The focus of this thesis is on the design and selection of systolic architectures for ASIC implementation of the real-time digital signal processing task of Modi- fied Covariance spectral estimation. When used with pulsed Doppler ultrasound blood flow detectors, the Modified Covariance spectral estimator offers increased sensitivity in the detection of arterial disease over conventional Fourier transform based methods. The systolic model of computation is considered because through pipelining and parallel processing high levels of concurrency can be achieved to attain the nec- essary throughput for real-time operation. Systolic arrays of simple processing units are also well suited for implementation on VLSI. The versatility of the de- sign of systolic arrays using the rigorous data dependence graph methodology is demonstrated throughout the thesis by application to all sections of the spectral estimator design at both word and bit levels. Systolic array design for the model order 4 Modified Covariance spectral estima- tor, known to offer accurate estimation of blood flow mean velocity and d1stur- bance at an acceptable computational burden, is initially discussed. A variety of problem size dependent systolic arrays for real-time implementation of the fixed model order spectral estimator are designed using data dependence graph mapping methods. Optimal designs are chosen by comparison of hardware, com- munication and control costs, as well as efficiency, timing, data flow and accuracy considerations. A cost/benefit analysis, based on results from structural simula- tion of the arrays, allows the most suitable word-lengths to be chosen. Problem size independent systolic arrays are then discussed as means of coping with the huge increases in computational burden for a Modified Covariance spec- tral estimator which is programmable up to high model orders. This type of array can be used to reduce the number of PEs and increase efficiency when compared to the problem size dependent arrays and the research culminates in the proposal of a novel spiral systolic array for Cholesky decomposition.

<p>Radiation quality is described by the RBE (relative biological effectiveness) that varies with the ionizing ability of the radiation. Microdosimetric quantities describe distributions of energy imparted to small volumes and can be related to RBE. This has made microdosimetry a powerful tool for radiation quality determinations in both radiation protection and radiation therapy. The variance-covariance method determines the dose-average of the distributions and has traditionally been used with two detectors to correct for beam intensity variations. Methods to separate dose components in mixed radiation fields and to correct for beam variations using only one detector have been developed in this thesis. Quality factor relations have been optimized for different neutron energies, and a new algorithm that takes single energy deposition events from densely ionizing radiation into account has been formulated. The variance-covariance technique and the new methodology have been shown to work well in the cosmic radiation field onboard aircraft, in the mixed photon and neutron fields in the nuclear industry and in pulsed fields around accelerators.</p><p>The method has also been used for radiation quality characterization in therapy beams. The biological damage is related to track-structure and ionization clusters and requires descriptions of the energy depositions in nanometre sized volumes. It was shown that both measurements and Monte Carlo simulation (condensed history and track-structure) are needed for a reliable nanodosimetric beam characterization. The combined experimental and simulated results indicate that the dose-mean of the energy imparted to an object in the nanometre region is related to the clinical RBE in neutron, proton and photon beams. The results suggest that the variance-covariance technique and the dose-average of the microdosimetric quantities could be well suited for describing radiation quality also in therapy beams.</p>

