An Accurate Model for EESM and its Application to Analysis of CQI Feedback Schemes and Scheduling in LTE

The Effective Exponential SNR Mapping (EESM) is an indispensable tool for analyzing and simulating next generation orthogonal frequency division multiplexing (OFDM) based wireless systems. It converts the different gains of multiple subchannels, over which a codeword is transmitted, into a single effective flat-fading gain with the same codeword error rate. It facilitates link adaptation by helping each user to compute an accurate channel quality indicator (CQI), which is fed back to the base station to enable downlink rate adaptation and scheduling. However, the highly non-linear nature of EESM makes a performance analysis of adaptation and scheduling difficult; even the probability distribution of EESM is not known in closed-form. This paper shows that EESM can be accurately modeled as a lognormal random variable when the subchannel gains are Rayleigh distributed. The model is also valid when the subchannel gains are correlated in frequency or space. With some simplifying assumptions, the paper then develops a novel analysis of the performance of LTE's two CQI feedback schemes that use EESM to generate CQI. The comprehensive model and analysis quantify the joint effect of several critical components such as scheduler, multiple antenna mode, CQI feedback scheme, and EESM-based feedback averaging on the overall system throughput.

Modelling the mechanical response of the reed-mouthpiece-lip system of a clarinet. Part II: A lumped model approximation

A non-linear lumped model of the reed-mouthpiece-lip system of a clarinet is formulated, in which the lumped parameters are derived from numerical experiments with a finite-difference simulation based on a distributed reed model. The effective stiffness per unit area is formulated as a function of the pressure signal driving the reed, in order to simulate the effects of the reed bending against the lay, and mass and damping terms are added as a first approximation to the dynamic behaviour of the reed. A discrete-time formulation is presented, and its response is compared to that of the distributed model. In addition, the lumped model is applied in the simulation of clarinet tones, enabling the analysis of the effects of using a pressure-dependent stiffness per unit area on sustained oscillations. The analysed effects and features are in qualitative agreement with players' experiences and experimental results obtained in prior studies.

Predicting GDP growth in the Euro Area

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Efficient estimation using the characteristic function : theory and applications with high frequency data

The attached file is created with Scientific Workplace Latex

The prediction of seasonal and inter-annual climate variations and their impacts on the water resources in the eastern seaboard of Thailand

