Performance analysis of near-far resistant CDMA detectors-influence of system parameter estimation errors

Little has been reported on the performance of near-far resistant CDMA detectors in the presence of system parameter estimation errors (SPEEs). Starting with the general mathematical model of matched filters, the paper examines the effects of three classes of SPEEs, i.e., time-delay, carrier phase, and carrier frequency errors, on the performance (BER) of an emerging type of near-far resistant coherent DS/SSMA detector, i.e., the linear decorrelating detector. For comparison, the corresponding results for the conventional detector are also presented. It is shown that the linear decorrelating detector can still maintain a considerable performance advantage over the conventional detector even when some SPEEs exist.

Food energy content influences food portion size estimation by nutrition students

Background: Food portion size estimation involves a complex mental process that may influence food consumption evaluation. Knowing the variables that influence this process can improve the accuracy of dietary assessment. The present study aimed to evaluate the ability of nutrition students to estimate food portions in usual meals and relate food energy content with errors in food portion size estimation. Methods: Seventy-eight nutrition students, who had already studied food energy content, participated in this cross-sectional study on the estimation of food portions, organised into four meals. The participants estimated the quantity of each food, in grams or millilitres, with the food in view. Estimation errors were quantified, and their magnitude were evaluated. Estimated quantities (EQ) lower than 90% and higher than 110% of the weighed quantity (WQ) were considered to represent underestimation and overestimation, respectively. Correlation between food energy content and error on estimation was analysed by the Spearman correlation, and comparison between the mean EQ and WQ was accomplished by means of the Wilcoxon signed rank test (P < 0.05). Results: A low percentage of estimates (18.5%) were considered accurate (+/- 10% of the actual weight). The most frequently underestimated food items were cauliflower, lettuce, apple and papaya; the most often overestimated items were milk, margarine and sugar. A significant positive correlation between food energy density and estimation was found (r = 0.8166; P = 0.0002). Conclusions: The results obtained in the present study revealed a low percentage of acceptable estimations of food portion size by nutrition students, with trends toward overestimation of high-energy food items and underestimation of low-energy items.

An algorithm for FHR estimation from foetal phonocardiographic signals

The long-term foetal surveillance is often to be recommended. Hence, the fully non-invasive acoustic recording, through maternal abdomen, represents a valuable alternative to the ultrasonic cardiotocography. Unfortunately, the recorded heart sound signal is heavily loaded by noise, thus the determination of the foetal heart rate raises serious signal processing issues. In this paper, we present a new algorithm for foetal heart rate estimation from foetal phonocardiographic recordings. A filtering is employed as a first step of the algorithm to reduce the background noise. A block for first heart sounds enhancing is then used to further reduce other components of foetal heart sound signals. A complex logic block, guided by a number of rules concerning foetal heart beat regularity, is proposed as a successive block, for the detection of most probable first heart sounds from several candidates. A final block is used for exact first heart sound timing and in turn foetal heart rate estimation. Filtering and enhancing blocks are actually implemented by means of different techniques, so that different processing paths are proposed. Furthermore, a reliability index is introduced to quantify the consistency of the estimated foetal heart rate and, based on statistic parameters; [,] a software quality index is designed to indicate the most reliable analysis procedure (that is, combining the best processing path and the most accurate time mark of the first heart sound, provides the lowest estimation errors). The algorithm performances have been tested on phonocardiographic signals recorded in a local gynaecology private practice from a sample group of about 50 pregnant women. Phonocardiographic signals have been recorded simultaneously to ultrasonic cardiotocographic signals in order to compare the two foetal heart rate series (the one estimated by our algorithm and the other provided by cardiotocographic device). Our results show that the proposed algorithm, in particular some analysis procedures, provides reliable foetal heart rate signals, very close to the reference cardiotocographic recordings. © 2010 Elsevier Ltd. All rights reserved.

