This dissertation explores the problem of energy estimation in supervised Non-Intrusive Load Monitoring (NILM). NILM refers to a set of techniques used to estimate the electricity consumed by individual loads in a building from measurements of the total electrical consumption. Most commonly, NILM works by first attributing any significant change in the total power consumption (also known as an event) to a specific load and subsequently using these attributions (i.e. the labels for the events) to estimate energy for each load. For this last step, most proposed solutions in the field impart simplifying assumptions to make the problem more tractable. This has severely limited the practicality of the proposed solutions. To address this knowledge gap, we present a framework for creating appliance models based on classification labels and aggregate power measurements that can help relax many of these assumptions. Within the framework, we model the problem of utilizing a sequence of event labels to generate energy estimates as a broader class of problems that has two major components (i) With the understanding that the labels arise from a process with distinct states and state transitions, we estimate the underlying Finite State Machine (FSM) model that most likely generated the observed sequence (ii) We allow for the observed sequence to have errors, and present an error correction algorithm to detect and correct them. We test the framework on data from 43 appliances collected from 19 houses and find that it improves errors in energy estimates when compared to the case with no correction in 19 appliances by a factor of 50, leaves 17 appliances unchanged, and negatively impacts 6 appliances by a factor of 1.4. This approach of utilizing event sequences to estimate energy has implications in virtual metering of appliances as well. In a case study, we utilize this framework in order to substitute the need of plug-level sensors with cheap and easily deployable contacless sensors, and find that on the 6 appliances virtually metered using magnetic field sensors, the inferred energy values have an average error of 10:9%.

Food inflation in South Africa has been viewed as an important source of underlying inflationary pressures in the economy due to its persistence beyond that of other commodities. Although several studies found food to be one of the factors that influence purchase decisions, there still appears to be an absence of research that directly links food inflation to consumers’ decisions, especially when financing the purchase of new passenger vehicles in South Africa. In this regard, this study investigated whether the increase in the prices of food products has a significant effect on passenger vehicle purchases in South Africa. Leaning on the literature that argues that economic factors do not play much of a role in passenger vehicle purchase decisions in South Africa, it was hypothesised that there is no supported relationship between food inflation and passenger vehicle purchases in South Africa. Using secondary time series data, the Pearson correlation test revealed a negative but insignificant relationship between food inflation and vehicle purchases in South Africa. The ordinary least squares estimate of the purchase function, taking into account several economic factors that influence passenger vehicle purchase decisions in the literature, showed that disposable income of households along with vehicle purchases of the previous period are to be considered as main determinants of vehicle purchases in South Africa. In addition, it was also revealed that new vehicle prices are also a significant determinant of vehicle purchases. The Johansen cointegration test revealed that the variables in the vehicle purchase function were cointegrated in the long run. The vector error correction model showed a long-run relationship, albeit insignificant, between food inflation and vehicle purchases and no relationship between the two variables in the short run. The Granger causality test revealed that food inflation and vehicle purchases are independent from each other, meaning that no causal effect was found between the variables, regardless of the direction of the test. This study concluded that economic factors such as interest rate and fuel price have an insignificant influence on passenger vehicle purchases in South Africa. In the same line, the impact of food inflation on passenger vehicle purchases in South Africa was found to be insignificant, therefore, the conclusion was drawn that the increase in the prices of food products will not play a considerable role in consumers’ decisions regarding passenger vehicle purchase in South Africa. / Business Management / M. Com. (Business Management)

This paper examines the main determinants of inflation in Madagascar during the period 1984-2011, using cointegration approach. The empirical results highlight the existence of a stable money demand relationship that dictates the movement of prices in the long run, as well as a long run equilibrium involving domestic prices, exchange rate and foreign prices. Also, we found two long term relationships involving money, aggregate price, oil price, as well rice price. In the short run, inflation adjusts to deviation from the long run equilibrium in the monetary market, money growth have a positive impact on inflation while an appreciation of the exchange rates causes inflation to decelerate. We also find that inflation has a considerable inertia, movements in the prices of oil and rice affect the inflation rate in the short term, and the influence of external shocks are quite important. Variance decomposition and impulse response allow to examine the responses of the variables to various shocks.

