ITC/USA 2011 Conference Proceedings / The Forty-Seventh Annual International Telemetering Conference and Technical Exhibition / October 24-27, 2011 / Bally's Las Vegas, Las Vegas, Nevada / OFDM has become the preferred modulation format for a wide range of wireless networks including 802.11g, 802.16e (WiMAX) and 4G LTE. For multipath channels which are time-invariant during an OFDM symbol duration, near-optimal demodulation is achieved using the FFT followed by scalar equalization. However, demodulating OFDM on the doubly-spread channel remains a challenging problem, as time-variations within a symbol generate intercarrier interference. Furthermore, demodulation and channel estimation must be effectively combined with decoding of the LDPC code in the 4G-type system considered here. This paper presents a new Turbo Equalization (TEQ) decoder, detector and channel estimator for OFDM on the doubly-spread channel based on nonlinear programming. We combine the Penalty Gradient Projection TEQ with a MMSE-type channel estimator (PGP-TEQ) that is shown to yield a convergent algorithm. Simulation results are presented comparing conventional MMSE TEQ using the Sum Product Algorithm (MMSE-SPA-TEQ) with the new PGP-TEQ for doubly-spread channels.

This thesis is focused on understanding the interactions between molecules and surface-enhanced Raman scattering (SERS) substrates that are typically unresolved due to the diffraction limit of light. Towards this end, we have developed and tested several different sub-diffraction-limited imaging techniques in order to observe these interactions. First, we utilize an isotope-edited bianalyte approach combined with super-resolution imaging via Gaussian point-spread function fitting to elucidate the role of Raman reporter molecules on the location of the SERS emission centroids. By using low concentrations of two different analyte molecules, we find that the location of the SERS emission centroid depends on the number and positions of the molecules present on the SERS substrate. It is also known that SERS enhancement partially results from the molecule coupling its emission into the far-field through the plasmonic nanostructure. This results in a particle-dictated, dipole-like emission pattern, which cannot be accurately modeled as a Gaussian, so we tested the applicability of super-resolution imaging using a dipole-emission fitting model to this data. To test this model, we first fit gold nanorod (AuNR) luminescence images, as AuNR luminescence is primarily coupled out through the longitudinal dipole plasmon mode. This study showed that a three-dimensional dipole model is necessary to fit the AuNR emission, with the model providing accurate orientation and emission wavelength parameters for the nanostructure, as confirmed using correlated AFM and spectroscopy. The dipole fitting technique was next applied to single- and multiple-molecule SERS emission from silver nanoparticle dimers. We again found that a three-dimensional dipole PSF was necessary to accurately model the emission and orientation parameters of the dimer, but that at the single molecule level, the movement of the molecule causes increased uncertainty in the orientation parameters determined by the fit. Finally, we describe progress towards using a combined atomic force/optical microscope system in order to position a carbon nanotube analyte at known locations on the nanoparticle substrate. This would allow for the simultaneous mapping of nanoparticle topography and exact locations of plasmonic enhancement around the nanostructure, but consistently low signal-to-noise kept this technique from being viable. / text

本篇論文主為信用價差之時間序列研究，及其和違約相關性之間之互動關係研究。發現信用價差之水準值及波動性，都具有兩個明顯不同的狀態期間，另發現信用價差和違約相關系數之間存在正向關係，且信用價差之高低波動狀態和景氣呈現反向變動。 / In this paper, I empirically investigate the dynamics of credit spread with regime switching analysis. The finding exhibits evidence of two distinctive volatility as well as mean regimes for credit spread changes. Moreover, I document (1) that the volatility of credit spread positively corresponds to default correlation and (2) that lower (higher) volatility regimes corresponds to boom (bust) state of economy.

Fire spread between objects within a compartment is primarily due to the impingement of thermal radiation from the fire source. In order to estimate if or when a remote object from the fire will ignite, one must be able to quantify the radiative heat flux being received by the target. There are a variety of methods presented in the literature that attempt to calculate the thermal radiation to a target; each one based on assumptions about the fire. The performance of six of these methods, of varying complexity, is investigated in this research. This includes the common point source model, three different cylindrical models, a basic correlation and a planar model. In order to determine the performance of each method, the predictions made by the models were compared with actual measurements of radiant heat flux. This involved taking heat flux readings at numerous locations surrounding a propane gas burner. Different fire scenarios were represented by varying the burner geometry and heat release rate. Video recordings of the experiments were used to determine the mean flame heights using video image analysis software. After comparing the measured data with predictions made by the theoretical radiation methods, the point source model was found to be the best performing method on average. This was unexpected given the relative simplicity of the model in comparison to some of its counterparts. Additionally, the point source model proved to be the most robust of the six methods investigated, being least affected by the experimental variables. The Dayan and Tien method, one of the cylindrical models, was the second most accurate over the range of conditions tested in this work. Based on these findings, recommendations are made as to the most appropriate method for use in a radiation sub-model within an existing zone model software. The accuracy shown by the point source model, coupled with its ease of implementation, means that it should be suitable for such a use.

