Given the ever-growing demand for radio spectrum, cognitive radio has recently emerged as an attractive wireless communication technology. This dissertation is concerned with developing spectrum sensing algorithms in cognitive radio networks where a single or multiple cognitive radios (CRs) assist in detecting licensed primary bands employed by single or multiple primary users. First, given that orthogonal frequency-division multiplexing (OFDM) is an important wideband transmission technique, detection of OFDM signals in low-signal-to-noise-ratio scenario is studied. It is shown that the cyclic prefix correlation coefficient (CPCC)-based spectrum sensing algorithm, which was previously introduced as a simple and computationally efficient spectrum-sensing method for OFDM signals, is a special case of the constrained generalized likelihood ratio test (GLRT) in the absence of multipath. The performance of the CPCC-based algorithm degrades in a multipath scenario. However when OFDM is implemented, by employing the inherent structure of OFDM signals and exploiting multipath correlation in the GLRT algorithm a simple and low-complexity algorithm called the multipath-based constrained-GLRT (MP-based C-GLRT) algorithm is obtained. Further performance improvement is achieved by combining both the CPCC- and MP-based C-GLRT algorithms. A simple GLRT-based detection algorithm is also developed for unsynchronized OFDM signals. In the next part of the dissertation, a cognitive radio network model with multiple CRs is considered in order to investigate the benefit of collaboration and diversity in improving the overall sensing performance. Specially, the problem of decision fusion for cooperative spectrum sensing is studied when fading channels are present between the CRs and the fusion center (FC). Noncoherent transmission schemes with on-off keying (OOK) and binary frequency-shift keying (BFSK) are employed to transmit the binary decisions to the FC. The aim is to maximize the achievable secondary throughput of the CR network. Finally, in order to reduce the required transmission bandwidth in the reporting phase of the CRs in a cooperative sensing scheme, the last part of the dissertation examines nonorthogonal transmission of local decisions by means of on-off keying. Proposed and analyzed is a novel decoding-based fusion rule for combining the hard decisions in a linear manner.

Följande uppsats undersöker hur svensk utbetalningspolitik har utvecklats under åren 1992-2012. Urvalet består av de företag som under våren 2014 var noterade på Stockholmsbörsens “Large”, “Mid” eller “Small Cap” lista. Återköpens andel av den totala utbetalningsandelen visar sig inte vara lika hög som andra internationella studier har visat. Det är istället utdelningarna som utgör merparten av de totala utbetalningarna. Däremot så har andelen företag som enbart delar ut minskat trots att utdelningarna ökat, vilket också styrks av resultat från tidigare studier. Lägre nettoresultat under finanskrisen följs av minskade utbetalningar under 2008-2009. Återköpen minskar under denna period markant till att i stort sätt utebli, vilket bekräftar tidigare studier. / This paper provides evidence on Swedish payout policy during the past 20 years (1992-2012). The sample data consists of companies that were listed on Stockholm Stock Exchange (SSE) “Large”, “Mid” or “Small Cap” list during spring 2014. We show that repurchases of shares still represents a small proportion of the total payout, which contradicts results from other international studies. The dividends therefore still constitute the bulk of the total payments. We document a drop in net income during the financial crisis followed by reduced payments during 2008-2009. Repurchases decrease significantly during this period to virtually absent; confirming previous studies that argue that repurchases are a more flexible payout method than dividends.

In the dissertation, we study the statistical evaluation of treatment comparisons by evaluating the relative comparison of survival experiences between two treatment groups. We construct confidence interval and simultaneous confidence bands for the ratio and odds ratio of two survival functions through both parametric and nonparametric approaches.We first construct empirical likelihood confidence interval and simultaneous confidence bands for the odds ratio of two survival functions to address small sample efficacy and sufficiency. The empirical log-likelihood ratio is developed, and the corresponding asymptotic distribution is derived. Simulation studies show that the proposed empirical likelihood band has outperformed the normal approximation band in small sample size cases in the sense that it yields closer coverage probabilities to chosen nominal levels.Furthermore, in order to incorporate prognostic factors for the adjustment of survival functions in the comparison, we construct simultaneous confidence bands for the ratio and odds ratio of survival functions based on both the Cox model and the additive risk model. We develop simultaneous confidence bands by approximating the limiting distribution of cumulative hazard functions by zero-mean Gaussian processes whose distributions can be generated through Monte Carlo simulations. Simulation studies are conducted to evaluate the performance for proposed models. Real applications on published clinical trial data sets are also studied for further illustration purposes.In the end, the population attributable fraction function is studied to measure the impact of risk factors on disease incidence in the population. We develop semiparametric estimation of attributable fraction functions for cohort studies with potentially censored event time under the additive risk model.