The main purpose of this study is to examine the causal relations between energy use, CO2 emissions and economic growth for Sweden. Vector Error Correction model with annual data from 1970 to 2016 has been used in order to determine potential causality between the variables. The empirical findings indicate that in the long-run, causality relationship between energy consumption, CO2 emissions and economic growth cannot be rejected and it is bidirectional. This means that energy is a determining factor for economic growth in Sweden and that applying policies in order to reduce the CO2 emissions has slowed down economic growth in Sweden. This finding is consistent with the Feedback Hypothesis. But in the short-run no causality was found between energy and economic growth. According to Granger causality test results, bidirectional causality between CO2 emissions and energy consumption cannot be rejected in the short-run. Variables’ trends show that in the period under study, energy consumption and economic growth have moved in the same direction; meaning that higher energy consumption has led to higher economic growth. At the same time, lower CO2 emissions have been accompanied by higher economic growth. There is also short-run causality running from capital to economic growth according to VECM results. It can be suggested to the policy makers that in order to maintain economic growth and reduce environmental degradation, energy consumption should be shifted gradually from nonrenewable sources to renewable ones so to avoid decrease in economic growth and ensure lower levels of CO2 emissions in the long-run.

O mercado do milho no Brasil tem demonstrado algumas mudanças nos últimos anos aumentando sua importância no agronegócio. Por esse motivo, tem sido maior a necessidade de estudo de suas características. O objetivo da presente dissertação consiste em verificar como se dá a transmissão de preços entre os mercados regionais dessa commodity no Brasil a nível de produtor, com foco nos estados da região Sul e Centro-Oeste, devido à sua importância para a produção nacional. Além disso, também foi buscado analisar como os preços dos estados analisados reagem ao preço cotado na bolsa de valores para saber qual sua relação com o mercado externo. O método de pesquisa utilizado foi: teste de raiz unitária; teste de cointegração; vetor de correção de erro; teste de causalidade de Granger e teste de impulso-resposta. Os resultados do teste de cointegração indicam que há transmissão de preços entre todos os estados analisados, bem como os estados respondem a oscilações de preços do mercado externo a longo prazo. O fato de existir cointegração entre os estados é condição suficiente para se afirmar que existe relação linear de equilíbrio para a qual o sistema converge, validando os pressupostos da Lei do Preço Único e a integração. Todos os estados apresentaram resposta significativa a mudanças de preços no estado de Santa Catarina pelo vetor de correção de erro (VEC), mostrando que esse estado tem forte influência na formação de preços dos estados das duas regiões analisadas. No curto prazo foi observado que os estados de Mato Grosso e Rio Grande do Sul não recebem influência direta das oscilações de preços dos outros mercados, enquanto os estados de Paraná, Santa Catarina e Goiás parecem ser interdependentes a curto prazo, pois apresentam relativa correlação. Além disso, a função impulso resposta demonstra também que um impulso nos preços do estado de Santa Catarina gera resposta significativa nos preços dos outros estados de forma geral, e um impulso no preço do estado de Goiás também gera uma reação forte no preço do estado do Mato Grosso. / The corn market in Brazil has shown some changes in recent years increasing its importance in agribusiness. For this reason has increased the need for more studies related to this market’s characteristics . The objective of this dissertation is to check how is the price transmission between regional markets in Brazil at producer level for this commodity, focusing on states of the South and Midwest of the country, because of its importance to the national production. Furthermore, it was also sought to analyze how the prices of the analyzed states react to the price quoted on the stock market, looking for understanding how is its relationship with the external market. The research method used was: the unit root test , cointegration test , vector error correction; Granger causality test and impulse response test. The result of the cointegration test indicates that there is price transmission between all the states analyzed as well as states respond to price fluctuations on the stock market in the long run . The existence of cointegration between the states is sufficient to say that there is a linear equilibrium relationship to which converges the sistem, validating the assumptions of the Law of One Price and the integration condition. All states showed significant responses to price changes in the state of Santa Catarina by the vector error correction ( VEC ) , showing that this state has a strong influence on the pricing of the states on the two regions. In the short term it was observed that the states of Mato Grosso and Rio Grande do Sul receive no direct influence from the prices of other markets, while the states of Paraná, Santa Catarina and Goiás seem to be interdependent in the short term because they present a correlation. As well, the impulse response function also shows that a surge in prices in the state of Santa Catarina generates a significant response in prices of other states in general, and a boost in the price of Goias also generates a strong reaction in the price of Mato Grosso.

