Yes / The Daubechies, coiflet and symlet wavelets, with properties of orthogonal wavelets are suitable for multicarrier transmission over band-limited channels. It has been shown that similar wavelets can be constructed by Lagrange approximation interpolation. In this work and using established wavelet design algorithms, it is shown that ideal filters can be approximated to construct new orthogonal wavelets. These new wavelets, in terms of BER behave slightly better than the wavelets mentioned above, and much better than biorthogonal wavelets, in multipath channels with additive white Gaussian noise (AWGN). It is shown that the construction, which uses a simple simultaneous solution to obtain the wavelet filters from the ideal filters based on established wavelet design algorithms, is simple and can easily be reproduced.

Engineers of off-road equipment, on-road vehicles, pavement, and tires must assess the roughness of a terrain surface for the design of their products. The International Roughness Index (IRI), a standardized means of assessing longitudinal road roughness, quantifies roughness based on the average suspension travel for a particular vehicle at a prescribed speed. The Discrete Roughness Index (DRI) developed in this work address fundamental limitations of the IRI. Specifically, the DRI is calculated for each discretely measured location along a terrain surface and is applicable to vehicles traveling at varying speeds and using parameters other than the Golden Quarter-Car on which the IRI is based. The development of the DRI begins with a consistent discretization of the terrain surface, vehicle response, and the IRI. Next the Fractional Response Coefficient is developed, the properties of which are critical in the development of the DRI. The DRI is developed and its properties are discussed through theory and simulation of the ASTM E1926-08 profile. One important property of the average DRI is that it converges to the IRI as the distance between sampled points becomes smaller, for the particular case when the Golden Quarter-Car model is simulated at 80 kph. The DRI is not an alternative to the standard IRI, therefore, but a widely applicable roughness measure of which the standard IRI is a single specialized application. / Master of Science

京都大学 / 新制・論文博士 / 博士(工学) / 乙第13617号 / 論工博第4214号 / 新制||工||2003(附属図書館) / 京都大学大学院人間・環境学研究科相関環境学専攻 / (主査)教授 田中 賢治, 教授 中北 英一, 教授 佐山 敬洋 / 学位規則第4条第2項該当 / Doctor of Philosophy (Engineering) / Kyoto University / DFAM

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The modeling of reverberant environments using techniques based on geometry, such as Ray Tracing or behavior-based wave, such as Finite Elements are devoted respectively to large and small places . But the great difficulty arises in the simulation of medium enclosures, based on precision to the geometrical approach and the computational cost for the behavior-based wave. Therefore, the objective of this work is to obtain Impulse Response Room (Room Impulse Response - RIR ) in midsize through technical Digital Waveguide Mesh ( Digital Waveguide Mesh - DWG ) environments . During the simulations the excitation was made by a half-sine, representing an approximation of the Dirac Delta. To simulate the reverberant field, were explored different geometries of meshes. Applying the results obtained it was possible to predict numerically the acoustic behavior of a sample of the same audio playing through the auralization. Added to this, certain parameters of acoustic quality which are directly derived from the RIR could be calculated . Finally, a comparative study of the RIR obtained experimentally , theoretically and via DWG was performed . From the initial proposal of the work , we have reached a computational tool able to predict the acoustic behavior in two and three dimensional environments , a relatively low computational time and quality in their results . Therefore , it was possible to make a preliminary analysis of the acoustic quality of the room , including allowing the sound reproduced in the virtual room. / A modelagem de ambientes reverberantes por meio de técnicas baseadas na geometria, como o Ray Tracing ou na propagação de ondas acústica, como Elementos Finitos são consagrados respectivamente para recintos de grande e pequeno porte. Porém, a grande dificuldade reside na simulação dos recintos médios, em função da precisão, para a abordagem geométrica, e do custo computacional, para os baseados no comportamento da onda. Assim sendo, o objetivo deste trabalho consiste na obtenção da Resposta Impulsiva da Sala (Room Impulse Response RIR) em ambientes de médio porte por meio da técnica de Malhas de Guias Digitais de Ondas (Digital Waveguide Mesh DWG). Durante as simulações a excitação se deu por meio de um meio seno, representando uma aproximação do Delta de Dirac. Para simular o campo reverberante, foram exploradas diferentes geometrias de malhas. Aplicando os resultados obtidos numericamente foi possível prever o comportamento sonoro de uma amostra de áudio sendo reproduzida no mesmo, por meio da auralização. Somado a isso, certos parâmetros da qualidade acústica, que são diretamente derivados da RIR puderam ser calculados. Para finalizar, um estudo comparativo das RIR obtidas experimentalmente, teoricamente e via DWG foi realizado. A partir da proposta inicial do trabalho, chegou-se a uma ferramenta computacional capaz de prever o comportamento acústico em ambientes bi e tridimensionais, num tempo computacional, relativamente baixo e com qualidade em seus resultados. Por conseguinte, foi possível fazer uma análise prévia da qualidade acústica da sala, inclusive permitindo ouvir o som reproduzido no recinto virtual. / Doutor em Engenharia Mecânica

