This thesis consists of two major parts. In the first part, I monitor the temporal change of S-wave velocity in shallow soil layers using seismic data collected in an experiment at Panola Mt. Atlanta, GA, 2006. I use the cross correlation function to find the arrival time differences for different water levels, and then calculate the change of Rayleigh wave phase velocity according to different frequencies in the range 5 to 50 Hz. After that, I find a reference 1-D layered P and S-wave velocity model from the measured Rayleigh wave dispersion curve, and put 6 sets of Gaussian perturbations into the reference velocity structure to invert for the actual temporal change of velocity structure in the experiment. I find a clear increase of S-wave velocity in the water injection area, and the S-wave velocity gradually recovers to the initial value after we stop pumping water. In the second part, I analyze temporal changes in fault zone site response along the Karadere-Düzce branch of the North Anatolian Fault, starting 8 days before and ending 72 days after the 1999 Mw7.1 Düzce, Turkey, earthquake. The analysis involves comparisons of strong motion seismic records at station VO inside the Karadere fault and station FP about 300 m away from the fault. I compare all available seismic waveforms at these stations, including those generated by foreshocks, the mainshock, aftershocks and seismic noise, and cut them into 10 s windows with a 5 s overlap. Fourier amplitude spectra are computed for seismic data in each window, and the average amplitude spectra for the two horizontal components are used to obtain the spectral ratio for each on/off fault pair of seismic records. The spectral ratios are smoothed over every 10 points in the frequency domain (0.5 Hz). The results show a shift of the spectral peak to lower frequencies during the main shock. The peak frequency reduces from 4.3 Hz several days before the main shock to 2.9 Hz (67.4% of the pre mainshock value) right after the mainshock. It quickly recovers to 3.8 Hz (64% recovery of the dropped value) after a day, and then gradually recovers to 4.0 Hz (79% recovery of the dropped value) after 72 days. I also compare the results from all the seismic data including direct S-wave, S coda waves and seismic noise and from coda waves only and find that the results from coda waves which are generally less scattered than those from all the data, and show lower amplitude of spectra ratio with higher peak frequencies. The observations suggest a nonlinear behavior of the fault zone material under strong ground motion of nearby major earthquakes. Finally I attempt to link the two parts by identifying their implications for the nonlinear site effects.

Traditional macroeconometric models of the Australian economy estimate the behaviour of wage and price inflation separately, thereby ignoring the possibility that there is a contemporaneous relationship between these two variables. This thesis follows a recent trend emerging in other small open economies, such as the UK and Norway, which is to estimate the behaviour of wage and price inflation in a simultaneous-equations model. In order to capture the behaviour of the major variables which drive wages and prices, a complete model is constructed which embeds these important transmission channels. The model is developed in three stages. First, underpinned by a theoretical framework of a unionized economy with imperfect competition, the core wage- price system is developed whereby consumer prices and average weekly earnings are jointly estimated in a simultaneous-equations framework. Particular atten- tion is given to estimating two identified cointegrating relationships for wages and prices. These equations are interpreted as the long-run targets of workers and firms respectively and are embedded in a parsimonious system of short-run dynamics which drive wages and prices towards their long-run levels. Second, llie behaviour of llie main feedback variables driving llie wage-price system is modelled, with particular attention given to the unemployment rate. While several of the most recent models of unemployment show that the aggregate unemployment rate in Australia does indeed behave differently during periods of low and high unemployment, none can explain what drives the unemployment rate to increase at such a rapid rate and what contributes to its much slower decrease. Another central issue of this thesis, therefore, is to propose a rationale for this as yet unexplained phenomenon. The remaining behavioural variables in the model, including aggregate labour productivity, domestic output and the real exchange rate, are all estimated in a single-equation framework. Third, these equations are then combined with a number of important identi- ties and an interest-rate reaction function to close the model. Then, the impacts of several simulated economic scenarios on Australia's economic landscape are considered. Special emphasis is given to analysing the impact of a large nomi- nal wage shock. The outcomes from these simulated scenarios are pertinent to understanding the inflation process and have important implications for a small open economy like Australia with an explicit inflation target. Overall, the major result to emerge from this thesis is that there is significant statistical support for the hypothesis that wage and price inflation in Australia are jointly determined. This phenomenon has not yet been fully exploited in current macroeconometric models of the Australian economy. The modelling exercise also reveals that the Australian unemployment rate is linear in demand and labour productivity shocks, with nonlinear behaviour caused by real wage rigidity and generous unemployment benefits. Importantly, this simple model is able to simulate the behaviour of the Australian economy extremely well. The outcome from the policy scenarios is clear: both demand-side and supply-side shocks have real and nominal effects on the economy in the short- to medium- run, ceteris paribus. Moreover, a large nominal wage shock to the economy, which results in a real wage rise, will have no sustained effect on the level of domestic activity in the economy, the inflation rate or the real exchange rate. Unemployment is, however, pushed slightly above equilibrium in the short- to medium-run due to a sustained higher real wage level.

