Abstract The impenetrable movement and crash of the stock market is always the most intriguing research task of any financial researcher. Nowadays, it has been proved that the movements of financial asset have the property of non-linearity or near-chaos and shows some tendency within a given period. We used the R/S analysis as the tool to indicate the tendency, and those stocks as our researching objects. We then combined purely price technical analysis indicators and genetic algorithms to form a predicting model. Then we compared our genetic predicting model with the traditional ARIMA analysis and hope to find out the invisible pattern under price volatility. And we hope our model could assist investors in assessing the stock markets more objectively and reduce the risk of stock investment. The researching target is TSMC(2330). We covered the period from 5 September 1994 to 28 December 1999, resulting in 1490 trading days. Historical data are available from Taiwan Economic Journal (TEJ). We execute the researching comparison by bear-market, bull-market, and bull-then-bear market and concluded as follows. 1. After the R/S analysis, we got the Hurst exponent of TSMC to be 0.849855 and the trending cycle was 940. It has proved that the market has tendency and indirectly showed that the Taiwan stock market was not efficient. 2. According to directional precision, our predicting model apparently outpaced the ARIMA model in these three periods. The reason was that our model grabbed more information than the ARIMA model. 3. If we only think about the inputs and outputs, our model seems to be a proper framework for explaining the relationships among variables in comparison with the neural network model having the same input and output variables. 4. We can deduce the invisible relationships of price technical indicators and the closing price. 5. Genetic predicting model can detect the prevailing trend of the learning periods. 6. The shorter the learning period, the better the predicting effects. As a whole and conservatively speaking, we have 70% confidence in directional precision. 7. If we combine proper trading strategy with genetic predicting model and deduct the transaction cost, we still get a better profit than buy-and-hold strategy and have some maneuvering flexibility. 8. After hypothesis testing, our predicting model seems to have some potential of ex ante prediction, but the stability and usability still need further study. In short, we proposed the ex post stock price movement learning model and the viable direction of ex ante prediction. Investors can take advantage of the flexibility of the predicting model and avoid using the over-complex and rigid trading strategies.

People for long term exposed to an air-conditioned but highly humid environment are vulnerable to hyper-sensitivity or asthma triggered by fungi or dust mites. This thesis aims to develop a high-linearity and low-hysteresis capacitive relative humidity (RH) microsensor to more precisely accommodate the humidity of living spaces. To reduce the hysteresis and enhance the linearity, this research uses not only one polyimide (PI) thin film as a humidity sensing layer but also utilizes another PI thin film as a protecting layer of the top electrodes. To improve further the RH sensitivity and responding speed, interlacing out-of-plane electrodes are designed in the RH microsensor. The main processing steps of the RH sensor developed in this study involve at least five photolithographic and four thin film deposition processes. The influences of sensing area, number of electrode pairs and testing temperature on the sensitivity and sensing linearity of humidity microsensors were investigated. Based on the measurement results, the sensitivity apparently increase as well as the sensing area (2 mm ¡Ñ 2 mm: 0.12 pF/%RH, 3 mm ¡Ñ 3 mm: 0.48 pF/%RH, 5 mm ¡Ñ 5 mm: 1.09 pF/%RH), and decrease with the number of electrode pairs (40 pairs: 0.51 pF/%RH, 20 pairs: 0.4 pF/%RH) and increase with the testing temperature. The thesis has demonstrated that the capacitance of the RH sensor vary from the relative humidity with a very linear relationship (linearity: 98.8%~99.99%) over the range of 30~70%RH. Finally, to increase effectively the surface area and to reduce further the hysteresis, three-dimensional (3D) moisture entrances and exits were designed and a very low hysteresis value (0.5%RH) can be achieved.

In an increasingly crowded frequency spectrum with strong interfering signals, the distortion performance, or the linearity, of RF circuits is key to their ability to reject strong intermodulation terms that can corrupt the weak but desired carrier signal. A standard figure-of-merit for small-signal linearity is the Input/Output Third Order Intercept Point (IIP3/OIP3), which represents the input/output power level at which the power of fundamental frequency (PFUND) become equal to that of the third-order intermodulation product (P3rd). Clearly, a higher IIP3 number yields improved linearity, and is highly desirable for many circuits. The thesis will focus on describing the issues that can stem in telecommunication systems from these non-linearities. These non-linearities can be modeled by using a rigorous mathematical expansion based on the Volterra Series. The thesis will "demystify" the Volterra series so that it could be readily understood by the circuit designer, without over burdening him with too much mathematics. Using this series, the distortion performance of an amplifier will be quantified based on IIP3 metrics as described above. Having identified sources of non-linearities, and quantifying the effect of each non-linearity on total IIP3 of an amplifier, the thesis will focus on mitigating these non-linearity sources to increase the overall IIP3 of an amplifier. The techniques discussed to do this are based on both novel device design as well as novel circuit techniques. The amplifiers under discussion will all be SiGe based, due to their exemplary RF performances (comparable to III-V devices) at the fraction of the cost.

