Modulador de Magnitude em DSP

A eficiência espectral e o consumo de potência constituem dois parâmetros fundamentais a ter em conta no projecto de qualquer sistema de comunicação digital. As técnicas de modulação e a filtragem FIR do tipo root-raised cosine (RRC) de baixo rool-off, assumem um papel cada vez mais importante nas comunicações sem fios com vista à maximização da eficiência espectral dos sistemas. A consequência disto é um aumento da razão entre a potência de pico do sinal a transmitir e a sua potência média (Peak-to-Average Power Ratio - PAPR). Elevados valores de PAPR impõem elevados requisitos de linearidade nos amplificadores de potência usados nos transmissores, com consequente aumento do consumo de potência do sistema. Um elevado PAPR dificulta ainda o projecto dos conversores digitais - analógicos (DAC), devido à elevada gama dinâmica do sinal. A realização desta dissertação tem como objectivo a validação de um método proposto recentemente, controlo de magnitude (Magnitude Modulatation-MM) do sinal modulado com vista à redução do PAPR do sinal de banda limitada a transmitir. Este sistema foi designado por, Multistage Polyphase Magnitude Modulation (MPMM). O sistema foi desenvolvido num processador digital de sinal (DSP) TMS320C6713 (vírgula flutuante) da Texas Instruments (TI). Foram exploradas as capacidades de processamento paralelo deste DSP, de forma a maximizar o desempenho do sistema.

Growing at the production frontier. European aggregate growth, 1870-1914

The view of a 1870-1913 expanding European economy providing increasing welfare to everybody has been challenged by many, then and now. We focus on the amazing growth that was experienced, its diffusion and its sources, in the context of the permanent competition among European nation states. During 1870-193 the globalized European economy reached a silver age . GDP growth was quite rapid (2.15% per annum) and diffused all over Europe. Even discounting the high rates of population growth (1.06%), per capita growth was left at a respectable 1.08%. Income per capita was rising in every country, and the rates of improvement were quite similar. This was a major achievement after two generations of highly localized growth, both geographically and socially. Growth was based on the increased use of labour and capital, but a good part of growth (73 per cent for the weighted average of the best documented European countries) came out of total factor productivity efficiency gains resulting from not well specified ultimate sources of growth. This proportion suggests that the European economy was growing at full capacity at its production frontier. It would have been very difficult to improve its performance. Within Europe, convergence was limited, and it only was in motion after 1900. What happened was more the end of the era of big divergence rather than an era of convergence.

Improved estimation of the covariance matrix of stock returns with an application to portofolio selection

This paper proposes to estimate the covariance matrix of stock returnsby an optimally weighted average of two existing estimators: the samplecovariance matrix and single-index covariance matrix. This method isgenerally known as shrinkage, and it is standard in decision theory andin empirical Bayesian statistics. Our shrinkage estimator can be seenas a way to account for extra-market covariance without having to specifyan arbitrary multi-factor structure. For NYSE and AMEX stock returns from1972 to 1995, it can be used to select portfolios with significantly lowerout-of-sample variance than a set of existing estimators, includingmulti-factor models.

Local volatility changes in the black-scholes model

In this paper we address a problem arising in risk management; namely the study of price variations of different contingent claims in the Black-Scholes model due to anticipating future events. The method we propose to use is an extension of the classical Vega index, i.e. the price derivative with respect to the constant volatility, in thesense that we perturb the volatility in different directions. Thisdirectional derivative, which we denote the local Vega index, will serve as the main object in the paper and one of the purposes is to relate it to the classical Vega index. We show that for all contingent claims studied in this paper the local Vega index can be expressed as a weighted average of the perturbation in volatility. In the particular case where the interest rate and the volatility are constant and the perturbation is deterministic, the local Vega index is an average of this perturbation multiplied by the classical Vega index. We also study the well-known goal problem of maximizing the probability of a perfect hedge and show that the speed of convergence is in fact dependent of the local Vega index.