This dissertation studies various issues related to regime switching and DSGE models. The methods developed are used to study U.S. business cycles. Chapter one considers and derives the limit distributions of likelihood ratio based tests for Markov regime switching in multiple parameters in the context of a general class of nonlinear models. The analysis simultaneously addresses three difficulties: (1) some nuisance parameters are unidentified under the null hypothesis, (2) the null hypothesis yields a local optimum, and (3) the conditional regime probabilities follow stochastic processes that can only be represented recursively. When applied to US quarterly real GDP growth rates, the tests suggest strong evidence favoring the regime switching specification over a range of sample periods. Chapter two develops a modified likelihood ratio (MLR) test to detect regime switching in state space models. I apply the filtering algorithm introduced in Gordon and Smith (1988) to construct a modified likelihood function under the alternative hypothesis of two regimes and I extend the analysis in Chapter one to establish the asymptotic distribution of the MLR statistic under the null hypothesis of a single regime. I also apply the test to a simple model of the U.S. unemployment rate. This contribution is the first to develop a test based on the likelihood ratio principle to detect regime switching in state space models. The final chapter estimates a search and matching model of the aggregate labor market with sticky price and staggered wage negotiation. It starts with a partial equilibrium search and matching model and expands into a general equilibrium model with sticky price and staggered wage. I study the quantitative implications of the model. The results show that (1) the price stickiness and staggered wage structure are quantitatively important for the search and matching model of the aggregate labor market; (2) relatively high outside option payments to the workers, such as unemployment insurance payments, are needed to match the data; and (3) workers have lower bargaining power relative to firms, which contrasts with the assumption in the literature that workers and firms share equally the surplus generated from their employment relationship.

L'augmentation de l'efficacité spectrale des transmissions mono-porteuses sur un lien de diffusion par satellite est devenu un défi d'envergure afin de pallier la demande croissante en débits de transmission. Si des techniques émergentes de transmissions encouragent l'utilisation de modulations à ordre élevé telles que les modulations de phase et d'amplitude (APSK), certaines dégradations sont encourues lors du traitement à bord du satellite. En effet, en raison de l'utilisation d'amplificateurs de puissance ainsi que de filtres à mémoires, les modulations d'ordre élevé subissent des distorsions non-linéaires dues à la fluctuation de leur enveloppe, ce qui nécessite des traitements au sein de l'émetteur ou bien au sein du récepteur. Dans cette thèse, nous nous intéressons au traitement de l'interférence non-linéaire au sein du récepteur, avec une attention particulière aux égaliseurs itératifs qui améliorent les performances du système au prix d'une complexité élevée. A partir du modèle temporel des interférences non-linéaires induites par l'amplificateur de puissance, des algorithmes de réception optimaux et sous optimaux sont dérivés, et leurs performances comparées. Des égaliseurs à complexité réduite sont aussi étudiés dans le but d'atteindre un compromis performances-complexité satisfaisant. Ensuite, un modèle des non-linéarités est dérivé dans le domaine fréquentiel, et les égaliseurs correspondants sont présentés. Dans un second temps, nous analysons et dérivons des récepteurs itératifs pour l'interférence entre symboles non linéaire. L'objectif est d'optimiser les polynômes de distributions d'un code externe basé sur les codes de contrôle de parité à faible densité (LDPC) afin de coller au mieux à la sortie de l'égaliseur. Le récepteur ainsi optimisé atteint de meilleures performances comparé à un récepteur non optimisé pour le canal non-linéaire. Finalement, nous nous intéressons à une classe spécifique de techniques de transmissions mono-porteuse basée sur le multiplexage par division de fréquence (SC-OFDM) pour les liens satellites. L'avantage de ces formes d'ondes réside dans l'efficacité de leur égaliseur dans le domaine fréquentiel. Des formules analytiques de la densité spectrale de puissance et du rapport signal sur bruit et interférence sont dérivées et utilisées afin de prédire les performances du système. / Increasing both the data rate and power efficiency of single carrier transmissions over broadcast satellite links has become a challenging issue to comply with the urging demand of higher transmission rates. If emerging transmission techniques encourage the use of high order modulations