808 resultados para Time varying networks
Resumo:
This article describes the design of a linear observer–linear controller-based robust output feedback scheme for output reference trajectory tracking tasks in the case of nonlinear, multivariable, nonholonomic underactuated mobile manipulators. The proposed linear feedback scheme is based on the use of a classical linear feedback controller and suitably extended, high-gain, linear Generalized Proportional Integral (GPI) observers, thus aiding the linear feedback controllers to provide an accurate simultaneous estimation of each flat output associated phase variables and of the exogenous and perturbation inputs. This information is used in the proposed feedback controller in (a) approximate, yet close, cancelations, as lumped unstructured time-varying terms, of the influence of the highly coupled nonlinearities, and (b) the devising of proper linear output feedback control laws based on the approximate estimates of the string of phase variables associated with the flat outputs simultaneously provided by the disturbance observers. Simulations reveal the effectiveness of the proposed approach.
Resumo:
Four periodically time-varying methane–air laminar coflow jet diffusion flames, each forced by pulsating the fuel jet's exit velocity Uj sinusoidally with a different modulation frequency wj and with a 50% amplitude variation, have been computed. Combustion of methane has been modeled by using a chemical mechanism with 15 species and 42 reactions, and the solution of the unsteady Navier–Stokes equations has been obtained numerically by using a modified vorticity-velocity formulation in the limit of low Mach number. The effect of wj on temperature and chemistry has been studied in detail. Three different regimes are found depending on the flame's Strouhal number S=awj/Uj, with a denoting the fuel jet radius. For small Strouhal number (S=0.1), the modulation introduces a perturbation that travels very far downstream, and certain variables oscillate at the frequency imposed by the fuel jet modulation. As the Strouhal number grows, the nondimensional frequency approaches the natural frequency of oscillation of the flickering flame (S≃0.2). A coupling with the pulsation frequency enhances the effect of the imposed modulation and a vigorous pinch-off is observed for S=0.25 and S=0.5. Larger values of S confine the oscillation to the jet's near-exit region, and the effects of the pulsation are reduced to small wiggles in the temperature and concentration values. Temperature and species mass fractions change appreciably near the jet centerline, where variations of over 2% for the temperature and 15% and 40% for the CO and OH mass fractions, respectively, are found. Transverse to the jet movement, however, the variations almost disappear at radial distances on the order of the fuel jet radius, indicating a fast damping of the oscillation in the spanwise direction.
Resumo:
La región del espectro electromagnético comprendida entre 100 GHz y 10 THz alberga una gran variedad de aplicaciones en campos tan dispares como la radioastronomía, espectroscopíamolecular, medicina, seguridad, radar, etc. Los principales inconvenientes en el desarrollo de estas aplicaciones son los altos costes de producción de los sistemas trabajando a estas frecuencias, su costoso mantenimiento, gran volumen y baja fiabilidad. Entre las diferentes tecnologías a frecuencias de THz, la tecnología de los diodos Schottky juega un importante papel debido a su madurez y a la sencillez de estos dispositivos. Además, los diodos Schottky pueden operar tanto a temperatura ambiente como a temperaturas criogénicas, con altas eficiencias cuando se usan como multiplicadores y con moderadas temperaturas de ruido en mezcladores. El principal objetivo de esta tesis doctoral es analizar los fenómenos físicos responsables de las características eléctricas y del ruido en los diodos Schottky, así como analizar y diseñar circuitos multiplicadores y mezcladores en bandas milimétricas y submilimétricas. La primera parte de la tesis presenta un análisis de los fenómenos físicos que limitan el comportamiento de los diodos Schottky de GaAs y GaN y de las características del espectro de ruido de estos dispositivos. Para llevar a cabo este análisis, un modelo del diodo basado en la técnica de Monte Carlo se ha considerado como referencia debido a la elevada precisión y fiabilidad de este modelo. Además, el modelo de Monte Carlo permite calcular directamente el espectro de ruido de los diodos sin necesidad de utilizar ningún modelo analítico o empírico. Se han analizado fenómenos físicos como saturación de la velocidad, inercia de los portadores, dependencia de la movilidad electrónica con la longitud de la epicapa, resonancias del plasma y efectos no locales y no estacionarios. También se ha presentado un completo análisis del espectro de ruido para