Atualmente tem aumentando o interesse na aplicação de sistemas caóticos no âmbito das telecomunicações. Esses sistemas apresentam certas peculiaridades, como geração de sinais com amplo espectro de freqüências e baixa correlação cruzada, o que os tornam altamente robustos para aplicação em esquemas de modulação caótica. Dentre tais esquemas, há aqueles em que a detecção é realizada utilizando alguma técnica de sincronismo. Neste trabalho, um circuito caótico é apresentado e sua performance é analisada. As técnicas de sincronismo Pecora-Carroll e sincronização por realimentação de erro são aplicadas ao circuito caótico apresentado. Utilizando este circuito caótico, são sugeridas as seguintes aplicações: um cifrador caótico e um sistema análogo ao spread spectrum. Os dois sistemas são implementados eletronicamente. Além disso, a avaliação da performance de cada sistema é realizada com o auxílio da técnica do diagrama de olho. / Nowadays it is increasing the interest in the application of the chaotic systems in the ambit of the telecommunications. These systems introduce some peculiarities, such as generation of wideband signals with low crosscorrelation, those characteristics make the systems strongly robust to application on chaotic modulation schemes. Among such schemes, there are ones where the detection is realized using techniques of synchronization. In this work, a chaotic circuit is introduced and its performance is evaluated. The Pecora-Carroll synchronization and error-feedback synchronization are applied on the chaotic circuit introduced. Using this chaotic circuit, the following applications are suggested: a chaotic cipher and a spread spectrum system. The two systems are implemented electronically. Besides, the performance of each system is evaluated using the eye pattern technique.

O objetivo do presente estudo foi verificação da viabilidade da aplicação de gelatina de pés de frango em spread de chocolate como substituto parcial de gordura. Inicialmente apresentou-se uma revisão de literatura sobre os principais aspectos que envolvem a pesquisa. Após relatou-se a metodologia de extração e caracterização físico-química da gelatina obtida de pés de frango por meio de análises de composição centesimal, de cor, força de gel e análise de perfil de textura (TPA). Posteriormente abordou-se os efeitos da aplicação de gelatina como substituto de gordura nas propriedades físico-químicas e reológicas de spread de chocolate. Por último investigou-se a influência da concentração de gelatina e substituição de gordura na espalhabilidade, estabilidade (shelf life), custos e propriedades sensoriais dos spreads de chocolate. Para tanto, foi utilizado planejamento experimental Central Composto Rotacional e metodologia de superfície de resposta. Os resultados da extração de gelatina de subproduto de frango indicaram que as peles e tendões dos pés de frango possuem rendimento (7,83 %) e conteúdo mineral (1,92 %), apresentando alto teor proteico (84,96 %) próximo das gelatinas comerciais. Em concentração de 6,67 % a gelatina demonstrou elevada força de gel (294,78 g), comportando-se na análise de perfil de textura como um sólido. Os dados relacionados às formulações de spread de chocolate demonstraram que tanto o nível de substituição de gordura quanto a concentração de gelatina exerceram efeitos significativos (p<0,05) sobre a cor, volume, densidade e comportamento reológico dos produtos, exceto a atividade de água que foi influenciada apenas pelo primeiro fator. Sob a perspectiva reológica apenas a amostra com maior nível de substituição de gordura foi classificada como pseudoplástica. A gelatina contribuiu no aumento do teor proteico das formulações. A consistência foi significativamente (p<0,05) influenciada pelas propriedades da fase de gelatina, apresentando ampla faixa de plasticidade nas diferentes temperaturas (10, 20 e 30 °C). A consistência dos spreads aumentou em todas as temperaturas durante os 90 dias de armazenamento. Observou-se por meio da análise sensorial que os fatores em estudo provocaram alterações nos atributos sensoriais do produto suficiente para a percepção dos provadores. A formulação com 75 % de substituição de gordura seguida pelas formulações com 50 % e 0,8 % de concentração de gelatina apresentaram a maior aceitabilidade. Com o máximo de substituição de gordura chegou-se a 53 % de redução de custos. Contudo, os resultados obtidos sugerem que a aplicação de gelatina de pés de frango pode ser vantajosa, já que contribuiu com a formulação de spreads de chocolate menos calóricos e com propriedades físico-químicas e sensoriais adequadas para uma possível comercialização. / The aimed