Ghost images are caused by the inter-reflections of light from optical surfaces that have transmittances less than unity. Ghosts can reduce contrast, provide misleading information, and if severe can veil parts of the nominal image. This dissertation develops several methodologies to simulate ghost effects arising from an even number of light reflections between the surfaces of multi-element lens systems. We present an algorithm to generate the ghost layout that is generated by two, four and up to N (even) reflections. For each possible ghost layout, paraxial ray tracing is performed to calculate the locations of the Gaussian cardinal points, the locations and diameters of the ghost entrance and exit pupils, the locations and diameters of the ghost entrance and exit windows, and the ghost chief and marginal ray heights and angles at each surface in the ghost layout. The paraxial ray trace data is used to estimate the fourth order ghost aberration coefficients. Petzval, tangential, and sagittal ghost image surfaces are introduced. Potential ghosts are formed at the intersection points between the ghost image surfaces and the Gaussian nominal image plane. Paraxial radiometric methodology is developed to estimate the ghost irradiance point spread function at the nominal image plane. Contrast reduction by ghosts can cause a reduction in the depth of field, and a simulation model and experimental technique that can be used to measure the depth of field is presented. Finally, ghost simulation examples are provided and discussed.

This thesis aims to investigate the influence of earnings news on stock liquidity and the relationship between information asymmetry cost component and Post Earnings Announcement Drift in different equity markets. The scope of this research includes 1821 firms from three leading countries in capital trading, the United States, United Kingdom, and France. The first part of empirical work, the univariate panel analysis, shows that price reaction, volume response and liquidity effect are profound during short term event window length and reduce over time when the news ceases, The second part, a multivariate regression analysis which uses Generalised Method of Movement to capture both the problems of a likely presence of endogeneity between the explanatory variables and cross-stock heterogeneity,shows that the impact of earnings announcement on stock liquidity can split in two directions. The immediate effect is the shock after the news, causing stock liquidity to decrease immediately by lifting the illiquidity function upward. After the event, from the new increased position of illiquidity function, stock liquidity improves over time due to the trading volume increases and shifts the slope of illiquidity function downward. The overall effects at a point of time will be the total impact of the two side effects. And as shown in the results, the overall impact on the US and UK markets are that stock liquidity decreases and that on Euronext Paris the stock liquidity increases. Given that in accounting there are two types of systems of which common law system includes the US, UK and others, and code law system includes France and the rest, the above results could suggest the difference between the two systems is that the information asymmetry component dominates the bid-ask spread in common law countries as in the US and UK markets while the cost of trading dominates the bid-ask spreads in code law countries such as France. Finally, it is shown that there are several determinants of the PEAD, of which stock liquidity is one. Earnings news changes the stock liquidity, and therefore stock liquidity plays a role in the market response. When earnings news is released, it initially creates a gap between the informed traders and the uninformed traders, increasing the bid ask spread. Over time, this information gap decreases, however in the meantime more information on the market increases trading volume and reduces trading cost, leading to another part of the bid ask spread decreasing or stock liquidity improving. After decomposing bid ask spread into information asymmetry cost and cost of trading components, the final part of empirical analysis shows that information asymmetry cost component provides a partial explanation for PEAD in the London Stock Exchange and Euronext Paris.

The thesis studies aspects of the cost of equity trading in the emerging stock market of Ukraine. The market is quite new (opened in 1997 but started to operate actively only in 2004) and little research on this market has been done so far. The market appears to offer lucrative investment opportunities that attract attention of both Ukrainian and foreign investors but the cost of trading Ukrainian stocks is quite high and can considerably decrease the returns to investors. The empirical part of the thesis is based on the transactions data from the main trade floor in Ukraine, PFTS, for 59 Ukrainian stocks during 2004-2006. The cost of equity trading in Ukraine is found to be quite high compared to many other stock markets, both developed and emerging. An in-depth study has shown that the medium-sized trades are the cheapest to execute, followed by large and then small trades. The reason for the pattern is seen in the price improvement suggested by brokers to the larger, more valued customers in order to keep the business with them and is in line with the findings in other literature for dealership markets (Reiss and Werner (1996), Hansch et. al (1999), and Huang and Stoll (1996)). The average cost of institutional sale trades exceeds the average cost of institutional buy trades at any market condition (falling, neutral, or rising), which is a puzzling result given that sales are often found in the literature to be more expensive in falling market, while purchases are more expensive in rising market. The efficacy of a number of measures of liquidity is studied. In line with findings for other emerging markets, it is shown that the proportion of zero daily returns (Lesmond (1999)) and the proportion of no-trading days are the most reliable liquidity measures for the Ukrainian stock market. Turnover, a measure widely applied in literature for developed stock markets, has a very small power for measuring liquidity in Ukraine. The spread components are estimated by applying three spread decomposition models most frequently referred to in literature: Stoll (1989), Glosten and Harris (1988), and Huang and Stoll (1997). The estimation results show a low importance of the asymmetric information component, which is surprising given that insider trading is considered a serious risk in Ukraine. To present the importance of incorporating the transactions costs into portfolio return analysis, a momentum trading strategy is examined. It is shown that momentum portfolio returns decrease considerably when the cost of trading is taken into account.