diodos Schottky de GaAs y GaN operando tanto en condiciones estáticas como variables con el tiempo. Los resultados obtenidos en esta parte de la tesis contribuyen a mejorar la comprensión de la respuesta eléctrica y del ruido de los diodos Schottky en condiciones de altas frecuencias y/o altos campos eléctricos. También, estos resultados han ayudado a determinar las limitaciones de modelos numéricos y analíticos usados en el análisis de la respuesta eléctrica y del ruido electrónico en los diodos Schottky. La segunda parte de la tesis está dedicada al análisis de multiplicadores y mezcladores mediante una herramienta de simulación de circuitos basada en la técnica de balance armónico. Diferentes modelos basados en circuitos equivalentes del dispositivo, en las ecuaciones de arrastre-difusión y en la técnica de Monte Carlo se han considerado en este análisis. El modelo de Monte Carlo acoplado a la técnica de balance armónico se ha usado como referencia para evaluar las limitaciones y el rango de validez de modelos basados en circuitos equivalentes y en las ecuaciones de arrastredifusión para el diseño de circuitos multiplicadores y mezcladores. Una notable característica de esta herramienta de simulación es que permite diseñar circuitos Schottky teniendo en cuenta tanto la respuesta eléctrica como el ruido generado en los dispositivos. Los resultados de las simulaciones presentados en esta parte de la tesis, tanto paramultiplicadores comomezcladores, se han comparado con resultados experimentales publicados en la literatura. El simulador que integra el modelo de Monte Carlo con la técnica de balance armónico permite analizar y diseñar circuitos a frecuencias superiores a 1 THz. ABSTRACT The terahertz region of the electromagnetic spectrum(100 GHz-10 THz) presents a wide range of applications such as radio-astronomy, molecular spectroscopy, medicine, security and radar, among others. The main obstacles for the development of these applications are the high production cost of the systems working at these frequencies, highmaintenance, high volume and low reliability. Among the different THz technologies, Schottky technology plays an important rule due to its maturity and the inherent simplicity of these devices. Besides, Schottky diodes can operate at both room and cryogenic temperatures, with high efficiency in multipliers and moderate noise temperature in mixers. This PhD. thesis is mainly concerned with the analysis of the physical processes responsible for the characteristics of the electrical response and noise of Schottky diodes, as well as the analysis and design of frequency multipliers and mixers at millimeter and submillimeter wavelengths. The first part of the thesis deals with the analysis of the physical phenomena limiting the electrical performance of GaAs and GaN Schottky diodes and their noise performance. To carry out this analysis, a Monte Carlo model of the diode has been used as a reference due to the high accuracy and reliability of this diode model at millimeter and submillimter wavelengths. Besides, the Monte Carlo model provides a direct description of the noise spectra of the devices without the necessity of any additional analytical or empirical model. Physical phenomena like velocity saturation, carrier inertia, dependence of the electron mobility on the epilayer length, plasma resonance and nonlocal effects in time and space have been analysed. Also, a complete analysis of the current noise spectra of GaAs and GaN Schottky diodes operating under static and time varying conditions is presented in this part of the thesis. The obtained results provide a better understanding of the electrical and the noise responses of Schottky diodes under high frequency and/or high electric field conditions. Also these results have helped to determine the limitations of numerical and analytical models used in the analysis of the electrical and the noise responses of these devices. The second part of the thesis is devoted to the analysis of frequency multipliers and mixers by means of an in-house circuit simulation tool based on the harmonic balance technique. Different lumped equivalent circuits, drift-diffusion and Monte Carlo models have been considered in this analysis. The Monte Carlo model coupled to the harmonic balance technique has been used as a reference to evaluate the limitations and range of validity of lumped equivalent circuit and driftdiffusion models for the design of frequency multipliers and mixers. A remarkable feature of this reference simulation tool is that it enables the design of Schottky circuits from both electrical and noise considerations. The simulation results presented in this part of the thesis for both multipliers and mixers have been compared with measured results available in the literature. In addition, the Monte Carlo simulation tool allows the analysis and design of circuits above 1 THz.
