869 resultados para Error-correcting codes (Information theory)
Resumo:
We present two approaches to cluster dialogue-based information obtained by the speech understanding module and the dialogue manager of a spoken dialogue system. The purpose is to estimate a language model related to each cluster, and use them to dynamically modify the model of the speech recognizer at each dialogue turn. In the first approach we build the cluster tree using local decisions based on a Maximum Normalized Mutual Information criterion. In the second one we take global decisions, based on the optimization of the global perplexity of the combination of the cluster-related LMs. Our experiments show a relative reduction of the word error rate of 15.17%, which helps to improve the performance of the understanding and the dialogue manager modules.
Resumo:
Information reconciliation is a crucial procedure in the classical post-processing of quantum key distribution (QKD). Poor reconciliation e?ciency, revealing more information than strictly needed, may compromise the maximum attainable distance, while poor performance of the algorithm limits the practical throughput in a QKD device. Historically, reconciliation has been mainly done using close to minimal information disclosure but heavily interactive procedures, like Cascade, or using less e?cient but also less interactive ?just one message is exchanged? procedures, like the ones based in low-density parity-check (LDPC) codes. The price to pay in the LDPC case is that good e?ciency is only attained for very long codes and in a very narrow range centered around the quantum bit error rate (QBER) that the code was designed to reconcile, thus forcing to have several codes if a broad range of QBER needs to be catered for. Real world implementations of these methods are thus very demanding, either on computational or communication resources or both, to the extent that the last generation of GHz clocked QKD systems are ?nding a bottleneck in the classical part. In order to produce compact, high performance and reliable QKD systems it would be highly desirable to remove these problems. Here we analyse the use of short-length LDPC codes in the information reconciliation context using a low interactivity, blind, protocol that avoids an a priori error rate estimation. We demonstrate that 2×103 bits length LDPC codes are suitable for blind reconciliation. Such codes are of high interest in practice, since they can be used for hardware implementations with very high throughput.
Resumo:
In multi-attribute utility theory, it is often not easy to elicit precise values for the scaling weights representing the relative importance of criteria. A very widespread approach is to gather incomplete information. A recent approach for dealing with such situations is to use information about each alternative?s intensity of dominance, known as dominance measuring methods. Different dominancemeasuring methods have been proposed, and simulation studies have been carried out to compare these methods with each other and with other approaches but only when ordinal information about weights is available. In this paper, we useMonte Carlo simulation techniques to analyse the performance of and adapt such methods to deal with weight intervals, weights fitting independent normal probability distributions orweights represented by fuzzy numbers.Moreover, dominance measuringmethod performance is also compared with a widely used methodology dealing with incomplete information on weights, the stochastic multicriteria acceptability analysis (SMAA). SMAA is based on exploring the weight space to describe the evaluations that would make each alternative the preferred one.
Resumo:
The SMS, Simultaneous Multiple Surfaces, design was born to Nonimaging Optics applications and is now being applied also to Imaging Optics. In this paper the wave aberration function of a selected SMS design is studied. It has been found the SMS aberrations can be analyzed with a little set of parameters, sometimes two. The connection of this model with the conventional aberration expansion is also presented. To verify these mathematical model two SMS design systems were raytraced and the data were analyzed with a classical statistical methods: the plot of discrepancies and the quadratic average error. Both the tests show very good agreement with the model for our systems.
Resumo:
Los cambios percibidos hacia finales del siglo XX y a principios del nuevo milenio, nos ha mostrado que la crisis cultural de la que somos participes refleja también una crisis de los modelos universales. Nuestra situación contemporánea, parece indicar que ya no es posible formular un sistema estético para atribuirle una vigencia universal e intemporal más allá de su estricta eficacia puntual. La referencia organizada, delimitada, invariable y específica que ofrecía cualquier emplazamiento, en tanto preexistencia, reflejaba una jerarquía del sistema formal basado en lo extensivo: la medida, las normas, el movimiento, el tiempo, la modulación, los códigos y las reglas. Sin embargo, actualmente, algunos aspectos que permanecían latentes sobre lo construido, emergen bajo connotaciones intensivas, transgrediendo la simple manifestación visual y expresiva, para centrase en las propiedades del comportamiento de la materia y la energía como determinantes de un proceso de adaptación en el entorno. A lo largo del todo el siglo XX, el desarrollo de la relación del proyecto sobre lo construido ha sido abordado, casi en exclusiva, entre acciones de preservación o intervención. Ambas perspectivas, manifestaban esfuerzos por articular un pensamiento que diera una consistencia teórica, como soporte para la producción de la acción aditiva. No obstante, en las últimas décadas de finales de siglo, la teoría arquitectónica terminó por incluir pensamientos de otros campos que parecen contaminar la visión sesgada que nos refería lo construido. Todo este entramado conceptual previo, aglomeraba valiosos intentos por dar contenido a una teoría que pudiese ser entendida desde una sola posición argumental. Es así, que en 1979 Ignasi Solá-Morales integró todas las imprecisiones que referían una actuación sobre una arquitectura existente, bajo el termino de “intervención”, el cual fue argumentado en dos sentidos: El primero referido a cualquier tipo de actuación