Many econometric analyses of commodity futures over the years have been performed using spot or front month contract prices. Using such daily prices without the consideration of the associated contract traded volumes is slightly erroneous because, in reality, traders will typically trade the ‘most liquid’ contract, that is, the contract with the largest average daily volume (ADV). The reason for this is in order to gain the best price when buying or selling. If this ‘true’ time series is to be considered, a mapping procedure is required to account for the price jumps at the time when a trader trades out of the expiring contract and enters the new front month contract. A key finding was that this effect was significant, irrespective of the size of the price jump, sometimes referred to as basis or roll and also due to the accumulated roll over a number of years corresponding to multiple contracts. It was also found that the mapping procedure has a significant effect on the time series and should hence always be employed if the realistic traded time series is to be considered. Given this phenomenon, algorithmically-traded commodities futures must necessarily employ such time series when creating metrics or considering an econometric analysis. The key findings include the importance of diversification in algorithmically-traded portfolios, utilising the AOM and PSI metrics. The mapping of data sets to create realistic ‘live-traded’ time series was found to be significant, while the optimal day of roll over prior to contract expiry was found to be related to the trading volumes for certain commodities. Other key findings include the causalities and spillovers within the metals sector where various relationships are evident once the results were processed and analysed, both pre and post mapping. Interestingly, the key relationships including bidirectional volatility and shock spillovers between the four key metals existed when the unmapped data was used however, many of the feedbacks within these relationships was lost when the mapped data sets were considered. A significant finding was therefore the consistent differences in findings between mapped and unmapped data sets attributed to the optimisation or favourability of the models (whether econometric or algorithmic). This is due to the unmapped data including roll or basis (which the models are fitted to) taking into account the roll or basis and utilising them in finding relationships between data sets. In the mapped data set (the time series seen by traders) the roll or basis is accounted for and hence the relationships found stand in real-time trading situations. The differences in the results show how the effect of mapping can be significant with unmapped data sets displaying results which will not exist in a real time traded time series.

De nombreuses observations astrophysiques et cosmologiques tendent à montrer que l'essentiel de la matière de notre Univers est constitué de matière sombre. À l'échelle locale, la matière sombre serait rassemblée sous la forme d'un halo statique englobant la Voie Lactée.L'idée de la détection directionnelle est de mesurer la direction de reculs nucléaires produits par l'interaction avec les particules de matière sombre.Cette stratégie de détection pourrait alors mettre en évidence une corrélation entre la distribution angulaire des reculs nucléaires et le mouvement relatif du système solaire par rapport au halo permettant ainsi de découvrir et de contraindre les propriétés de la matière sombre.Dans ce contexte, la collaboration MIMAC a développé un détecteur gazeux permettant la mesure de la trace en 3D de reculs nucléaires.Afin de démontrer le potentiel de ce détecteur, un prototype bi-chambre a été installé au LSM en juin 2012.Cette thèse porte sur l'étude de la détection directionnelle avec le détecteur MIMAC selon quatre axes de recherche.Le premier axe concerne la caractérisation du détecteur avec l'étalonnage en énergie, la mesure du facteur de quenching et de la vitesse de dérive des électrons et la mise en place de la discrimination électron/recul.Le deuxième axe porte sur l'analyse des données expérimentales acquises au LSM. Ces donnés ont permis de réaliser la première mesure de traces en 3D de reculs de noyaux fils issus de la chaine du radon.Le troisième axe concerne la simulation du bruit de fond neutron au LSM avec un modèle de propagation des neutrons dans la caverne.Cela a permis d'estimer le taux d'événements neutron attendu et l'impact de la modélisation du fond neutrons sur la limite expérimentale.Enfin, le quatrième axe porte sur l'étude de l'impact des limites LHC sur la masse des squarks sur l'interaction entre les noyaux et la matière sombre. / A large number of astrophysical and cosmological observations support the fact that the matter component of our Universe is mainly composed by dark matter.At the local scale, a static and dense dark matter halo should surround the Milky Way.The directional detection idea is to measure the direction of nuclear recoils produced by the interaction with dark matter particles.This detection strategy could highlight a correlation between the angular distribution of nuclear recoils and the relative motion of the solar system respect to the galactic halo.Such signature opens the possibility to discriminate such rare events with respect to neutron background allowing the positive direct detection of dark matter.In this context, MIMAC collaboration has developed a detector allowing the measurement of 3D nuclear recoil tracks.Since June 2012, a bi-chamber prototype is installed at the LSM to demonstrate the potential of this detector.This Ph.D. thesis presents a study of dark matter directional detection with the MIMAC detector including four different aspects.The first one consist in the characterization of the detector describing the energy calibration, the measurement of the quenching factor and the electron drift velocity and the electron/recoil discrimination.The second one focuses on the analysis of experimental data acquired at the LSM. This study shows, for the first time, the observation of low energy 3D nuclear recoil tracks from the radon progeny.The third one describes the neutron background simulation at the LSM with a neutron propagation model showingthe expected neutron event rate and the impact on exclusion limits.Finally, the fourth one is related to the study of the impact of squarks masse limits from LHC results on supersymmetric particles interaction with quarks.