Resumo:
There exist different ways for defining a welfare function. Traditionally, welfare economic theory foundation is based on the Net Present Value (NPV) calculation where the time dependent preferences of considered agents are taken into account. However, the time preferences, remains a controversial subject. Currently, the traditional approach employs a unique discount rate for various agents. Nevertheless, this way of discounting appears inconsistent with sustainable development. New research work suggests that the discount rate may not be a homogeneous value. The discount rates may change following the individual’s preferences. A significant body of evidence suggests that people do not behave following a constant discount rate. In fact, UK Government has quickly recognized the power of the arguments for time-varying rates, as it has done in its official guidance to Ministries on the appraisal of investments and policies. Other authors deal with not just time preference but with uncertainty about future income (precautionary saving). In a situation in which economic growth rates are similar across time periods, the rationale for declining social optimal discount rates is driven by the preferences of the individuals in the economy, rather than expectations of growth. However, these approaches have been mainly focused on long-term policies where intergenerational risks may appear. The traditional cost-benefit analysis (CBA) uses a unique discount rate derived from market interest rates or investment rates of return for discounting the costs and benefits of all social agents included in the CBA. However, recent literature showed that a more adequate measure of social benefit is possible by using different discount rates including inter-temporal preferences rate of users, private investment discount rate and intertemporal preferences rate of government. Actually, the costs of opportunity may differ amongst individuals, firms, governments, or society in general, as do the returns on savings. In general, the firms or operators require an investment rate linked to the current return on savings, while the discount rate of consumers-users depends on their time preferences with respect of the current and the future consumption, as well as society can take into account the intergenerational well-being, adopting a lower discount rate for today’s generation. Time discount rate of social actors (users, operators, government and society) places a lower value in a future gain, but the uncertainty about future income strongly determines the individual preferences. These time and uncertainty depends on preferences and should be integrated into a transport policy formulation that may have significant social impacts. The discount rate of a user cannot be the same than the operator’s discount rate. The preferences of both are different. In addition, another school of thought suggests that people, such as a social group, may have different attitudes towards future costs and benefits. Particularly, the users have different discount rates related to their income. Some research work tried to modify user discount rates using a compensating weight which represents the inverse of household income level. The inter-temporal preferences are a proxy of the willingness to pay during the time. Its consideration is important in order to make acceptable or not a policy or investment
Resumo:
Actualmente la optimization de la calidad de experiencia (Quality of Experience- QoE) de HTTP Adaptive Streaming (HAS) de video recibe una atención creciente. Este incremento de interés proviene fundamentalmente de las carencias de las soluciones actuales HAS, que, al no ser QoE-driven, no incluyen la percepción de la calidad de los usuarios finales como una parte integral de la lógica de adaptación. Por lo tanto, la obtención de información de referencia fiable en QoE en HAS presenta retos importantes, ya que las metodologías de evaluación subjetiva de la calidad de vídeo propuestas en las normas actuales no son adecuadas para tratar con la variación temporal de la calidad que es consustancial de HAS. Esta tesis investiga la influencia de la adaptación dinámica en la calidad de la transmisión de vídeo considerando métodos de evaluación subjetiva. Tras un estudio exhaustivo del estado del arte en la evaluación subjetiva de QoE en HAS, se han resaltado los retos asociados y las líneas de investigación abiertas. Como resultado, se han seleccionado dos líneas principales de investigación: el análisis del impacto en la QoE de los parámetros de las técnicas de adaptación y la investigación de las metodologías de prueba subjetiva adecuada para evaluación de QoE en HAS. Se han llevado a cabo un conjunto de experimentos de laboratorio para investigar las cuestiones planteadas mediante la utilización de diferentes metodologáas para pruebas subjetivas. El análisis estadístico muestra que no son robustas todas las suposiciones y reivindicaciones de las referencias analizadas, en particular en lo que respecta