<p>Diss. Stockholm : Handelshögskolan, 2013. Sammanfattning jämte 3 uppsatser.</p>

This thesis deals with the problem of estimating the velocity of a mobile station (MS)in a mobile communication system using the instantaneous frequency (IF) of the received signal at the MS antenna. This estimate is essential for satisfactory handover performance, effective dynamic channel assignment, and optimisation of adaptive multiple access wireless receivers. Conventional methods for estimating the MS velocity are based either on the statistics of the envelope or quadrature components of the received signal. In chapter 4 of the thesis, we show that their performance deteriorates in the presence of shadowing. Other velocity estimators have also been proposed which require prior estimation of the channel or the average received power. These are generally difficult to obtain due to the non-stationary nature of the received signal. An appropriate window which depends on the unknown MS velocity must first be applied in order to accurately estimate the required quantities. Using the statistics of the IF of the received signal at the MS antenna given in chapter 3, new velocity estimators are proposed in chapter 4 of this thesis. The proposed estimators are based on the moments, zero-crossing rate, and covariance of the received IF. Since the IF of the received signal is not affected by any amplitude distortion, the proposed IF-based estimators are robust to shadowing and propagation path-loss. The estimators for the MS velocity in a macro- and micro-cellular system are presented separately. A macro-cell system can be considered as a special case of a micro-cell in which there is no line-of-sight component at the receiver antenna. It follows that those estimators which are derived for micro-cells can be used in a macro-cell as well. In chapter 4, we analyse the performance of the proposed velocity estimators in the presence of additive noise, non-isotropic scattering, and shadowing. We also prove analytically that the proposed velocity estimators outperform the existing methods in the presence of shadowing and additive noise. The proposed IF-based estimators need prior estimation of both the IF of the received signal and Ricean K-factor. The IF estimation in a typical wireless environment, can be considered as a special case of a general problem of IF estimation in the presence of multiplicative and additive noise. In chapter 5, we show that current time-frequency approaches to this problem which are based on the peak of a time-frequency distribution (TFD) of the signal, fail because of the special shape of the power spectral density of the multiplicative noise in a wireless environment. To overcome this drawback, the use of the first-order moment of a TFD is studied in chapter 5. Theoretical analysis and simulations show that the IF estimator based on the first-order moment of a TFD exhibits negligible bias when the signal-to-additive noise ratio is more than 10 dB. The Ricean K-factor is not only necessary for velocity estimation in micro-cells, but also is a measure of the severity of fading and a good indicator of the channel quality. Two new methods for estimating the Ricean K-factor based on the first two moments of the envelope of the received signal, are proposed in chapter 6. Performance analysis presented in chapter 6, prove that the proposed K estimators are robust to non-isotropic scattering. Theoretical analysis and simulations which are presented in chapters 4 and 7 of this thesis, prove that the proposed velocity and K estimators outperform existing estimators in the presence of shadowing and additive noise.

Made available in DSpace on 2015-03-26T13:30:48Z (GMT). No. of bitstreams: 1 texto completo.pdf: 754859 bytes, checksum: b3501a3bf9aa715323fdceb139bc976d (MD5) Previous issue date: 2013-12-13 / Beans are the major source of protein in developing countries, and still the storage losses are estimated in 30% as a result of pests attack including Acanthoscelides obtectus (Say). Although chemical pesticides are effective to control these pests, their overuse can compromise the quality of food. Essential oils of vegetable origin are presented as an attractive alternative for the synthetic chemical insecticides to pest control, because they have little or no effect on grain quality, human health and environment. This study aimed evaluate the toxicity of the essential oils of Syzygium aromaticum (Myrtaceae) or clove and Cinnamomun zeylanicum (Laureaceae) known as cinnamon on