In situations where information infrastructure is destroyed or not available, on-demand information infrastructure is pivotal for the success of rescue missions. In this paper, a drone-carried on demand information infrastructure for long-distance WiFi transmission system is developed. It can be used in the areas including emergency response, public event, and battlefield. The WiFi network can be connected to the Internet to extend WiFi access to areas where WiFi and other Internet infrastructures are not available. In order to establish a local area network to propagate WIFI service, directional antennas and wireless routers are used to create it. Due to unstable working condition on the flying drones, a precise heading turning stage is designed to maintain the two directional antennas facing to each other. Even if external interferences change the heading of the drones, the stages will automatically rotate back to where it should be to offset the bias. Also, to maintain the same flying altitude, a ground controller is designed to measure the height of the drones so that the directional antennas can communicate to each other successfully. To verify the design of the whole system, quite a few field experiments were performed. Experiments results indicates the design is reliable, viable and successful. Especially at disaster areas, it’ll help people a lot.

Dans cette thèse, nous nous intéressons au problème de tester en grande dimension l'uniformité sur la sphère-unité $S^{p_n-1}$ (la dimension des observations, $p_n$, dépend de leur nombre, $n$, et être en grande dimension signifie que $p_n$ tend vers l'infini en même temps que $n$). Nous nous restreignons dans un premier temps à des contre-hypothèses ``monotones'' de densité croissante le long d'une direction ${\pmb \theta}_n\in S^{p_n-1}$ et dépendant d'un paramètre de concentration $\kappa_n>0$. Nous commençons par identifier le taux $\kappa_n$ auquel ces contre-hypothèses sont contiguës à l'uniformité ;nous montrons ensuite grâce à des résultats de normalité locale asymptotique, que le test d'uniformité le plus classique, le test de Rayleigh, n'est pas optimal quand ${\pmb \theta}_n$ est connu mais qu'il le devient à $p$ fixé et dans le cas FvML en grande dimension quand ${\pmb \theta}_n$ est inconnu.Dans un second temps, nous considérons des contre-hypothèses ``axiales'', attribuant la même probabilité à des points diamétralement opposés. Elles dépendent aussi d'un paramètre de position ${\pmb \theta}_n\in S^{p_n-1}$ et d'un paramètre de concentration $\kappa_n\in\R$. Le taux de contiguïté s'avère ici plus élevé et suggère un problème plus difficile que dans le cas monotone. En effet, le test de Bingham, le test classique dans le cas axial, n'est pas optimal à ${\pmb \theta}_n$ inconnu et $p$ fixé, et ne détecte pas les contre-hypothèses contiguës en grande dimension. C'est pourquoi nous nous tournons vers des tests basés sur les plus grande et plus petite valeurs propres de la matrice de variance-covariance et nous déterminons leurs distributions asymptotiques sous les contre-hypothèses contiguës à $p$ fixé.Enfin, à l'aide d'un théorème central limite pour martingales, nous montrons que sous certaines conditions et après standardisation, les statistiques de Rayleigh et de Bingham sont asymptotiquement normales sous l'hypothèse d'invariance par rotation des observations. Ce résultat permet non seulement d'identifier le taux auquel le test de Bingham détecte des contre-hypothèses axiales mais aussi celui auquel il détecte des contre-hypothèses monotones. / In this thesis we are interested in testing uniformity in high dimensions on the unit sphere $S^{p_n-1}$ (the dimension of the observations, $p_n$, depends on their number, and high-dimensional data are such that $p_n$ diverges to infinity with $n$).We consider first ``monotone'' alternatives whose density increases along an axis ${\pmb \theta}_n\in S^{p_n-1}$ and depends on a concentration parameter $\kappa_n>0$. We start by identifying the rate at which these alternatives are contiguous to uniformity; then we show thanks to local asymptotic normality results that the most classical test of uniformity, the Rayleigh test, is not optimal when ${\pmb \theta}_n$ is specified but becomes optimal when $p$ is fixed and in the high-dimensional FvML case when ${\pmb \theta}_n$ is unspecified.We consider next ``axial'' alternatives, assigning the same probability to antipodal points. They also depend on a location parameter ${\pmb \theta}_n\in S^{p_n-1}$ and a concentration parameter $\kappa_n\in\R$. The contiguity rate proves to be higher in that case and implies that the problem is more difficult than in the monotone case. Indeed, the Bingham test, the classical test when dealing with axial data, is not optimal when $p$ is fixed and ${\pmb \theta}_n$ is not specified, and is blind to the contiguous alternatives in high dimensions. This is why we turn to tests based on the extreme eigenvalues of the covariance matrix and establish their fixed-$p$ asymptotic distributions under contiguous alternatives.Finally, thanks to a martingale central limit theorem, we show that, under some assumptions and after standardisation, the Rayleigh and Bingham test statistics are asymptotically normal under general rotationally symmetric distributions. It enables us to identify the rate at which the Bingham test detects axial alternatives and also monotone alternatives. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

