Instantaneous and ergodic rates are two of the most commonly used metrics to characterize throughput of wireless networks. Roughly speaking, the former characterizes the rate achievable in a given time slot, whereas the latter is useful in characterizing average rate achievable over a long time period. Clearly, the reality often lies somewhere in between these two extremes. Consequently, in this work, we define and characterize a more realistic N-slot average rate (achievable rate averaged over N time slots). This N-slot average rate metric refines the popular notion of ergodic rate, which is defined under the assumption that a user experiences a complete ensemble of channel and interference conditions in the current session (not always realistic, especially for short-lived sessions). The proposed metric is used to study the performance of typical nodes in both ad hoc and downlink cellular networks. The ad hoc network is modeled as a Poisson bipolar network with a fixed distance between each transmitter and its intended receiver. The cellular network is also modeled as a homogeneous Poisson point process. For both these setups, we use tools from stochastic geometry to derive the distribution of N-slot average rate in the following three cases: (i) rate across N time slots is completely correlated, (ii) rate across N time slots is independent and identically distributed, and (iii) rate across N time slots is partially correlated. While the reality is close to third case, the exact characterization of the first two extreme cases exposes certain important design insights. / Master of Science

Average consensus is a fundamental concept in distributed computing, where distributed agents exchange messages in order to obtain the average of their ini- tial values without relying on a centralized computing unit. However, achiev- ing average consensus in the presence of communication imperfections, such as quantization and random link or node failures, becomes more challenging. This thesis evaluates various average consensus algorithms regarding their ability to mitigate quantization effects and explores node dropout for reducing communi- cation cost per iteration. It also identifies the conditions required for achieving average consensus in both scenarios.  The first part of this thesis deals with average consensus with quantized up- dates, comparing algorithms such as quantized gossip, average preserving quan- tized gossip, and CHOCO-GOSSIP. CHOCO-GOSSIP stands out as the most ef- fective algorithm, which shows the importance of pre-compensating the quanti- zation error before transmitting the node values. Among other algorithms, aver- age preserving quantized gossip shows slightly better performance. Additionally, graphs with higher connectivity tend to perform better.  The second part of this thesis focuses on energy-efficient average consensus with random node dropout. It compares the optimized node dropout proba- bilities with heuristic designs such as the degree-based method and Metropolis- Hastings method. The degree-based method is shown to give good convergence performance despite its simplicity. Furthermore, in irregular graphs, the perfor- mance difference between optimized probabilities and heuristic designs tends to be more pronounced.

Yes / The aim of this study was to clarify the taxonomic status of named species within the genus Mycobacterium. The analysis of genomes belonging to 174 taxa (species or subspecies) of the genus Mycobacterium was conducted using both the Average Nucleotide Identity and the Genome to Genome Distance. A number of synonymous taxa were detected. The list of synonyms includes: two subspecies of M. chelonae (M. chelonae subsp. bovis and M. chelonae subsp. gwanakae), two subspecies of M. fortuitum (M. fortuitum subsp. fortuitum and M. fortuitum subsp. acetamidolyticum), four subspecies of M. avium (M. avium subsp. avium, M. avium subsp. silvaticum, M. avium subsp. paratuberculosis and “M. avium subsp. hominissuis”), two couples of subspecies of M. intracellulare (M. intracellulare subsp. intracellulare/M. intracellulare subsp. paraintracellulare and M. intracellulare subsp. chimaera/M. intracellulare subsp. yongonense), the species M. austroafricanum and M. vanbaalenii, the species M. senegalense and M. conceptionense, the species M. talmoniae and M. eburneum and the species M. marinum, M. ulcerans and M. pseudoshottsii. Furthermore one species were reclassified as subspecies of another mycobacterium: M. lepraemurium was reclassified as a subspecies of M. avium (M. avium subsp. lepraemurium). The updates to nomenclature are proposed basing on the priority of names according the Code of nomenclature of prokaryotes. For two species (M. bouchedurhonense and M. marseillense) the loss of standing in nomenclature is proposed because of unavailability of respective type strains in culture collections.

