Monte Carlo evidence on cointegration and causation

The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

Correcting the effects of spontaneous emission on cold-trapped ions

We propose two quantum error-correction schemes which increase the maximum storage time for qubits in a system of cold-trapped ions, using a minimal number of ancillary qubits. Both schemes consider only the errors introduced by the decoherence due to spontaneous emission from the upper levels of the ions. Continuous monitoring of the ion fluorescence is used in conjunction with selective coherent feedback to eliminate these errors immediately following spontaneous emission events.

Fertility and female work force participation in Bangladesh: Causality and cointegration

This paper examines the causal links between fertility and female labor force participation in Bangladesh over the period 1974-2000 by specifying a bivariate and several trivariate models in a vector error correction framework. The three trivariate models alternatively include average age at first marriage for females, per capita GDP and infant mortality rate, which control for the effects of other socio-economic factors on fertility and female labor force participation. All the specified models indicate an inverse long-run relationship between fertility and female labor force participation. While the bivariate model also indicates bidirectional causality, the multivariate models confirm only a unidirectional causality – from labor force participation to fertility. Further, per capita GDP and infant mortality rate appear to Granger-cause both fertility and female labor force participation.

Causal and localizable quantum operations

We examine constraints on quantum operations imposed by relativistic causality. A bipartite superoperator is said to be localizable if it can be implemented by two parties (Alice and Bob) who share entanglement but do not communicate, it is causal if the superoperator does not convey information from Alice to Bob or from Bob to Alice. We characterize the general structure of causal complete-measurement superoperators, and exhibit examples that are causal but not localizable. We construct another class of causal bipartite superoperators that are not localizable by invoking bounds on the strength of correlations among the parts of a quantum system. A bipartite superoperator is said to be semilocalizable if it can be implemented with one-way quantum communication from Alice to Bob, and it is semicausal if it conveys no information from Bob to Alice. We show that all semicausal complete-measurement superoperators are semi localizable, and we establish a general criterion for semicausality. In the multipartite case, we observe that a measurement superoperator that projects onto the eigenspaces of a stabilizer code is localizable.

Universal state inversion and concurrence in arbitrary dimensions

Wootters [Phys. Rev. Lett. 80, 2245 (1998)] has given an explicit formula for the entanglement of formation of two qubits in terms of what he calls the concurrence of the joint density operator. Wootters's concurrence is defined with the help of the superoperator that flips the spin of a qubit. We generalize the spin-flip superoperator to a universal inverter, which acts on quantum systems of arbitrary dimension, and we introduce the corresponding generalized concurrence for joint pure states of D-1 X D-2 bipartite quantum systems. We call this generalized concurrence the I concurrence to emphasize its relation to the universal inverter. The universal inverter, which is a positive, but not completely positive superoperator, is closely related to the completely positive universal-NOT superoperator, the quantum analogue of a classical NOT gate. We present a physical realization of the universal-NOT Superoperator.

Color constancy and the functional significance of McCollough effects

A central problem in visual perception concerns how humans perceive stable and uniform object colors despite variable lighting conditions (i.e. color constancy). One solution is to 'discount' variations in lighting across object surfaces by encoding color contrasts, and utilize this information to 'fill in' properties of the entire object surface. Implicit in this solution is the caveat that the color contrasts defining object boundaries must be distinguished from the spurious color fringes that occur naturally along luminance-defined edges in the retinal image (i.e. optical chromatic aberration). In the present paper, we propose that the neural machinery underlying color constancy is complemented by an 'error-correction' procedure which compensates for chromatic aberration, and suggest that error-correction may be linked functionally to the experimentally induced illusory colored aftereffects known as McCollough effects (MEs). To test these proposals, we develop a neural network model which incorporates many of the receptive-field (RF) profiles of neurons in primate color vision. The model is composed of two parallel processing streams which encode complementary sets of stimulus features: one stream encodes color contrasts to facilitate filling-in and color constancy; the other stream selectively encodes (spurious) color fringes at luminance boundaries, and learns to inhibit the filling-in of these colors within the first stream. Computer simulations of the model illustrate how complementary color-spatial interactions between error-correction and filling-in operations (a) facilitate color constancy, (b) reveal functional links between color constancy and the ME, and (c) reconcile previously reported anomalies in the local (edge) and global (spreading) properties of the ME. We discuss the broader implications of these findings by considering the complementary functional roles performed by RFs mediating color-spatial interactions in the primate visual system. (C) 2002 Elsevier Science Ltd. All rights reserved.