que se puede hacer en un edificio, desde la defensa, preservación, conservación, reutilización, y demás acciones. Se trata de un ámbito donde permanece latente el sentido de intensidad, como factor común de entendimiento de una misma acción. En segundo lugar, más restringido, la idea de intervención se erige como el acto crítico a las ideas anteriores. Ambos representan en definitiva, formas de interpretación de un nuevo discurso. “Una intervención, es tanto como intentar que el edificio vuelva a decir algo o lo diga en una determinada dirección”. A mediados de 1985, motivado por la corriente de revisión historiográfica y la preocupación del deterioro de los centros históricos que recorría toda Europa, Solá-Morales se propone reflexionar sobre “la relación” entre una intervención de nueva arquitectura y la arquitectura previamente existente. Relación condicionada estrictamente bajo consideraciones lingüísticas, a su entender, en sintonía con toda la producción arquitectónica de todo el siglo XX. Del Contraste a la Analogía, resumirá las transformaciones en la concepción discursiva de la intervención arquitectónica, como un fenómeno cambiante en función de los valores culturales, pero a su vez, mostrando una clara tendencia dialógica entres dos categorías formales: El Contraste, enfatizando las posibilidades de la novedad y la diferencia; y por otro lado la emergente Analogía, como una nueva sensibilidad de interpretación del edificio antiguo, donde la semejanza y la diversidad se manifiestan simultáneamente. El aporte reflexivo de los escritos de Solá-Morales podría ser definitivo, si en las últimas décadas antes del fin de siglo, no se hubiesen percibido ciertos cambios sobre la continuidad de la expresión lingüística que fomentaba la arquitectura, hacia una especie de hipertrofia figurativa. Entre muchos argumentos: La disolución de la consistencia compositiva y el estilo unitario, la incorporación volumétrica del proyecto como dispositivo reactivo, y el cambio de visión desde lo retrospectivo hacia lo prospectivo que sugiere la nueva conservación. En este contexto de desintegración, el proyecto, en tanto incorporación o añadido sobre un edificio construido, deja de ser considerado como un apéndice volumétrico subordinado por la reglas compositivas y formales de lo antiguo, para ser considerado como un organismo de orden reactivo, que produce en el soporte existente una alteración en su conformación estructural y sistémica. La extensión, antes espacial, se considera ahora una extensión sensorial y morfológica con la implementación de la tecnología y la hiper-información, pero a su vez, marcados por una fuerte tendencia de optimización energética en su rol operativo, ante el surgimiento del factor ecológico en la producción contemporánea. En una sociedad, como la nuestra, que se está modernizando intensamente, es difícil compartir una adecuada sintonía con las formas del pasado. Desde 1790, fecha de la primera convención francesa para la conservación de monumentos, la escala de lo que se pretende preservar es cada vez más ambiciosa, tanto es así, que al día de hoy el repertorio de lo que se conserva incluye prácticamente todas las tipologías del entorno construido. Para Koolhaas, el intervalo entre el objeto y el momento en el cual se decide su conservación se ha reducido, desde dos milenios en 1882 a unas décadas hoy en día. En breve este lapso desaparecerá, demostrando un cambio radical desde lo retrospectivo hacia lo prospectivo, es decir, que dentro de poco habrá que decidir que es lo que se conserva antes de construir. Solá-Morales, en su momento, distinguió la relación entre lo nuevo y lo antiguo, entre el contraste y la analogía. Hoy casi tres décadas después, el objetivo consiste en evaluar si el modelo de intervención arquitectónica sobre lo construido se ha mantenido desde entonces o si han aparecido nuevas formas de posicionamiento del proyecto sobre lo construido. Nuestro trabajo pretende demostrar el cambio de enfoque proyectual con la preexistencia y que éste tiene estrecha relación con la incorporación de nuevos conceptos, técnicas, herramientas y necesidades que imprimen el contexto cultural, producido por el cambio de siglo. Esta suposición nos orienta a establecer un paralelismo arquitectónico entre los modos de relación en que se manifiesta lo nuevo, entre una posición comúnmente asumida (Tópica), genérica y ortodoxa, fundamentada en lo visual y expresivo de las últimas décadas del siglo XX, y una realidad emergente (Heterotópica), extraordinaria y heterodoxa que estimula lo inmaterial y que parece emerger con creciente intensidad en el siglo XXI. Si a lo largo de todo el siglo XX, el proyecto de intervención arquitectónico, se debatía entre la continuidad y discontinuidad de las categorías formales marcadas por la expresión del edificio preexistente, la nueva intervención contemporánea, como dispositivo reactivo en el paisaje y en el territorio, demanda una absoluta continuidad, ya no visual, expresiva, ni funcional, sino una continuidad fisiológica de adaptación y cambio con la propia dinámica del territorio, bajo nuevas reglas de juego y desplegando planes y estrategias operativas (proyectivas) desde su propia lógica y contingencia. El objeto de esta investigación es determinar los nuevos modos de continuidad y las posibles lógicas de producción que se manifiestan dentro de la Intervención Arquitectónica, intentando superar lo aparente de su relación física y visual, como resultado de la incorporación del factor operativo desplegado por el nuevo dispositivo contemporáneo. Creemos que es acertado mantener la senda connotativa que marca la denominación intervención arquitectónica, por aglutinar conceptos y acercamientos teóricos previos que han ido evolucionando en el tiempo. Si bien el término adolece de mayor alcance operativo desde su formulación, una cualidad que infieren nuestras lógicas contemporáneas, podría ser la reformulación y consolidación de un concepto de intervención más idóneo con nuestros tiempos, anteponiendo un procedimiento lógico desde su propia necesidad y contingencia. Finalmente, nuestro planteamiento inicial aspira a constituir un nueva forma de reflexión que nos permita comprender las complejas implicaciones que infiere la nueva arquitectura sobre la preexistencia, motivada por las incorporación de factores externos al