The performance of a mobile satellite communications link can be determined by the propagation path between a satellite and mobile users. Some of the most important factors are multipath propagation and vegetative shadowing. System designers should have the most reliable information about the statistics of fade duration in order to determine fade margin or to compensate for the fades using modulation and coding scheme. This report describes a simulator, PROSIM, developed at Virginia Tech for simulating a propagation model in land mobile satellite communications. The simulator is based on a random number generator that generates data sets to compute statistics of the propagation channel. Performance of the simulator was evaluated by comparing statistics from an analytical model and experimental data provided by W. Vogel of Univ. of Texas at Austin and J. Goldhirsh of the Applied Physics Laboratory. New expressions for phasor plot and its mathematical expression for lognormal channel were derived and were simulated. Finally, the advantages of the simulator using random number generator in simulating the propagation model are described. / Master of Science

Fuel cells have the potential to provide clean power for a variety of uses including stand-alone residential power. But to increase the acceptance of fuel cells for off-grid generation, the cost of the energy management system must be greatly reduced. Of the many ways to accomplish this, this paper looks at reducing cost through topology changes and elimination of current sensors. A dual 2.5kW non-isolated bidirectional boost converter is designed and analyzed. The various bidirectional boost topologies are compared on cost and ability to meet the specifications. A sensorless average current mode is designed, implemented and verified through testing in a low-cost fixed-point DSP. Both boost and buck modes are accurately modeled and voltage and current controllers are designed for good closed-loop response. The accuracy of the sensorless average current measurement is investigated in both modes of operation. A classical dual-loop controller is implemented in boost mode with the sensorless average current and in buck mode, a dual controller operating in either current or voltage mode is implemented. The design is verified through testing in boost and buck mode and it is shown that the results are acceptable. / 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 / 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

The thesis evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the AR and MA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting ac- curacy is evaluated on the out-of-sample data, which are more volatile. The main aim of the thesis is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index sepa- rately. Unlike other works in this eld of study, the thesis does not assume the log-returns to be normally distributed and does not explicitly select a partic- ular conditional volatility process. Moreover, the thesis takes advantage of a less known conditional coverage framework for the measurement of forecasting accuracy.

<p>Algorithmic trading is an automated process of order execution on electronic stock markets. It can be applied to a broad range of financial instruments, and it is&nbsp; characterized by a signicant investors&#39; control over the execution of his/her orders, with the principal goal of finding the right balance between costs and risk of not (fully) executing an order. As the measurement of execution performance gives information whether best execution is achieved, a signicant number of diffeerent benchmarks is&nbsp; used in practice. The most frequently used are price benchmarks, where some of them are determined before trading (Pre-trade benchmarks), some during the trading&nbsp; day (In-traday benchmarks), and some are determined after the trade (Post-trade benchmarks). The two most dominant are VWAP and Arrival Price, which is along with other pre-trade price benchmarks known as the Implementation Shortfall (IS).</p><p>We introduce Negative Selection as a posteriori measure of the execution algorithm performance. It is based on the concept of Optimal Placement, which represents the ideal order that could be executed in a given time win-dow, where the notion of ideal means that it is an order with the best execution price considering&nbsp; market &nbsp;conditions&nbsp; during the time window. Negative Selection is dened as a difference between vectors of optimal and executed orders, with vectors dened as a quantity of shares at specied price positionsin the order book. It is equal to zero when the order is optimally executed; negative if the order is not (completely) filled, and positive if the order is executed but at an unfavorable price.</p><p>Negative Selection is based on the idea to offer a new, alternative performance measure, which will enable us to find the&nbsp; optimal trajectories and construct optimal execution of an order.</p><p>The first chapter of the thesis includes a list of notation and an overview of denitions and theorems that will be used further in the thesis. Chapters 2 and 3 follow with a&nbsp; theoretical overview of concepts related to market microstructure, basic information regarding benchmarks, and theoretical background of algorithmic trading. Original results are presented in chapters 4 and 5. Chapter 4 includes a construction of optimal placement, definition and properties of Negative Selection. The results regarding the properties of a Negative Selection are given in [35]. Chapter 5 contains the theoretical background for stochastic optimization, a model of the optimal execution formulated as a stochastic optimization problem with regard to Negative Selection, as well as original work on nonmonotone line search method [31], while numerical results are in the last, 6th chapter.</p> / <p>Algoritamsko trgovanje je automatizovani proces izvr&scaron;avanja naloga na elektronskim berzama. Može se primeniti na &scaron;irok spektar nansijskih instrumenata kojima se trguje na berzi i karakteri&scaron;e ga značajna kontrola investitora nad izvr&scaron;avanjem njegovih naloga, pri čemu se teži nalaženju pravog balansa izmedu tro&scaron;ka i rizika u vezi sa izvr&scaron;enjem naloga. S ozirom da se merenjem performasi izvr&scaron;enja naloga određuje da li je postignuto najbolje izvr&scaron;enje, u praksi postoji značajan broj različitih pokazatelja. Najče&scaron;će su to pokazatelji cena, neki od njih se određuju pre trgovanja (eng. Pre-trade), neki u toku trgovanja (eng. Intraday), a neki nakon trgovanja (eng. Post-trade). Dva najdominantnija pokazatelja cena su VWAP i Arrival Price koji je zajedno sa ostalim &quot;pre-trade&quot; pokazateljima cena poznat kao Implementation shortfall (IS).</p><p>Pojam negative selekcije se uvodi kao &quot;post-trade&quot; mera performansi algoritama izvr&scaron;enja, polazeći od pojma optimalnog naloga, koji predstavlja idealni nalog koji se&nbsp; mogao izvrsiti u datom vremenskom intervalu, pri ćemu se pod pojmom &quot;idealni&quot; podrazumeva nalog kojim se postiže najbolja cena u trži&scaron;nim uslovima koji su vladali&nbsp; u toku tog vremenskog intervala. Negativna selekcija se defini&scaron;e kao razlika vektora optimalnog i izvr&scaron;enog naloga, pri čemu su vektori naloga defisani kao količine akcija na odgovarajućim pozicijama cena knjige naloga. Ona je jednaka nuli kada je nalog optimalno izvr&scaron;en; negativna, ako nalog nije (u potpunosti) izvr&scaron;en, a pozitivna ako je nalog izvr&scaron;en, ali po nepovoljnoj ceni.</p><p>Uvođenje mere negativne selekcije zasnovano je na ideji da se ponudi nova, alternativna, mera performansi i da se u odnosu na nju nađe optimalna trajektorija i konstrui&scaron;e optimalno izvr&scaron;enje naloga.</p><p>U prvom poglavlju teze dati su lista notacija kao i pregled definicija i teorema&nbsp; neophodnih za izlaganje materije. Poglavlja 2 i 3 bave se teorijskim pregledom pojmova i literature u vezi sa mikrostrukturom trži&scaron;ta, pokazateljima trgovanja i algoritamskim trgovanjem. Originalni rezultati su predstavljeni u 4. i 5. poglavlju. Poglavlje 4 sadrži konstrukciju optimalnog naloga, definiciju i osobine negativne selekcije. Teorijski i praktični rezultati u vezi sa osobinama negativna selekcije dati su u [35]. Poglavlje 5 sadrži teorijske osnove stohastičke optimizacije, definiciju modela za optimalno izvr&scaron;enje, kao i originalni rad u vezi sa metodom nemonotonog linijskog pretraživanja [31], dok 6. poglavlje sadrži empirijske rezultate.</p>