<p>In this thesis, design aspects of fully integrated multibandmultistandard front-end receivers are investigated based onthree fundamental aspects: noise, linearity and operatingfrequency. System level studies were carried out to investigatethe effects of different modulation techniques, duplexing andmultiple access methods on the noise, linearity and selectivityperformance of the circuit. Based on these studies and thelow-cost consideration, zero-IF, low-IF and wideband-IFreceiver architectures are promising architectures. These havea common circuit topology in a direct connection between theLNA and the mixer, which has been explored in this work toimprove the overall RF-to-IF linearity. One front-end circuitapproach is used to achieve a low-cost solution, leading to anew multiband multistandard front-end receiver architecture.This architecture needs a circuit whose performance isadaptable due to different requirements specified in differentstandards, works across several RF-bands and uses a minimumamount ofexternal components.</p><p>Five new circuit topologies suitable for a front-endreceiver consisting of an LNA and mixer (low-noise converter orLNC) were developed. A dual-loop wide-band feedback techniquewas applied in all circuits investigated in this thesis. Threeof the circuits were implemented in 0.18 mm RF-CMOS and 25 GHzbipolar technologies. Measurement results of the circuitsconfirmed the correctness of the design approach.</p><p>The circuits were measured in several RF-bands, i.e. in the900 MHz, 1.8 GHz and 2.4 GHz bands, with S11 ranging from–9.2 dB to–17 dB. The circuits have a typicalperformance of 18-20 dB RF-to-IF gain, 3.5-4 dB DSB NF and upto +4.5 dBm IIP3. In addition, the circuit performance can beadjusted by varying the circuit’s first-stage biascurrent. The circuits may work at frequencies higher than 3GHz, as only 1.5 dB of attenuation is found at 3 GHz and nopeaking is noticed. In the CMOS circuit, the extrapolated gainat 5 GHz is about 15 dB which is consistent with the simulationresult. The die-area of each of the circuits is less than 1mm2.</p>

In many previous physiological and psychoacoustic studies, Schroeder-phase masking (using Schroeder harmonic complexes to mask other sounds) has proven useful in understanding different aspects of cochlear function, particularly the phase curvature of the cochlea and cochlear nonlinearity. The common method of measuring Schroeder-phase masking functions uses a very time consuming three-alternative forced choice (3AFC) process, which limits its research and clinical usefulness. This thesis describes a fast method for measuring Schroeder-phase masking functions that we developed to address this problem. By adapting the Békésy tracking technique, we demonstrate how the measurement time can be reliably shortened by almost 80% in comparison to the commonly-used method. Using the fast method, we have demonstrated that the difference in masking effectiveness produced by different phases of Schroeder maskers (known as the ‘phase effect’) is reduced in conditions where cochlear non-linearity is expected to be reduced (i.e. at low intensity levels and in sensorineural hearing loss subjects) – findings which are consistent with previous studies. The possible involvement of other mechanisms in producing the Schroeder phase effect (particularly the medial olivocochlear (MOC) reflex) is discussed. Given the shorter testing time and higher resolution data it can give, the fast method can be a useful tool in estimating cochlear phase curvature. The reduction in testing time in particular may significantly aid the investigation of different aspects of cochlear function which might have been limited by the long testing time given by the commonly-used method.

Global sensitivity analysis has a key role to play in the design and parameterization of functional-structural plant growth models (FSPM) which combine the description of plant structural development (organogenesis and geometry) and functional growth (biomass accumulation and allocation). Models of this type generally describe many interacting processes, count a large number of parameters, and their computational cost can be important. The general objective of this thesis is to develop a proper methodology for the sensitivity analysis of functional structural plant models and to investigate how sensitivity analysis can help for the design and parameterization of such models as well as providing insights for the understanding of underlying biological processes. Our contribution can be summarized in two parts: from the methodology point of view, we first improved the performance of the existing Sobol's method to compute sensitivity indices in terms of computational efficiency, with a better control of the estimation error for Monte Carlo simulation, and we also designed a proper strategy of analysis for complex biophysical systems; from the application point of view, we implemented our strategy for 3 FSPMs with different levels of complexity, and analyzed the results from different perspectives (model parameterization, model diagnosis).