During 2007 the UK experienced outbreaks of three notifiable exotic livestock diseases; Foot and Mouth Disease (FMD), Highly Pathogenic Avian Influenza (HPAI) and bluetongue. Large epidemics of any of these diseases would have a serious impact on animal welfare, farming, food production and the economy. In light of this, understanding holdings which are most likely to acquire and spread infection and being able to identify areas at higher risk of an epidemic is valuable when preparing for and managing an epidemic. This thesis uses a spatial epidemiological framework and the detailed disease and demographic data from the 2001 Great Britain (GB) FMD epidemic to develop static models of the risk of FMD susceptibility and transmission. These models are used to develop maps of FMD risk. These methods are then applied to the outbreak of FMD in 2007. The inputs for this analysis comprised a set of data relating to the farms diagnosed with FMD and farms culled as part of the disease control measures. The cleaning of these data is described and data which were estimated relating to dates of infection and putative sources of infection are evaluated. The distribution of farm holdings and animals is taken from the June 2000 GB agricultural census, off-fields of farms in the agricultural census are recorded in other datasets and these have been identified and linked to census holdings. A model of holding level susceptibility is developed using both farm level variables and measures of animal numbers in the locality of the holding as well as the distance to the nearest farm infected before the ban on animal movements (seeds). The overall fit of the model was very good with an area under the Receiver Operator Characteristic (ROC) curve of 0.91. A further model was developed to describe the risk of FMD transmission. However, due to incompleteness of transmission data, this was a model of the risk of finding a subsequent Infected Premises (IP) within 3km of an IP. Risk factors were a combination of holding level variables and locality measures as well as data relevant to the infection, such as infectious period and the species initially infected. The area under the ROC curve for this model was 0.71, which is regarded as an acceptable fit. Geographical barriers to FMD transmission were investigated using a case-control methodology, linear barriers comprising rivers and railways had a significant protective effect with respect to disease transmission (odds ratio = 0.54, 95% CIs = 0.30,0.96, p=0.038). Modelled values for the transmission and susceptibility models were transformed to a raster surface in ESRI ArcMap for both the disease as it was seeded in the 2001 epidemic and a non-specific background risk surface independent of the distribution of seeds. A risk map generated for the outbreak of FMD in Surrey in August 2007 suggested that there was little risk of a large outbreak in Surrey. Potential disease introductions through livestock movements from Surrey into Scotland were identified and these suggested that if the disease were introduced into Scotland there was great danger of substantial local spread. These methods described in this thesis have been used to map risk of FMD and subsequently applied to inform the risk presented by a different outbreak of FMD. The study underlines the value of detailed data both disease and demographic, for epidemic management. Similar methods could and should be applied to other infectious diseases threats of livestock such as HPAI and bluetongue.

The Scottish salmon industry is facing challenges in the control of aquatic infectious disease, as is the case in other countries such as Chile and Norway. Disease outbreaks can have an enormous economic impact and possibly affect wild fish populations. Disease transmission in an aquatic environment is complex and there are several transmission routes (vertical transmission, natural reservoirs, hydrodynamic transmission and long-distance movements). Effective control methods such as vaccines are not available in all cases and therefore disease prevention remains a priority. In livestock, epidemiological network models have been proven to be a highly useful tool to investigate the role of different transmission routes on the course of epidemics and have the potential to provide the same utility for aquatic networks. Understanding the complex contact network will result in more effective disease prevention, surveillance systems and control strategies. The aim of this thesis was to investigate the Scottish live fish movement network and its consequences for pathogen transmission between farms in order to develop and optimize control strategies for epidemics. The main objective of chapter 3 was to investigate the effect of different fallowing strategies on the spread of diseases with different transmission properties. A network model was constructed that included both local transmission and long-distance transmission. The basic structure of this network was a ring model where neighbours within a management area could infect each other and non-local transmission occurred at random. The results showed that when long-distance transmission was under reasonable control in comparison with local transmission risk, synchronized fallowing at the management area level was potentially a highly effective tool in the control of infectious diseases. Chapter 4 presents a detailed description of the number of live fish movements and their timing for Atlantic salmon (Salmo salar) in Scottish aquaculture. For this, movement records from 2002 to 2004 were provided by Marine Scotland, Aberdeen. Salmon are anadromous and have a freshwater (FW) and seawater phase (SW). Scottish live fish movements can be divided in FW-FW, FW-SW, SW-SW, SW-FW and “other” movements. The latter are mainly movements from and to research sites. This study showed that the contact structure and timing of live fish movements are seasonal and differ largely between production phases. Disease control measures should take these differences into account to optimize their strategies. In chapter 4, live fish movements were shown to be seasonal; therefore in chapter 5 the main aim was to quantify the effects of seasonality of live fish movements on the course of epidemics. The results showed that the sequence of salmon movements is important for the course of an epidemic. Seasonality is important when local transmission is higher than 0.05 per contact per week and when the movements are not clustered and when movements do not occur in a specific order based on the specific assumptions made in this model. In conclusion, this thesis described the complex live fish movement structure of salmon in Scotland and showed that biosecurity in SW farms is good but could be further improved if all management areas apply synchronized fallowing. The results of this study suggest that biosecurity between freshwater sites could be improved by the application of a system similar to management areas in SW farms.

