Digital nonlinear equalization for optical transmission systems

This thesis focuses on digital equalization of nonlinear fiber impairments for coherent optical transmission systems. Building from well-known physical models of signal propagation in single-mode optical fibers, novel nonlinear equalization techniques are proposed, numerically assessed and experimentally demonstrated. The structure of the proposed algorithms is strongly driven by the optimization of the performance versus complexity tradeoff, envisioning the near-future practical application in commercial real-time transceivers. The work is initially focused on the mitigation of intra-channel nonlinear impairments relying on the concept of digital backpropagation (DBP) associated with Volterra-based filtering. After a comprehensive analysis of the third-order Volterra kernel, a set of critical simplifications are identified, culminating in the development of reduced complexity nonlinear equalization algorithms formulated both in time and frequency domains. The implementation complexity of the proposed techniques is analytically described in terms of computational effort and processing latency, by determining the number of real multiplications per processed sample and the number of serial multiplications, respectively. The equalization performance is numerically and experimentally assessed through bit error rate (BER) measurements. Finally, the problem of inter-channel nonlinear compensation is addressed within the context of 400 Gb/s (400G) superchannels for long-haul and ultra-long-haul transmission. Different superchannel configurations and nonlinear equalization strategies are experimentally assessed, demonstrating that inter-subcarrier nonlinear equalization can provide an enhanced signal reach while requiring only marginal added complexity.

Guiding Monte Carlo tree searches with neural networks in the game of go

A dissertation submitted in fulfillment of the requirements to the degree of Master in Computer Science and Computer Engineering

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model