simple juicio formal y expresivo preponderante a finales del siglo XX. Del mismo modo, nuestro camino propuesto, como alternativa, permite proyectar posibles sendas de prospección, al considerar lo preexistente como un ámbito que abarca la totalidad del territorio con dinámicas emergentes de cambio, y con ellas, sus lógicas de intervención.Abstract The perceived changes towards the end of the XXth century and at the beginning of the new milennium have shown us that the cultural crisis in which we participate also reflects a crisis of the universal models. The difference between our contemporary situation and the typical situations of modern orthodoxy and post-modernistic fragmentation, seems to indicate that it is no longer possible to formulate a valid esthetic system, to assign a universal and eternal validity to it beyond its strictly punctual effectiveness; which is even subject to questioning because of the continuous transformations that take place in time and in the sensibility of the subject itself every time it takes over the place. The organised reference that any location offered, limited, invariable and specific, while pre-existing, reflected a hierarchy of the formal system based on the applicable: measure, standards, movement, time, modulation, codes and rules. Authors like Marshall Mc Luhan, Paul Virilio, or Marc Augé anticipated a reality where the conventional system already did not seem to respond to the new architectural requests in which information, speed, disappearance and the virtual had blurred the traditional limits of place; pre-existence did no longer possess a specific delimitation and, on the contrary, they expect to reach a global scale. Currently, some aspects that stayed latent relating to the constructed, surface from intensive connotations, transgressing the simple visual and expressive manifestation in order to focus on the traits of the behaviour of material and energy as determinants of a process of adaptation to the surroundings. Throughout the entire Century, the development of the relation of the project relating to the constructed has been addressed, almost exclusively, in preservational or interventianal actions. Both perspectives showed efforts in order to express a thought that would give a theoretical consistency as a base for the production of the additive action. Nevertheless, the last decades of the Century, architectural theory ended up including thoughts from other fields that seem to contaminate the biased vision 15 which the constructed related us. Ecology, planning, philosophy, global economy, etc, suggest new approaches to the construction of the contemporary city; but this time with a determined idea of change and continuous transformation, that enriches the panorama of thought and architectural practice, at the same time, according to some, it puts disciplinary specification at risk, given that there is no architecture without destruction, the constructed organism requires mutation in order to adjust to the change of shape. All of this previous conceptual framework gathered valuable intents to give importance to a theory that could be understood solely from an argumental position. Thusly, in 1979 Ignasi Solá-Morales integrated all of the imprecisions that referred to an action in existing architecture under the term of “Intervention”, which was explained in two ways: The first referring to any type of intervention that can be carried out in a building, regarding protection, conservation, reuse, etc. It is about a scope where the meaning of intensity stays latent as a common factor of the understanding of a single action. Secondly, more limitedly, the idea of intervention is established as the critical act to the other previous ideas such as restauration, conservation, reuse, etc. Both ultimately represent ways of interpretation of a new speech. “An intervention, is as much as trying to make the building say something again or that it be said in a certain direction”. Mid 1985, motivated by the current of historiographical revision and the concerns regarding the deterioration of historical centres that traversed Europe, Solá-Morales decides to reflect on “the relationship” between an intervention of the new architecture and the previously existing architecture. A relationship determined strictly by linguistic considerations, to his understanding, in harmony with all of the architectural production of the XXth century. From Contrast to Analogy would summarise transformations in the discursive perception of architectural intervention, as a changing phenomenon depending on cultural values, but at the same time, showing a clear dialogical tendency between two formal categories: Contrast, emphasising the possibilities of novelty and difference; and on the other hand the emerging Analogy, as a new awareness of interpretation of the ancient building, where the similarity and diversity are manifested simultaneously. For Solá-Morales the analogical procedure is not based on the visible simultaneity of formal orders, but on associations that the subject establishes throughout time. Through analogy it is tried to overcome the simple visual relationship with the antique, to focus on its spacial, physical and geographical nature. If the analogical attempt guides an opening towards a new continuity; it still persists in the connection of dimensional, typological and figurative factors, subordinate to the formal hierarchy of the preexisting subjects. 