of this study was the verification of the feasibility of application of gelatin chicken feet in chocolate spread as a partial replacement fat. Firstly, it was presented a literature review on the main aspects involved in the research. After it was reported the extraction methodology and physicochemical characterization of chicken feet gelatin through chemical composition, color, gel strength and texture profile analysis (TPA) analysis. Next, the effects of the gelatin application as a fat replacement in physicochemical and rheological properties of chocolate spread were discussed. Finally, the influence of the gelatin concentration and fat replacement in spreadability, stability (shelf life), costs and sensory properties of chocolate spread were investigated. For this purpose, the Central Composite Rotational Design and response surface methodology were used. The results of the chicken feet gelatin extraction indicated that the skins and tendons of chicken feet have yield (7.83%) and mineral content (1.92%), with high protein content (84.96%) close to the commercial gelatins. In concentration of 6.67 % gelatin demonstrated high gel strength (294.78 g), behaving in the texture profile analysis as a solid. Data related to the spread chocolate formulations demonstrated that the level of replacement of fat and gelatin concentration exerted a significant effect (p <0.05) on the color, volume, density and rheological behavior of the products, except water activity which was influenced only by the first factor. Under the theological perspective only the sample with higher levels of fat replacement was classified as shear thinning. Gelatin contributed in increasing the protein content of the formulations. The consistency was significantly (p <0.05) influenced by the properties of the gelatin phase, showing a wide range of plasticity at different temperatures (10, 20 and 30 ° C). The spreads consistency increased at all temperatures during the 90 days of storage. It was observed by means of sensory analysis that the factors under study led to changes in the sensory attributes of the product enough to the perception of tasters. The formulation with 75 % fat replacement followed by 50 % and 0.8 % concentration of gelatin had the highest acceptability. With maximum fat replacement was reached to 53% cost reduction. However, the results suggest that the application of chicken feet gelatin can be advantageous since it contributed to the formulation of lower calorie chocolate spreads, with physicochemical and sensory properties suitable for possible commercialization.

Segundo a definição do Banco Central do Brasil (2015) o spread bancário é resultado da diferença entre as taxas de juros das operações de crédito (taxas de aplicação) e as taxas de captação. Mesmo com a abertura econômica do Brasil ao mercado internacional, não foi observada redução significativa do spread e o país destaca-se como um detentor de um dos spreads bancários mais altos quando comparado a outros países (OREIRO et al, 2006). Muitos estudos na literatura concluíram que o spread no Brasil está entre os mais altos do mundo (JORGENSEN e APOSTOLOU, 2013). O objetivo deste estudo consiste em identificar quais dos fatores macroeconômicos e dos indicadores de atividade industrial influenciam o spread bancário no período de Março de 2011 a Março de 2015, por meio de regressão linear multivariada. O Banco Central do Brasil alterou metodologicamente as séries de spread a partir de 1º de março de 2011, sendo esta a data inicial de análise deste trabalho. Foram utilizados dados mensais de séries temporais obtidas majoritariamente por consulta ao Sistema Gerenciador de Séries Temporais (SGS) do Banco Central. Ao todo foram utilizadas dezoito variáveis como candidatas às determinantes do spread no período de análise. Nove o determinam positivamente; a inadimplência total, o IPI para bens de capital, IPI bens intermediários, IPI bens de consumo duráveis, IPI bens semiduráveis e não duráveis, a Selic, o PIB, a taxa de desemprego região metropolitana e o EMBI+. Quatro o determinam negativamente; o IPI bens de consumo, o IPI geral, o saldo da carteira de crédito total para recursos livres e o índice de volume de vendas no varejo. Foi considerado p-valor de até 5,0% para as variáveis que se mostraram inferior a este valor. Foi considerado p-valor de até 10% para as variáveis que se mostraram inferior a este valor e maior que 5,0%. / According to the Central Bank of Brazil (2015) bank spread is the result of the difference between interest rates of credit operations (application rates) and funding rates. Although Brazilian economy has opened to international