O café foi de extrema importância para o desenvolvimento e a dinamização da economia brasileira desde meados do século XIX, quando já ocupava a posição de principal produto da pauta exportadora brasileira, aí se mantendo por quase um século. Nos dias atuais, apesar de ter passado por diversos momentos de instabilidade, o Brasil ainda é maior produtor e exportador mundial de café. Atualmente, com a desregulação pelo Estado, há uma mais organização estratégica e maior cooperação entre os agentes. Como o café é um produto típico de exportação, seu preço nas diferentes regiões do país está ligado aos preços internacionais. Teoricamente, os mercados estando interligados, devem ser observadas tendências temporais muito próximas entre as séries no longo prazo. Posto isso, o objetivo do presente trabalho é avaliar a integração e a transmissão de preços do café arábica negociado na bolsa ICE Futures US, em Nova York, para as regiões produtoras de café arábica dentro dos estados de São Paulo (Mogiana e Paulista), Paraná (Noroeste) e Minas Gerais (Cerrado e Sul). Para analisar a relação de assimetria entre os preços de café das bolsas e do mercado físico utiliza-se o modelo descrito por Cânedo-Pinheiro (2012) para o mercado de óleo diesel no Brasil e por Cunha e Wander (2014) para o mercado de feijão no Estado de São Paulo. Como resultados, observou-se a presença de integração entre as séries de preços nas regiões estudadas com os preços da bolsa ICE Futures US, tanto no curto como no longo prazo. Todas as séries apresentaram elasticidade de transmissão de preços maior do que a unidade. A assimetria de transmissão de preços foi verificada em todas as regiões estudadas, ou seja, reduções de preço no mercado internacional são repassadas com maior intensidade para o produtor do que aumentos, exceto no caso do Sul de Minas Gerais, onde os ajustes foram simétricos. Apesar da existência de assimetria no curto prazo, o estudo verificou que no longo prazo, para todas as regiões, a assimetria tende a se inverter e mesmo desaparecer, dependendo do período. No curto prazo, os ajustes de queda são repassados mais rapidamente que os aumentos, enquanto que no longo prazo a velocidade de ajustamento para os aumentos de preços é maior do que para reduções, com exceção da região Mogiana. / Coffee was one of the most important products for the development and dynamism of the Brazilian economy since the mid-nineteenth century, when it held the first position of Brazilian exports, and kept as first for nearly a century. Nowadays, despite of having gone through several moments of instability, Brazil is still the largest coffee producer and exporter in the world. Currently, with the deregulation of the state, there is a more strategic organization and greater cooperation among agents. Because coffee is a typical export product, it´s price in different regions of the country is linked to international prices. Therefore, the price series have the same long term tendency, for being linked. The objective of this study is to evaluate the integration and price transmission of arabica coffee, traded on ICE Futures US in New York, to the producing regions of arabica coffee in the states of São Paulo (Mogiana and Paulista), Paraná (Northeast) and Minas Gerais (Cerrado and South). In order to analyze the asymmetric price transmission between international coffee prices and Brazilian markets, the rule model for the diesel fuel market in Brazil, was the one described by Canedo-Pinheiro (2012), and for the dry bean market in the state of Sao Paulo, the model used by Cunha and Wander (2014). The findings confirm the presence of integration between the price series in the regions studied and the prices of ICE Futures US in both short and long term. All series had elasticity transmission rates greater than unity. The asymmetry in price transmission was present in all regions studied, ie price reductions in the international market are passed on with greater intensity for the producer than the increases, except in South of Minas Gerais, where adjustments were symmetrical. Even though there is short-term asymmetry, the study found that in the long run, asymmetry tends to reverse and even disappear, depending on the period, for all producer regions. Although the drop settings are passed on faster than the increases in the short term, in the long-term the speed adjustment for price increases is greater than for reductions, except Mogiana region.