In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. The project investigates the possibilities for aggregated Vector Autoregression(VAR) models to outperform simple univariate models, in this case, an Autoregressive Integrated Moving Average(ARIMA) with seasonal components. The other part of this thesis is to model market shocks in the freight rate indices, given impulses in the other underlying VAR-model time series using the impulse response function. The main results are that the VAR-model forecast outperforms the ARIMA-model in forecasting the tanker freight rate index (BDTI), while the the bulk freight rate index(BDI) is better predicted by the simple ARIMA when calculating the forecast mean square error. / I denna avhandling analyseras multipla tidsserier över rederinärings- och finansiell data i syfte att skapa en prognosticerande modell för att prognosticera fraktratsindex. Dataserierna som i huvudsak prognosticeras är fraktratsindexen BDI och BDTI från Baltic exchange. I projektet undersöks om en aggregerad Vektor Autoregressiv(VAR) modell överträffar en univariat modell, i detta fall en Autoregressive Integrated Moving Average(ARIMA) med säsongsvariabel. I andra delen av denna avhandling modelleras chocker i fraktratsindexen givet impulser i de andra underliggande tidsserierna i de aggregerade VAR-modellerna. Huvudresultaten är att VAR-modellens prognos överträffar ARIMA-modellen för tankerraterna (BDTI), medan bulkraterna(BDI) bättre prognosticeras av ARIMA-modellen, i avseende på prognosernas beräknade mean square error.

The 2007-2008 US subprime mortgage crisis evolved into a financial crisis that negatively affected many economies in the world and therefore it was widely referred to as the global financial crisis. Since the beginning of this financial crisis of 2008-2009, South Africa experienced a significant increase in its household debt to income ratio. In the main, the aim of this dissertation is to investigate the prominent factors contributing to the rise in the level of household debt in South Africa. Also, we study the response of household debt to various shocks originating from the aforementioned crisis. Additionally, in the context of our timeline (1985 Q1-2012 Q1) we will extrapolate possible graphical trends in the rise and fall of household indebtedness in South Africa associated with various crises. Working from past research papers and a theoretical framework developed by Franco Modigliani and Milton Friedman, seven macroeconomic variables will be considered to examine the rise of household borrowing to income namely; the real house price index, consumer price index. real income, real prime rate, real household consumption expenditure, real gross domestic product and real household savings. Both a long-run cointegration analysis and a short-run error correction model will be used to evaluate the relationship between household debt and the chosen variables by estimating a Vector Error Correction Model. Furthermore, the Variance Decomposition and the Generalized Impulse Response Function will be utilized to assess the impact of household debt to various shocks emanating from the 2008-2009 financial crisis. The different models and tests conducted in this research will be executed using the statistical software package EVIEWS 7. Based on the results, household debt was seen to have been fairly affected by the 2008-2009 financial crisis. The cointegration analysis maintains that in the long run, household borrowing is positively and significantly determined by consumer price index and real household consumption. In addition, it confirms that household borrowing is negatively affected by real household income and real GOP. The rest of the variables were found insignificant. Nevertheless, the short run error correction model reveals that about 3.6% of the disequilibrium will be corrected each quarter for the equilibrium state to be restored. Also, the Variance Decomposition results confirmed that the South African household debt is mostly affected by shocks from real house price index, real household income, real household consumption and real household savings, respectively. Furthermore, the Generalized Impulse Response Function results established the significant positive response of household debt to a shock from real house price index and real household consumption. The response of debt to shocks from consumer price index, real household savings and real income is negative and this outcome is confirmed by the theory. However, the response of debt shows fluctuating behaviours to shocks from LRIN, LRPR and LRGDP over the estimated period. In conclusion, our econometric investigation highlighted the main causes of the high levels of household debt in South Africa both in the short and long run. The Generalized Impulse Response Functions confirm that shocks like the occurrence of the 2007-2008 financial crisis will have a significant impact on real house price index, consumer price index, real household consumption and real household savings. The Engle granger results show that there exist no significant relationship between household debt and unemployment in South Africa over the period 1980 to 2010. However, we propose that this result may have been significant if quarterly unemployment data was available and included in the main data set. Finally, based on the stability, validity and reliability of our model, we recommend its use to facilitate policy analysis and decision making regarding household debt levels in South Africa. / Thesis (M.Com.( Economics) North-West University, Mafikeng Campus, 2012