markets it has not been observed any significant reduction in the Brazilian bank spread and it still stands out as one of the highest bank spreads when compared to other countries (OREIRO et al, 2006). Many studies concluded that spreads in Brazil are the highest in the world (JORGENSEN & APOSTOLOU, 2013). The aim of this study is to identify which of the macroeconomic factors and the industrial activities indexes (IPIs) influence bank spread in the period from March 2011 to March 2015, by using multivariate linear regression. Brazil\'s Central Bank methodologically changed the spread time series starting from March 1st 2011, this is the initial date of this study\'s analysis. Monthly time series data were used mostly obtained by consulting the Time Series Management System (SGS) from the Brazilian Central Bank. Eighteen variables were used as possible candidates to be determinants over bank spread in the period. Nine were found to be positive determinants over bank spread, they are; the total delinquency, the capital goods IPI, intermediate goods IPI, consumer durables IPI, semi-durable and non-durable goods IPI, the Selic (Brazilian basic interest rate), the GDP, the unemployment index for metropolitan area and the EMBI +. Four were found to be negative determinants over bank spread; the overall IPI, the consumer goods IPI, the balance of the total loan portfolio and the sales volume index for total retail. It was considered a 5,0% p-value for the variables which showed to be below this. It was considered a 10% p-value for the variables which showed to be below this value and above 5,0%.

O objetivo do presente estudo foi verificação da viabilidade da aplicação de gelatina de pés de frango em spread de chocolate como substituto parcial de gordura. Inicialmente apresentou-se uma revisão de literatura sobre os principais aspectos que envolvem a pesquisa. Após relatou-se a metodologia de extração e caracterização físico-química da gelatina obtida de pés de frango por meio de análises de composição centesimal, de cor, força de gel e análise de perfil de textura (TPA). Posteriormente abordou-se os efeitos da aplicação de gelatina como substituto de gordura nas propriedades físico-químicas e reológicas de spread de chocolate. Por último investigou-se a influência da concentração de gelatina e substituição de gordura na espalhabilidade, estabilidade (shelf life), custos e propriedades sensoriais dos spreads de chocolate. Para tanto, foi utilizado planejamento experimental Central Composto Rotacional e metodologia de superfície de resposta. Os resultados da extração de gelatina de subproduto de frango indicaram que as peles e tendões dos pés de frango possuem rendimento (7,83 %) e conteúdo mineral (1,92 %), apresentando alto teor proteico (84,96 %) próximo das gelatinas comerciais. Em concentração de 6,67 % a gelatina demonstrou elevada força de gel (294,78 g), comportando-se na análise de perfil de textura como um sólido. Os dados relacionados às formulações de spread de chocolate demonstraram que tanto o nível de substituição de gordura quanto a concentração de gelatina exerceram efeitos significativos (p<0,05) sobre a cor, volume, densidade e comportamento reológico dos produtos, exceto a atividade de água que foi influenciada apenas pelo primeiro fator. Sob a perspectiva reológica apenas a amostra com maior nível de substituição de gordura foi classificada como pseudoplástica. A gelatina contribuiu no aumento do teor proteico das formulações. A consistência foi significativamente (p<0,05) influenciada pelas propriedades da fase de gelatina, apresentando ampla faixa de plasticidade nas diferentes temperaturas (10, 20 e 30 °C). A consistência dos spreads aumentou em todas as temperaturas durante os 90 dias de armazenamento. Observou-se por meio da análise sensorial que os fatores em estudo provocaram alterações nos atributos sensoriais do produto suficiente para a percepção dos provadores. A formulação com 75 % de substituição de gordura seguida pelas formulações com 50 % e 0,8 % de concentração de gelatina apresentaram a maior aceitabilidade. Com o máximo de substituição de gordura chegou-se a 53 % de redução de custos. Contudo, os resultados obtidos sugerem que a aplicação de gelatina de pés de frango pode ser vantajosa, já que contribuiu com a formulação de spreads de chocolate menos calóricos e com propriedades físico-químicas e sensoriais adequadas para uma possível comercialização. / The aimed of this study was the verification of the feasibility of application of gelatin chicken feet in chocolate spread as a partial replacement fat. Firstly, it was presented a literature review on the main