A. obtectus in beans (Phaseolus vulgaris L.). We evaluated the instantaneous rate of increase (ri) of these insects exposed to time-lethal, developmental rate, repellency, persistence and loss of mass of the beans. The toxicity of the oils was evaluated by preliminary tests to estimate the lethal dose to 50 and 95% (DL50 and DL95) of adult insects. The experimental unit consisted of 0.8 L bottles containing 200 g of beans (Queen variety) treated with doses of 2,80; 5,54; 8,88; 14,22; 28,09 &#956;L of clove oil, and 4,26; 6,93; 9,70; 13,60; 22,17 &#956;L of cinnamon oil. Later were added 25 adult insects per vial (four replicates per dose), and insect mortality was assessed after 24 h. The instantaneous rate of increase (ri) of the oils of clove and cinnamon was determined using lethal doses (LD10, LD30, LD50, LD70 and LD90), obtained in the toxicity bioassay. After 45 days, the adult progeny was recorded; bottles with 200 g of beans and 25 adult insects, non-sexed 1-3 days old, and four replicates were used for LD. A similar procedure was done to assess the rate of development, with the difference that in this test the insects were removed from the flasks after 15 days they were introduced, and counting was performed every two days after the emergence of the first adult. The persistence was evaluated in beans treated with LD100 oils. The repellent activity of oils was tested with the LD10, LD50, LD90 doses for each oil. The results indicate that the toxicity LD50 and LD95 were 8.88 &#61549;L and 38.94 &#61549;L for clove essential oil, and 9.71 &#61549;L and 27.97 &#61549;L for cinnamon essential oil, respectively. Furthermore, with increased doses of essential oils and ri, development rate decreases significantly. Regarding the persistence of oil, was observed mortality reduction of A. obtectus with increasing time between the treatments of treated grains, keeping a higher mortality at 50% of the insects within 7 days after exposure. However, repellency of essential oil of cinnamon to this insect was observed only when using LD90; clove essential oil showed no repellency against A. obtectus at the tested doses. The loss of grain weight during 48 days was directly proportional to the number of emerged insects in each test. For beans treated with clove essential oil the average of mass loss was 6.6%, and 9.6% in the control, whereas for tests with essential oil of cinnamon the average of loss was 6.8% and 9.2% for the treatment and control, respectively. Thus, with the results obtained in this study, it can be concluded that the essential oils of clove and cinnamon have effect on mortality of A. obtectus by contact, as an alternative to the use of traditional insecticides. / O feijão representa uma das principais fontes de proteínas em países em desenvolvimento, ainda assim as perdas estimadas no armazenamento são de 30% em consequência do ataque de pragas, entre elas Acanthoscelides obtectus (Say). Embora os pesticidas químicos sejam eficazes para controlar essas pragas, seu uso excessivo pode comprometer a qualidade dos alimentos. Óleos essenciais de origem vegetal são apresentados como uma alternativa atrativa aos inseticidas químicos sintéticos para o controle de pragas, porque apresentam pouco ou nenhum efeito sobre a qualidade dos grãos, saúde humana e meio ambiente. Este trabalho teve como objetivo avaliar a toxicidade dos óleos essenciais de Syzygium aromaticum (Myrtaceae) ou cravo e Cinnamomum zeylanicum (Laureaceae) conhecida como canela sobre A. obtectus em grãos de feijão (Phaseolus vulgaris L.). Avaliou-se a taxa instantânea de crescimento populacional (ri) desses insetos expostos a tempos- letais, taxa de desenvolvimento, repelência, persistência e perda de massa do feijão. A toxicidade dos óleos foi avaliada através de testes preliminares para estimar a dose letal para 50 e 95% (DL50 e DL95) dos insetos adultos. As unidades experimentais foram constituídas por frascos de 0,8 L contendo 200 g de feijão (variedade rainha) tratados com doses de 2,80; 5,54; 8,88; 14,22; 28,09 &#956;L de óleo de cravo, e 4,26; 6,93; 9,70; 13,60; 22,17 &#956;L de óleo de canela. Posteriormente, foram acrescentados 25 insetos adultos em cada frasco (quatro repetições por dose), e a mortalidade dos insetos foi avaliada após 24 h. A taxa instantânea de crescimento (ri) dos insetos na presença dos óleos de cravo e canela foi determinada utilizando as doses letais (DL10, DL30, DL50, DL70 e DL90), obtidas no bioensaio de toxicidade. Foram utilizados frascos com 200 g de feijão e 25 insetos