Worst-case bounds for the logarithmic loss of predictors

We investigate on-line prediction of individual sequences. Given a class of predictors, the goal is to predict as well as the best predictor in the class, where the loss is measured by the self information (logarithmic) loss function. The excess loss (regret) is closely related to the redundancy of the associated lossless universal code. Using Shtarkov's theorem and tools from empirical process theory, we prove a general upper bound on the best possible (minimax) regret. The bound depends on certain metric properties of the class of predictors. We apply the bound to both parametric and nonparametric classes ofpredictors. Finally, we point out a suboptimal behavior of the popular Bayesian weighted average algorithm.

Runoff measurement and prediction for a watershed under natural vegetation in central Brazil

This work aimed to measure and analyze total rainfall (P), rainfall intensity and five-day antecedent rainfall effects on runoff (R); to compare measured and simulated R values using the Soil Conservation Service Curve Number method (CN) for each rainfall event; and to establish average R/P ratios for observed R values. A one-year (07/01/96 to 06/30/97) rainfall-runoff data study was carried out in the Capetinga watershed (962.4 ha), located at the Federal District of Brazil, 47° 52' longitude West and 15° 52' latitude South. Soils of the watershed were predominantly covered by natural vegetation. Total rainfall and runoff for the period were 1,744 and 52.5 mm, respectively, providing R/P of 3% and suggesting that watershed physical characteristics favored water infiltration into the soil. A multivariate regression analysis for 31 main rainfall-runoff events totaling 781.9 and 51.0 mm, respectively, indicated that the amount of runoff was only dependent upon rainfall volume. Simulated values of total runoff were underestimated about 15% when using CN method and an area-weighted average of the CN based on published values. On the other hand, when average values of CN were calculated for the watershed, total runoff was overestimated about 39%, suggesting that CN method shoud be used with care in areas under natural vegetation.

Growth, convergence and public investment : a bayesian model averaging approach

The aim of this paper is twofold. First, we study the determinants of economic growth among a wide set of potential variables for the Spanish provinces (NUTS3). Among others, we include various types of private, public and human capital in the group of growth factors. Also,we analyse whether Spanish provinces have converged in economic terms in recent decades. Thesecond objective is to obtain cross-section and panel data parameter estimates that are robustto model speci¯cation. For this purpose, we use a Bayesian Model Averaging (BMA) approach.Bayesian methodology constructs parameter estimates as a weighted average of linear regression estimates for every possible combination of included variables. The weight of each regression estimate is given by the posterior probability of each model.

Growth, convergence and public investment : a bayesian model averaging approach

The aim of this paper is twofold. First, we study the determinants of economic growth among a wide set of potential variables for the Spanish provinces (NUTS3). Among others, we include various types of private, public and human capital in the group of growth factors. Also,we analyse whether Spanish provinces have converged in economic terms in recent decades. Thesecond objective is to obtain cross-section and panel data parameter estimates that are robustto model speci¯cation. For this purpose, we use a Bayesian Model Averaging (BMA) approach.Bayesian methodology constructs parameter estimates as a weighted average of linear regression estimates for every possible combination of included variables. The weight of each regression estimate is given by the posterior probability of each model.

Physical properties of a rhodic haplustox under two sugarcane harvesting systems

This study had the purpose of evaluating the effects of two management types of sugarcane: harvesting of burnt cane (BCH) and mechanized harvesting of unburnt green cane (MCH), on some soil physical properties of a dystrophic Rhodic Haplustox. The data were then compared with results for the same soil type under native forest. A completely randomized design was used, with three treatments and 20 replications. The following characteristics were determined: organic matter, aggregate stability, soil bulk density, and porosity at depths of 0-0.20 m and soil penetration resistance. After 15 years of cultivation, there were some alterations in the soil under cane burnt before harvesting, evidenced by a drop in the weighted average diameter of stable aggregates in water and increased soil bulk density. Significant changes were also detected in total porosity and pore distribution under both harvesting systems. Critical values for penetration resistance were observed in the area under mechanized sugar cane harvesting, with a value of 4.5 MPa in the 40-55 cm layer. This value is considered high and could indicate compaction and restriction of root growth. Soil properties under the green cane (unburned) management system were closest to those of the soil under native forest.