Autenticação de vídeo H.264/AVC

Hoje em dia, há cada vez mais informação audiovisual e as transmissões ou ficheiros multimédia podem ser partilhadas com facilidade e eficiência. No entanto, a adulteração de conteúdos vídeo, como informação financeira, notícias ou sessões de videoconferência utilizadas num tribunal, pode ter graves consequências devido à importância desse tipo de informação. Surge então, a necessidade de assegurar a autenticidade e a integridade da informação audiovisual. Nesta dissertação é proposto um sistema de autenticação de vídeo H.264/Advanced Video Coding (AVC), denominado Autenticação de Fluxos utilizando Projecções Aleatórias (AFPA), cujos procedimentos de autenticação, são realizados ao nível de cada imagem do vídeo. Este esquema permite um tipo de autenticação mais flexível, pois permite definir um limite máximo de modificações entre duas imagens. Para efectuar autenticação é utilizada uma nova técnica de autenticação de imagens, que combina a utilização de projecções aleatórias com um mecanismo de correcção de erros nos dados. Assim é possível autenticar cada imagem do vídeo, com um conjunto reduzido de bits de paridade da respectiva projecção aleatória. Como a informação de vídeo é tipicamente, transportada por protocolos não fiáveis pode sofrer perdas de pacotes. De forma a reduzir o efeito das perdas de pacotes, na qualidade do vídeo e na taxa de autenticação, é utilizada Unequal Error Protection (UEP). Para validação e comparação dos resultados implementou-se um sistema clássico que autentica fluxos de vídeo de forma típica, ou seja, recorrendo a assinaturas digitais e códigos de hash. Ambos os esquemas foram avaliados, relativamente ao overhead introduzido e da taxa de autenticação. Os resultados mostram que o sistema AFPA, utilizando um vídeo com qualidade elevada, reduz o overhead de autenticação em quatro vezes relativamente ao esquema que utiliza assinaturas digitais e códigos de hash.

Evaluation of dynamic pass-through of carbon prices into electricity prices – a cointegrated VECM analysis

This paper addresses the impact of the CO2 opportunity cost on the wholesale electricity price in the context of the Iberian electricity market (MIBEL), namely on the Portuguese system, for the period corresponding to the Phase II of the European Union Emission Trading Scheme (EU ETS). In the econometric analysis a vector error correction model (VECM) is specified to estimate both long–run equilibrium relations and short–run interactions between the electricity price and the fuel (natural gas and coal) and carbon prices. The model is estimated using daily spot market prices and the four commodities prices are jointly modelled as endogenous variables. Moreover, a set of exogenous variables is incorporated in order to account for the electricity demand conditions (temperature) and the electricity generation mix (quantity of electricity traded according the technology used). The outcomes for the Portuguese electricity system suggest that the dynamic pass–through of carbon prices into electricity prices is strongly significant and a long–run elasticity was estimated (equilibrium relation) that is aligned with studies that have been conducted for other markets.

Dpws middleware to support agent-based manufacturing control and simulation

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Improving writing through creativity

Trabalho de Projecto apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ensino do Inglês

European Union emissions trading scheme impact on the Spanish electricity price during phase II and phase III implementation

The European Union Emissions Trading Scheme (EU ETS) is a cornerstone of the European Union's policy to combat climate change and its key tool for reducing industrial greenhouse gas emissions cost-effectively. The purpose of the present work is to evaluate the influence of CO2 opportunity cost on the Spanish wholesale electricity price. Our sample includes all Phase II of the EU ETS and the first year of Phase III implementation, from January 2008 to December 2013. A vector error correction model (VECM) is applied to estimate not only long-run equilibrium relations, but also short-run interactions between the electricity price and the fuel (natural gas and coal) and carbon prices. The four commodities prices are modeled as joint endogenous variables with air temperature and renewable energy as exogenous variables. We found a long-run relationship (cointegration) between electricity price, carbon price, and fuel prices. By estimating the dynamic pass-through of carbon price into electricity price for different periods of our sample, it is possible to observe the weakening of the link between carbon and electricity prices as a result from the collapse on CO2 prices, therefore compromising the efficacy of the system to reach proposed environmental goals. This conclusion is in line with the need to shape new policies within the framework of the EU ETS that prevent excessive low prices for carbon over extended periods of time.

Dynamics of serotonergic neurons revealed by fiber photometry

This work was developed in the context of the MIT Portugal Program, area of Bioengineering Systems, in collaboration with the Champalimaud Research Programme, Champalimaud Center for the Unknown, Lisbon, Portugal. The project entitled Dynamics of serotonergic neurons revealed by fiber photometry was carried out at Instituto Gulbenkian de Ciência, Oeiras, Portugal and at the Champalimaud Research Programme, Champalimaud Center for the Unknown, Lisbon, Portugal

Implementação de sistemas de encriptação AES advanced encryption standard em hardware para segurança

Dissertação de mestrado integrado em Engenharia Electrónica Industrial e Computadores

Quantifying, generating and mitigating radio interference in Low-Power Wireless Networks

Doctoral Programme in Telecommunication - MAP-tele

Real equilibrium exchange rates. A panel data approach for advanced and emerging economies.

Based on an behavioral equilibrium exchange rate model, this paper examines the determinants of the real effective exchange rate and evaluates the degree of misalignment of a group of currencies since 1980. Within a panel cointegration setting, we estimate the relationship between exchange rate and a set of economic fundamentals, such as traded-nontraded productivity differentials and the stock of foreign assets. Having ascertained the variables are integrated and cointegrated, the long-run equilibrium value of the fundamentals are estimated and used to derive equilibrium exchange rates and misalignments. Although there is statistical homogeneity, some structural differences were found to exist between advanced and emerging economies.