The Finite-Difference Time-Domain Method (FDTD) is a very powerful numerical method for the full wave analysis electromagnetic phenomena. Due to its flexibility, it can be used to solve numerous electromagnetic scattering problems on microwave circuits, dielectrics, and electromagnetic absorption in biological tissue at microwave frequencies. However, it needs so much computation time to simulate microwave integral circuits by applying the FDTD method. If the structure we simulated is complicated and we want to obtain accurate frequency domain scattering parameters, the simulation time will be so much longer that the efficiency of simulation will be bad as well. Therefore, in the thesis, we introduce an artificial neural networks (ANN) method called ¡§Finite Impulse Response Neural Networks (FIRNN)¡¨ can speed up the FDTD simulation time. In order to boost the efficiency of the FDTD simulation time by stopping the simulation after a sufficient number of time steps and using FIRNN as a predictor to predict time series signal.

Trade deficit, financial deficit, and current account deficit of the United States have all been problems deeply concerned by economists and politicians in recent decades. Since the third season of 2000, a recession of the United States and the whole world has gradually started to appear. In addition, as a result of the 9/11 terrorist attacks and the war in Iraq the stock market has begun to decline significantly. In order to promote the recovery of its economy, the federal government determines to adopt the expanded financial policy which will most likely in the end cause its financial deficit more serious. The main purpose of this paper is to investigate the factors that influence the current account deficit of the United States. Because the study considers foreign variables that related researches ignore, we choose five variables as follows: regional output differential, regional interest rate differential, terms of trade, regional real effective exchange rate, and current account. Therefore, we adopt the Unit Root Test, the Granger Causality Test, the Co-integrating Test, and SVAR (Structural Vector Autoregressive) model to run RATS and E-views. It is the finding of empirical result that the United States government considers terms of trade and current account that can't be quantized of the first importance rather than the exchange rate factor that general research is thought. This is one of the contributions of the study.

The Finite-Difference Time-Domain Method (FDTD) is a very powerful numerical method for the full wave analysis electromagnetic phenomena. Due to its flexibility, it can be used to solve numerous electromagnetic scattering problems on microwave circuits, dielectrics, and electromagnetic absorption in biological tissue at microwave frequencies. However, it needs so much computation time to simulate microwave integral circuits by applying the FDTD method. If the structure we simulated is complicated and we want to obtain accurate frequency domain scattering parameters, the simulation time will be so much longer that the efficiency of simulation will be bad as well. Therefore, in the thesis, we introduce an artificial neural networks (ANN) method called ¡§Infinite Impulse Response Neural Networks (IIRNN)¡¨ can speed up the FDTD simulation time. In order to boost the efficiency of the FDTD simulation time by stopping the simulation after a sufficient number of time steps and using FIRNN as a predictor to predict time series signal.

Abstract Japan is the second largest economic power in the world. It has a great deal of FDI outflows but few FDI inflows. Therefore, Japan is in the serious situation of ¡§FDI balance of payments deficit.¡¨ In terms of inward FDI stocks as a percentage of GDP and gross fixed capital formation, Japan is the lowest place of G-7. The purpose of this research is focusing on discussing the shortage of FDI inflows and causing factors which lower the desires of investments in Japan by using the simplest way which is based on the actual situation and the limit of the information in Japan. This paper takes the quarterly data of Japan from 1978 to 2005 and four variables (wage index, real exchange rate, trade and FDI inflows). In this research, the unit root test is used to check if the data have the stationarity or not, and then it uses vector autoregression model (VAR) to proceed impulse response function and forecast error variance decomposition. According to the result of these two approaches, we can figure out the influences of four variables for each other, and then find out the causing factors which lead Japan to have less FDI inflows. The calculation shows that the reason which leads Japanese wages to increase gradually results not only from real exchange rate, trade and FDI inflows, but also from Japanese labor system (lifetime employment system and payment according to working seniority) and the labor quantities. The causality runs from real exchange rate to trade is greater than vice versa. Trade has a positive impact from the real exchange rate which means that the depreciation can accelerate trade. However, the main factor of hindering FDI inflows is Japanese high wages rather than real exchange rate or trade. Therefore, in order to get rid of the depression which was caused by the bubble economy in 1990s, Japanese government not only opens up the restrictions in policy but also takes the control of the prime costs into the most important consideration.