such as Amplitude and Phase Shift Keying (APSK) and Quadrature Amplitude Modulation (QAM), some channel impairments arise due to onboard satellite processing. Indeed, due to satellite transponder Power Amplifiers (PA) as well as transmission filters, high order modulations incur non linear distortions due to their high envelope fluctuations which require specific processing either at the transmitter or at the receiver. In this thesis, we investigate on non linear interference mitigation at the receiver with a special focus on iterative equalizers which dramatically enhance the performance at the cost of additional complexity. Based on the time domain model of the non linear interference induced by the PA, optimal and sub-optimal receiving algorithms are proposed and their performance compared. Low complexity implementations are also investigated for the sake of a better complexity-performance trade-off. Then, a non linear frequency domain model is derived and the corresponding frequency equalizers are investigated. In the second part, we analyse and design an iterative receiver for the non linear Inter Symbol Interference (ISI) channel. The objective is to optimize an outer Low Density Parity Check (LDPC) code distribution polynomials so as to best fit the inner equalizer Extrinsic information. The optimized receiver is shown to achieve better performance compared to a code only optimized for linear ISI channel. Finally, we investigate on a specific class of single carrier transmissions relying on Single Carrier Orthogonal Frequency Division Multiplexing (SCO-FDM) for satellite downlink. The advantage of such waveforms lies in their practical receiver implementation in the frequency domain. General analytical formulas of the power spectral density and signal to noise and interference ratio are derived and used to predict the bit error rate for frequency selective multiplexers.

O desenvolvimento de técnicas que deem sobrevida a navios com mais de 20 anos de navegação interior é crucialmente importante para um país com a demanda de mobilidade como a que tem o Brasil. Nesse sentido, uma técnica que pode ser citada é a determinação da vida útil potencial (VUP), que propõe uma forma de avaliar o aumento da vida útil de embarcações de navegação interior. Na busca por índices globais que identifiquem as condições do navio, considera-se o cálculo do momento fletor último da seção mestra do navio. O presente trabalho apresenta, de forma detalhada, a aplicação dos principais métodos de cálculo do momento fletor último em três casos de estudo: um perfil caixão, o perfil reduzido de embarcação de fundo duplo (estudada por Nishihara, 1983) e a seção mestra de uma embarcação típica utilizada para navegação na Bacia do Sudeste (NT Guarita). Os métodos empregados para o cálculo do momento fletor último são: métodos direto e iterativo propostos pela Associação Internacional de Sociedades Classificadoras (IACS 2008), Método da Resistência Direta, Método da Largura Efetiva e análises não lineares através do Método dos Elementos Finitos. Com o intuito de obter uma resposta mais coerente, é proposta uma modificação no Método Iterativo [IACS, 2008]. O método modificado é então utilizado no estudo de sensibilidade do momento fletor último frente à redução de espessura das chapas de convés (considerando a seção mestra da embarcação NT Guarita). Os resultados obtidos, bem como as conclusões a respeito, são apresentados ao final do trabalho. Adicionalmente, é proposto um índice para uso na avaliação do nível de não linearidade da resposta dos elementos locais, quando submetidos a reduções de espessura. / The increasing of ships life extension can only be provided by new methodologies development. A new method to determine the potential ship shelf life is being proposed, being part of the new method, in this document the ultimate bending momentum of the master ship section is study. The study presents the application of the most popular methods to calculate the ultimate bending for three different cases: box section, double hull ship studied by Nishihara, 1983 and master section of a typical boat used in Bacia do Sudeste, NT Guarita. The methods applied to calculate the ultimate bending momentum are: direct and iterative methods proposed by the International Association of Classification Societies, IACS 2008, Direct Strength Method, Method of Effective Width and also non-linear analysis using the Finite Element Method. In order to obtain a more coherent response, a change in the Iterative Method [IACS, 2008] has been proposed. The new method is used to study the sensitivity of the ultimate momentum to the reduction of deck thickness applied the NT Guarita. The results and conclusions will be presented in this study. Additionally, will be proposed an index to evaluate the level of non-linearity of the local elements response, when exposed to thickness reduction.