adultos, não-sexados com idade de 1-3 dias, e quatro repetições por DL; após 45 dias, a progênie adulta foi contabilizada. Procedimento similar foi feito para avaliar a taxa de desenvolvimento, com a diferença de, que neste teste, os insetos foram retirados dos frascos depois de 15 dias de terem sido introduzidos, e a contagem foi realizada a cada dois dias após a emergência do primeiro adulto. A persistência foi avaliada em grãos de feijão tratados com a DL100 dos óleos. A atividade repelente dos óleos foi testada com as doses DL10, DL50, DL90 para cada óleo. Os resultados de toxicidade indicaram que as DL50 e DL95 foram 8,88 &#61549;L e 38,94 &#61549;L para o óleo essencial de cravo, e 9,70 &#61549;L e 27,97 &#61549;L para o óleo essencial de canela, respectivamente. Além disso, com o aumento das doses dos óleos essenciais, a ri e a taxa de desenvolvimento decrescem significativamente. Com relação à persistência dos óleos, observou-se a redução na mortalidade de A. obtectus com o aumento do tempo entre o tratamento dos grãos tratados; mantendo uma mortalidade superior ao 50% dos insetos até 7 dias após a exposição. Entretanto, foi observada repelência do óleo essencial de canela para este inseto somente ao utilizar-se a DL90; o óleo essencial de cravo não apresentou repelência contra A. obtectus nas doses testadas. A perda de massa dos grãos no período de 48 dias foi diretamente proporcional ao número de insetos emergidos em cada teste. Para o feijão tratado com óleo essencial de cravo, a perda média da massa foi de 6,6%, e no controle de 9,6%; nos ensaios com óleo essencial de canela, a perda média foi de 6,8% e 9,2% para os tratamentos e controle, respetivamente. Assim, com os resultados obtidos nesta pesquisa, pode-se concluir que os óleos essenciais de cravo e de canela têm efeito por contato na mortalidade de A. obtectus, sendo uma alternativa ao uso de inseticidas tradicionais.

Submitted by Emanuel Varela Cardoso (emanuel.varela@ufcg.edu.br) on 2018-08-13T16:41:07Z No. of bitstreams: 1 FRANCISCO DAS CHAGAS SOUZA JÚNIOR – TESE (PPGEEI) 2016.pdf: 4537364 bytes, checksum: 1696c9bd2456c0caad5ee6e61bcb7ca4 (MD5) / Made available in DSpace on 2018-08-13T16:41:07Z (GMT). No. of bitstreams: 1 FRANCISCO DAS CHAGAS SOUZA JÚNIOR – TESE (PPGEEI) 2016.pdf: 4537364 bytes, checksum: 1696c9bd2456c0caad5ee6e61bcb7ca4 (MD5) Previous issue date: 2016-07-05 / Uma técnica auto-adaptativa que torna a obtenção dos ajustes de coordenação de relés de sobre corrente instantânea para sistemas de distribuição uma tarefa automática, sem a necessidade de intervenção humana e nem a interrupção do fornecimento de energia elétrica ou do monitoramento da rede é proposta. Usando uma arquitetura distribuída, formada por três camadas conectadas através de canal de comunicação, modificações topológicas como entrada/saída de linhas, e/ou nos perfis de carga e geração do sistema elétrico terão seus efeitos automaticamente refletidas nos ajustes dos dispositivos de proteção. O método proposto usa a corrente de carga como item principal para a determinação dos ajustes das unidades instantâneas de sobre corrente em redes de distribuição de média tensão com e sem apresentação geração distribuída. Por meio do cálculo online dos equivalentes de rede a técnica proposta necessita de baixos níveis de intervenção humana para a realização dos estudos de coordenação e seletividade. Os resultados obtidos comprovam a viabilidade técnica da metodologia proposta e corrobora com o estado da arte no tocante ao desenvolvimento das redes elétricas inteligentes. / A self-adaptive technique that improves the instantaneous overcurrent relay settings determination an automatic task, without human intervention neither interruption on electric supply or grid monitoring is proposed. An architecture designed by three layers connected using a communication channel provides that modificationon power electric grid as connection/disconnection of transmissionlines, and/or on generator or load profiles will be automatically reflected on protective device settings. Load current has been used to determine the reach of instantaneous over current relay settings in a médium voltage distribution system considering cases with and without distributed generation connected on the grid. The possibility of online determination at Thevenin equivalent circuit low human interventions to execute coordination study. Obtained results demonstrate the viability of proposed technique an dincrease with state of art a bout improvements of smart electric grids.

