profissionais, protagonizado tanto pelo aumento da capacidade de armazenamento de dados, como pelo aumento exponencial da capacidade de processamento dos computadores, e do fácil acesso a essa mesma informação, um enorme fluxo de produção e distribuição de conteúdos audiovisuais foi gerado. No entanto, e apesar de existirem mecanismos para a indexação desses conteúdos com o objectivo de permitir a pesquisa e acesso aos mesmos, estes apresentam normalmente uma grande complexidade algorítmica ou exigem a contratação de pessoal altamente qualificado, para a verificação e categorização dos conteúdos. Nesta dissertação pretende-se estudar soluções de anotação colaborativa de conteúdos e desenvolver uma ferramenta que facilite a anotação de um arquivo de conteúdos audiovisuais. A abordagem implementada é baseada no conceito dos “Jogos com Propósito” (GWAP – Game With a Purpose) e permite que os utilizadores criem tags (metadatos na forma de palavras-chave) de forma a atribuir um significado a um objecto a ser categorizado. Assim, e como primeiro objectivo, foi desenvolvido um jogo com o propósito não só de entretenimento, mas também que permita a criação de anotações audiovisuais perante os vídeos que são apresentados ao jogador e, que desta forma, se melhore a indexação e categorização dos mesmos. A aplicação desenvolvida permite ainda a visualização dos conteúdos e metadatos categorizados, e com o objectivo de criação de mais um elemento informativo, permite a inserção de um like num determinado instante de tempo do vídeo. A grande vantagem da aplicação desenvolvida reside no facto de adicionar anotações a pontos específicos do vídeo, mais concretamente aos seus instantes de tempo. Trata-se de uma funcionalidade nova, não disponível em outras aplicações de anotação colaborativa de conteúdos audiovisuais. Com isto, o acesso aos conteúdos será bastante mais eficaz pois será possível aceder, por pesquisa, a pontos específicos no interior de um vídeo.

Long-term dependence in financial prices: evidence from the Belgian stock market returns

This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA), under the fractional Brownian motion approach, and we found slight evidence of long-term dependence. These results refute the random walk hypothesis with i.i.d. increments, which is the basis of the EMH in its weak form, and call into question some theoretical modeling of asset pricing. Other more localized complementary study, to identify the evolution of the degree of dependence over time windows, showed that the index has become less persistent from 2010. This may mean a maturing market by the extension of the effects of current financial crisis.

Soluções para monitorização, salvaguarda de configurações e segurança na rede do banco BNP Paribas Personal Finance S. A. em Vila Nova De Gaia

Mestrado em Engenharia Electrotécnica e de Computadores - Área de Especialização de Telecomunicações

The strategic deployment of quality-improvement innovations

Journal of Business, Vol. 78 Issue 3, p1049-1072

Long-term memory in financial prices: evidence from the Dutch stock market returns

Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20

Long-run consumption risk with durable goods : UK evidence for equity and bond markets

"It is a widely accepted fact that the consumption-based capital asset pricing model (CCAPM) fails to provide a good explanation of many important features of the behaviour of financial market returns in a large range of countries over a long period of time. However, within a representative consumer/investor model, it is hard to see how the basic structure of the consumption based model can be safely abandoned." [introdução]