aspects involved in the research. After it was reported the extraction methodology and physicochemical characterization of chicken feet gelatin through chemical composition, color, gel strength and texture profile analysis (TPA) analysis. Next, the effects of the gelatin application as a fat replacement in physicochemical and rheological properties of chocolate spread were discussed. Finally, the influence of the gelatin concentration and fat replacement in spreadability, stability (shelf life), costs and sensory properties of chocolate spread were investigated. For this purpose, the Central Composite Rotational Design and response surface methodology were used. The results of the chicken feet gelatin extraction indicated that the skins and tendons of chicken feet have yield (7.83%) and mineral content (1.92%), with high protein content (84.96%) close to the commercial gelatins. In concentration of 6.67 % gelatin demonstrated high gel strength (294.78 g), behaving in the texture profile analysis as a solid. Data related to the spread chocolate formulations demonstrated that the level of replacement of fat and gelatin concentration exerted a significant effect (p <0.05) on the color, volume, density and rheological behavior of the products, except water activity which was influenced only by the first factor. Under the theological perspective only the sample with higher levels of fat replacement was classified as shear thinning. Gelatin contributed in increasing the protein content of the formulations. The consistency was significantly (p <0.05) influenced by the properties of the gelatin phase, showing a wide range of plasticity at different temperatures (10, 20 and 30 ° C). The spreads consistency increased at all temperatures during the 90 days of storage. It was observed by means of sensory analysis that the factors under study led to changes in the sensory attributes of the product enough to the perception of tasters. The formulation with 75 % fat replacement followed by 50 % and 0.8 % concentration of gelatin had the highest acceptability. With maximum fat replacement was reached to 53% cost reduction. However, the results suggest that the application of chicken feet gelatin can be advantageous since it contributed to the formulation of lower calorie chocolate spreads, with physicochemical and sensory properties suitable for possible commercialization.

Enterprises spread messages usingcomputer networks has become a trend due to popularity of the Internet. It is important for enterprises to select appropriate network media to achieve high effectiveness. It¡¦s even more important for Internet marketing companies to deploy marketing strategies given all possible media selections. The network media is progressing with new technical applications, such as email, blog, micro-blog and social network, etc. Each has its own development background and can achieve different effectiveness. The study of this thesis is to explore the differences of spread rates, diffusion time distribution etc. by spreading the same network messages with different network media (such as Email, social network, Facebook etc.). It will help enterprises to understandthe characteristics and effectiveness of each network medium. As a result, enterprisescan learn how to choose the right media to get the best message diffusion result. The study shows that various message carriers willexhibit different effectivenessdue to the nature of message contents. For example, commercial messages can be best delivered with Facebook while messages of special interests can be effectively delivered by email. Regardless what medium is chosen, two common phenomena can be observed: high click rate within the first 24 hours, and the low click rate in midnight.Enterprises will do a good spread messages plan using computer networks in known the two common phenomena.

In this paper, we use the high frequency trading data of New York Stock Exchange to analyze the bid-ask spread components. It is found that there is an exponential relationship between the log returns of quoted midpoints and the trade volume. We also observe a negative linear correlation between the changes of quoted depth and the trade volume. Furthermore, changes of the quoted ask depth and the quoted bid depth are asymmetric due to the trading direction. Furthermore, statistical quality control charts, p-charts, are built for fixed number of trades to monitor unusual trades entering the market. Finally, logistic regression models are established to predict the probabilities of unusual trades entering the market based on the quotes and the quoted depth adjustments of the market makers.

