The present work is a result of collaboration between the LMFA (Laboratoire de Mécanique des Fluides et d'Acoustique, Ecole Centrale de Lyon - France), Snecma and the Cerfacs. It aims at studying the flow in the 3.5-stages high-speed axial compressor CREATE (Compresseur de Recherche pour l'Etude des effets Aérodynamique et TEchnologique - rotation speed: 11543 RPM, Rotor 1 tip speed: 313 m/s), designed and built by Snecma and investigated at LMFA on a 2-MW test rig. Steady measurements, as well as laser velocimetry, fast-response wall static and total pressure measurements have been used to experimentally investigate the flow. The analysis focuses on two main aspects: the study of the flow at stable operating points, with a special interest on the rotor-stator interactions, and the study of the instabilities arising in the machine at low mass flow rates.The description of the unsteady flow field at stable operating points is done through measurements of wall-static pressure, total pressure and velocity, but also total temperature, entropy and angle of the fluid. It is shown that the complexity and unsteadiness of the flow in a multistage compressor strongly increases in the rear part of the machine, because of the interactions between steady and rotating rows. Therefore, a modal analysis method developed at LMFA and based on the decomposition of Tyler and Sofrin is presented to analyze these interactions. It is first applied to the pressure measurements, in order to extract the contributions of each row. It shows that all the complex pressure interactions in CREATE can be reduced to three main types of interactions. The decomposition method is then applied to the entropy field extracted from URANS CFD calculations performed by the Cerfacs, in order to evaluate the impact of the interactions on the performance of the machine in term of production of losses.The last part of this work is devoted to the analysis of the instabilities arising in CREATE at low mass flows. It shows that rotating pressure waves appear at stable operating points, and increase in amplitude when going towards the surge line, until reaching a critical size provoking the onset a full span stall cell bringing the machine to surge within a few rotor revolutions. The study of these pressure waves, and the understanding of their true nature is achieved through the experimental results and the use of some analytical models. A precise description of the surge transient through wall-static pressure measurements above the rotors is also provided, as well as a description of a complete surge cycle. An anti-surge control system based on the detection of the amplitude of the pressure waves is finally proposed.

本篇論文主要探討台灣期貨市場於2005年至2008年的快速抽單(Fleeting orders)現象。文章將市場交易者區分為機構法人、散戶、自營商以及外資共四類族群，研究抽單背後的動機是否與各族群中交易者的下單積極程度、追價動作，或是降低成交成本有關。實證結果顯示，機構法人在快速抽單動作上無顯著動機；在散戶部分，僅部分散戶具有能力進行快速抽單，而其主要動機是為了降低交易成本。自營商的進場動機，主要是以造市為考量，因此測試市場上是否存在更激進的交易對手單是快速抽單的原因之一。此外，自營商亦會因要降低成交成本而進行快速抽單的動作。由於外資的主要策略是使用波段操作獲取大額利潤，無顯著證據證明外資進行快速抽單的動機是涵蓋於上述三種假設。 本文亦透過實證分析，探討快速抽單與合約報酬的關係，並以研究觀察有較高的快速抽單率是否會帶來較佳報酬，實證結果顯示各族群皆無顯著正相關，但散戶有顯著負相關。四類族群各自有不同的交易型態，故不能將他們概一而論，本篇論文的貢獻即是透過快速抽單，證明四個交易族群在程式交易上，具有不同的策略方向以及對於市場有不同的熟悉程度。 / This paper focuses on the phenomenon of fleeting orders in Taiwan’s futures markets from 2005 to 2008. Traders who in the markets will be divided into local institutional investors, individual, Dealer, and foreign institutional investors. Our study will find the motivation behind fleeting orders under the three hypotheses: attractive, chasing, and the cost-of-immediacy. The empirical results show that local institutional investors have no significant motivation. Only part of individual investors have the ability to use fleeting orders, and their main motivation is to reduce transaction costs. Dealers act as a market maker, so the main motivation for dealers is to raise liquidity. So to test whether a more aggressive limit orders exists in the market is one of the reasons for them to submit fleeting orders. In addition, dealers will also cancel limit orders in order to reduce the transaction costs. Because the main strategy for foreign institutional investors is to obtain a large profit during a period, they have no significant evidence to explain any motivation under the three assumptions. This article also analysis the relationship between fleeting orders and performance, and investigate whether the high fleeting ratio could bring much better profits. The empirical result show that all of four type investors have no significant positive correlation of fleeting orders and performance, but individual investors have significant negative correlation of fleeting orders and performance. Each of four type investors has different trading patterns, so that we should treat them case by case. The contribution of this paper is to prove that the four type investors have different strategies when they use trading program, and they also have different experience in Taiwan’s futures markets.