The research of this thesis dissertation covers developments and applications of short-and long-term climate predictions. The short-term prediction emphasizes monthly and seasonal climate, i.e. forecasting from up to the next month over a season to up to a year or so. The long-term predictions pertain to the analysis of inter-annual- and decadal climate variations over the whole 21st century. These two climate prediction methods are validated and applied in the study area, namely, Khlong Yai (KY) water basin located in the eastern seaboard of Thailand which is a major industrial zone of the country and which has been suffering from severe drought and water shortage in recent years. Since water resources are essential for the further industrial development in this region, a thorough analysis of the potential climate change with its subsequent impact on the water supply in the area is at the heart of this thesis research. The short-term forecast of the next-season climate, such as temperatures and rainfall, offers a potential general guideline for water management and reservoir operation. To that avail, statistical models based on autoregressive techniques, i.e., AR-, ARIMA- and ARIMAex-, which includes additional external regressors, and multiple linear regression- (MLR) models, are developed and applied in the study region. Teleconnections between ocean states and the local climate are investigated and used as extra external predictors in the ARIMAex- and the MLR-model and shown to enhance the accuracy of the short-term predictions significantly. However, as the ocean state – local climate teleconnective relationships provide only a one- to four-month ahead lead time, the ocean state indices can support only a one-season-ahead forecast. Hence, GCM- climate predictors are also suggested as an additional predictor-set for a more reliable and somewhat longer short-term forecast. For the preparation of “pre-warning” information for up-coming possible future climate change with potential adverse hydrological impacts in the study region, the long-term climate prediction methodology is applied. The latter is based on the downscaling of climate predictions from several single- and multi-domain GCMs, using the two well-known downscaling methods SDSM and LARS-WG and a newly developed MLR-downscaling technique that allows the incorporation of a multitude of monthly or daily climate predictors from one- or several (multi-domain) parent GCMs. The numerous downscaling experiments indicate that the MLR- method is more accurate than SDSM and LARS-WG in predicting the recent past 20th-century (1971-2000) long-term monthly climate in the region. The MLR-model is, consequently, then employed to downscale 21st-century GCM- climate predictions under SRES-scenarios A1B, A2 and B1. However, since the hydrological watershed model requires daily-scale climate input data, a new stochastic daily climate generator is developed to rescale monthly observed or predicted climate series to daily series, while adhering to the statistical and geospatial distributional attributes of observed (past) daily climate series in the calibration phase. Employing this daily climate generator, 30 realizations of future daily climate series from downscaled monthly GCM-climate predictor sets are produced and used as input in the SWAT- distributed watershed model, to simulate future streamflow and other hydrological water budget components in the study region in a multi-realization manner. In addition to a general examination of the future changes of the hydrological regime in the KY-basin, potential future changes of the water budgets of three main reservoirs in the basin are analysed, as these are a major source of water supply in the study region. The results of the long-term 21st-century downscaled climate predictions provide evidence that, compared with the past 20th-reference period, the future climate in the study area will be more extreme, particularly, for SRES A1B. Thus, the temperatures will be higher and exhibit larger fluctuations. Although the future intensity of the rainfall is nearly constant, its spatial distribution across the region is partially changing. There is further evidence that the sequential rainfall occurrence will be decreased, so that short periods of high intensities will be followed by longer dry spells. This change in the sequential rainfall pattern will also lead to seasonal reductions of the streamflow and seasonal changes (decreases) of the water storage in the reservoirs. In any case, these predicted future climate changes with their hydrological impacts should encourage water planner and policy makers to develop adaptation strategies to properly handle the future water supply in this area, following the guidelines suggested in this study.

Simulating current global river runoff with a global hydrological model: model revisions, validation, and sensitivity analysis

Global hydrological models (GHMs) model the land surface hydrologic dynamics of continental-scale river basins. Here we describe one such GHM, the Macro-scale - Probability-Distributed Moisture model.09 (Mac-PDM.09). The model has undergone a number of revisions since it was last applied in the hydrological literature. This paper serves to provide a detailed description of the latest version of the model. The main revisions include the following: (1) the ability for the model to be run for n repetitions, which provides more robust estimates of extreme hydrological behaviour, (2) the ability of the model to use a gridded field of coefficient of variation (CV) of daily rainfall for the stochastic disaggregation of monthly precipitation to daily precipitation, and (3) the model can now be forced with daily input climate data as well as monthly input climate data. We demonstrate the effects that each of these three revisions has on simulated runoff relative to before the revisions were applied. Importantly, we show that when Mac-PDM.09 is forced with monthly input data, it results in a negative runoff bias relative to when daily forcings are applied, for regions of the globe where the day-to-day variability in relative humidity is high. The runoff bias can be up to - 80% for a small selection of catchments but the absolute magnitude of the bias may be small. As such, we recommend future applications of Mac-PDM.09 that use monthly climate forcings acknowledge the bias as a limitation of the model. The performance of Mac-PDM.09 is evaluated by validating simulated runoff against observed runoff for 50 catchments. We also present a sensitivity analysis that demonstrates that simulated runoff is considerably more sensitive to method of PE calculation than to perturbations in soil moisture and field capacity parameters.

Coupling ensemble weather predictions based on TIGGE database with Grid-Xinanjiang model for flood forecast

The incorporation of numerical weather predictions (NWP) into a flood forecasting system can increase forecast lead times from a few hours to a few days. A single NWP forecast from a single forecast centre, however, is insufficient as it involves considerable non-predictable uncertainties and lead to a high number of false alarms. The availability of global ensemble numerical weather prediction systems through the THORPEX Interactive Grand Global Ensemble' (TIGGE) offers a new opportunity for flood forecast. The Grid-Xinanjiang distributed hydrological model, which is based on the Xinanjiang model theory and the topographical information of each grid cell extracted from the Digital Elevation Model (DEM), is coupled with ensemble weather predictions based on the TIGGE database (CMC, CMA, ECWMF, UKMO, NCEP) for flood forecast. This paper presents a case study using the coupled flood forecasting model on the Xixian catchment (a drainage area of 8826 km2) located in Henan province, China. A probabilistic discharge is provided as the end product of flood forecast. Results show that the association of the Grid-Xinanjiang model and the TIGGE database gives a promising tool for an early warning of flood events several days ahead.