Orientador: Reginaldo Palazzo Junior / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-12T20:22:38Z (GMT). No. of bitstreams: 1 Santos_PolyaneAlves_M.pdf: 825808 bytes, checksum: f4b4d556a54cfca0cb0a84dd5e07a7a3 (MD5) Previous issue date: 2008 / Resumo: A proposta de um sistema criptográfico de chave pública que utiliza códigos convolucionais de memória-unitária clássicos e quânticos apresentada neste trabalho, está baseada na utilização de transformações armadilha que, ao serem aplicadas as submatrizes reduzem a capacidade de correção de erros do código. Este processo proporciona um aumento no grau de privacidade da informação a ser enviada devido a dois fatores: para a determinação de códigos ótimos de memória unitária è necessário resolver o Problema da Mochila e a redução da capacidade de correção de erro dos códigos ocasionada pelo embaralhamento das colunas das submatrizes geradoras. São também apresentados neste trabalho, novos códigos convolucionais quânticos concatenados [(4, 1, 3)]. / Abstract: The proposal of a cryptographic system of public key that uses classical and quantum convolutional codes of unit-memory presented in this work, is based on the use of trapdoors functions which when applied to submatrices reduce the capacity of correction of errors of the code. This process gives us an increase in the degree of privacy of information being sent, because of two factors, namely: to establish good unit-memory codes is necessary to solve the knapsack problem, and the reduction of the capacity of correcting errors of codes provided by scrambling the columns of generating submatrices. We also present in this work, news quantum convolutional codes [(4, 1, 3)]. / Mestrado / Telecomunicações e Telemática / Mestre em Engenharia Elétrica

Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / O presente trabalho estima a elasticidade produto-gasto pÃblico para economia brasileira, no perÃodo de 1950 a 2003, utilizando um modelo vetorial de correÃÃo de erro (VECM) para controlar possÃveis mudanÃas estruturais nas sÃries. Quando existem mudanÃas estruturais, os vÃrios testes estatÃsticos de Dickey-Fuller sÃo viesados em direÃÃo da nÃo rejeiÃÃo de uma raiz unitÃria. Este viÃs significa que o teste de Dickey-Fuller à viesado em direÃÃo da hipÃtese nula de uma raiz unitÃria, mesmo se a sÃrie à estacionÃria dentro de cada subperÃodo. Sem controlar para mudanÃas estruturais, os testes de cointegraÃÃo podem apresentar resultados enganosos, e as estimativas obtidas podem ser viesadas. / Aiming to estimate the elasticity product-public expenditure to the Brazilian economy, during the period 1950-2003, it was used a vector error correction model (VECM) to control for possible structural changes in the series. When structural changes were observed, many of the Dickey-Fuller statistic tests are biased towards the non-rejection of the existence of a unit root. This bias means that the Dickey-Fuller test is biased towards the null hypothesis of unit root, even if the series is stationary within each sub period. Without controlling for structural changes, the cointegration tests may present deceiving results and the estimates obtained may be biased.