16 The reflexive contribution of Solá-Morales’ works could be final, if in the last decades before the end of the century there had not been certain changes regarding linguistic expression, encouraged by architecture, towards a kind of figurative hypertrophy, amongst many arguments we are in this case interested in three moments: The dissolution of the compositional consistency and the united style, the volumetric incorporation of the project as a reactive mechanism, and the change of the vision from retrospective towards prospective that the new conservation suggests. The recurrence to the history of architecture and its recognisable forms, as a way of perpetuating memory and establishing a reference, dissolved any instinct of compositive unity and style, provoking permanent relationships to tend to disappear. The composition and coherence lead to suppose a type of discontinuity of isolated objects in which only possible relationships could appear; no longer as an order of certain formal and compositive rules, but as a special way of setting elements in a specific work. The new globalised field required new forms of consistency between the project and the pre-existent subject, motivated amongst others by the higher pace of market evolution, increase of consumer tax and the level of information and competence between different locations; aspects which finally made stylistic consistence inefficient. In this context of disintegration, the project, in incorporation as well as added to a constructed building, stops being considered as a volumetric appendix subordinate to compositive and formal rules of old, to be considered as an organism of reactive order, that causes a change in the structural and systematic configuration of the existing foundation. The extension, previsouly spatial, is now considered a sensorial and morphological extension, with the implementation of technology and hyper-information, but at the same time, marked by a strong tendency of energetic optimization in its operational role, facing the emergence of the ecological factor in contemporary production. The technological world turns into a new nature, a nature that should be analysed from ecological terms; in other words, as an event of transition in the continuous redistribution of energy. In this area, effectiveness is not only determined by the capacity of adaptation to changing conditions, but also by its transforming capacity “expressly” in order to change an environment. In a society, like ours, that is modernising intensively, it is difficult to share an adecuate agreement with the forms of the past. From 1790, the date of the first French convention for the conservation of monuments, the scale of what is expexted to be preserved is more and more ambitious, so much so that nowadays the repertoire of that what is conserved includes practically all typologies of the constructed surroundings. For Koolhaas, the ínterval between the object and the moment when its conservation is decided has been reduced, from two 17 milennia in 1882 to a few decades nowadays. Shortly this lapse will disappear, showing a radical change of retrospective towards prospective, that is to say, that soon it will be necessary to decide what to conserve before constructing. The shapes of cities are the result of the continuous incorporation of architecture, and perhaps that only through architecture the response to the universe can be understood, the continuity of what has already been constructed. Our work is understood also within that system, modifying the field of action and leaving the road ready for the next movement of those that will follow after us. Continuity does not mean conservatism, continuity means being conscient of the transitory value of our answers to specific needs, accepting the change that we have received. That what has been constructed to remain and last, should cause future interventions to be integrated in it. It is necessary to accept continuity as a rule. Solá-Morales, in his time, distinguished between the relationship with new and old, between contrast and analogy. Today, almost three decades later, the objective consists of evaluating whether the model of architectural intervention in the constructed has been maintained since then or if new ways of positioning the project regarding the constructed have appeared. Our work claims to show the change of the approach of projects with pre-existing subjects and that this has got a close relation to the incorporation of new concepts, techniques, tools and necessities that impress the cultural context, caused by the change of centuries. This assumption guides us to establish a parallelism between the forms of connection where that what is new is manifested between a commonly assumed (topical), generic and orthodox position, based on that what is visual and expressive in the last decades of the XXth century, and an emerging (heterotopical), extraordinary and heterodox reality that stimulates the immaterial and that seems to emerge with growing intensity in the XXIst century. If throughout the XXth century the project of architectural intervention was considered from the continuity and discontinuity of formal categories, marked by the expression of the pre-existing building, the new contemporary intervention, as a reactive device in the landscape and territory, demands an absolute continuity. No longer a visual, expressive or functional one but a morphological continuity of adaptation and change with its own territorial dynamics, under new game rules and unfolding new operative (projective) strategies from its own logic and contingency. 18 The aim of this research is to determine new forms of continuity and the possible logic of production that are expressed in the Architectural Intervention, trying to overcome the obviousness of its physical and visual relationship, at the beginning of this new century, as a result of the incorporation of the operative factor that the new architectural device unfolds. We think it is correct to maintain the connotative path that marks the name architectural intervention by bringing previous concepts and theorical approaches that have been evolving through time together. If the name suffers from a wider operational range because of its formulation, a quality that our contemporary logic provokes, the reformulation and consolidation of an interventional concept could be more suitable for our times, giving preference to a logical method from its own necessity and contingency. It seems that now time shapes the topics, it is no longer about materialising a certain time but about expressing the changes that its new temporality generates. Finally, our initial approach aspires to form a new way of reflection that permits us to understand the complex implications that the new architecture submits the pre-existing subject to, motivated by the incorporation of factors external to simple formal and expressive judgement, prevailing at the end of the XXth century. In the same way, our set road, as an alternative, permits the contemplation of possible research paths, considering that what is pre-existing as an area that spans the whole territory with emerging changing dynamics and, with them, their interventional logics.