MENEZES, José Wally Mendonça. Análise de performance de sólitons ópticos espaço-temporais em guia planar com não-linearidade cúbico quintica periodicamente modulada e circuitos lógicos operando nos regimes Kerr instantâneo e relaxado. 2010. 149 f. Tese (Doutorado em Física) - Programa de Pós-Graduação em Física, Departamento de Física, Centro de Ciências, Universidade Federal do Ceará, Fortaleza, 2010. / Submitted by francisco lima (admir@ufc.br) on 2014-06-30T18:38:52Z No. of bitstreams: 1 2010_tese_jwmmenezes.pdf: 7446687 bytes, checksum: 708020e7c4ad24658a46a55f2af5ebc6 (MD5) / Approved for entry into archive by Edvander Pires(edvanderpires@gmail.com) on 2014-08-06T20:53:00Z (GMT) No. of bitstreams: 1 2010_tese_jwmmenezes.pdf: 7446687 bytes, checksum: 708020e7c4ad24658a46a55f2af5ebc6 (MD5) / Made available in DSpace on 2014-08-06T20:53:00Z (GMT). No. of bitstreams: 1 2010_tese_jwmmenezes.pdf: 7446687 bytes, checksum: 708020e7c4ad24658a46a55f2af5ebc6 (MD5) Previous issue date: 2010 / In this work, the propagation and stability of spatiotemporal optical solitons (or optical bullets) in a planar waveguide with periodically modulated cubic-quintic nonlinearity is presented numerically as a function of the amplitudes of modulation , the frequency of modulation and the propagation distance .With the objective of ensure the stability and preventing the collapse or the spreading of pulses, in this study we explore the cubic-quintic nonlinearity with the optical fields coupled by XPM (Cross-Phase Modulation) and take into account several values for the nonlinear parameter , for amplitudes and frequency of modulation as a function of the propagation distance , we cause the collisions of two pulses (envelope of the optical field) to ensure that the optical pulse are sólitons and, after numerical analysis was possible shown the existence of stable spatiotemporal optical sóliton. We also have presented the numerical analysis of the three-core nonlinear fiber coupler in a symmetrical planar structure and operating with instantaneous and relaxed Kerr model for generation of the all-optical logic gates. To implement this optical circuit, we used a control pulse CP with a phase difference between the inputs “I1” and “I2” of the fiber coupler and were analyzed the transmission characteristics, the Extinction Ratio as a function of the phase difference, the length normalized (LN), the figure-of-merit of the logic gates (FOMELG (dB) and the pulse evolution along the fiber coupler and, thus, ensure were demonstrated the possibilities for generating of the all-optical logic gates. / Neste trabalho, a propagação e estabilidade de sólitons espaço-temporais (ou sólitons balas) em um guia de onda planar com não linearidade cúbico quintica periodicamente modulada é apresentada em função da amplitude de modulação , da freqüência de modulação e da distância de propagação . Com o objetivo de garantir a estabilidade e prevenir o colapso ou o espalhamento dos pulsos, exploramos a não-linearidade cúbico quintica com os campos ópticos acoplados por XPM (Modulação de Fase Cruzada) e utilizando diversos valores para o parâmetro não-linear , para as amplitudes e freqüências de modulação em função da distância de propagação , provocamos a colisão de dois pulsos (campos ópticos) para garantir que estes sejam realmente sólitons e, após estas análises numéricas, foi possível mostrar a existência de sólitons espaço-temporais estáveis. Apresentamos, também, a análise numérica de um acoplador triplo não linear de fibras ópticas em uma estrutura planar simétrica e operando com o modelo Kerr instantâneo e relaxado para geração de portas lógicas ópticas. Para implementar estes circuitos, usamos um pulso de controle CP com uma diferença de fase entre as entradas “I1” e “I2” do acoplador e analisamos as características de transmissão, taxa de extinção em função da diferença de fase, a largura normalizada (LN), a figura de mérito para portas lógicas FOMELG(dB) e a evolução dos pulsos ao longo do acoplador e, assim, foi demonstrado as possibilidades para geração das portas lógicas ópticas.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Este trabalho apresenta contribuições para algoritmos de controle utilizados em filtros ativos e híbridos conectados em redes elétricas trifásicas a 3 ou a 4 fios. Em relação aos algoritmos de controle para filtros ativos, a contribuição consiste em estender o conceito da filtragem harmônica seletiva para compensação de correntes harmônicas e desequilibradas em uma rede trifásica a 4 fios. Esses algoritmos derivam dos conceitos utilizados na teoria da potência instantânea (teoria pq), em conjunto com um circuito de sincronismo PLL. É importante ressaltar que estes algoritmos não utilizam as correntes consumidas pelas cargas, ou seja, apenas as tensões no ponto da rede onde o filtro está conectado são utilizadas para determinação das correntes harmônicas de referência. Apenas as correntes na saída do conversor são utilizadas como realimentação do controle