al impacto en la QoE de la frecuencia de las variaciones de calidad, de las adaptaciones suaves o abruptas y de las oscilaciones de calidad. Por otra parte, nuestros resultados confirman la influencia de otros parámetros, como la longitud de los segmentos de vídeo y la amplitud de las oscilaciones de calidad. Los resultados también muestran que tomar en consideración las características objetivas de los contenidos puede ser beneficioso para la mejora de la QoE en HAS. Además, todos los resultados han sido validados mediante extensos análisis experimentales que han incluido estudio tanto en otros laboratorios como en crowdsourcing Por último, sobre los aspectos metodológicos de las pruebas subjetivas de QoE, se ha realizado la comparación entre los resultados experimentales obtenidos a partir de un método estandarizado basado en estímulos cortos (ACR) y un método semi continuo (desarrollado para la evaluación de secuencias prolongadas de vídeo). A pesar de algunas diferencias, el resultado de los análisis estadísticos no muestra ningún efecto significativo de la metodología de prueba. Asimismo, aunque se percibe la influencia de la presencia de audio en la evaluación de degradaciones del vídeo, no se han encontrado efectos estadísticamente significativos de dicha presencia. A partir de la ausencia de influencia del método de prueba y de la presencia de audio, se ha realizado un análisis adicional sobre el impacto de realizar comparaciones estadísticas múltiples en niveles estadísticos de importancia que aumentan la probabilidad de los errores de tipo-I (falsos positivos). Nuestros resultados muestran que, para obtener un efectos sólido en el análisis estadístico de los resultados subjetivos, es necesario aumentar el número de sujetos de las pruebas claramente por encima de los tamaños de muestras propuestos por las normas y recomendaciones actuales. ABSTRACT Optimizing the Quality of Experience (QoE) of HTTP adaptive video streaming (HAS) is receiving increasing attention nowadays. The growth of interest is mainly caused by the fact that current HAS solutions are not QoE-driven, i.e. end-user quality perception is not integral part of the adaptation logic. However, obtaining the necessary reliable ground truths on HAS QoE faces substantial challenges, since the subjective video quality assessment methodologies as proposed by current standards are not well-suited for dealing with the time-varying quality properties that are characteristic for HAS. This thesis investigates the influence of dynamic quality adaptation on the QoE of streaming video by means of subjective evaluation approaches. Based on a comprehensive survey of related work on subjective HAS QoE assessment, the related challenges and open research questions are highlighted and discussed. As a result, two main research directions are selected for further investigation: analysis of the QoE impact of different technical adaptation parameters, and investigation of testing methodologies suitable for HAS QoE evaluation. In order to investigate related research issues and questions, a set of laboratory experiments have been conducted using different subjective testing methodologies. Our statistical analysis demonstrates that not all assumptions and claims reported in the literature are robust, particularly as regards the QoE impact of switching frequency, smooth vs. abrupt switching, and quality oscillation. On the other hand, our results confirm the influence of some other parameters such as chunk length and switching amplitude on perceived quality. We also show that taking the objective characteristics of the content into account can be beneficial to improve the adaptation viewing experience. In addition, all aforementioned findings are validated by means of an extensive cross-experimental analysis that involves external laboratory and crowdsourcing studies. Finally, to address the methodological aspects of subjective QoE testing, a comparison between the experimental results obtained from a (short stimuli-based) ACR standardized method and a semi-continuous method (developed for assessment of long video sequences) has been performed. In spite of observation of some differences, the result of statistical analysis does not show any significant effect of testing methodology. Similarly, although the influence of audio presence on evaluation of video-related degradations is perceived, no statistically significant effect of audio presence could be found. Motivating by this finding (no effect of testing method and audio presence), a subsequent analysis has been performed investigating the impact of performing multiple statistical comparisons on statistical levels of significance which increase the likelihood of Type-I errors (false positives). Our results show that in order to obtain a strong effect from the statistical analysis of the subjective results, it is necessary to increase the number of test subjects well beyond the sample sizes proposed by current quality assessment standards and recommendations.