Resumo:
We study a cognitive radio scenario in which the network of sec- ondary users wishes to identify which primary user, if any, is trans- mitting. To achieve this, the nodes will rely on some form of location information. In our previous work we proposed two fully distributed algorithms for this task, with and without a pre-detection step, using propagation parameters as the only source of location information. In a real distributed deployment, each node must estimate its own po- sition and/or propagation parameters. Hence, in this work we study the effect of uncertainty, or error in these estimates on the proposed distributed identification algorithms. We show that the pre-detection step significantly increases robustness against uncertainty in nodes' locations.
Resumo:
We present two approaches to cluster dialogue-based information obtained by the speech understanding module and the dialogue manager of a spoken dialogue system. The purpose is to estimate a language model related to each cluster, and use them to dynamically modify the model of the speech recognizer at each dialogue turn. In the first approach we build the cluster tree using local decisions based on a Maximum Normalized Mutual Information criterion. In the second one we take global decisions, based on the optimization of the global perplexity of the combination of the cluster-related LMs. Our experiments show a relative reduction of the word error rate of 15.17%, which helps to improve the performance of the understanding and the dialogue manager modules.
Resumo:
High switching frequencies (several MHz) allow the integration of low power DC/DC converters. Although, in theory, a high switching frequency would make possible to implement a conventional Voltage Mode control (VMC) or Peak Current Mode control (PCMC) with very high bandwidth, in practice, parasitic effects and robustness limits the applicability of these control techniques. This paper compares VMC and CMC techniques with the V2IC control. This control is based on two loops. The fast internal loop has information of the output capacitor current and the error voltage, providing fast dynamic response under load and voltage reference steps, while the slow external voltage loop provides accurate steady state regulation. This paper shows the fast dynamic response of the V2IC control under load and output voltage reference steps and its robustness operating with additional output capacitors added by the customer.
Resumo:
The Linearized Auto-Localization (LAL) algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs), using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL), the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method.
Resumo:
Este trabajo aborda el problema de modelizar sistemas din´amicos reales a partir del estudio de sus series temporales, usando una formulaci´on est´andar que pretende ser una abstracci´on universal de los sistemas din´amicos, independientemente de su naturaleza determinista, estoc´astica o h´ıbrida. Se parte de modelizaciones separadas de sistemas deterministas por un lado y estoc´asticos por otro, para converger finalmente en un modelo h´ıbrido que permite estudiar sistemas gen´ericos mixtos, esto es, que presentan una combinaci´on de comportamiento determinista y aleatorio. Este modelo consta de dos componentes, uno determinista consistente en una ecuaci´on en diferencias, obtenida a partir de un estudio de autocorrelaci´on, y otro estoc´astico que modeliza el error cometido por el primero. El componente estoc´astico es un generador universal de distribuciones de probabilidad, basado en un proceso compuesto de variables aleatorias, uniformemente distribuidas en un intervalo variable en el tiempo. Este generador universal es deducido en la tesis a partir de una nueva teor´ıa sobre la oferta y la demanda de un recurso gen´erico. El modelo resultante puede formularse conceptualmente como una entidad con tres elementos fundamentales: un motor generador de din´amica determinista, una fuente interna de ruido generadora de incertidumbre y una exposici´on al entorno que representa las interacciones del sistema real con el mundo exterior. En las aplicaciones estos tres elementos se ajustan en base al hist´orico de las series temporales del sistema din´amico. Una vez ajustados sus componentes, el modelo se comporta de una forma adaptativa tomando como inputs los nuevos valores de las series temporales del sistema y calculando predicciones sobre su comportamiento futuro. Cada predicci´on se presenta como un intervalo dentro del cual cualquier valor es equipro- bable, teniendo probabilidad nula cualquier valor externo al intervalo. De esta forma el modelo computa el comportamiento futuro y su nivel de incertidumbre en base al estado actual del sistema. Se ha aplicado el modelo en esta tesis a sistemas muy diferentes mostrando ser muy flexible para afrontar el estudio de campos de naturaleza dispar. El intercambio de tr´afico telef´onico entre operadores de telefon´ıa, la evoluci´on de mercados financieros y el flujo de informaci´on entre servidores de Internet son estudiados en profundidad en la tesis. Todos estos sistemas son modelizados de forma exitosa con un mismo lenguaje, a pesar de tratarse de sistemas f´ısicos totalmente distintos. El estudio de las redes de telefon´ıa muestra que los patrones de tr´afico telef´onico presentan una fuerte pseudo-periodicidad semanal contaminada con una gran cantidad de ruido, sobre todo en el caso de llamadas internacionales. El estudio de los mercados financieros muestra por su parte que la naturaleza fundamental de ´estos es aleatoria con un rango de comportamiento