Analysis Of Semi-Distributed And Global Hydrological Models In The Central Tropical Basins Of The Gulf Of Mexico To The Effects Of Extreme Hydrometeorological Phenomena

In the last years extreme hydrometeorological phenomena have increased in number and intensity affecting the inhabitants of various regions, an example of these effects are the central basins of the Gulf of Mexico (CBGM) that they have been affected by 55.2% with floods and especially the state of Veracruz (1999-2013), leaving economic, social and environmental losses. Mexico currently lacks sufficient hydrological studies for the measurement of volumes in rivers, since is convenient to create a hydrological model (HM) suited to the quality and quantity of the geographic and climatic information that is reliable and affordable. Therefore this research compares the semi-distributed hydrological model (SHM) and the global hydrological model (GHM), with respect to the volumes of runoff and achieve to predict flood areas, furthermore, were analyzed extreme hydrometeorological phenomena in the CBGM, by modeling the Hydrologic Modeling System (HEC-HMS) which is a SHM and the Modèle Hydrologique Simplifié à I'Extrême (MOHYSE) which is a GHM, to evaluate the results and compare which model is suitable for tropical conditions to propose public policies for integrated basins management and flood prevention. Thus it was determined the temporal and spatial framework of the analyzed basins according to hurricanes and floods. It were developed the SHM and GHM models, which were calibrated, validated and compared the results to identify the sensitivity to the real model. It was concluded that both models conform to tropical conditions of the CBGM, having MOHYSE further approximation to the real model. Worth mentioning that in Mexico there is not enough information, besides there are no records of MOHYSE use in Mexico, so it can be a useful tool for determining runoff volumes. Finally, with the SHM and the GHM were generated climate change scenarios to develop risk studies creating a risk map for urban planning, agro-hydrological and territorial organization.

Proposal of a Transmission Line Model Based on Lumped Elements: An Analytic Solution

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Reducing the spurious oscillations in the lumped parameters model using low-pass filter

Voltages and currents in the transmission line are described by differential equations that are difficult to solve due soil and skin effect that has to be considered for accurate results, but it increases their complexity. Therefore there are some models to study the voltages and currents along in transmission line. The distributed parameters model that transforms the equations in time domain to the frequency domain and once the solutions are obtained, they are converted to time domain using the Inverse Laplace Transform using numerical methods. Another model is named lumped parameters model and it considers the transmission line represented by a pi-circuit cascade and the currents and voltages are described by state equations. In the simulations using the lumped parameters model, it can be observed the presence of spurious oscillations that are independent of the quantity of pi-circuits used and do not represent the real value of the transient. In this work will be projected a passive low-pass filter directly inserted in the lumped parameters model to reduce the spurious oscillations in the simulations, making this model more accurate and reliable for studying the electromagnetic transients in power systems.

Flow-R, a model for susceptibility mapping of debris flows and other gravitational hazards at a regional scale