PWM. Estes algoritmos também foram utilizados no filtro híbrido para compensação de correntes harmônicas em uma rede trifásica a 3 fios. Por fim foi feito uma alteração nesses algoritmos de controle que permite eliminar as correntes utilizadas na realimentação do controle PWM. Resultados de simulação são apresentados com objetivo de observar o comportamento desses algoritmos tanto no filtro ativo quanto no híbrido nas condições mencionadas. / This work presents some contributions involving control algorithms for active and hybrid filters connected in 3 or 4-wire three-phase electrical grids. In relation to the control algorithms for active filters, the contribution results from the extension involving the concepts of selective harmonic filtering to compensate unbalanced and harmonic currents in a 4-wire three-phase electrical grid. These algorithms derive from the instantaneous power theory (pq theory) together with a synchronizing PLL-circuit. It is important to mention that these algorithm do not use the currents consumed by the loads, i.e, only the voltages at the point common coupling (PCC) are used to determine the reference harmonic currents. Only the output converter currents were used as a feedback to the PWM control. These algorithms were also employed in a hybrid filter to compensate harmonic currents in a 3-wire three-phase electrical grid. Finally, some improvements on these control algorithms were done, such that the output converter currents used as a feedback of the PWM control were eliminated. Simulations results were provided in order to analyze the behavior of the active and hybrid filters in the aforementioned conditions.

Submitted by CAMILO CARRANZA (carranzacamilo@gmail.com) on 2017-07-25T19:58:22Z No. of bitstreams: 1 Camilo_PhD_Thesis.pdf: 11035322 bytes, checksum: efe400c07b13cabff41e927078789c59 (MD5) / Approved for entry into archive by Luiz Galeffi (luizgaleffi@gmail.com) on 2017-07-26T18:31:30Z (GMT) No. of bitstreams: 1 carranzalopez_jc_dr_ilha.pdf: 11035322 bytes, checksum: efe400c07b13cabff41e927078789c59 (MD5) / Made available in DSpace on 2017-07-26T18:31:30Z (GMT). No. of bitstreams: 1 carranzalopez_jc_dr_ilha.pdf: 11035322 bytes, checksum: efe400c07b13cabff41e927078789c59 (MD5) Previous issue date: 2017-06-05 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Nesta tese são investigadas, teórica e experimentalmente, a sincronização em fase e a sincronização em anti-fase de dois metrônomos oscilando sobre uma base móvel, a partir de um modelo aqui proposto. Uma descrição do funcionamento do mecanismo de escapamento dos metrônomos é feita, junto a um estudo da relação entre este e o oscilador de van der Pol. Também uma aproximação experimental do valor do amortecimento do metrônomo é fornecida. A frequência instantânea das respostas, numérica e experimental, do sistema é usada na analise. A diferença de outros trabalhos prévios, os dados experimentais têm sido adquiridos usando vídeos dos experimentos e extraídos com ajuda do software Tracker. Para investigar a relação entre as condições iniciais do sistema e seu estado final de sincronização, foram usados mapas bidimensionais chamados ‘basins of attraction’. A relação entre o modelo proposto e um modelo prévio também é mostrada. Encontrou-se que os parâmetros relevantes em relação a ambos os tipos de sincronização são a razão entre a massa do metrônomo e a massa da base, e o amortecimento do sistema. Tem-se encontrado, tanto experimental quanto teoricamente, que a frequência de oscilação dos metrônomos aumenta quando o sistema sincroniza-se em fase, e se mantém a mesma de um metrônomo isolado quando o sistema sincroniza-se em anti-fase. A partir de simulações numéricas encontrou-se que, em geral, incrementos no amortecimento do sistema levam ao sistema se sincronizar mais em fase do que em anti-fase. Adicionalmente se encontrou que, para dado valor de amortecimento, diminuir a massa da base leva a uma situação em que a sincronização em anti-fase é mais comum do que a sincronização em fase. / This thesis concerns a theoretical and experimental investigation into the synchronization of two coupled metronomes. A simplified model is proposed to study in-phase and anti-phase synchronization of two metronomes oscillating on a mobile base. A description of the escapement mechanism driving metronomes is given and its relationship with the van der Pol oscillator is discussed. Also an experimental value for the damping in the metronome is determined. The instantaneous frequency of the responses from both numerical and experimental data is used in the analysis. Unlike previous studies, measurements are made using videos and the time domain responses of the metronomes extracted by means of tracker software. Basins of attraction are used to investigate the relationship between initial conditions, parameters and both final synchronization states. The relationship between the model and a previous pendulum model is also shown. The key parameters concerning both kind of synchronization have been found to be the mass ratio between the metronome mass and the base mass, and the damping in the system. It has been shown, both theoretically and experimentally, that the frequency of oscillation of the metronomes increases when the system reaches in-phase synchronization, and is the same as an isolated metronome when the system synchronizes in anti-phase. From numerical simulations, it has been found that, in general, increasing damping leads the system to synchronize more in-phase than in anti-phase. It has also been found that, for a given damping value, decreasing the mass of the base results in the situation where anti-phase synchronization is more common than in-phase synchronization.