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The recent financial and economic turmoil driven by housing market has led the economists to refocus on the issue about monetary policy and asset price, especially housing price. In this dissertation I investigate the various relationships between monetary policy and asset prices in U.S. economy through steady state Bayesian VAR (SS BVAR) and revised Taylor-typed interest rate rule (Forward-looking rule) based on Generalized Method of Moments (GMM) methodology. In chapter II, steady state Bayesian VAR (SS BVAR) methodology is introduced and multi step-ahead forecasts are executed. Upon usual squared error loss methodology the forecasting performances of SS BVAR are evaluated in comparison with standard BVAR and conventional VAR. Equal predictive ability tests following Giacomini and White (2006) verify that the SS BVAR is superior in forecasting power especially in long-horizons. In chapter III, identification issue involving housing sector is explored through two different ways: economic theory-based approach and algorithms of inductive causations. Despite the different approaches the housing sector’s specifications are somewhat similar. Impulse response analyses demonstrate that monetary shock to housing price is relatively smaller, less significant, and less lasting when compared to Choleski identification. Also historical decomposition and conditional forecast analyses indicate that the housing price shock itself is crucial in accounting the sharp increase and sudden drop of housing price since 2003. Upon the estimated evidences I conjecture that there are much uncertainty between monetary policy and housing price, recalling the consideration of institutional factors when trying to accounting housing sectors. In chapter IV, following Dupor and Conley (2004), I explore how Fed responds to stock price and inflation movements differently across high and low inflation sub-periods. Replicated linear estimation results of Dupor and Conley (2004)’s indicate that Fed raises its target interest rate responding to stock price gap with statistical significance. Linear estimation results, however, are not robust to small change of chosen breakpoint especially in inflation coefficient. So I construct nonlinear model as an alternative way to relax this problem and carry out test of structural change with the nonlinear framework. Consequently both nonlinearity and structural change matter in explanation of Fed’s behavior in this type of reaction function analysis. Given structural change, inflation coefficients movement shows that Fed has responded to expected inflation pressure nonlinearly across sub-period, while stock price gap coefficient shows explicit break around early ’90 in line with Dupor and Conley (2004)’s finding.

Vector autoregression (VAR) models are widely used in an attempt to identify and measure the effect of monetary policy shocks on an economy and to forecast economic times series. However, the sparse information sets used in the VAR approach have been subject to criticism and in recent decades, the use of factor models as a means of dimension reduction has been a subject of greater focus. The method of summarizing information contained in a large set of macroeconomic time series by principal components, and use these as regressors in VAR models, has been pointed out as a potential solution to the problems of limited information and estimation of too many parameters. This paper combines the standard VAR methodology with dynamic factor analysis on Swedish data for two purposes, to assess the effects of monetary policy shocks and to examine the forecasting properties. Latent factors estimated by the principal components method are in this study found to contribute to a more coherent picture in line with economic theory, when examining monetary policy shocks to the Swedish economy. The factor-augmented models can on the other hand not be shown to increase the forecasting accuracy to a great extent compared to standard models.

This thesis presents how to estimate the length of a power cable using the MaximumLikelihood Estimate (MLE) technique by using Matlab. The model of the power cableis evaluated in the time domain with additive white Gaussian noise. The statistics havebeen used to evaluate the performance of the estimator, by repeating the experiment fora large number of samples where the random additive noise is generated for each sample.The estimated sample variance is compared to the theoretical Cramer Raw lower Bound(CRLB) for unbiased estimators. At the end of thesis, numerical results are presentedthat show when the resulting sample variance is close to the CRLB, and hence that theperformance of the estimator will be more accurate.

abstract: Complex electronic systems include multiple power domains and drastically varying dynamic power consumption patterns, requiring the use of multiple power conversion and regulation units. High frequency switching converters have been gaining prominence in the DC-DC converter market due to smaller solution size (higher power density) and higher efficiency. As the filter components become smaller in value and size, they are unfortunately also subject to higher process variations and worse degradation profiles jeopardizing stable operation of the power supply. This dissertation presents techniques to track changes in the dynamic loop characteristics of the DC-DC converters without disturbing the normal mode of operation. A digital pseudo-noise (PN) based stimulus is used to excite the DC-DC system at various circuit nodes to calculate the corresponding closed-loop impulse response. The test signal energy is spread over a wide bandwidth and the signal analysis is achieved by correlating the PN input sequence with the disturbed output generated, thereby accumulating the desired behavior over time. A mixed-signal cross-correlation circuit is used to derive on-chip impulse responses, with smaller memory and lower computational requirement in comparison to a digital correlator approach. Model reference based parametric and non-parametric techniques are discussed to analyze the impulse response results in both time and frequency domain. The proposed techniques can extract open-loop phase margin and closed-loop unity-gain frequency within 5.2% and 4.1% error, respectively, for the load current range of 30-200mA. Converter parameters such as natural frequency (ω_n ), quality factor (Q), and center frequency (ω_c ) can be estimated within 3.6%, 4.7%, and 3.8% error respectively, over load inductance of 4.7-10.3µH, and filter capacitance of 200-400nF. A 5-MHz switching frequency, 5-8.125V input voltage range, voltage-mode controlled DC-DC buck converter is designed for the proposed built-in self-test (BIST) analysis. The converter output voltage range is 3.3-5V and the supported maximum load current is 450mA. The peak efficiency of the converter is 87.93%. The proposed converter is fabricated on a 0.6µm 6-layer-metal Silicon-On-Insulator (SOI) technology with a die area of 9mm^2 . The area impact due to the system identification blocks including related I/O structures is 3.8% and they consume 530µA quiescent current during operation. / Dissertation/Thesis / Doctoral Dissertation Electrical Engineering 2017

This work deals with acoustics of rooms for sound post-production activities and their simulations, in order to reduce the need for acoustic room treatment and specialized monitoring equipment to a hardware unit and headphones - specifcally by creating hardware product for auralization of rooms impulse resp