relativamente acotado. Una parte de la tesis se dedica a explicar algunas de las manifestaciones emp´ıricas m´as importantes en los mercados financieros como son los “fat tails”, “power laws” y “volatility clustering”. Por ´ultimo se demuestra que la comunicaci´on entre servidores de Internet tiene, al igual que los mercados financieros, una componente subyacente totalmente estoc´astica pero de comportamiento bastante “d´ocil”, siendo esta docilidad m´as acusada a medida que aumenta la distancia entre servidores. Dos aspectos son destacables en el modelo, su adaptabilidad y su universalidad. El primero es debido a que, una vez ajustados los par´ametros generales, el modelo se “alimenta” de los valores observables del sistema y es capaz de calcular con ellos comportamientos futuros. A pesar de tener unos par´ametros fijos, la variabilidad en los observables que sirven de input al modelo llevan a una gran riqueza de ouputs posibles. El segundo aspecto se debe a la formulaci´on gen´erica del modelo h´ıbrido y a que sus par´ametros se ajustan en base a manifestaciones externas del sistema en estudio, y no en base a sus caracter´ısticas f´ısicas. Estos factores hacen que el modelo pueda utilizarse en gran variedad de campos. Por ´ultimo, la tesis propone en su parte final otros campos donde se han obtenido ´exitos preliminares muy prometedores como son la modelizaci´on del riesgo financiero, los algoritmos de routing en redes de telecomunicaci´on y el cambio clim´atico. Abstract This work faces the problem of modeling dynamical systems based on the study of its time series, by using a standard language that aims to be an universal abstraction of dynamical systems, irrespective of their deterministic, stochastic or hybrid nature. Deterministic and stochastic models are developed separately to be merged subsequently into a hybrid model, which allows the study of generic systems, that is to say, those having both deterministic and random behavior. This model is a combination of two different components. One of them is deterministic and consisting in an equation in differences derived from an auto-correlation study and the other is stochastic and models the errors made by the deterministic one. The stochastic component is an universal generator of probability distributions based on a process consisting in random variables distributed uniformly within an interval varying in time. This universal generator is derived in the thesis from a new theory of offer and demand for a generic resource. The resulting model can be visualized as an entity with three fundamental elements: an engine generating deterministic dynamics, an internal source of noise generating uncertainty and an exposure to the environment which depicts the interactions between the real system and the external world. In the applications these three elements are adjusted to the history of the time series from the dynamical system. Once its components have been adjusted, the model behaves in an adaptive way by using the new time series values from the system as inputs and calculating predictions about its future behavior. Every prediction is provided as an interval, where any inner value is equally probable while all outer ones have null probability. So, the model computes the future behavior and its level of uncertainty based on the current state of the system. The model is applied to quite different systems in this thesis, showing to be very flexible when facing the study of fields with diverse nature. The exchange of traffic between telephony operators, the evolution of financial markets and the flow of information between servers on the Internet are deeply studied in this thesis. All these systems are successfully modeled by using the same “language”, in spite the fact that they are systems physically radically different. The study of telephony networks shows that the traffic patterns are strongly weekly pseudo-periodic but mixed with a great amount of noise, specially in the case of international calls. It is proved that the underlying nature of financial markets is random with a moderate range of variability. A part of this thesis is devoted to explain some of the most important empirical observations in financial markets, such as “fat tails”, “power laws” and “volatility clustering”. Finally it is proved that the communication between two servers on the Internet has, as in the case of financial markets, an underlaying random dynamics but with a narrow range of variability, being this lack of variability more marked as the distance between servers is increased. Two aspects of the model stand out as being the most important: its adaptability and its universality. The first one is due to the fact that once the general parameters have been adjusted , the model is “fed” on the observable manifestations of the system in order to calculate its future behavior. Despite the fact that the model has fixed parameters the variability in the observable manifestations of the system, which are used as inputs of the model, lead to a great variability in the possible outputs. The second aspect is due to the general “language” used in the formulation of the hybrid model and to the fact that its parameters are adjusted based on external manifestations of the system under study instead of its physical characteristics. These factors made the model suitable to be used in great variety of fields. Lastly, this thesis proposes other fields in which preliminary and promising results have been obtained, such as the modeling of financial risk, the development of routing algorithms for telecommunication networks and the assessment of climate change.