Optical Enhancement of Exoskeleton-Based Estimation of Glenohumeral Angles

In Robot-Assisted Rehabilitation (RAR) the accurate estimation of the patient limb joint angles is critical for assessing therapy efficacy. In RAR, the use of classic motion capture systems (MOCAPs) (e.g., optical and electromagnetic) to estimate the Glenohumeral (GH) joint angles is hindered by the exoskeleton body, which causes occlusions and magnetic disturbances. Moreover, the exoskeleton posture does not accurately reflect limb posture, as their kinematic models differ. To address the said limitations in posture estimation, we propose installing the cameras of an optical marker-based MOCAP in the rehabilitation exoskeleton. Then, the GH joint angles are estimated by combining the estimated marker poses and exoskeleton Forward Kinematics. Such hybrid system prevents problems related to marker occlusions, reduced camera detection volume, and imprecise joint angle estimation due to the kinematic mismatch of the patient and exoskeleton models. This paper presents the formulation, simulation, and accuracy quantification of the proposed method with simulated human movements. In addition, a sensitivity analysis of the method accuracy to marker position estimation errors, due to system calibration errors and marker drifts, has been carried out. The results show that, even with significant errors in the marker position estimation, method accuracy is adequate for RAR.

Performance analysis of a single-user MISO ultra-wideband time reversal system with DFE

This paper presents an analysis of the performance of a baseband multiple-input single-output (MISO) time reversal ultra-wideband system (TR-UWB) incorporating a symbol spaced decision feedback equalizer (DFE). A semi-analytical performance analysis based on a Gaussian approach is considered, which matched well with simulation results, even for the DFE case. The channel model adopted is based on the IEEE 802.15.3a model, considering correlated shadowing across antenna elements. In order to provide a more realistic analysis, channel estimation errors are considered for the design of the TR filter. A guideline for the choice of equalizer length is provided. The results show that the system`s performance improves with an increase in the number of transmit antennas and when a symbol spaced equalizer is used with a relatively small number of taps compared to the number of resolvable paths in the channel impulse response. Moreover, it is possible to conclude that due to the time reversal scheme, the error propagation in the DFE does not play a role in the system`s performance.

Manipulação de resultados

Dissertação de Mestrado apresentado ao Instituto Superior de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Auditoria, sob orientação de Doutora Alcina de Sena Portugal Dias Esta versão contém as críticas e sugestões de elementos do júri

Does direct cash flow presentation help in predicting future operating cash flow?

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

Does direct cash flow presentation help in predicting future operating cash flow?

Research literature and regulators are unconditional in pointing the disclosure of operating cash flow through direct method a section of unique information. Besides the intuitive facet, it is also consistent in forecasting future operating cash flows and a cohesive piece to financial statement puzzle. Bearing this in mind, I produce an analysis on the usefulness and predictive ability on the disclosure of gross cash receipts and payments over the disclosure of reconciliation between net income and accruals for two markets with special features, Portugal and Spain. Results validate the usefulness of direct method format in predicting future operating cash flow. Key

Amplification efficiency: linking baseline and bias in the analysis of quantitative PCR data.

Despite the central role of quantitative PCR (qPCR) in the quantification of mRNA transcripts, most analyses of qPCR data are still delegated to the software that comes with the qPCR apparatus. This is especially true for the handling of the fluorescence baseline. This article shows that baseline estimation errors are directly reflected in the observed PCR efficiency values and are thus propagated exponentially in the estimated starting concentrations as well as 'fold-difference' results. Because of the unknown origin and kinetics of the baseline fluorescence, the fluorescence values monitored in the initial cycles of the PCR reaction cannot be used to estimate a useful baseline value. An algorithm that estimates the baseline by reconstructing the log-linear phase downward from the early plateau phase of the PCR reaction was developed and shown to lead to very reproducible PCR efficiency values. PCR efficiency values were determined per sample by fitting a regression line to a subset of data points in the log-linear phase. The variability, as well as the bias, in qPCR results was significantly reduced when the mean of these PCR efficiencies per amplicon was used in the calculation of an estimate of the starting concentration per sample.

Robust power allocation algorithms for MIMO OFDM systems with imperfect CSI

This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.