As the size and power consumption of microelectronic circuits continues to decrease, passively-powered sensors promise to come to the forefront of commercial electronics. One of the most promising technologies that could realize this goal is backscatter sensing. Backscatter sensors could harvest power from and modulate data onto an impinging carrier waveform. Currently radio frequency identification (RFID) technology passively powers itself and transmits statically stored data. However, this technology has two major weaknesses: lack of resiliency against narrowband interference and slow data rates. Both of these issues could be detrimental in sensing applications. This thesis will lay out a method for addressing both of these weaknesses through a unique application of spread spectrum encoding. Instead of spread spectrum being viewed as the multiplication of an already encoded data sequence with a periodic pseudorandom sequence, each sequence could be viewed in an aperiodic manner, where a single period of a pseudorandom sequence represents a data symbol. In this manner, backscatter sensors not only benefit from the increased resiliency that spread spectrum provides, but also can have higher data rates, since multiple bits can be encoded on a single symbol and multiple nodes can be read simultaneously, using spread spectrum multiple access techniques. In this thesis, 63-chip and 255-chip Kasami sequences, as well as 127-chip Gold sequences, will be analyzed for their use in various aperiodic direct sequence spread spectrum/multiple access system configurations (systems that have up to three nodes and use up to four different aperiodic sequences per node to represent different symbols). For each different configuration, near-"ideal" code configurations/rotations will be determined for use in the system.

This thesis examines the prediction of opposed flow flame spread in the Fire Dynamics Simulator version 4 (FDS4) Computational Fluid Dynamics (CFD) model by adapting the Lateral Ignition Flame Transport (LIFT) test procedure. It should be noted that FDS4 was all that was available at the time of the analysis despite FDS5 is now available for beta testing. This research follows on from previous work where LIFT experiments were conducted for various New Zealand timber and timber based products; those materials include Beech, Macrocarpa, Radiata Pine, Rimu, Hardboard, Medium Density Fibreboard (MDF), Melteca faced MDF, Plywood and Particle Board. The objective of this research is to investigate the accuracy of flame spread modelling in FDS4; where the prediction of opposed flow flame spread parameters from FDS4 were directly compared with the experimental results that were obtained experimentally. The standardised procedure for determining the material ignition and flame spread properties was followed and applied to simulate the LIFT test. The LIFT test apparatus was set up in FDS4 with a domain size of 0.9 x 0.3 x 0.3 metres in the x, y and z directions respectively. From the heat flux distribution along the calibration specimen, it indicated that calibration of the LIFT apparatus can be executed in FDS4 where the percentage error is within 1.2%. This report also provides the thermal transport properties (i.e. thermal conductivity and specific heat capacity) of the tested New Zealand timber and timber based products. These were determined using a transient plane source technique and subsequently these properties were entered as the surface identifications in FDS4. The ignition tests were not performed as part of the simulated LIFT test since a direct comparison with the results was required to give a more meaningful assessment. For this reason, the ignition parameters that were obtained from the previous experiments were employed to carry out the flame spread test. Due to the concept of a preheat time required by the standard test method and FDS4 being not able to preheat specimens, the temperature immediately after the preheat time was calculated and implemented for the specimens. The heat transfer problem was solved using an explicit method; where specimens were divided into 11 different nodes. Different scenarios were investigated to see the effect that the selected combustion model has on modelling flame spread. The two analytical models tested were (1) thermoplastic fuels and (2) charring fuels model. Furthermore, the flame spread was visualised using either the Mixture Fraction or the HRRPUV model in Smokeview; where the rate of flame spread for each specimen was obtained. And lastly, three different absorption coefficients (0.6, 0.7 and 0.8) for each specimen were examined; this parameter contributed significantly to the rate of flame spread as it determines the amount of heat flux being absorbed by the specimen during the time of preheating. A study of the grid size was also performed to investigate the accuracy of the FDS4 simulations with the grid size selected. It has been found that increasing the size of the grid cell does not greatly affect the flame spread results. Moisture content and heat of vaporisation input variables were also examined. From the flame spread data, moisture content does not have a significant role in modelling flame spread. However, it was indicated that the heat of vaporisation has an effect on the output of the flame spread parameters. It was determined from the sensitivity analysis that the most appropriate solid boundary condition to be used in predicting the flame spread would be thermoplastic fuels model with an absorption coefficient of 0.8. By using this scenario as the basis, the plot of the arrival time against the distance along the specimen exhibits a similar trend of flame spread with the experimental results at first, but later on, the extinction of flame front actually occurred at a much earlier stage than the experimental results showed. In general, the analyses showed that FDS4 cannot perform the LIFT test where the prediction of flame heating parameter and minimum heat flux for spread were out by more than 20% shown by the direct comparison between experimental results. However, the prediction of minimum heat flux required for ignition seems to agree with the experimental results where the percentage error is within 20%.