A worldwide awareness of the environment is accelerating fuel cell vehicle development. With respect to power electronics, special requirement is on the development of high efficiency, high voltage ratio bi-directional DC/DC converter for fuel cell energy system management. In this paper, two bi-directional DC/DC converters, which are developed for Ford Motor Company’s fuel cell vehicle, are compared from different aspects. Comparison is concentrated on the circuit topology and EMI performance. Emphasis is placed on soft-switch, hard-switch, synchronized rectification, auxiliary start-up winding and their effect on EMI performance in this kind of isolated bi-directional converter. Comparison includes circuits analysis and test result. The EMI test setup is described. EMI measurements are given and explained. EMI solutions for bi-directional DC/DC converter are discussed. An EMI filter is designed and final test result is given. / Master of Science

The DC House project relies primarily on renewable energy sources to provide DC power to the various loads of the house. However, not all renewable sources are capable of providing power at all times of the day. A back-up energy source in the form of a battery storage system must be available to meet the electrical needs of the house. A bi-directional flyback power converter was initially designed to allow a battery to charge from as well as discharge to the 48V bus line of the DC House. The design provided a 35W prototype to demonstrate the converter’s feasibility. Further improvements to increase power output through changes in design as well as improving the control scheme of the bi-directional converter were conducted. Results allowed an increase of output power to 48W with efficiency at 82% for both charging and discharging. The improvements to the control scheme allowed for better management of charging and discharging cycles of the battery.

This thesis deals with brief research on problematics of antennas in microwave band for omni-directional applications, own design and assembling of such an antenna. The purpose of the design is to have a best possible radiation patterns and reflection loss of our antenna. Conical monopole is chosen and it is simulated and changed to get the best possible parameters. Two prototypes are manufactured with mechanical changes applied and their parameters measured. Finished antenna is used for experimental channel measurement.

京都大学 / 新制・課程博士 / 博士(情報学) / 甲第23328号 / 情博第764号 / 新制||情||130(附属図書館) / 京都大学大学院情報学研究科通信情報システム専攻 / (主査)教授 原田 博司, 教授 守倉 正博, 教授 大木 英司 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

This project presents an investigation if natural braking characteristics could be achieved on an open-loop hydraulic transmission without a brake valve. The goal with the simplified system was to utilize the directional control valve to achieve similar functionality as the brake valve does in the conventional system. If the solution functions properly, it will reduce costs, save time and simplify the conventional system which uses a dedicated brake valve. With a simulation model and practical experiments, the simplified system was thoroughly studied and tested. Two different concepts of how to control the directional control valve were developed, named Fixed Control and Torque Control. The Fixed Control concept has a predetermined de-stroking profile which is not affected by other system signals other than the gas pedal signal. The Torque Control concept uses in addition to the gas pedal signal, pressure sensors over the motors to maintain a constant braking torque. Both developed concepts were able to produce natural braking characteristics. However, the Torque Control concept performed better at different circumstances. Respective concept can be tuned further for improvements, but in the scope of this project the goal was accomplished. Utilizing the directional control valve to achieve a hydraulic brake function, has potential to be a solutionfor heavy mobile machinery in near future. However, further research and testing are required to be conducted on other heavy mobile machinery which have greater top speeds and load capabilities than the machinery used in this project.

The diploma thesis deals with the elaboration of a laboratory experiment with basic types of microstrip directional and hybrid couplers in the frequency range up to tens GHz. The thesis is concerned on branch line directional coupler, rat-race directional coupler, De Rondeho coupler, coupled-line coupler, and Lange directional coupler. Simulated results are confronted with measured results obtained by a skalar network analyzer. From overall findings the relevant laboratory experiment was configured and designed.