The transition from communism to capitalism at the end of the last century was one of the most significant events in the world economy since industrialization. During the latter part of the 1980s, people the Central and Eastern European countries and former Soviet Republics opted for a change from highly distorted command economic system to a market driven economic system. Privatization and liberalization policies led to major changes in the commodity mix and volume of agricultural production, consumption and trade. However, the changes and the impacts varied among countries as they followed different transition strategies. This study investigated the impact of market liberalization on the agricultural sector, as well as how the inter-sectoral linkages among the agricultural, industrial and service sectors responded in Poland, Romania, Bulgaria and Hungary using time-series analysis. The study estimated an econometric model that incorporates the linkages among the sectors using a Vector Error Correction Model. The procedure identified long-run and short-run relationships for each country. The results showed that a sector can have a negative linkage to other sectors in the short-run; however, that does not mean that the linkage will be negative in the long-run. Impulse response functions were constructed to determine how a system reacts to a shock in one of the endogenous variable in a model. The study explored how a shock in the agricultural sector was absorbed by the other sectors in the economy, and how a shock in the other sectors was absorbed by the agricultural sector, in all four countries. The responses reflected how the variables are interrelated within a country, and how the shocks are transferred through different linkages over a long period of time. Such dynamic analysis was used to identify the total impacts of different policy alternatives.

This thesis explores the price determinants of Bitcoin using a macroeconomic model based on the economic equation of exchange presented by Joseph Wang (2014). The thesis provides a concise and structured introduction to Bitcoin and a comprehensive literature review on Bitcoin. The analysis begins with the application of the functions of money to Bitcoin, arguing that while Bitcoin does fulfill the three classical functions of money to a certain extent, its use remains mainly as a speculative instrument. Wang's model is criticized and amended to reflect the realities of empirically analyzing the Bitcoin market. Using the daily number of transactions and Bitcoin days destroyed as proxies for economic activity and inactivity - to measure Bitcoin's velocity on the block chain - vector autoregression modelling is used to determine if there is Granger causality between the price of bitcoin and the two proxies. The results demonstrate that there is a bidirectional Granger-causal relationship between Bitcoin days destroyed and the price of bitcoin and that there is none between the daily number of transactions and the price of bitcoin; proving Wang's two main assumptions. Impulse- response functions are provided to illustrate and discuss this bidirectional relationship. The results are in line with the...

Neste trabalho são analisados os campos acústicos gerados por transdutores ultrassônicos planos e circulares, do tipo pistão plano, no modo pulso-eco, trabalhando como emissor e receptor de ondas, com freqüências de 1,6 MHz, 2,25 MHz e 5 MHz. As ondas emitidas por esses transdutores interagem com interfaces denominadas alvos, com diversas geometrias de superfícies, como planas e circulares, planas com cavidade do tipo alvéolo circular, e cone reto, todas compostas de alumínio e imersas em tanque com água. O campo acústico refletido varia de acordo com o tipo de geometria do alvo. Para essas analises foram produzidas e comparadas modelagens do campo acústico no software Matlab, por meio de dois modelos teóricos: método da resposta impulsiva e método da representação discreta. Foram analisados o tempo de computação produzido pelo método numérico com relação a discretização dos elementos de área do transdutor e do alvo, alem da influencia da conversão de modo nas respostas impulsivas simuladas para essas superfícies. Os resultados mostraram uma boa correlação entre os dois métodos teóricos, porem o de representação discreta possibilita o estudo em transdutores com geometria diferente do pistão plano, sem o uso de integrais complexas. As diferenças dos resultados experimentais e teóricos podem ser minimizadas por meio de uma escolha adequada da relação entre a discretização e comprimento de onda (Dx/), em que foi considerado um valor aceitável de erro relativo de 15% para Dx/ 0,68. Foi observado que o uso da conversão de modo na interface refletora influi apenas na amplitude do sinal de eco (atenuação) e não na forma do sinal. / This work deals with acoustic fields generated by ultrasonic broadband transducers as a planar circular piston, operating in pulse-echo mode, with frequencies of 1.6 MHz, 2.25 MHz and 5 MHz. The waves emitted by transducers interact with water-immersed aluminum targets of different geometries such as planar circular surfaces, concave circular cavity on plane surfaces, and right circular conical surfaces. The impulse response and the discrete representation methods were applied to model the echo responses, using the Matlab software. The influence of mode conversion over the simulated impulse responses for these surfaces was analyzed. The results show a good correlation between the two theoretical methods, but the discrete representation enables the study of arbitrary aperture transducers, with no need to solve complex integrals. The computational times of the discrete representation method was analyzed were respect to the spatial discretization of both the transducer aperture and the target. Experimental tests were carried out to validate the simulated results. Differences in experimental and theoretical results can be minimized by an appropriate choice of the discretization/wavelength ratio (Dx / ). A relative error of 15% was considered acceptable for Dx / 0,68. It was observed that the use of mode conversion at the reflected interface modifies only the amplitude of the echo signal (attenuation), but not its shape.

"The goal of this thesis work has been to investigate improved diagnostic methods for both detecting osteoporosis and estimating fracture risk non-invasively, by assessing bone mass density (BMD) and bone microstructure. It evaluates new approaches for analyzing through-transmission ultrasound signals using coral samples as models for trabecular bone. The results of BUA, impulse response of coral samples and the angular decorrelation function of coral samples indicate that these ultrasound parameters may be useful in detecting changes in both bone mineral density (BMD) and the presence of dominant trabecular bone structure axis. "