Um die Vortriebsleistung von Maschinen zur Festgesteinsgewinnung zu steigern, wird das Prinzip der Aktivierung seit Jahren erfolgreich eingesetzt. Dabei wird der grundlegenden Arbeitsbewegung des eingreifenden Werkzeugs eine Schlag- oder Vibrationsbewegung überlagert. Im Rahmen der vorliegenden Arbeit wurde die Möglichkeit zur hochfrequenten Aktivierung von Werkzeugen im Eingriff in Festgestein untersucht. Ziel der Arbeit ist es, die Besonderheiten beim Eingriff hochfrequent aktivierter Werkzeuge in Festgestein genauer zu definieren und zu klären, auf welchen Ursachen sie beruhen. Es werden konventionelle und hochfrequente Aktivierungsprinzipien beispielhaft vorgestellt und ein kurzer Einblick in das untersuchte Aktivierungsprinzip und dessen Besonderheiten gegeben. Eine Literaturrecherche gibt Informationen zu den Eigenschaften von Gesteinen mit besonderem Fokus auf dynamisch veränderlichen Kennwerten. Weiterhin wird Literatur zu den physikalischen Grundlagen des Werkzeugeingriffs und der Piezoaktorik vorgestellt. Eine theoretische Verarbeitung dieser Informationen in Form von Modellen wird neben praktischen Versuchen an einem Prüfstand vorgenommen.

In this dissertation, two high-frequency (HF) transformer isolated single-stage integrated ac-dc converters are proposed for a small scale permanent magnet synchronous generator (PMSG) based wind energy conversion system (WECS). These two types of single-stage integrated ac-dc converters include expected functions of HF isolation, power factor correction (PFC), and output regulation in one single-stage. Fixed-frequency phase-shift control and soft-switching operation are employed in both proposed ac-dc converters. After reviewing the literature and discussing pros and cons of the existing topologies, it is preferred that three identical single-phase single-stage integrated converters with interleaved connection configuration are suitable for the PMSG. For the single-phase converter, two new HF isolated single-stage integrated resonant ac-dc converters with fixed-frequency phase-shift control are proposed. The first proposed circuit is HF isolated single-stage integrated secondary-side controlled ac-dc converter. The other proposed circuit is HF isolated single-stage dual-tank LCL-type series resonant ac-dc converter, which brings better solutions compared to the first converter, such as high power factor and low total harmonic distortion (THD) at the ac input side. Approximate analysis approach and Fourier series methods are used to analyze these two proposed converters. Design examples for each one are given and designed converters are simulated using PSIM simulation package. Two experimental circuits are also built to verify the analysis and simulation. The simulated and experimental results reasonably match the theoretical analysis. Then the proposed HF isolated dual-tank LCL-type series resonant ac-dc converter is used for three-phase interleaved connection in order to satisfy requirements of PMSG based WECS. A design example for this three-phase interleaved configuration is given and simulated for validation under several operating conditions. / Graduate / 0544 / duyimian@uvic.ca