Metodologias para obtenção do tamanho amostral para estimar a concentração de organismos em água de lastro e verificar normas internacionais são desenvolvidas sob uma abordagem bayesiana. Consideramos os critérios da cobertura média, do tamanho médio e da minimização do custo total sob os modelos Poisson com distribuição a priori gama e binomial negativo com distribuição a priori Pearson Tipo VI. Além disso, consideramos um processo Dirichlet como distribuição a priori no modelo Poisson com o propósito de obter maior flexibilidade e robustez. Para fins de aplicação, implementamos rotinas computacionais usando a linguagem R. / Sample size methodologies for estimating the organism concentration in ballast water and for verifying international standards are developed under a Bayesian approach. We consider the criteria of average coverage, of average length and of total cost minimization under the Poisson model with a gamma prior distribution and the negative binomial model with a Pearson type VI prior distribution. Furthermore, we consider a Dirichlet process as a prior distribution in the Poisson model with the purpose to gain more flexibility and robustness. For practical applications, we implemented computational routines using the R language.

<p>Syftet är att konstruera en handelsstrategi baserad på Contracts-For-Difference (CFD) för att utnyttja de möjliga samband som föreligger mellan oljepris och SEK/USD växlingskurs.</p><p>Uppsatsen baseras på en induktiv ansats med kvantitativ metod. Slutsatser dras från utifrån de data som har bearbetats.</p><p>Korrelationen mellan olja och valutan SEK/USD är starkt negativ. Funktionaliteten hos ”Moving Average” som indikator för trendskiften bedöms som relativt hög. Handelsstrategin som har konstruerats uppvisar positivt resultat efter fem års simulerad handel. Handelsstrategin skulle kunna automatiseras och automatisering av denna bedöms som mindre komplicerat.</p> / <p>The purpose is to construct a trading strategy based on Contracts-For-Difference (CFD) to exploit the possible correlations between oil price and SEK/USD spot rate.</p><p>The thesis is based on an inductive approach with a quantitative methodology. Conclusions are drawn from the data that has been processed.</p><p>The correlation between oil and currency SEK/USD has a strong negative value. The functionality of "Moving Average" as an indicator for showing trend shifts are assessed as relatively high. The constructed trade strategy gave positive results after five years of simulated trading. The trade strategy could be automated and the automation of this is considered less complicated.</p>