Resumo:
El fenómeno de balance paramétrico se ha convertido en un tema de actualidad en los últimos años debido al aumento de accidentes relacionados y las discusiones en OMI debido a su indiscutible importancia en la seguridad del buque, su carga y tripulación. Por esta razón, su estudio ha atraído el interés de universidades, administraciones y sociedades de clasificación. Esta tesis trata el fenómeno de balance paramétrico desde diferentes puntos de vista. Primero, se estudiaran los diferentes escenarios donde el fenómeno de balance paramétrico ha ocurrido para entender cómo se desarrolla el fenómeno en la vida real, así como sus implicaciones en la seguridad de las personas y carga abordo. Un modelo matemático no lineal de movimiento de balance desacoplado es propuesto. Este modelo se basa en la aproximación cuadrática del momento de amortiguamiento junto con un brazo adrizante dependiente del tiempo. Este modelo es validado con datos experimentales del Canal de Ensayos de la ETSI Navales (UPM) relativos a un buque de pesca de 34.5m de eslora y dos cubiertas para diferentes casos de olas longitudinales. Se encuentra una correspondencia muy satisfactoria en términos de fase y amplitud entre el modelo teórico y los datos de canal para el caso en particular. El modelo es comparado con el estado del arte de la tecnología disponible actualmente, así como con los requisitos mínimos que están siendo discutidos en OMI relativos a los Criterios de Estabilidad de Segunda Generación. Finalmente, el fenómeno es revisado desde los puntos de vista de diseño y operacional para entender los parámetros relevantes detrás del fenómeno y conocer/aplicar las herramientas disponibles y medios para afrontar/mitigar este fenómeno. ABSTRACT A parametric roll resonance phenomenon has become a very relevant technical issue in recent years due the increasing number of accidents related and the ongoing discussions at the IMO due to its undisputed importance in the safety of the ship, its cargo and crew. For this reason, its study has attracted the interest of universities, regulatory bodies and classification societies. This thesis deals with this phenomenon of parametric roll resonance from different points of view. First, we will look at different real scenarios where parametric roll resonance phenomena has occurred in order to further understand how it is developed in real life and its implications for the safety of the people and cargo onboard. A non-linear mathematical model of the uncoupled roll motion is also presented. This model is based on a classic quadratic approximation of the damping momentum together with a time-varying restoring arm. This model is validated with real data taken from experimental results of the E.T.S.I. Navales Towing Tank on a trawler of two decks of 34.5 m. length for different cases of longitudinal waves. A very satisfactory correspondence, in terms of phase and amplitude, is found between the theoretical model presented and the real data on this particular case. The model is compare with the state-of-the-art technology currently available as well as with the minimum requirements currently being discussed as part of the IMO SGISC. Finally, the phenomenon is reviewed from design and operational aspects to understand the underlying parameters and know the available tools and ways to tackle/mitigate this phenomenon.
Resumo:
The usage of HTTP adaptive streaming (HAS) has become widely spread in multimedia services. Because it allows the service providers to improve the network resource utilization and user׳s Quality of Experience (QoE). Using this technology, the video playback interruption is reduced since the network and server status in addition to capability of user device, all are taken into account by HAS client to adapt the quality to the current condition. Adaptation can be done using different strategies. In order to provide optimal QoE, the perceptual impact of adaptation strategies from point of view of the user should be studied. However, the time-varying video quality due to the adaptation which usually takes place in a long interval introduces a new type of impairment making the subjective evaluation of adaptive streaming system challenging. The contribution of this paper is two-fold: first, it investigates the testing methodology to evaluate HAS QoE by comparing the subjective experimental outcomes obtained from ACR standardized method and a semi-continuous method developed to evaluate the long sequences. In addition, influence of using audiovisual stimuli to evaluate the video-related impairment is inquired. Second, impact of some of the adaptation technical factors including the quality switching amplitude and chunk size in combination with high range of commercial content type is investigated. The results of this study provide a good insight toward achieving appropriate testing method to evaluate HAS QoE, in addition to designing switching strategies with optimal visual quality.