Thesis (MScEng (Electrical and Electronic Engineering))--University of Stellenbosch, 2010. / Thesis presented in partial fulfilment of the requirements for the degree Master of Science in Engineering at the University of Stellenbosch / ENGLISH ABSTRACT: In 1966, D.B. Leeson presented his model on phase noise in a letter entitled A Simple Model of Feedback Oscillator Noise Spectrum. This model usually requires an additional e ffective noise figure in order to conform with measured results. (This e ffective noise fi gure has to be determined by means of curve-fi tting Leeson's model with the measured results.) The model is, however, relatively simple to use, compared with other more accurate phase noise models that have since been developed and which can only be solved numerically with the aid of computers. It also gives great insight regarding component choices during the design process. Therefore several experiments were conducted in order to determine conditions under which Leeson's model may be considered valid and accurate. These experiments, as well as the conclusions drawn from their results, are discussed in this document. / AFRIKAANSE OPSOMMING: In 1966 stel D.B. Leeson sy faseruis model bekend in 'n brief getiteld A Simple Model of Feedback Oscillator Noise Spectrum. Hierdie model vereis gewoonlik die gebruik van 'n bykomende e ektiewe ruissyfer, sodat die model ooreenstem met die gemete resultate. (Hierdie e ektiewe ruissyfer kan slegs bepaal word deur middel van krommepassings tussen Leeson se model en die gemete resultate.) Die model is egter relatief eenvoudig om te gebruik in teenstelling met ander, meer akkurate, faseruis modelle wat sedertdien ontwikkel is en slegs met behulp van rekenaars opgelos kan word. Dit bied ook onoortre ike insig ten opsigte van komponent keuses tydens die ontwerpsproses. Om hierdie rede is verskeie eksperimente uitgevoer met die doel om toestande te identi seer waaronder Leeson se model as geldig en akkuraat geag kan word. Hierdie eksperimente, asook die gevolgtrekkings wat van hul resultate gemaak is, word in hierdie dokument behandel.

Le principal objectif de ce travail est la caractérisation et la modélisation d’un nouveau composant le MASMOS conçu et breveté par la société ACCO. Cette nouvelle structure répond au problème des faibles tensions de claquage inhérent à la technologie CMOS. Le premier chapitre décrit les deux transistors composant la structure MASMOS et son comportement en fonction des tensions de commande. Par la suite, les étapes clefs nécessaires au développement de modèles non-linéaires sont décrites. Enfin, les paramètres évaluant les performances des amplificateurs de puissances RF sont détaillés, ainsi que les critères de linéarité. Le second chapitre concerne la modélisation de deux MASMOS de tailles différentes. Après avoir mené les caractérisations nécessaires au développement des deux modèles, la méthodologie d’extraction des paramètres du modèle électrique est expliquée. La détermination des impédances de charges optimales à présenter aux dispositifs est effectuée à travers des simulations puis les modèles sont validés à travers des caractérisations CW pour différentes impédances de charge. Le dernier chapitre a pour objectif l’étude de la linéarité des MASMOS à l’aide de différents bancs de mesures. Un signal de test générique constitué de 8 porteuses nonéquidistantes permettant un non recouvrement de fréquence est utilisé pour déterminer le NPR dans la bande utile. Pour terminer, la caractérisation en linéarité de structures MASMOS pré-adaptées est effectuée à l’aide de signaux modulés 16-QAM et LTE. / The main objective of this work is the characterization and modeling of a new component named MASMOS designed and patented by ACCO company. This new structure overcomes the issue concerning the inherent low breakdown voltage of CMOS technology. The first chapter describes the two stacked transistors included in the MASMOS structure and its behavior with respect to the control voltages. Thereafter, the key steps required to develop the non-linear model have been detailed. Finally, the parameters used to characterize the power amplifiers performances are defined as well as the linearity criterion. The second chapter concerns the MASMOS electrical model, done for two different size. Model extraction is explained starting from the mandatory device characterization. Device optimal load impedances are estimated thanks to load-pull simulations. Furthermore, the CAD-compatible models are validated in large signal operation using CW characterizations for several load impedances. Last chapter is dedicated to the MASMOS linearity assessment using two different measurement set up. A generic test signal consisting in 8 non equidistant carriers, allowing non-frequency overlap is used to determine the NPR in-band. Then characterization of the linearity of pre-matched MASMOS was carried out using a 16-QAM modulation and also LTE signals.