Radiation quality is described by the RBE (relative biological effectiveness) that varies with the ionizing ability of the radiation. Microdosimetric quantities describe distributions of energy imparted to small volumes and can be related to RBE. This has made microdosimetry a powerful tool for radiation quality determinations in both radiation protection and radiation therapy. The variance-covariance method determines the dose-average of the distributions and has traditionally been used with two detectors to correct for beam intensity variations. Methods to separate dose components in mixed radiation fields and to correct for beam variations using only one detector have been developed in this thesis. Quality factor relations have been optimized for different neutron energies, and a new algorithm that takes single energy deposition events from densely ionizing radiation into account has been formulated. The variance-covariance technique and the new methodology have been shown to work well in the cosmic radiation field onboard aircraft, in the mixed photon and neutron fields in the nuclear industry and in pulsed fields around accelerators. The method has also been used for radiation quality characterization in therapy beams. The biological damage is related to track-structure and ionization clusters and requires descriptions of the energy depositions in nanometre sized volumes. It was shown that both measurements and Monte Carlo simulation (condensed history and track-structure) are needed for a reliable nanodosimetric beam characterization. The combined experimental and simulated results indicate that the dose-mean of the energy imparted to an object in the nanometre region is related to the clinical RBE in neutron, proton and photon beams. The results suggest that the variance-covariance technique and the dose-average of the microdosimetric quantities could be well suited for describing radiation quality also in therapy beams.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / This thesis quantifies the net change of CO2 (NEE) in an irrigated rice crop cultivation in RS (Brazil). The research is part of the project CT-HIDRO, which presents as main purpose the description of surface conditions for different ecosystems in the country. Data were gathered during the cultivation period, from October 2003 to March 2004. During this time, the average air temperature and the incident radiation were suitable for the development of the culture in such an area. The turbulent flows, calculated by the eddy covariance method, overestimated the NEE value, probably due to the low estimate of breathing tax, because, during some night-times, sensor registered little turbulence. Moreover, other factor could have interfered in the result of the flows, for instance, the time in which the flows are calculated. The Webb correction was applied in the curve of NEE, and a value smaller than 1% was found. Such result didn't modify the previous result significantly. The behavior of CO2 flow during the whole analyzed period showed a maximum of -0,47mgCO2 m−2 s −1 in January 2004, what demonstrates the largest absorption of CO2 from the atmosphere by the plant during the day and a smaller liberation at night, due to the development phase in which the plant is. In this case, the Webb correction was also little emphasized, not interfering in the obtained result. The curves that demonstrate the three phases of development of the rice presented a larger absorption of CO 2 during the reproductive phase. The behavior of the flow of CO 2 showed a negative flow during the day, when the plant absorbs CO2 from the atmosphere, and a positive flow during the night, when the inverse process occurs, what was waited for. The latent heat flow presented larger diary average values from January to February, always with positive values, consequence of the rice crop irrigation. Two days with high values of flow of latent heat were obtained, what motivated the analysis of the energy balance. The closing of the energy balance was not reached in both days. A possible reason for that could be the low estimate of flows when the eddy covariance method was applied. / Este trabalho quantifica a troca líquida de CO2 (NEE) em uma área de cultivo de arroz irrigado no RS, como parte do projeto CT-HIDRO, projeto este que tem como finalidade descrever condições de superfície para diferentes ecossistemas do país. Os dados utilizados foram coletados durante o período de cultivo, entre outubro de 2003 e março de 2004. Neste período a temperatura média do ar e a radiação incidente são adequadas para o desenvolvimento da cultura nesta região. Os fluxos turbulentos, calculados pelo método de covariância de vórtices (eddy covariance), superestimaram o valor da NEE, provavelmente devido, a subestimativa da taxa de respiração, pois em alguns períodos noturnos os sensores registraram pouca turbulência. Além disso, outro fator que pode interferir no resultado dos fluxos, como por exemplo, o intervalo em que os fluxos são calculados. Foi aplicada a correção de Webb na curva de NEE e encontrou-se um valor menor que 1%, fato este que não modificou significativamente o resultado encontrado. O comportamento do fluxo de CO 2 durante todo o período analisado, mostrou um pico de -0,47mgCO2 m−2 s −1 , em janeiro de 2004, o que demonstra a maior captura de CO2 da atmosfera pela planta durante o dia e uma menor liberação à noite, devido a fase de desenvolvimento em que a planta se encontra. Neste caso, a correção de Webb também foi pouco acentuada, não interferindo no resultado obtido. As curvas que demonstram as três fases de desenvolvimento do arroz mostraram claramente uma maior absorção de CO 2 durante a fase reprodutiva. O comportamento do fluxo de CO 2 mostra um fluxo negativo durante à dia, quando a planta absorve CO2 da atmosfera e um fluxo positivo durante à noite quando ocorre o processo inverso, o que era esperado. O fluxo de calor latente apresentou maiores valores médios diários entre os meses de janeiro e fevereiro, apresentando sempre valores positivos, conseqüência da irrigação do campo de arroz. Obtivemos dois dias com valores elevados de fluxo de calor latente, o que fez com que analisássemos o balanço de energia. O fechamento do balanço de energia não foi alcançado em ambos os dias. Uma possível razão para isto pode ser o devido à subestimativa dos fluxos quando aplicado o método de covariância de vórtices.

This thesis is focused on a theoretical explication of the basic methods of the calculation Value at Risk for the market and credit risk. For the market risk there is in detail developed the variance -- covariance method, historical simulation and Monte Carlo simulation, above all for the nonlinear portfolio. For all methods the assumptions of their applications are highlighted and the comparation of these methods is made too. For the credit risk there is made a theoretical description of CreditMetrics, CreditRisk+ and KMV models. Analytical part is concerned in the quantification of Value at Risk on two portfolios, namely nonlinear currency portfolio, which particular assumptions of the variance -- covariance method a Monte Carlo simulation are tested on. Then by these methods the calculation of Value at Risk is realized. The calculation of Credit Value at Risk is made on the portfolio of the US corporate bonds by the help of CreditMetrics model.

The diploma thesis "Value at Risk: Historical simulation, variance covariance method and Monte Carlo" aims to value the risk which real bond portfolio bears. The thesis is decomposed into two major chapters: Theoretical and Practical chapters. The first one speaks about VaR and conditional VaR theory including their advantages and disadvantages. Moreover, there are described three basic methods to calculate VaR and CVaR with adjustments to each method in order to increase the reliability of results. The last chapter brings results of VaR and CVaR computation. Many graphs, tables and images are added to the result section in order to make the outputs more visible and well-arranged.