Neste trabalho, estudamos a teoria quântica de correção de erros, um dos principais métodos de prevenção de perda de informação num computador quântico. Este método, porém, normalmente é estudado considerando-se condições ideais em que a atuação das portas lógicas que constituem o algoritmo quântico não interfere com o tipo de erro que o sistema sofre. Além disso, as medidas de síndrome empregadas no método tradicional são consideradas instantâneas. Nossos objetivos neste trabalho serão avaliar como a alteração dessas duas suposições modificaria o processo de correção de erros. Com relação ao primeiro objetivo, verificamos que, para erros causados por ambientes externos, a atuação de uma porta lógica simultânea ao ruído pode gerar erros que, a princípio, podem não ser corrigíveis pelo código empregado. Propomos em seguida um método de correção a pequenos passos que pode ser usado para tornar desprezíveis os erros incorrigíveis, além de poder ser usado para reduzir a probabilidade de erros corrigíveis. Para o segundo objetivo, estudamos primeiro como medidas de tempo finito afetam a descoerência de apenas um qubit, concluindo que esse tipo de medida pode na verdade proteger o estado que está sendo medido. Motivados por isso, mostramos que, em certos casos, medidas de síndrome finitas realizadas conjuntamente ao ruído são capazes de proteger o estado dos qubits contra os erros mais eficientemente do que se as medidas fossem realizadas instantaneamente ao fim do processo. / In this work, we study the theory of quantum error correction, one of the main methods of preventing loss of information in a quantum computer. This method, however, is normally studied under ideal conditions in which the operation of the quantum gates that constitute the quantum algorithm do not interefere with the kind of error the system undergoes. Moreover, the syndrome measurements employed in the traditional method are considered instantaneous. Our aims with this work are to evaluate how altering these two suppositions would modify the quantum error correction process. In respect with the first objective, we verify that, for errors caused by external environments, the action of a logical gate simultaneously to the noise can provoke errors that, in principle, may not be correctable by the code employed. We subsequently propose a short-step correction method that can be used to render negligible the uncorrectable errors, besides being capable of reducing the probability of occurrence of correctable errors. For the second objective, we first study how finite-time measurements affect the decoherence of a single qubit, concluding that this kind of measurement can actually protect the state under scrutiny. Motivated by that, we demonstrate, that, in certain cases, finite syndrome measurements performed concurrently with the noise are capable of protecting more efficiently the state of the qubits against errors than if the measurements had been performed instantaneously at the the end of the process.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-03-17T11:12:12Z No. of bitstreams: 1 pedroesperidiaodossantosneto.pdf: 630134 bytes, checksum: 788b1bde0483d09ec36a640572f67ad0 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-03-18T11:49:19Z (GMT) No. of bitstreams: 1 pedroesperidiaodossantosneto.pdf: 630134 bytes, checksum: 788b1bde0483d09ec36a640572f67ad0 (MD5) / Made available in DSpace on 2017-03-18T11:49:20Z (GMT). No. of bitstreams: 1 pedroesperidiaodossantosneto.pdf: 630134 bytes, checksum: 788b1bde0483d09ec36a640572f67ad0 (MD5) Previous issue date: 2016-12-14 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Opresentetrabalhoversasobrecódigoscorretoresdeerroseseusduaissobreespaçosposet. Inicialmente,veremososconceitosdoqueéumcódigoeautilidadedeumcódigocorretorde erros em um sistema de comunicação e construiremos as principais propriedades de corpos finitos. Estesconceitoscombinadosserãoutilizadosparaaconstruiçãodecódigoscorretores de erros em espaços de Hamming, amplamente aplicados hoje. Em seguida, construiremos os códigos corretores de erros sobre espaços poset e algumas de suas consequências, como o surgimento de códigos P-MDS. Enunciaremos o Teorema da Dualidade para espaços poset e, por fim, analisaremosos códigos do tipo P-cadeia e algumas de suas propriedades provenientes do Teorema da Dualidade. / This piece of work treats of error correcting codes and their dual codes in poset spaces. Initially we will cover the concepts of what is a code and the need of an error correction code in a communication system and the main properties of finite fields. These concepts combined are used for building the error correction codes in Hamming spaces, which are currently largely applied. Poset spaces are proposed as a generalization of the Hamming spaces e we will build the codes over poset spaces and some of their consequences, as the occurrence of P-MDS codes. Then, we will state and prove the Duality Theorem for poset spaces. Lastly, we will analyze the P-chain codes some and of their properties derived from the Duality Theorem.