O desenvolvimento de técnicas que deem sobrevida a navios com mais de 20 anos de navegação interior é crucialmente importante para um país com a demanda de mobilidade como a que tem o Brasil. Nesse sentido, uma técnica que pode ser citada é a determinação da vida útil potencial (VUP), que propõe uma forma de avaliar o aumento da vida útil de embarcações de navegação interior. Na busca por índices globais que identifiquem as condições do navio, considera-se o cálculo do momento fletor último da seção mestra do navio. O presente trabalho apresenta, de forma detalhada, a aplicação dos principais métodos de cálculo do momento fletor último em três casos de estudo: um perfil caixão, o perfil reduzido de embarcação de fundo duplo (estudada por Nishihara, 1983) e a seção mestra de uma embarcação típica utilizada para navegação na Bacia do Sudeste (NT Guarita). Os métodos empregados para o cálculo do momento fletor último são: métodos direto e iterativo propostos pela Associação Internacional de Sociedades Classificadoras (IACS 2008), Método da Resistência Direta, Método da Largura Efetiva e análises não lineares através do Método dos Elementos Finitos. Com o intuito de obter uma resposta mais coerente, é proposta uma modificação no Método Iterativo [IACS, 2008]. O método modificado é então utilizado no estudo de sensibilidade do momento fletor último frente à redução de espessura das chapas de convés (considerando a seção mestra da embarcação NT Guarita). Os resultados obtidos, bem como as conclusões a respeito, são apresentados ao final do trabalho. Adicionalmente, é proposto um índice para uso na avaliação do nível de não linearidade da resposta dos elementos locais, quando submetidos a reduções de espessura. / The increasing of ships life extension can only be provided by new methodologies development. A new method to determine the potential ship shelf life is being proposed, being part of the new method, in this document the ultimate bending momentum of the master ship section is study. The study presents the application of the most popular methods to calculate the ultimate bending for three different cases: box section, double hull ship studied by Nishihara, 1983 and master section of a typical boat used in Bacia do Sudeste, NT Guarita. The methods applied to calculate the ultimate bending momentum are: direct and iterative methods proposed by the International Association of Classification Societies, IACS 2008, Direct Strength Method, Method of Effective Width and also non-linear analysis using the Finite Element Method. In order to obtain a more coherent response, a change in the Iterative Method [IACS, 2008] has been proposed. The new method is used to study the sensitivity of the ultimate momentum to the reduction of deck thickness applied the NT Guarita. The results and conclusions will be presented in this study. Additionally, will be proposed an index to evaluate the level of non-linearity of the local elements response, when exposed to thickness reduction.