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Este trabalho apresenta contribuições para algoritmos de controle utilizados em filtros ativos e híbridos conectados em redes elétricas trifásicas a 3 ou a 4 fios. Em relação aos algoritmos de controle para filtros ativos, a contribuição consiste em estender o conceito da filtragem harmônica seletiva para compensação de correntes harmônicas e desequilibradas em uma rede trifásica a 4 fios. Esses algoritmos derivam dos conceitos utilizados na teoria da potência instantânea (teoria pq), em conjunto com um circuito de sincronismo PLL. É importante ressaltar que estes algoritmos não utilizam as correntes consumidas pelas cargas, ou seja, apenas as tensões no ponto da rede onde o filtro está conectado são utilizadas para determinação das correntes harmônicas de referência. Apenas as correntes na saída do conversor são utilizadas como realimentação do controle PWM. Estes algoritmos também foram utilizados no filtro híbrido para compensação de correntes harmônicas em uma rede trifásica a 3 fios. Por fim foi feito uma alteração nesses algoritmos de controle que permite eliminar as correntes utilizadas na realimentação do controle PWM. Resultados de simulação são apresentados com objetivo de observar o comportamento desses algoritmos tanto no filtro ativo quanto no híbrido nas condições mencionadas. / This work presents some contributions involving control algorithms for active and hybrid filters connected in 3 or 4-wire three-phase electrical grids. In relation to the control algorithms for active filters, the contribution results from the extension involving the concepts of selective harmonic filtering to compensate unbalanced and harmonic currents in a 4-wire three-phase electrical grid. These algorithms derive from the instantaneous power theory (pq theory) together with a synchronizing PLL-circuit. It is important to mention that these algorithm do not use the currents consumed by the loads, i.e, only the voltages at the point common coupling (PCC) are used to determine the reference harmonic currents. Only the output converter currents were used as a feedback to the PWM control. These algorithms were also employed in a hybrid filter to compensate harmonic currents in a 3-wire three-phase electrical grid. Finally, some improvements on these control algorithms were done, such that the output converter currents used as a feedback of the PWM control were eliminated. Simulations results were provided in order to analyze the behavior of the active and hybrid filters in the aforementioned conditions.

This paper estimates the zero coupon yield curve for the Peruvian government bond market. We employ two methods of estimation proposed by Nelson y Siegel (1987) and Svensson (1994). Model performance is evaluated based on criteria of goodness of fit, flexibility and parameter stability, by using alternative objective functions for parameter estimation. The Svensson model shows on average a better adjustment; however, parameter estimates are more unstable when data availability is limited —for example when there is a small number of transactions in the secondary market— in which case is better to use the Nelson y Siegel estimates. At the end of the paper, yield curve estimates are used to derive market expectations of future short term interest rates, that are valuable sources of information for central bank’s monetary policy. / En el presente documento se estiman dos modelos para la curva de rendimiento en soles para el Perú, el modelo de Nelson y Siegel (1987) y el modelo de Svensson (1994). Se compara el desempeño de ambos modelos en términos de ajuste, flexibilidad y estabilidad de sus parámetros, y se evalúan funciones objetivo de estimación alternativas. El modelo de Svensson tiene el mejor ajuste, sin embargo, es más inestable cuando no se dispone de datos suficientes para los diferentes plazos de la curva de rendimiento —por la ausencia de emisiones o de precios cuando la negociación en el mercado secundario es incipiente— en cuyo caso es preferible el uso del modelo de Nelson y Siegel. En la parte final se muestra el uso de las curvas de rendimiento cupón cero estimadas como fuente de información de los bancos centrales sobre las expectativas del mercado para la evolución futura de la tasa interbancaria.