Resumo:
A análise de dados de sobrevivência tem sido tradicionalmente baseada no modelo de regressão de Cox (COX, 1972). No entanto, a suposição de taxas de falha proporcionais assumida para esse modelo pode não ser atendida em diversas situações práticas. Essa restrição do modelo de Cox tem gerado interesse em abordagens alternativas, dentre elas os modelos dinâmicos que permitem efeito das covariáveis variando no tempo. Neste trabalho, foram revisados os principais modelos de sobrevivência dinâmicos com estrutura aditiva e multiplicativa nos contextos não paramétrico e semiparamétrico. Métodos gráficos baseados em resíduos foram apresentados com a finalidade de avaliar a qualidade de ajuste desses modelos. Uma versão tempo-dependente da área sob a curva ROC, denotada por AUC(t), foi proposta com a finalidade de avaliar e comparar a qualidade de predição entre modelos de sobrevivência com estruturas aditiva e multiplicativa. O desempenho da AUC(t) foi avaliado por meio de um estudo de simulação. Dados de três estudos descritos na literatura foram também analisados para ilustrar ou complementar os cenários que foram considerados no estudo de simulação. De modo geral, os resultados obtidos indicaram que os métodos gráficos apresentados para avaliar a adequação dos modelos em conjunto com a AUC(t) se constituem em um conjunto de ferramentas estatísticas úteis para o próposito de avaliar modelos de sobrevivência dinâmicos nos contextos não paramétrico e semiparamétrico. Além disso, a aplicação desse conjunto de ferramentas em alguns conjuntos de dados evidenciou que se, por um lado, os modelos dinâmicos são atrativos por permitirem covariáveis tempo-dependentes, por outro lado podem não ser apropriados para todos os conjuntos de dados, tendo em vista que estimação pode apresentar restrições para alguns deles.
Resumo:
Falls are one of the greatest threats to elderly health in their daily living routines and activities. Therefore, it is very important to detect falls of an elderly in a timely and accurate manner, so that immediate response and proper care can be provided, by sending fall alarms to caregivers. Radar is an effective non-intrusive sensing modality which is well suited for this purpose, which can detect human motions in all types of environments, penetrate walls and fabrics, preserve privacy, and is insensitive to lighting conditions. Micro-Doppler features are utilized in radar signal corresponding to human body motions and gait to detect falls using a narrowband pulse-Doppler radar. Human motions cause time-varying Doppler signatures, which are analyzed using time-frequency representations and matching pursuit decomposition (MPD) for feature extraction and fall detection. The extracted features include MPD features and the principal components of the time-frequency signal representations. To analyze the sequential characteristics of typical falls, the extracted features are used for training and testing hidden Markov models (HMM) in different falling scenarios. Experimental results demonstrate that the proposed algorithm and method achieve fast and accurate fall detections. The risk of falls increases sharply when the elderly or patients try to exit beds. Thus, if a bed exit can be detected at an early stage of this motion, the related injuries can be prevented with a high probability. To detect bed exit for fall prevention, the trajectory of head movements is used for recognize such human motion. A head detector is trained using the histogram of oriented gradient (HOG) features of the head and shoulder areas from recorded bed exit images. A data association algorithm is applied on the head detection results to eliminate head detection false alarms. Then the three dimensional (3D) head trajectories are constructed by matching scale-invariant feature transform (SIFT) keypoints in the detected head areas from both the left and right stereo images. The extracted 3D head trajectories are used for training and testing an HMM based classifier for recognizing bed exit activities. The results of the classifier are presented and discussed in the thesis, which demonstrates the effectiveness of the proposed stereo vision based bed exit detection approach.
Resumo:
Mediante a crescente necessidade de aumento na oferta de energia elétrica devido à constante elevação na demanda mundial, esta dissertação avalia o desempenho de um sistema conversor de energia de ondas marítimas em energia elétrica. O sistema em análise é o de coluna de água oscilante com turbina de dupla ação instalado na costa. Utiliza-se um modelo regular de ondas como perturbação à dinâmica de uma câmara semi-submersa gerando fluxo de ar através de uma turbina à ar de dupla ação. O sistema final é não linear e com parâmetros variantes no tempo. A dissertação investiga possibilidades para o aumento do rendimento da turbina em diferentes condições de mar através do método de simulação numérica. Após a modelagem física e matemática do sistema escolhido, inicia-se a síntese de um controlador proporcional derivativo para controle da pressão de ar na turbina em torno da pressão ideal de trabalho da mesma. A análise inclui o comparativo entre os resultados do sistema com e sem controlador e a avaliação de robustez utilizando ondas com amplitude variável. O trabalho apresenta ainda propostas de otimização do sistema para trabalhar em condições similares a região de Pecém no Brasil. Pelos resultados obtidos nas simulações, conclui-se que o rendimento e a robustez do sistema podem melhorar utilizando um sistema controlado. O rendimento do sistema poderá ainda ser otimizado para a região de instalação.