Impact of a smoking ban in hospitality venues on second hand smoke exposure: a comparison of exposure assessment methods

BACKGROUND: In May 2010, Switzerland introduced a heterogeneous smoking ban in the hospitality sector. While the law leaves room for exceptions in some cantons, it is comprehensive in others. This longitudinal study uses different measurement methods to examine airborne nicotine levels in hospitality venues and the level of personal exposure of non-smoking hospitality workers before and after implementation of the law. METHODS: Personal exposure to second hand smoke (SHS) was measured by three different methods. We compared a passive sampler called MoNIC (Monitor of NICotine) badge, to salivary cotinine and nicotine concentration as well as questionnaire data. Badges allowed the number of passively smoked cigarettes to be estimated. They were placed at the venues as well as distributed to the participants for personal measurements. To assess personal exposure at work, a time-weighted average of the workplace badge measurements was calculated. RESULTS: Prior to the ban, smoke-exposed hospitality venues yielded a mean badge value of 4.48 (95%-CI: 3.7 to 5.25; n = 214) cigarette equivalents/day. At follow-up, measurements in venues that had implemented a smoking ban significantly declined to an average of 0.31 (0.17 to 0.45; n = 37) (p = 0.001). Personal badge measurements also significantly decreased from an average of 2.18 (1.31-3.05 n = 53) to 0.25 (0.13-0.36; n = 41) (p = 0.001). Spearman rank correlations between badge exposure measures and salivary measures were small to moderate (0.3 at maximum). CONCLUSIONS: Nicotine levels significantly decreased in all types of hospitality venues after implementation of the smoking ban. In-depth analyses demonstrated that a time-weighted average of the workplace badge measurements represented typical personal SHS exposure at work more reliably than personal exposure measures such as salivary cotinine and nicotine.

Using toxicokinetic modeling approach to determine biological reference values (BRVs) and to assess human exposure to pesticides

Exposure to various pesticides has been characterized in workers and the general population, but interpretation and assessment of biomonitoring data from a health risk perspective remains an issue. For workers, a Biological Exposure Index (BEI®) has been proposed for some substances, but most BEIs are based on urinary biomarker concentrations at Threshold Limit Value - Time Weighted Average (TLV-TWA) airborne exposure while occupational exposure can potentially occurs through multiple routes, particularly by skin contact (i.e.captan, chlorpyrifos, malathion). Similarly, several biomonitoring studies have been conducted to assess environmental exposure to pesticides in different populations, but dose estimates or health risks related to these environmental exposures (mainly through the diet), were rarely characterized. Recently, biological reference values (BRVs) in the form of urinary pesticide metabolites have been proposed for both occupationally exposed workers and children. These BRVs were established using toxicokinetic models developed for each substance, and correspond to safe levels of absorption in humans, regardless of the exposure scenario. The purpose of this chapter is to present a review of a toxicokinetic modeling approach used to determine biological reference values. These are then used to facilitate health risk assessments and decision-making on occupational and environmental pesticide exposures. Such models have the ability to link absorbed dose of the parent compound to exposure biomarkers and critical biological effects. To obtain the safest BRVs for the studied population, simulations of exposure scenarios were performed using a conservative reference dose such as a no-observed-effect level (NOEL). The various examples discussed in this chapter show the importance of knowledge on urine collections (i.e. spot samples and complete 8-h, 12-h or 24-h collections), sampling strategies, metabolism, relative proportions of the different metabolites in urine, absorption fraction, route of exposure and background contribution of prior exposures. They also show that relying on urinary measurements of specific metabolites appears more accurate when applying this approach to the case of occupational exposures. Conversely, relying on semi-specific metabolites (metabolites common to a category of pesticides) appears more accurate for the health risk assessment of environmental exposures given that the precise pesticides to which subjects are exposed are often unknown. In conclusion, the modeling approach to define BRVs for the relevant pesticides may be useful for public health authorities for managing issues related to health risks resulting from environmental and occupational exposures to pesticides.