O desenvolvimento de técnicas que deem sobrevida a navios com mais de 20 anos de navegação interior é crucialmente importante para um país com a demanda de mobilidade como a que tem o Brasil. Nesse sentido, uma técnica que pode ser citada é a determinação da vida útil potencial (VUP), que propõe uma forma de avaliar o aumento da vida útil de embarcações de navegação interior. Na busca por índices globais que identifiquem as condições do navio, considera-se o cálculo do momento fletor último da seção mestra do navio. O presente trabalho apresenta, de forma detalhada, a aplicação dos principais métodos de cálculo do momento fletor último em três casos de estudo: um perfil caixão, o perfil reduzido de embarcação de fundo duplo (estudada por Nishihara, 1983) e a seção mestra de uma embarcação típica utilizada para navegação na Bacia do Sudeste (NT Guarita). Os métodos empregados para o cálculo do momento fletor último são: métodos direto e iterativo propostos pela Associação Internacional de Sociedades Classificadoras (IACS 2008), Método da Resistência Direta, Método da Largura Efetiva e análises não lineares através do Método dos Elementos Finitos. Com o intuito de obter uma resposta mais coerente, é proposta uma modificação no Método Iterativo [IACS, 2008]. O método modificado é então utilizado no estudo de sensibilidade do momento fletor último frente à redução de espessura das chapas de convés (considerando a seção mestra da embarcação NT Guarita). Os resultados obtidos, bem como as conclusões a respeito, são apresentados ao final do trabalho. Adicionalmente, é proposto um índice para uso na avaliação do nível de não linearidade da resposta dos elementos locais, quando submetidos a reduções de espessura. / The increasing of ships life extension can only be provided by new methodologies development. A new method to determine the potential ship shelf life is being proposed, being part of the new method, in this document the ultimate bending momentum of the master ship section is study. The study presents the application of the most popular methods to calculate the ultimate bending for three different cases: box section, double hull ship studied by Nishihara, 1983 and master section of a typical boat used in Bacia do Sudeste, NT Guarita. The methods applied to calculate the ultimate bending momentum are: direct and iterative methods proposed by the International Association of Classification Societies, IACS 2008, Direct Strength Method, Method of Effective Width and also non-linear analysis using the Finite Element Method. In order to obtain a more coherent response, a change in the Iterative Method [IACS, 2008] has been proposed. The new method is used to study the sensitivity of the ultimate momentum to the reduction of deck thickness applied the NT Guarita. The results and conclusions will be presented in this study. Additionally, will be proposed an index to evaluate the level of non-linearity of the local elements response, when exposed to thickness reduction.

Submitted by Renata Lopes (renatasil82@gmail.com) on 2017-05-15T18:10:30Z No. of bitstreams: 1 lucasdossantoslourenco.pdf: 1777135 bytes, checksum: 9ea683067b756747ab7f334b95f5262a (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-05-17T16:03:11Z (GMT) No. of bitstreams: 1 lucasdossantoslourenco.pdf: 1777135 bytes, checksum: 9ea683067b756747ab7f334b95f5262a (MD5) / Made available in DSpace on 2017-05-17T16:03:11Z (GMT). No. of bitstreams: 1 lucasdossantoslourenco.pdf: 1777135 bytes, checksum: 9ea683067b756747ab7f334b95f5262a (MD5) Previous issue date: 2017-02-14 / Pesquisas macroeconômicas recentes tem advogado em favor da possibilidade da existência de ajustes assimétricos em variáveis econômicas diversas. Dessa forma, técnicas econométricas têm evoluído no sentido de abarcarem a ideia de cointegração não linear. O presente trabalho busca, portanto, investigar sob o ponto de vista não-linear os efeitos da taxa de câmbio sobre as exportações e importações brasileiras desagregadas em capítulos do Sistema Harmonizado referentes a cinco parceiros comerciais, no período de 1999 a 2015. Para tal, foi utilizada a metodologia NARDL de Shin et. al. (2014), seguida de testes de cointegração e não linearidade. O estudo permite que se diferencie o impacto do câmbio sobre o comércio em apreciações e depreciações e em pequenas e grandes variações, em que é testada a hipótese de histerese da taxa de câmbio. A desagregação aqui empregada contribuiu para a estimação mais realista do efeito do câmbio sobre exportações e importações, em especial para o caso brasileiro, em que ainda há escassez de estudos nessa linha. Os resultados apontam, dentre outros aspectos, que as importações possuem melhor aderência ao modelo não linear do que as exportações. Além disso, a não linearidade cambial apresenta melhor resposta nos modelos – em termos de significância dos coeficientes - quando possui impacto negativo sobre o comércio. Assim, apreciações tendem a ter um impacto maior sobre as exportações e depreciações sobre as importações. Uma das conclusões no que concerne