Two separate problems are to be investigated in this thesis. The first problem is the propagation of waves through a short rod (or slug) of viscoelastic material. The second problem is the study of impact of a short viscoelastic rod (or slug) on a stationary semi-infinite viscoelastic. rod. The viscoelastic materials are modelled as standard linear solids which involve 3 material parameters and the motion is treated. as one-dimensional. For the first study, a viscoelastic slug is placed between two semi-infinite elastic rods and a wave initiated in the first rod is transmitted through the slug into the second rod. The objective is to relate the transmitted signal to the material parameters of the slug. We solve the governing system of partial differential equations using the Laplace transform and we examine the propagating velocity discontinuity using discontinuity analysis and the limit theorem of the Laplace transform. We then approximate the solution of the propagating disturbance using the regular perturbation method. We invert the Laplace transformed solution numerically to obtain the transmitted signal for several viscosity time constants and ratios of acoustic impedances. We compare the results obtained using the above techniques. In the second problem, we first model the impact and solve the governing system of partial differential equations in the Laplace transform domain. Then we examine the propagating stress and velocity discontinuities using discontinuity analysis. We approximate the solutions of the propagating stress and velocity using the regular and multiple scales perturbation methods. In this problem, we first consider the slug is elastic and the rod is viscoelastic. Secondly, we consider the slug is viscoelastic and the rod is elastic and thirdly, we consider both materials are viscoelastic. Numerically we invert the Laplace transformed solutions for the interface stress and interface velocity for several viscosity time constants and ratios of acoustic impedances to determine whether the slug and the rod part company or remain in contact. Then we compare the results obtained using the discontinuity analysis, regular and multiple scales perturbation methods.

The main objective of the project was to establish a fracture-mechanics energy-based approach for the design of structural adhesive joints under cyclic loading. This required understanding how an adhesive system behaved near its fatigue threshold, and how the key factors affected this behavior in a fresh undegraded joint. The investigated factors were mode ratio (phase angle), substrate material, surface treatment and surface roughness (both affecting the bond strength), bondline thickness and load ratio. It was first required to understand how the adhesive system behaved under quasi-static loading by examining a fracture mechanics-based design approach for adhesive systems with different substrate materials and geometries. Experiments were initially performed to characterize the strength of aluminum and steel adhesive systems based on the fracture envelope, critical strain energy release rate as a function of the mode ratio. Ultimate failure loads of aluminum and steel adhesive joints, having different overlap end conditions and different geometries were then experimentally measured. These values were compared with the failure loads extracted from the fracture envelope. Considering the toughening behavior of the adhesive in the fracture mechanics analyses, a very good agreement (average of 6%) was achieved between the predictions and experiments for all types of overlap end conditions and geometries. Different fatigue threshold testing approaches, which are commonly used in the literature or suggested by the ASTM standard, were evaluated for the cracked and intact fillet joints. Based on the experimental and analytical studies, the most appropriate technique for fatigue testing and characterization of adhesive systems was suggested. Comparing the mixed-mode near-threshold behavior of different adhesive systems with the fracture behavior and fatigue mode-I and mixed-mode high crack growth rates showed the high sensitivity of the mixed-mode near-threshold fatigue to the subtle changes in the interfacial bond strength. In order to make a baseline for the design of adhesive joints under cyclic loading, similar to the previous fracture tests and following the energy-based approach, fatigue behavior was characterized as a function of the loading mode ratio for aluminum and steel adhesive joints. The effect of substrate material, surface treatment, bondline thickness, surface roughness and fatigue testing load ratio on the near-threshold fatigue behavior of adhesives joints was evaluated experimentally. The experimental observations were then explained using finite element modeling. To generalize the conclusions, the majority of experiments and studies covered a broad range of crack growth rates, as low as fatigue threshold and as high as 10-2 mm/cycle. Having understood the significant testing and design parameters, an adhesive system can be designed based on a safe cyclic load that produces an insignificant (for automotive industry) or reasonably low but known crack growth rate (for aerospace industry).