För att ta reda på användbarheten av en specialkonstruerad lättviktsanemometer när det gälleratt beräkna turbulenta flöden, har mätdata från instrumentet använts i den så kallade inertialdissipationsmetoden. Resultatet har jämförts med direkta flödesberäkningar från enljudanemometer enligt turbulenta utbytesmetoden, vilka antas vara korrekta. Resultatanalyshar utförts från mätningar på höjderna 8, 16 och 20 m. Lättviktssanemometern (inertialdissipationsmetoden) visade sig stämma bra överens med ljudanemometern (turbulentautbytesmetoden) under nära neutrala förhållanden och vid höga vindhastigheter. Resultatenvisar ett inflytande av havsvågor och den bör därför användas vid uppbyggande sjö för attundvika detta. I rapporten presenteras en rekommendation med nödvändiga korrektioner föranvändning av lättviktsanemometern till turbulenta flödesberäkningar enligt inertialdissipationsmetoden. / In order to evaluate a combined cup anemometer/wind vane profile instrument, measurementsfrom the instrument has been used in the so called inertial-dissipation method to derive itsability to measure turbulent fluxes. The result was compared to data from a sonic anemometercalculated with eddy-correlation method, which is assumed to be correct. Analysis of theresult was made from measurements at levels 8, 16 and 20 m. The profile instrument (inertialdissipationmethod) agreed well with the sonic anemometer (eddy-correlation method) duringnear neutral conditions and at high wind speed. The profile instrument also proved to be mostaccurate at conditions of growing sea, otherwise the result was affected by waves. In thereport there is also a recommendation for specific corrections when the profile instrument isused for calculating turbulent fluxes according to the inertial-dissipation method.

The goal of the paper is to compare impacts of interest rate risk measuring meth-ods on capital requirements. The first section identifies methods for measuring interest rate risk and capital requirements for interest rate risk set by regulators. The second section compares capital requirements of model portfolio calculated by using standardized methods as well as internal models.

Magistro darbe nagrinėjamas šiuo metu vienas moderniausių rizikos matų – rizikos vertė (angl.Value-at-risk) Analizuojami trys pagrindiniai VaR rodiklio skaičiavimo metodai: variacijos/kovariacijos, istorinio modeliavimo ir Monte Karlo simuliacijos keliamų prielaidų, sudėtingumo ir adekvatumo požiūriais. Visų trijų metodų pagalba dabartinėmis rinkos sąlygomis atliekami empiriniai tyrimai, siekiant įvertinti rizikos vertes valiutų ir akcijų rinkose, atlikta gautų rizikos verčių palyginamoji analizė bei patikrintas naudotų metodų tikslumas. Autorės suformuluota hipotezė, kad VaR rodiklio skaičiavimo metodai nėra tinkami naudoti pereinamuoju laikotarpiu kuomet ekonominė aplinka ir padėtis nėra stabili iš dalies patvirtinta, nes atliktų tyrimų rezultatai atmetė tik variacijos/kovariacijos bei istorinio modeliavimo metodų tinkamumą. / In this master‘s work analyzed one of the modern risk measurements – Value-at-Risk (VaR). The paper examined three main VaR calculation methods: variance/covariance, historical simulation and Monte Carlo generations satisfying in the terms of the assumptions, adequacy and complexity. For all three methods was carried out empirical studies to assess the risk of currency and stock markets, made comparative analysis of the obtained risk values and verified accuracy of used methods in the current market conditions. The authors formulated the hypothesis that the VaR indicator calculation methods are not suitable for use during the transitional period when the economic environment and situation is not stable partially confirmed because the results of tests performed to reject just the variance / covariance and historical simulation methods.

<p>The uncertainty of the climate and health effects of aerosols is still large, one important reason being lack of knowledge of the primary emissions. This thesis combines laboratory and field experiments, and process modelling in an effort to better quantify the submicrometre aerosol emissions and to understand some of the processes in the atmosphere.</p><p>A parameterisation was derived for the source flux of sea salt particles (particles m^-2s^-1) in the size range 0.02-2.8 µm dry diameter (D_p), it is the first parameterisation to almost cover two full decades of the submicrometre sea salt aerosol production, and to include the effect of water temperature. This sea salt parameterisation was validated for temperate water in the 0.1-1.1 μm D_p range using in situ size resolved emissions of marine aerosol particles, which were measured with the eddy covariance (EC) method. For periods sampled air was heated to 300ºC in order to evaporate semi-volatile organics and isolate the sea salt fraction. Comparisons with the total aerosol emissions suggest that in these emissions organic carbon and sea salt are internally mixed in the same particles. Finally an aerosol dynamics model was modified for marine conditions. In the model parameterised emissions of sea salt was included together with aerosol dynamics, chemistry and clouds representative for the marine boundary layer. The sea salt emissions are together with secondary sulphate, and cloud processing able to reproduce a typical marine aerosol size distribution and cloud condensation nuclei population.</p><p>Measurements with the EC method of the road traffic related aerosol source number flux for D_p>0.011 µm show that the major part of the aerosol fluxes is due to road traffic emissions. Both an emission factor for the whole fleet mix in Stockholm (1.4x10¹⁴ vehicle^-1 km^-1) and separate emission factors for light- and heavy-duty vehicles (HDV) were deduced. The result shows that during weekdays 70-80% of the emissions come from HDV.</p>