política cambial é que um incentivo às exportações causado por uma taxa de câmbio subvalorizada pode, na verdade, ter um impacto maior sobre as importações, desencorajando-as. / Recent macroeconomic research has advocated in favor of the possibility of asymmetrical adjustments in various economic variables. Indeed, econometric techniques have evolved to encompass the idea of nonlinear cointegration. Thus, this study aims to investigate under a nonlinear fashion the effects of the exchange rate nonlinearities on the flow of international trade on disaggregated Brazilian exports and imports for five trading partners, from 1999 to 2015. For this purpose, the NARDL methodology (Shin et. al. 2014) was applied, followed by cointegration and non-linearity tests. The study enables the differentiation between the impact on trade of the exchange rate appreciations and depreciations, as well the impact of small and large variations of the exchange rate, in which the hysteresis hypothesis can be tested. The disaggregation applied here contributed to a more realistic estimation of the effect of the exchange rate on exports and imports, especially for the Brazilian case, where there is still few studies in this line. The results, among others, showed that imports adhear more closely to the nonlinear model than exports. Moreover, the exchange rate non-linearities showed a better response to the models (in terms of statistical significance) when they have a negative impact on trade; exchange rate appreciations tend to have a larger impact on exports and depreciation on imports. One of the conclusions concerning exchange rate policy is that an incentive to the exports resulting from an over depreciated exchange rate may actually have more impact over the imports, discouraging them.

In this thesis, a new way of using predisortion for linearization of power amplifiers is evaluated. In order to achieve an adequate power level for the jamming signal, power amplifiers are used in military jamming systems. Due to the nonlinear characteristic of the power amplifier, distortion will be present at the output. As a consequence, unwanted frequencies are subject to jamming. To decrease the distortion, linearization of the power amplifier is necessary. In the system of interest, a portion of the distorted power amplifier output signal is fed back. Using this measurement, a predistortion signal is synthesized to allow suppression of the unwanted frequency components. The predistortion signal is updated a number of times in order to achieve a good outcome. Simulations are carried out in Matlab for testing of the algorithm. The evaluation of the new linearization technique shows promising results and that good suppression of distortion components is achieved. Furthermore, new predistortion features are possible to implement, such as predistorsion in selected frequency bands. However, real hardware testing needs to be carried out to confirm the results.

Hyperspectral remote sensing excels in its high spectral resolution, which enables the generation of contiguous spectral profiles covering the visible to shortwave infrared region (400 – 2500 nm) of the solar electromagnetic spectrum. The high spectral resolution has greatly stimulated the applications of hyperspectral remote sensing in different disciplines. The initial applications have been found in mineral exploration, followed by applications in environmental research, forest health evaluation, vegetation species mapping, precision farming, water pollution monitoring, and military target identification. It has been noticed, however, that there is an inconsistency between the statistical characteristics of hyperspectral remotely sensed data and the methods employed to model and process the data for information extraction. On the one hand, hyperspectral data are considered inherently nonlinear, due to the multiple nonlinear sources involved in the data formation. On the other hand, hyperspectral data has long been modeled and processed as realisations of some linear stochastic processes. What is the impact of this inconsistency on hyperspectral data analysis? This dissertation is prepared to address this question by firstly evaluating the significance of nonlinearity in hyperspectral data and secondly examining the influence of nonlinearity on dimensionality estimation, and noise reduction. This dissertation proved that nonlinearity existed in hyperspectral data and it was statistically significant. It was found that the dimension of hyperspectral data was substantially smaller when the nonlinearity was considered compared to estimations based on linear algorithms. It was demonstrated that improved noise reduction was achieved without compromising spectral absorption features if the nonlinearity was taken into consideration. The algorithms discussed in this dissertation were implemented, which provided a useful tool set for those who are interested in studying the nonlinear behaviours in hyperspectral data, which are not available in commercial remote sensing software packages.