The paradigm of network coding was introduced as a means to conserve bandwidth (or equivalently increase throughput) in information flow networks. Network coding makes use of the fact that unlike physical commodities, information can be replicated and coded together at the nodes of the network. As a result, routing can be strictly suboptimal in many classes of information flow networks compared to network coding. Network-error correction is the art of designing network codes such that the sinks of the network will be able to decode the required information in the presence of errors in the edges of the network, known as network-errors. The network coding problem on a network with given sink demands can be considered to have the following three major subproblems, which naturally also extend to the study of network-error correcting codes, as they can be viewed as a special class of network codes (a) Existence of a network code that satisfies the demands (b) Efficient construction of such a network code (c) Minimum alphabet size for the existence of such a network code. This thesis primarily considers linear network coding and error correction and in- vestigates solutions to these issues for certain classes of network coding and error correction problems in acyclic networks. Our contributions are broadly summarised as follows. (1) We propose the use of convolutional codes for multicast network-error correc- tion. Depending upon the number of network-errors required to be corrected in the network, convolutional codes are designed at the source of the multicast network so that these errors can be corrected at the sinks of the networks as long as they are separated by certain number of time instants (for which we give a bound). In con- trast to block codes for network-error correction which require large field sizes, using convolutional codes enables the field size of the network code to be small. We discuss the performance of such networks under the BSC edge error model. (2)Existing construction algorithms of block network-error correcting codes require a rather large field size, which grows with the size of the network and the number of sinks, and thereby can be prohibitive in large networks. In our work, we give an algorithm which, starting from a given network-error correcting code, can obtain an- other network code using a small field, with the same error correcting capability as the original code. The major step in our algorithm is to find a least degree irreducible poly- nomial which is coprime to another large degree polynomial. We utilize the algebraic properties of finite fields to implement this step so that it becomes much faster than the brute-force method. A recently proposed algorithm for network coding using small fields can be seen as a special case of our algorithm for the case of no network-errors. (3)Matroids are discrete mathematical objects which generalize the notion of linear independence of sets of vectors. It has been observed recently that matroids and network coding share a deep connection, and several important results of network coding has been obtained using these connections from matroid theory. In our work, we establish that matroids with certain special properties correspond to networks with error detecting and correcting properties. We call such networks as matroidal error detecting (or equivalently, correcting) networks. We show that networks have scalar linear network-error detecting (or correcting) codes if and only if there are associated with representable matroids with some special properties. We also use these ideas to construct matroidal error correcting networks along with their associated matroids. In the case of representable matroids, these algorithms give rise to scalar linear network- error correcting codes on such networks. Finally we also show that linear network coding is not sufficient for the general network-error detection (correction) problem with arbitrary demands. (4)Problems related to network coding for acyclic, instantaneous networks have been extensively dealt with in the past. In contrast, not much attention has been paid to networks with delays. In our work, we elaborate on the existence, construction and minimum field size issues of network codes for networks with integer delays. We show that the delays associated with the edges of the network cannot be ignored, and in fact turn out to be advantageous, disadvantageous or immaterial, depending on the topology of the network and the network coding problem considered. In the process, we also show multicast network codes which involve only delaying the symbols arriving at the nodes of the networks and coding the delayed symbols over a binary field, thereby making coding operations at the nodes less complex. (5) In the usual network coding framework, for a given set of network demands over an arbitrary acyclic network with integer delays assumed for the links, the out- put symbols at the sink nodes, at any given time instant, is a Fq-linear combination of the input symbols generated at different time instants where Fq denotes the field over which the network operates. Therefore the sinks have to use sufficient memory elements in order to decode simultaneously for the entire stream of demanded infor- mation symbols. We propose a scheme using an ν-point finite-field discrete fourier transform (DFT) which converts the output symbols at the sink nodes at any given time instant, into a Fq-linear combination of the input symbols generated during the same time instant without making use of memory at the intermediate nodes. We call this as transforming the acyclic network with delay into ν-instantaneous networks (ν is sufficiently large). We show that under certain conditions, there exists a network code satisfying sink demands in the usual (non-transform) approach if and only if there exists a network code satisfying sink demands in the transform approach.