To build multi story buildings out of timber is of a common interest in the building sector. Timber as a building material has many profits, such as the low cost, the availability and the ability to recycle it, the low carbon footprint and the workability. Although, when it comes to fire protection of buildings with a timber based structure there are challenges regarding prevention of the spread of fire while timber surface is exposed to fire. There have been cases in which timber buildings have caught fire leading to severe fire spread and ruined buildings. One example concerns a student modulus accommodation in Luleå that caught fire in august 2013. The fire started on the fourth floor after which a vertical fire spread occurred in concealed spaces between the volume modules. According to the fire investigation lack of knowledge regarding performance of detailed building solutions has led to the poor fire performance of the building. This master thesis mainly consists of a model scale tests that is prepared and performed according to the standard EN 1363-1. The purpose of the test is to investigate the performance of various cavity barriers exposed to fire. The main objective is to examine which temperatures that can be expected at different positions at various cavity barriers when using model scale test as a test method. There are two main kinds of cavity barriers: barriers that are airtight and closed inside the voids of the construction; and ventilated barriers. The most common cavity barriers are the ones that are airtight and closed. The material can be solid wood, gypsum board or mineral wool. The installation areas for these cavity barriers are anywhere, besides where the concealed spaces shall be ventilated and in every joint that shall be sealed using sealant. The ventilated cavity barriers are mounted in concealed spaces where the ventilating function is provided. These concealed spaces are often situated in, for example, ventilated attics, facades and roofs. The purpose of the ventilated barriers is to maintain the air flow in the cavity during regular conditions but also to form a protecting barrier between fire compartments when exposed to fire. The model scale test includes test apparatuses such as thermocouples and a fire resistance furnace with plate thermometers and burners. In addition, a test rig consisting of test specimens and the products to be tested are essential.  In this report, two model scale tests have been performed and prepared according to EN 1363‑1. The test period endured for four hours and the thermocouples measured the temperatures during the whole time. During the first hour the test specimens were exposed to the standard ISO 834 fire curve by controlling the burners in the furnace. After one hour the burners were turned off and the specimens were no longer exposed to fire. The measurements of the temperatures continued during three more hours. After the first two of these three hours the furnace was opened to confer more oxygen in the purpose to record any changes in the temperatures. Results of the performed experiments have indicated parameters that affect the performance of the cavity barriers. The cavity surface itself has an influence to the fire spread. The number of barriers in the cavity and the material properties of the material that is used as the cavity barrier lead to the different protection by those cavity barriers. Some of the tested barriers were plastic covered, which had effect on the performance of the cavity barriers. The dimensions of the barriers, moreover the width and the thickness, are important parameters for the proper function of the barrier. The test results indicate that glowing combustion occurs in the cavity between various cavity barriers.  It can be seen that the temperature rises when the furnace is opened. This indicates the appearance of smouldering since the combustion increases when the amount of oxygen increases, which leads to a temperature rise. Furthermore, the appearance of smouldering (glowing combustion) can be indicated by the observation of the damages of the specimens after the test. The temperatures that may be expected at the unexposed side of the cavity barrier depend on the surface material of the cavity, dimensions, and the material of the cavity barriers. Smouldering is a consequence of the temperature rise in closed cavities between cavity barriers. The performed test endured for approximately four hours and this indicates that fires in cavities can stay for a long time. To ensure the performance of various cavity barriers and verification by a model scale test it is important to perform further experiment and analyses to investigate the effects of the various parameters. To ensure the effectiveness of the performance of the cavity barriers they should be tested in cavities with various widths and various heights. Further investigation of the risk for smouldering is needed with measuring the amount of oxygen and the pressure.