This dissertation reports on the design and implementation of a high-frequency, tri-axial capacitive resonant gyroscopes integrated on a single chip. The components that construct tri-axial rotation sensing consist of a yaw, a pitch and a roll device. The yaw-rate gyroscope has a wide bandwidth and a large full-scale range, and operates at a mode-matched condition with DC polarization voltage of 10V without frequency tuning requirement. The large bandwidth of 3kHz and expected full-scale range over 30,000˚/sec make the device exhibit fast rate response for rapid motion sensing application. For the pitch-and-roll rate sensing, an in-plane drive-mode and two orthogonal out-of-plane sense-modes are employed. The rotation-rate sensing from lateral axes is performed by mode-matching the in-plane drive-mode with out-of-plane sense-modes to detect Coriolis-force induced deflection of the resonant mass. To compensate process variations and thickness deviations in the employed silicon-on-insulator (SOI) substrates, large electrostatic frequency tunings of both the drive and sense modes are realized. A revised high aspect ratio combined polysilicon and silicon (HARPSS) process is developed to resolve the Coriolis response that exists toward out-of-plane direction while drive-mode exists on in-plane, and tune individual frequencies with minimal interference to unintended modes. To conclude and overcome the performance limitation, design optimization of high-frequency tri-axial gyroscopes is suggested. Q-factor enhancement through reduction of thermoelastic damping (TED) and optimizations of physical dimensions are suggested for the yaw disk gyroscope. For the pitch-and-roll gyroscope, scaling property of physical dimension and its subsequent performance enhancement are analyzed.

Recent advancements in silicon technology have paved the way for the development of integrated transceivers operating well inside the mm-wave frequency range (30 - 300 GHz). This band offers opportunities for new applications such as remote sensing, short range radar, active imaging and multi-Gb/s radios. This thesis presents new ideas at the circuit and system level for a variety of such applications, up to 145 GHz and in both state-of-the-art nanoscale CMOS and SiGe BiCMOS technologies. After reviewing the theory of operation behind linear and power amplifiers, a purely digital, scalable solution for power amplification that takes advantage of the significant ft/fmax improvement in pFETs as a result of strain engineering in nanoscale CMOS is presented. The proposed Class-D power amplifier, features a stacked, cascode CMOS inverter output stage, which facilitates high voltage operation while employing only thin-oxide devices in a 45 nm SOI CMOS process. Next, a single-chip, 70-80 GHz wireless transceiver for last-mile point-to-point links is described. The transceiver was fabricated in a 130 nm SiGe BiCMOS technology and can operate at data rates in excess of 18 Gbps. The high bitrate is accomplished by taking advantage of the ample bandwidth available at the W-band frequency range, as well as by employing a direct QPSK modulator, which eliminates the need for separate upconversion and power amplification. Lastly, the system and circuit level implementation of a mm-wave precision distance and velocity sensor at 122 and 145 GHz is presented. Both systems feature a heterodyne architecture to mitigate the receiver 1/f noise, as well as self-test and calibration capabilities along with simple packaging techniques to reduce the overall system cost.

Recent advancements in silicon technology have paved the way for the development of integrated transceivers operating well inside the mm-wave frequency range (30 - 300 GHz). This band offers opportunities for new applications such as remote sensing, short range radar, active imaging and multi-Gb/s radios. This thesis presents new ideas at the circuit and system level for a variety of such applications, up to 145 GHz and in both state-of-the-art nanoscale CMOS and SiGe BiCMOS technologies. After reviewing the theory of operation behind linear and power amplifiers, a purely digital, scalable solution for power amplification that takes advantage of the significant ft/fmax improvement in pFETs as a result of strain engineering in nanoscale CMOS is presented. The proposed Class-D power amplifier, features a stacked, cascode CMOS inverter output stage, which facilitates high voltage operation while employing only thin-oxide devices in a 45 nm SOI CMOS process. Next, a single-chip, 70-80 GHz wireless transceiver for last-mile point-to-point links is described. The transceiver was fabricated in a 130 nm SiGe BiCMOS technology and can operate at data rates in excess of 18 Gbps. The high bitrate is accomplished by taking advantage of the ample bandwidth available at the W-band frequency range, as well as by employing a direct QPSK modulator, which eliminates the need for separate upconversion and power amplification. Lastly, the system and circuit level implementation of a mm-wave precision distance and velocity sensor at 122 and 145 GHz is presented. Both systems feature a heterodyne architecture to mitigate the receiver 1/f noise, as well as self-test and calibration capabilities along with simple packaging techniques to reduce the overall system cost.