Concentrations of elements and ions measured in samples collected between February 1993 and December 2000 at a rural site in central Anatolia were investigated to evaluate the chemical composition of atmosphere at central Anatolia, to determine pollution level of the region, to study temporal variability of the pollutants and to investigate the sources and source regions of air pollutants in the region. Level of pollution at central Anatolia was found to be lower than the pollution level at other European countries and Mediterranean and Black Sea regions of Turkey. Enrichment factor calculations revealed that SO42-, Pb and Ca are highly enriched in the aerosol / whereas, soil component has dominating contribution on observed concentrations of V, Mg, Ca and K. SO42-/(SO2+SO42-) ratio observed in &Ccedil / ubuk station indicates that contribution of distant sources is more important than the contribution of local sources on observed SO42- levels. SO42-/NO3- ratio calculations showed that Central Anatolia is receipt of SO42- from Eastern European countries. Positive Matrix Factorization (PMF) analysis revealed 6 source groups, namely motor vehicle source, mixed urban factor, long range transport factor, soil factor, NO3- factor and Cd factor. Distribution of Potential Source Contribution Function (PSCF) values showed that main source areas of SO42-, NH4+ and Cd are western parts of Turkey, Balkan countries, central and western Europe, central Russian Federation and north of Sweden and Finland / NO3- are the regions located around the Mediterranean Sea / and there is no very strong potential source area observed for NH3 and Pb.

No description available.

This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk. / El presente trabajo estima la frontera eficiente, en portafolios de inversión diversificados en acciones que componen el Índice General de la Bolsa de Valores de Lima (IGBVL), acciones que componen el Dow Jones Industrial Average (DJIA), oro, cobre, instrumentos de renta fija del Gobierno peruano e instrumentos de ahorro bancario. Se concluye que el riesgo de portafolios de inversión de acciones que componen el IGVBL disminuye como consecuencia de la diversificación; un activo relevante es el oro que contribuye a disminuir significativamente el riesgo del portafolio.

A duração da combustão tem implicação direta na determinação do trabalho negativo no ciclo motor. A duração da combustão tem relação inversa com a velocidade de propagação da chama. Assim, quanto maior a velocidade de propagação da chama, menor a duração da combustão. Além disto, a duração da combustão está relacionada com a relação volumétrica de compressão, com a razão de mistura e com o tipo de combustível, entre outros fatores. Neste sentido, quanto maior a velocidade de queima da mistura ar-combustível, menor o trabalho negativo no ciclo. Neste contexto, foram ensaiadas 3 relações de compressão e 3 razões de mistura, para 6 combustíveis de composição conhecida: gasolina comum tipo C, álcool etílico hidratado combustível (AEHC) e AEHC adicionado à gasolina comum tipo C nas proporções de 20%, 40%, 60% e 80%. A variação da pressão no interior da câmara de combustão, para todos os combustíveis, e a posição da centelha de ignição foram determinadas com a utilização da base angular e com variação da relação volumétrica de compressão e da razão de mistura. O diagrama , para fins de cálculo de área, foi traçado por pós-processamento. Os resultados obtidos indicam que a duração da combustão aumenta com o aumento da razão de mistura e diminui com o aumento da relação volumétrica de compressão, para todos os combustíveis ensaiados. Verificou-se que a amplitude da pressão, no interior da câmara de combustão, se comporta inversamente à duração da combustão. Mostrou-se que o aumento da razão de mistura implica na redução do trabalho líquido entregue ao êmbolo ao longo de todo o ciclo do motor. Opostamente ocorre com o aumento da relação volumétrica de compressão, que implica no aumento do trabalho líquido por ciclo. Concluiu-se que o máximo valor para o trabalho líquido ao longo de todo o ciclo foi obtido para a maior relação volumétrica de compressão (8:1) e a menor razão de mistura (λ = 0,9). O combustível que representou este resultado foi o álcool etílico hidratado combustível adicionado à gasolina comum tipo C em 80% (AEHC80). O mínimo valor para o trabalho líquido, ao longo de todo o ciclo foi obtido, para a menor relação volumétrica de compressão (6:1) e a maior razão de mistura dos ensaios (λ = 1,1). O combustível que representou este resultado foi o álcool etílico hidratado combustível (AEHC). / The duration of the combustion is directly implicative on determining the negative work of the motor cycle. The duration of the combustion has an inverse relation with the flame propagation speed. Thus, the higher propagation of the flame, the shorter duration of the combustion. Besides that, the duration of the combustion is related to the relation of compression, to the air/fuel relation and to the type of fuel, among other factors. In this way, the higher burning speed of the air/fuel mixture, the smallest negative work in the cycle. In such a context, there were tried three compression relations and three mixture ratios for six fuels of know compositions: ordinary gasoline C type, combustible hydrated ethyl alcohol and combustible hydrated ethyl alcohol added to ordinary gasoline C type in the proportions of 20%, 40%, 60% and 80%. The pressure variation inside the combustion chamber, for all fuels, and the position of the ignition spark were determined using the angular base and with variation of the compression relation and the mixture ratio. The diagram, for area calculation, was traced by post processing. The obtained results indicate that the combustion duration increases with the rising of the mixture ratio and decreases with the rising of the compression relation, for all the tried combustibles. It was found that the pressure amplitude inside the combustion chamber behaves inversely to the combustion duration behavior. It was shown that the rising of the mixture ratio implies on the reduction of the net work delivered by the piston all through the cycle of the motor. The opposite occurs with the rising of the compression relation, that implies on the increase of the net work by cycle. It was concluded that the maximum value for the net work all through the cycle was obtained for the higher compression relation (8:1) and the least mixture ratio of the tests (λ = 0,9). The combustible that achieved such a result was the combustible hydrated ethyl alcohol added to ordinary gasoline C type in 80%. The least value for the net work all through the cycle was obtained by the least compression relation (6:1) and the highest mixture ratio of the tests (λ = 1,1). The fuel that achieved that result was the combustible hydrated ethyl alcohol.