Resumo:
Los sistemas basados en la técnica OFDM (Multiplexación por División de Frecuencias Ortogonales) son una evolución de los tradicionales sistemas FDM (Multiplexación por División de Frecuencia), gracias a la cual se consigue un mejor aprovechamiento del ancho de banda. En la actualidad los sistemas OFDM y sus variantes ocupan un lugar muy importante en las comunicaciones, estando implementados en diversos estándares como pueden ser: DVB-T (estándar de la TDT), ADSL, LTE, WIMAX, DAB (radio digital), etc. Debido a ello, en este proyecto se implementa un sistema OFDM en el que poder realizar diversas simulaciones para entender mejor su funcionamiento. Para ello nos vamos a valer de la herramienta Matlab. Los objetivos fundamentales dentro de la simulación del sistema es poner a prueba el empleo de turbo códigos (comparándolo con los códigos convolucionales tradicionales) y de un ecualizador. Todo ello con la intención de mejorar la calidad de nuestro sistema (recibir menos bits erróneos) en condiciones cada vez más adversas: relaciones señal a ruido bajas y multitrayectos. Para ello se han implementado las funciones necesarias en Matlab, así como una interfaz gráfica para que sea más sencillo de utilizar el programa y más didáctico. En los capítulos segundo y tercero de este proyecto se efectúa un estudio de las bases de los sistemas OFDM. En el segundo nos centramos más en un estudio teórico puro para después pasar en el tercero a centrarnos únicamente en la teoría de los bloques implementados en el sistema OFDM que se desarrolla en este proyecto. En el capítulo cuarto se explican las distintas opciones que se pueden llevar a cabo mediante la interfaz implementada, a la vez que se elabora un manual para el correcto uso de la misma. El quinto capítulo se divide en dos partes, en la primera se muestran las representaciones que puede realizar el programa, y en la segunda únicamente se realizan simulaciones para comprobar que tal responde nuestra sistema a distintas configuraciones de canal, y las a distintas configuraciones que hagamos nosotros de nuestro sistema (utilicemos una codificación u otra, utilicemos el ecualizador o el prefijo cíclico, etc…). Para finalizar, en el último capítulo se exponen las conclusiones obtenidas en este proyecto, así como posibles líneas de trabajo que seguir en próximas versiones del mismo. ABSTRACT. Systems based on OFDM (Orthogonal Frequency Division Multiplexing) technique are an evolution of traditional FDM (Frequency Division Multiplexing). Due to the use of OFDM systems are achieved by more efficient use of bandwidth. Nowadays, OFDM systems and variants of OFDM systems occupy a very important place in the world of communications, being implemented in standards such as DVB-T, ADSL, LTE, WiMAX, DAB (digital radio) and another more. For all these reasons, this project implements a OFDM system for performing various simulations for better understanding of OFDM system operation. The system has been simulated using Matlab. With system simulation we search to get two key objectives: to test the use of turbo codes (compared to traditional convolutional codes) and an equalizer. We do so with the intention of improving the quality of our system (receive fewer rates of bit error) in increasingly adverse conditions: lower signal-to-noise and multipath. For these reasons necessaries Matlab´s functions have been developed, and a GUI (User Graphical Interface) has been integrated so the program can be used in a easier and more didactic way. This project is divided into five chapters. In the second and third chapter of this project are developed the basis of OFDM systems. Being developed in the second one a pure theoretical study, while focusing only on block theory implemented in the OFDM system in the third one. The fourth chapter describes the options that can be carried out by the interface implemented. Furthermore the chapter is developed for the correct use of the interface. The fifth chapter is divided into two parts, the first part shows to us the representations that the program can perform, and the second one just makes simulations to check that our system responds to differents channel configurations (use of convolutional codes or turbo codes, the use of equalizer or cyclic prefix…). Finally, the last chapter presents the conclusions of this project and possible lines of work to follow in future versions.
Resumo:
This work highlights two critical taboos in organizations: 1)taking for granted the quality of certain capabilities and attitudes of the end-user representatives (EUR) in information systems development projects (ISDP), and 2) the EUR´s inherent accountability for losses in IS investments. These issues are neither addressed by theory nor research when assessing success/ failure. A triangulation approach was applied to combine quantitative and qualitative methods, having convergent results and showing that in problematic cases, paradoxically, the origin of IS rejection by end users (EU) points towards the EUR themselves. It has been evaluated to what extent some EUR factors impacted a macro ISDP involving an enterprise resource planning (ERP) package, ranking the ‘knowledge of the EUR’ as the main latent variable. The results validate some issues found throughout decades of praxis, confirming that when not properly managed the EUR role by itself has a direct relationship with IS rejection and significant losses in IS investments.