In this thesis, the possibility of detection of fault location in the cable distribution systems by using traveling waves due to fault and circuit breaker operations is investigated. Waveforms originated from both actions and fault steady state are separately analyzed. During such switching actions, high frequency variations which are absent in the steady state conditions, take place. In order to simulate high frequency changes properly, system elements are modeled accordingly. In other words, frequency dependent models are introduced, and they are used in Electro-Magnetic Transients Program (EMTP). Since the characteristics of waveforms are different for separately analyzed portions, different fault locating algorithms with their limitations are introduced.

In this thesis, various pilot symbol aided channel estimation and tracking methods are investigated and their performances are compared for an OFDM system with packet based communication on HF channel. For the HF channel, Watterson HF channel model is used. The compared methods are least squares (LS) channel estimation, linear minimum mean square error (LMMSE) channel estimation, least mean squares (LMS) channel tracking, recursive least squares (RLS) channel tracking, constant position model based Kalman filter channel tracking, and constant velocity model based Kalman filter channel tracking. For LMS and RLS methods some adaptive approaches are also investigated.

The thesis "Four Essays on the Econometric Modelling of Volatility and Durations" consists of four research papers in the area of financial econometrics on topics of the modelling of financial market volatility and the econometrics of ultra-high-frequency data. The aim of the thesis is to develop new econometric methods for modelling and hypothesis testing in these areas. The second chapter introduces a new model, the time-varying GARCH (TV-GARCH) model, in which volatility has a smooth time-varying structure of either additive or multiplicative type. To characterize smooth changes in the (un)conditional variance we assume that the parameters vary smoothly over time according to the logistic transition function. A data-based modelling technique is used for specifying the parametric structure of the TV-GARCH models. This is done by testing a sequence of hypotheses by Lagrange multiplier tests presented in the chapter. Misspecification tests are also provided for evaluating the adequacy of the estimated model. The third chapter addresses the issue of modelling deterministic changes in the unconditional variance over a long return series. The modelling strategy is illustrated with an application to the daily returns of the Dow Jones Industrial Average (DJIA) index from 1920 until 2003. The empirical results sustain the hypothesis that the assumption of constancy of the unconditional variance is not adequate over long return series and indicate that deterministic changes in the unconditional variance may be associated with macroeconomic factors. In the fourth chapter we propose an extension of the univariate multiplicative TV-GARCH model to the multivariate Conditional Correlation GARCH (CC-GARCH) framework. The variance equations are parameterized such that they combine the long-run and the short-run dynamic behaviour of the volatilities. In this framework, the long-run behaviour is described by the individual unconditional variances, and it is allowed to vary smoothly over time according to the logistic transition function. The effects of modelling the nonstationary variance component are examined empirically in several CC-GARCH models using pairs of seven daily stock return series from the S&P 500 index. The results show that the magnitude of such effect varies across different stock series and depends on the structure of the conditional correlation matrix. An important feature of financial durations is the evidence of a strong diurnal variation over the trading day. In the fifth chapter we propose a new parameterization for describing the diurnal pattern of trading activity. The parametric structure of the diurnal component allows the duration process to change smoothly over the time-of-day according to the logistic transition function. The empirical results suggest that the diurnal variation may not always have the inverted U-shaped pattern for the trade durations as documented in earlier studies.