[pt] Sistemas dinâmicos não-lineares são comuns em engenharia. Este tipo de problema é resolvido por integração numérica das equações de movimento ou por métodos analíticos aproximados (métodos de perturbação) ou semi- analíticos como o método do Balanço Harmônico. A integração numérica é um processo lento e oneroso em análises paramétricas. Já os outros métodos aproximados são extremamente rápidos, mas são menos precisos e em pro- blemas com certos tipos de não-linearidade, tais como expoentes fracionários, são de difícil, ou impossível, aplicação. Neste trabalho, são apresentados dois métodos alternativos, baseados nas séries de Taylor, para a análise de sistemas não-lineares. No primeiro método, a resposta é escrita em série de Taylor e propriedades de simetria do sistema no espaço de fase são utilizadas para se determinar a relação freqüência-amplitude ou pontos fixos da resposta. No segundo método a solução é escrita em série de Fourier e as amplitudes dos harmônicos são determinadas da mesma forma que os coeficientes da série de Taylor. A simetria do sistema agora fica implícita na solução em série de Fourier, e a relação freqüência- amplitude ou os pontos fixos da resposta são obtidos utilizando equações suplementares. Através de comparações com outros métodos, mostra-se que os métodos desenvolvidos são de fácil implementação e precisos. Estes possuem as vantagens de serem aplicados a problemas com diversos tipos de não-linearidade e de fornecerem uma resposta em série de Fourier onde as amplitudes são determinadas analiticamente resolvendo-se um sistema de equações algébricas lineares. / [en] Nonlinear dynamical systems are rather common in engineering. This class of problems is usually solved by numerical integration or through the use of ap- proximate analytical methods (perturbation methods) or semi-analytical meth- ods such as the harmonic balance method. The numerical integration is a slow and cumbersome process in parametric analyses. The other methods are usu- ally extremely fast but they are less precise and their application to problems involving certain types of non-linearity, such as fractional power non-linearities, are difficult or even impossible. In this work two alternative methodologies for the analysis of non-linear dynamical systems, based on Taylor series expan- sions, are proposed. In the first method, the solution of the initial value prob- lem is obtained by expanding the response in Taylor series and the symmetries of the response in phase space are used to obtain the frequency-amplitude rela- tion or the fixed points of the steady-state response. In the second method the response is written as a Fourier series and the modal amplitudes are obtained using the same methodology used in the previous method for the determina- tion of the coefficients of the Taylor expansion. The symmetries of the response are implicit in the Fourier series, and supplementary equations are proposed for the determination of the frequency-amplitude relation and the fixed points of the response. Comparisons with other existing methods show that the two proposed methods are precise and can be easily applied to the analysis of sev- eral dynamical systems. The main advantages of the proposed methods are that they can be applied to several types of non-linearities and that analytic expression for the Fourier coefficients can be obtained by the solution of a system of linear algebraic equations.

Neste trabalho busca-se analisar de que forma a desigualdade de renda em um país como o Brasil pode afetar as taxas de crescimento econômico. Depois de se apontar as possíveis causas da desigualdade e os principais modelos que estudam os efeitos que a diferença de rendimentos pode ter sobre o crescimento, aplicam-se, especialmente, modelos não-lineares para dados em painel com o intuito de descobrir a real relação entre essas variáveis no Brasil. Após realizar esses testes para o caso brasileiro mostrou-se que a relação negativa entre a desigualdade e o crescimento aparece com grande regularidade empírica, e, além disso, observou-se que variações na desigualdade, em qualquer direção, estão associadas com uma menor taxa de crescimento no período seguinte. / This paper analyses how the income inequality in a country like Brazil can affect the economic growth rates. After showing possible causes of inequality and the main models which observe the effects of income differences over growth, the article applies non-linear methods to panel data to detect the true relation between these variables in Brazil. After rebuilding these tests for Brazilian case, we show that an increase in the level of economic inequality has a significant negative relationship with subsequent economic growth, and moreover, it is possible conclude that changes in inequality, in any direction, are associated with reduced growth in the next period.