The development of susceptibility maps for debris flows is of primary importance due to population pressure in hazardous zones. However, hazard assessment by process-based modelling at a regional scale is difficult due to the complex nature of the phenomenon, the variability of local controlling factors, and the uncertainty in modelling parameters. A regional assessment must consider a simplified approach that is not highly parameter dependant and that can provide zonation with minimum data requirements. A distributed empirical model has thus been developed for regional susceptibility assessments using essentially a digital elevation model (DEM). The model is called Flow-R for Flow path assessment of gravitational hazards at a Regional scale (available free of charge under http://www.flow-r.org) and has been successfully applied to different case studies in various countries with variable data quality. It provides a substantial basis for a preliminary susceptibility assessment at a regional scale. The model was also found relevant to assess other natural hazards such as rockfall, snow avalanches and floods. The model allows for automatic source area delineation, given user criteria, and for the assessment of the propagation extent based on various spreading algorithms and simple frictional laws. We developed a new spreading algorithm, an improved version of Holmgren's direction algorithm, that is less sensitive to small variations of the DEM and that is avoiding over-channelization, and so produces more realistic extents. The choices of the datasets and the algorithms are open to the user, which makes it compliant for various applications and dataset availability. Amongst the possible datasets, the DEM is the only one that is really needed for both the source area delineation and the propagation assessment; its quality is of major importance for the results accuracy. We consider a 10 m DEM resolution as a good compromise between processing time and quality of results. However, valuable results have still been obtained on the basis of lower quality DEMs with 25 m resolution.

Model driven distribution of collaborative business processes

In this paper, we present a top down approach for integrated process modelling and distributed process execution. The integrated process model can be utilized for global monitoring and visualization and distributed process models for local execution. Our main focus in this paper is the presentation of the approach to support automatic generation and linking of distributed process models from an integrated process definition.

Time course of temperature effects on cardiovascular mortality in Brisbane, Australia

Objective To quantify the lagged effects of mean temperature on deaths from cardiovascular diseases in Brisbane, Australia. Design Polynomial distributed lag models were used to assess the percentage increase in mortality up to 30 days associated with an increase (or decrease) of 1°C above (or below) the threshold temperature. Setting Brisbane, Australia. Patients 22 805 cardiovascular deaths registered between 1996 and 2004. Main outcome measures Deaths from cardiovascular diseases. Results The results show a longer lagged effect in cold days and a shorter lagged effect in hot days. For the hot effect, a statistically significant association was observed only for lag 0–1 days. The percentage increase in mortality was found to be 3.7% (95% CI 0.4% to 7.1%) for people aged ≥65 years and 3.5% (95% CI 0.4% to 6.7%) for all ages associated with an increase of 1°C above the threshold temperature of 24°C. For the cold effect, a significant effect of temperature was found for 10–15 lag days. The percentage estimates for older people and all ages were 3.1% (95% CI 0.7% to 5.7%) and 2.8% (95% CI 0.5% to 5.1%), respectively, with a decrease of 1°C below the threshold temperature of 24°C. Conclusions The lagged effects lasted longer for cold temperatures but were apparently shorter for hot temperatures. There was no substantial difference in the lag effect of temperature on mortality between all ages and those aged ≥65 years in Brisbane, Australia.

Modeling electricity price events as point processes

Energy prices are highly volatile and often feature unexpected spikes. It is the aim of this paper to examine whether the occurrence of these extreme price events displays any regularities that can be captured using an econometric model. Here we treat these price events as point processes and apply Hawkes and Poisson autoregressive models to model the dynamics in the intensity of this process.We use load and meteorological information to model the time variation in the intensity of the process. The models are applied to data from the Australian wholesale electricity market, and a forecasting exercise illustrates both the usefulness of these models and their limitations when attempting to forecast the occurrence of extreme price events.

Sunshine, rainfall, humidity and child pneumonia in the tropics : time-series analyses

Few studies have formally examined the relationship between meteorological factors and the incidence of child pneumonia in the tropics, despite the fact that most child pneumonia deaths occur there. We examined the association between four meteorological exposures (rainy days, sunshine, relative humidity, temperature) and the incidence of clinical pneumonia in young children in the Philippines using three time-series methods: correlation of seasonal patterns, distributed lag regression, and case-crossover. Lack of sunshine was most strongly associated with pneumonia in both lagged regression [overall relative risk over the following 60 days for a 1-h increase in sunshine per day was 0·67 (95% confidence interval (CI) 0·51–0·87)] and case-crossover analysis [odds ratio for a 1-h increase in mean daily sunshine 8–14 days earlier was 0·95 (95% CI 0·91–1·00)]. This association is well known in temperate settings but has not been noted previously in the tropics. Further research to assess causality is needed.