Made available in DSpace on 2010-04-20T20:51:08Z (GMT). No. of bitstreams: 3 154942.pdf.jpg: 18952 bytes, checksum: 23e574558dce7d0f2a386af838a81bbe (MD5) 154942.pdf: 506907 bytes, checksum: 04eae2214c9bdd57e0cbeb2bb4459728 (MD5) 154942.pdf.txt: 81444 bytes, checksum: 047630fc773c90c68757120835adddab (MD5) Previous issue date: 2006-02-15T00:00:00Z / Mutual funds performance evaluation is, traditionally, made using Sharpe Ratio that considers only the first and the second moments of the return distribution (mean and variance), but it requires assumptions on the normality of the returns distribution and on the investor’s utility function as quadratic. However, it is well known that a quadratic utility function is inconsistent with investor behavior and some funds, like hedge funds, have returns distributions far from a normal distribution Keating and Shadwick (2002a, 2002b) proposed a new measure called Omega that incorporates all the moments of the distribution, and has the advantage of requiring no assumptions on the returns distribution or on the utility function of a risk averse investor. The purpose of this work is to verify if this measure has a greater forecast power than other performance measures, like Sharpe and Sortino Ratios. The empiric study indicated that Omega measure makes a ranking, most of the time, different from the other measures. Despite the portfolios constructed with Omega have had an average return greater than the average return of the portfolios constructed using the other measures, in almost all the tests, this difference of averages of returns was significant only in some cases. In spite of this, there is a light indication that Omega measure is the most appropriate for the use of investors when is made the performance evaluation of mutual funds. / A avaliação de desempenho de fundos de investimentos é, tradicionalmente, realizada utilizando-se o Índice de Sharpe, que leva em consideração apenas os dois primeiros momentos da distribuição de retornos (média e variância), assumindo as premissas de normalidade da distribuição de retornos e função quadrática de utilidade do investidor. Entretanto, é sabido que uma função de utilidade quadrática é inconsistente com o comportamento do investidor e que as distribuições de retornos de determinados fundos, como os hedge funds, estão longe de serem uma distribuição normal. Keating e Shadwick (2002a, 2002b) introduziram uma nova medida denominada Ômega que incorpora todos os momentos da distribuição, e tem a vantagem de não ser necessário fazer premissas sobre a distribuição dos retornos nem da função de utilidade de um investidor avesso ao risco. O objetivo deste trabalho é verificar se esta medida Ômega tem um poder de previsibilidade maior que outras medidas de avaliação de desempenho, como o Índice de Sharpe e o Índice de Sortino. O estudo empírico indicou que a medida Ômega gera um ranqueamento, na maioria das vezes, relativamente diferente das outras medidas testadas. Apesar das carteiras formadas com base na medida Ômega terem gerado um retorno médio maior que o retorno médio das carteiras formadas pelas outras medidas em praticamente todos os testes, esta diferença entre as médias dos retornos só foi significativa em alguns casos. Mesmo assim, há uma leve indicação de que a medida Ômega é a mais apropriada para utilização do investidor ao fazer a avaliação de desempenho dos fundos de investimentos.