Resumo:
Time-variable gravity data from the Gravity Recovery And Climate Experiment (GRACE) mission are used to study total water content over Australia for the period 2002–2010. A time-varying annual signal explains 61% of the variance of the data, in good agreement with two independent estimates of the same quantity from hydrological models. Water mass content variations across Australia are linked to Pacific and Indian Ocean variability, associated with El Niño-Southern Oscillation (ENSO) and the Indian Ocean Dipole (IOD), respectively. From 1989, positive (negative) IOD phases were related to anomalously low (high) precipitation in southeastern Australia, associated with a reduced (enhanced) tropical moisture flux. In particular, the sustained water mass content reduction over central and southern regions of Australia during the period 2006–2008 is associated with three consecutive positive IOD events.
Resumo:
This paper studies inflation persistence with time-varying coefficient autoregressions for twelve central European countries,in comparison with the United States and the euro area. Inflation persistence tends to be higher in times of high inflation. Since the oil price shocks, inflation persistence has declined both in the US and euro-area. In most central and eastern European countries, for which our study covers 1993-2012, inflation persistence has also declined, with the main exceptions of the Czech Republic, Slovakia and Slovenia, where persistence seems to be rather stable.
Resumo:
Orbital tuning is central for ice core chronologies beyond annual layer counting, available back to 60 ka (i.e. thousands of years before 1950) for Greenland ice cores. While several complementary orbital tuning tools have recently been developed using δ¹⁸Oatm, δO₂⁄N₂ and air content with different orbital targets, quantifying their uncertainties remains a challenge. Indeed, the exact processes linking variations of these parameters, measured in the air trapped in ice, to their orbital targets are not yet fully understood. Here, we provide new series of δO₂∕N₂ and δ¹⁸Oatm data encompassing Marine Isotopic Stage (MIS) 5 (between 100 and 160 ka) and the oldest part (340–800 ka) of the East Antarctic EPICA Dome C (EDC) ice core. For the first time, the measurements over MIS 5 allow an inter-comparison of δO₂∕N₂ and δ¹⁸Oatm records from three East Antarctic ice core sites (EDC, Vostok and Dome F). This comparison highlights some site-specific δO₂∕N₂ variations. Such an observation, the evidence of a 100 ka periodicity in the δO₂∕N₂ signal and the difficulty to identify extrema and mid-slopes in δO2∕N2 increase the uncertainty associated with the use of δO₂∕N₂ as an orbital tuning tool, now calculated to be 3–4 ka. When combining records of δ¹⁸Oatm and δO₂∕N₂ from Vostok and EDC, we find a loss of orbital signature for these two parameters during periods of minimum eccentricity (∼ 400 ka, ∼ 720–800 ka). Our data set reveals a time-varying offset between δO₂∕N₂ and δ¹⁸Oatm records over the last 800 ka that we interpret as variations in the lagged response of δ¹⁸Oatm to precession. The largest offsets are identified during Terminations II, MIS 8 and MIS 16, corresponding to periods of destabilization of the Northern polar ice sheets. We therefore suggest that the occurrence of Heinrich–like events influences the response of δ¹⁸Oatm to precession.
Resumo:
Regular vine copulas are multivariate dependence models constructed from pair-copulas (bivariate copulas). In this paper, we allow the dependence parameters of the pair-copulas in a D-vine decomposition to be potentially time-varying, following a nonlinear restricted ARMA(1,m) process, in order to obtain a very flexible dependence model for applications to multivariate financial return data. We investigate the dependence among the broad stock market indexes from Germany (DAX), France (CAC 40), Britain (FTSE 100), the United States (S&P 500) and Brazil (IBOVESPA) both in a crisis and in a non-crisis period. We find evidence of stronger dependence among the indexes in bear markets. Surprisingly, though, the dynamic D-vine copula indicates the occurrence of a sharp decrease in dependence between the indexes FTSE and CAC in the beginning of 2011, and also between CAC and DAX during mid-2011 and in the beginning of 2008, suggesting the absence of contagion in these cases. We also evaluate the dynamic D-vine copula with respect to Value-at-Risk (VaR) forecasting accuracy in crisis periods. The dynamic D-vine outperforms the static D-vine in terms of predictive accuracy for our real data sets.
Resumo:
Thesis (Master's)--University of Washington, 2016-06