Application of the agency theory for the analysis of performance-based mechanisms in road management
Resumo:
El WCTR es un congreso de reconocido prestigio internacional en el ámbito de la investigación del transporte, y aunque las actas publicadas están en formato digital y sin ISSN ni ISBN, lo consideramos lo suficientemente importante como para que se considere en los indicadores. This paper develops a model based on agency theory to analyze road management systems (under the different contract forms available today) that employ a mechanism of performance indicators to establish the payment of the agent. The base assumption is that of asymmetric information between the principal (Public Authorities) and the agent (contractor) and the risk aversion of this latter. It is assumed that the principal may only measure the agent?s performance indirectly and by means of certain performance indicators that may be verified by the authorities. In this model there is presumed to be a relation between the efforts made by the agent and the performance level measured by the corresponding indicators, though it is also considered that there may be dispersion between both variables that gives rise to a certain degree of randomness in the contract. An analysis of the optimal contract has been made on the basis of this model and in accordance with a series of parameters that characterize the economic environment and the particular conditions of road infrastructure. As a result of the analysis made, it is considered that an optimal contract should generally combine a fixed component and a payment in accordance with the performance level obtained. The higher the risk aversion of the agent and the greater the marginal cost of public funds, the lower the impact of this performance-based payment. By way of conclusion, the system of performance indicators should be as broad as possible but should not overweight those indicators that encompass greater randomness in their results.
Resumo:
Surfactant monolayers are of interest in a variety of phenomena, including thin film dynamics and the formation and dynamics of foams. Measurement of surface properties has received a continuous attention and requires good theoretical models to extract the relevant physico- chemical information from experimental data. A common experimental set up consists in a shallow liquid layer whose free surface is slowly com- pressed/expanded in periodic fashion by moving two slightly immersed solid barriers, which varies the free surface area and thus the surfactant concentration. The simplest theory ignores the fluid dynamics in the bulk fluid, assuming spatially uniform surfactant concentration, which requires quite small forcing frequencies and provides reversible dynamics in the compression/expansion cycles. Sometimes, it is not clear whether depar- ture from reversibility is due to non-equilibrium effects or to the ignored fluid dynamics. Here we present a long wave theory that takes the fluid dynamics and the symmetries of the problem into account. In particular, the validity of the spatially-uniform-surfactant-concentration assumption is established and a nonlinear diffusion equation is derived. This allows for calculating spatially nonuniform monolayer dynamics and uncovering the physical mechanisms involved in the surfactant behavior. Also, this analysis can be considered a good means for extracting more relevant information from each experimental run.
Resumo:
Los decisores cada vez se enfrentan a problemas más complejos en los que tomar una decisión implica tener que considerar simultáneamente muchos criterios que normalmente son conflictivos entre sí. En la mayoría de los problemas de decisión es necesario considerar criterios económicos, sociales y medioambientales. La Teoría de la Decisión proporciona el marco adecuado para poder ayudar a los decisores a resolver estos problemas de decisión complejos, al permitir considerar conjuntamente la incertidumbre existente sobre las consecuencias de cada alternativa en los diferentes atributos y la imprecisión sobre las preferencias de los decisores. En esta tesis doctoral nos centramos en la imprecisión de las preferencias de los decisores cuando éstas pueden ser representadas mediante una función de utilidad multiatributo aditiva. Por lo tanto, consideramos imprecisión tanto en los pesos como en las funciones de utilidad componentes de cada atributo. Se ha considerado el caso en que la imprecisión puede ser representada por intervalos de valores o bien mediante información ordinal, en lugar de proporcionar valores concretos. En este sentido, hemos propuesto métodos que permiten ordenar las diferentes alternativas basados en los conceptos de intensidad de dominación o intensidad de preferencia, los cuales intentan medir la fuerza con la que cada alternativa es preferida al resto. Para todos los métodos propuestos se ha analizado su comportamiento y se ha comparado con los más relevantes existentes en la literatura científica que pueden ser aplicados para resolver este tipo de problemas. Para ello, se ha realizado un estudio de simulación en el que se han usado dos medidas de eficiencia (hit ratio y coeficiente de correlación de Kendall) para comparar los diferentes métodos. ABSTRACT Decision makers increasingly face complex decision-making problems where they have to simultaneously consider many often conflicting criteria. In most decision-making problems it is necessary to consider economic, social and environmental criteria. Decision making theory provides an adequate framework for helping decision makers to make complex decisions where they can jointly consider the uncertainty about the performance of each alternative for each attribute, and the imprecision of the decision maker's preferences. In this PhD thesis we focus on the imprecision of the decision maker's preferences represented by an additive multiattribute utility function. Therefore, we consider the imprecision of weights, as well as of component utility functions for each attribute. We consider the case in which the imprecision is represented by ranges of values or by ordinal information rather than precise values. In this respect, we propose methods for ranking alternatives based on notions of dominance intensity, also known as preference intensity, which attempt to measure how much more preferred each alternative is to the others. The performance of the propose methods has been analyzed and compared against the leading existing methods that are applicable to this type of problem. For this purpose, we conducted a simulation study using two efficiency measures (hit ratio and Kendall correlation coefficient) to compare the different methods.