Estimating Design-Flood Discharges for Streams in Iowa Using Drainage-Basin and Channel-Geometry Characteristics, HR-322, 1993

Drainage-basin and channel-geometry multiple-regression equations are presented for estimating design-flood discharges having recurrence intervals of 2, 5, 10, 25, 50, and 100 years at stream sites on rural, unregulated streams in Iowa. Design-flood discharge estimates determined by Pearson Type-III analyses using data collected through the 1990 water year are reported for the 188 streamflow-gaging stations used in either the drainage-basin or channel-geometry regression analyses. Ordinary least-squares multiple-regression techniques were used to identify selected drainage-basin and channel-geometry regions. Weighted least-squares multiple-regression techniques, which account for differences in the variance of flows at different gaging stations and for variable lengths in station records, were used to estimate the regression parameters. Statewide drainage-basin equations were developed from analyses of 164 streamflow-gaging stations. Drainage-basin characteristics were quantified using a geographic-information-system (GIS) procedure to process topographic maps and digital cartographic data. The significant characteristics identified for the drainage-basin equations included contributing drainage area, relative relief, drainage frequency, and 2-year, 24-hour precipitation intensity. The average standard errors of prediction for the drainage-basin equations ranged from 38.6% to 50.2%. The GIS procedure expanded the capability to quantitatively relate drainage-basin characteristics to the magnitude and frequency of floods for stream sites in Iowa and provides a flood-estimation method that is independent of hydrologic regionalization. Statewide and regional channel-geometry regression equations were developed from analyses of 157 streamflow-gaging stations. Channel-geometry characteristics were measured on site and on topographic maps. Statewide and regional channel-geometry regression equations that are dependent on whether a stream has been channelized were developed on the basis of bankfull and active-channel characteristics. The significant channel-geometry characteristics identified for the statewide and regional regression equations included bankfull width and bankfull depth for natural channels unaffected by channelization, and active-channel width for stabilized channels affected by channelization. The average standard errors of prediction ranged from 41.0% to 68.4% for the statewide channel-geometry equations and from 30.3% to 70.0% for the regional channel-geometry equations. Procedures provided for applying the drainage-basin and channel-geometry regression equations depend on whether the design-flood discharge estimate is for a site on an ungaged stream, an ungaged site on a gaged stream, or a gaged site. When both a drainage-basin and a channel-geometry regression-equation estimate are available for a stream site, a procedure is presented for determining a weighted average of the two flood estimates.

A new aggregation method for strategic decision making and its application in assignment theory

A new aggregation method for decision making is presented by using induced aggregation operators and the index of maximum and minimum level. Its main advantage is that it can assess complex reordering processes in the aggregation that represent complex attitudinal characters of the decision maker such as psychological or personal factors. A wide range of properties and particular cases of this new approach are studied. A further generalization by using hybrid averages and immediate weights is also presented. The key issue in this approach against the previous model is that we can use the weighted average and the ordered weighted average in the same formulation. Thus, we are able to consider the subjective attitude and the degree of optimism of the decision maker in the decision process. The paper ends with an application in a decision making problem based on the use of the assignment theory.

Decision making techniques with similarity measures and OWA operators

We analyse the use of the ordered weighted average (OWA) in decision-making giving special attention to business and economic decision-making problems. We present several aggregation techniques that are very useful for decision-making such as the Hamming distance, the adequacy coefficient and the index of maximum and minimum level. We suggest a new approach by using immediate weights, that is, by using the weighted average and the OWA operator in the same formulation. We further generalize them by using generalized and quasi-arithmetic means. We also analyse the applicability of the OWA operator in business and economics and we see that we can use it instead of the weighted average. We end the paper with an application in a business multi-person decision-making problem regarding production management