Modélisation du carnet d'ordres limites et prévision de séries temporelles

Le contenu de cette thèse est divisé de la façon suivante. Après un premier chapitre d’introduction, le Chapitre 2 est consacré à introduire aussi simplement que possible certaines des théories qui seront utilisées dans les deux premiers articles. Dans un premier temps, nous discuterons des points importants pour la construction de l’intégrale stochastique par rapport aux semimartingales avec paramètre spatial. Ensuite, nous décrirons les principaux résultats de la théorie de l’évaluation en monde neutre au risque et, finalement, nous donnerons une brève description d’une méthode d’optimisation connue sous le nom de dualité. Les Chapitres 3 et 4 traitent de la modélisation de l’illiquidité et font l’objet de deux articles. Le premier propose un modèle en temps continu pour la structure et le comportement du carnet d’ordres limites. Le comportement du portefeuille d’un investisseur utilisant des ordres de marché est déduit et des conditions permettant d’éliminer les possibilités d’arbitrages sont données. Grâce à la formule d’Itô généralisée il est aussi possible d’écrire la valeur du portefeuille comme une équation différentielle stochastique. Un exemple complet de modèle de marché est présenté de même qu’une méthode de calibrage. Dans le deuxième article, écrit en collaboration avec Bruno Rémillard, nous proposons un modèle similaire mais cette fois-ci en temps discret. La question de tarification des produits dérivés est étudiée et des solutions pour le prix des options européennes de vente et d’achat sont données sous forme explicite. Des conditions spécifiques à ce modèle qui permettent d’éliminer l’arbitrage sont aussi données. Grâce à la méthode duale, nous montrons qu’il est aussi possible d’écrire le prix des options européennes comme un problème d’optimisation d’une espérance sur en ensemble de mesures de probabilité. Le Chapitre 5 contient le troisième article de la thèse et porte sur un sujet différent. Dans cet article, aussi écrit en collaboration avec Bruno Rémillard, nous proposons une méthode de prévision des séries temporelles basée sur les copules multivariées. Afin de mieux comprendre le gain en performance que donne cette méthode, nous étudions à l’aide d’expériences numériques l’effet de la force et la structure de dépendance sur les prévisions. Puisque les copules permettent d’isoler la structure de dépendance et les distributions marginales, nous étudions l’impact de différentes distributions marginales sur la performance des prévisions. Finalement, nous étudions aussi l’effet des erreurs d’estimation sur la performance des prévisions. Dans tous les cas, nous comparons la performance des prévisions en utilisant des prévisions provenant d’une série bivariée et d’une série univariée, ce qui permet d’illustrer l’avantage de cette méthode. Dans un intérêt plus pratique, nous présentons une application complète sur des données financières.

Cross-sectional dependence in idiosyncratic volatility

This paper introduces a framework for analysis of cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations. Next, we study an idiosyncratic volatility factor model, in which we decompose the co-movements in idiosyncratic volatilities into two parts: those related to factors such as the market volatility, and the residual co-movements. When using high frequency data, naive estimators of all of the above measures are biased due to the estimation errors in idiosyncratic volatility. We provide bias-corrected estimators and establish their asymptotic properties. We apply our estimators to high-frequency data on 27 individual stocks from nine different sectors, and document strong cross-sectional dependence in their idiosyncratic volatilities. We also find that on average 74% of this dependence can be explained by the market volatility.

Modelling the partitioning of evapotranspiration in a maize-sunflower intercrop

The primary purpose of this study was to model the partitioning of evapotranspiration in a maize-sunflower intercrop at various canopy covers. The Shuttleworth-Wallace (SW) model was extended for intercropping systems to include both crop transpiration and soil evaporation and allowing interaction between the two. To test the accuracy of the extended SW model, two field experiments of maize-sunflower intercrop were conducted in 1998 and 1999. Plant transpiration and soil evaporation were measured using sap flow gauges and lysimeters, respectively. The mean prediction error (simulated minus measured values) for transpiration was zero (which indicated no overall bias in estimation error), and its accuracy was not affected by the plant growth stages, but simulated transpiration during high measured transpiration rates tended to be slightly underestimated. Overall, the predictions for daily soil evaporation were also accurate. Model estimation errors were probably due to the simplified modelling of soil water content, stomatal resistances and soil heat flux as well as due to the uncertainties in characterising the 2 micrometeorological conditions. The SW’s prediction of transpiration was most sensitive to parameters most directly related to the canopy characteristics such as the partitioning of captured solar radiation, canopy resistance, and bulk boundary layer resistance.

Modelo de covariância bayesiana para seleção de protfólios de investimentos

The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

DECOMPOSITION RATES OF SPENT FUNGAL REFUSE OF ATTA-SEXDENS (HYMENOPTERA, FORMICIDAE) AND IMPLICATIONS FOR ESTIMATING FORAGE INTAKE BY LEAF-CUTTING ANTS

Using simulated ceramic refuse chambers, field decomposition studies were performed on the spent fungal refuse of the lead-cutting ant Atta sexdens rubropilosa. Refuse half life was estimated at 40 days, with complete decomposition at 100 days. These results suggest that the conversion-factor method used to estimate forage input into leaf-cutting ant colonies must be corrected for decomposition, or serious estimation errors will occur.