Frankfurt (Main), University, Diss., 2008.

L'objectif de cette thèse est de contribuer à améliorer le calcul de la valorisation des obligations d'entreprise, notamment en essayant de tirer des leçons de la récente crise économique et financière. Afin d'atteindre cet objectif, nous proposons une approche basée sur les spreads de crédit. Nous commençons, dans un premier chapitre, par une analyse des principaux modèles de valorisation existants, que nous reformulons du point de vue des spreads et que nous simulons numériquement. Nous montrons que, malgré les caractéristiques attrayantes des modèles de type structurel, ceux ci comportent plusieurs lacunes qui peuvent être trompeuses surtout en contexte de crise. Dans les deuxième et troisième chapitres, nous mettons l'accent sur les spreads empiriques, que nous analysons pendant les crises des subprimes et de la zone euro. Par l'intermédiaire : (i) d'une analyse descriptive, (ii) d'analyses en composantes principales, ainsi que (iii) d'analyses par régressions statistiques, nous parvenons à mettre la lumière sur plusieurs facteurs qui affectent les mouvements des spreads et qui ne sont pas pris en compte par les modèles existants. Parmi ces facteurs, nous montrons : (i) que la vague de sauvetage des banques pendant la crise a eu un effet considérable sur les spreads de crédit, et (ii) que la taille d'une firme a également un effet sur ses spreads. Sur la base de ces résultats empiriques, nous proposons dans un quatrième chapitre une contribution à la modélisation structurelle des obligations d'entreprise, qui prend en compte la possibilité des firmes de négocier un sauvetage en cas de détresse. À l'aide de ce modèle, nous parvenons, d'une part, à reproduire les observations empiriques de spreads plus faibles pour des probabilités de sauvetage plus élevées (comme c'est le cas pour les grandes banques), et d'autre part, à combler plusieurs lacunes des modèles existants, tels que les simples mécanismes de faillite, ou les faibles spreads de crédit pour les courtes maturités. / The aim of this thesis is to contribute to the improvement of the valuation of corporate bonds, particularly by drawing some lessons from the recent economic and financial crisis. In order to achieve this goal, we propose an approach based on corporate bonds' credit spreads. We start, in the first chapter, by analyzing the main existing valuation models, which we reformulate from the standpoint of credit spreads and which we simulate numerically. We show that, despite the attractive features that the structural models have, the latter exert contain several shortcomings which may be misleading especially in a crisis context. In the second and third chapters, we focus on the empirical credit spreads, which we analyze during the subprime crisis and the Eurozone crisis periods. By the means of : (i) a descriptive analysis, (ii) principal component analyses, and(iii) statistical regression analyses, we manage to shed light on a number of factors which affect the movements of the spreads and have not been addressed by the existing models. Among these factors, we show that : (i) the wave of bailouts that occurred during the crisis has had an important effect on the spreads, and (ii) the size of a firm is connected with its spreads. Based on these empirical results, we propose in the fourth chapter a contribution to the modeling of corporate bonds which accounts for the possibility of firms to negotiate a rescue plan in case of distress. This model allows us, on the one hand, to reproduce the empirical observations of lower credit spreads for higher probabilities of receiving a bailout (as it is the case for large banks), and on the other hand, to tackle several drawbacks of the existing models, such as the simple bankruptcy mechanisms or the low credit spreads for short maturities.