本文係針對臺灣50指數期貨與基金於2003年6月30日上市之後，臺灣期貨及現貨市場報酬率間領先落後關係與波動性的變化來進行探討。研究分為兩部份，第一部份是觀察臺灣50指數期貨與現貨之間的關聯性，並探討臺灣加權股價指數、金融保險類股股價指數及電子類股股價指數期貨與現貨市場間的變化；第二部份是採用可模擬現貨走勢的臺灣50指數基金、國泰金及臺積電的股價來做為現貨的替代變數，觀察其與期貨之間的關連性是否與第一部份的結果類似，若是實證結果極為相同，則相關機構與一般投資人將可運用各期貨與其標的指數中市值最大的股票來進行套利操作。此外，本文在進行模型估計時，首度採用一階段估計法，來聯合估計雙變量GARCH模型中的條件平均數方程式與條件變異數方程式，以避免過去相關文獻將兩條方程式個別估計時所造成的估計誤差。 實證結果所獲得的重要結論如下：首先，臺灣期貨市場的發展仍未趨成熟，並不具有價格發現的功能，在考慮風險溢酬方面，僅有臺灣50指數期貨與現貨的投資人會在報酬率之外，額外要求用以補償的風險溢酬，再者，臺灣50指數期貨與基金的上市，並沒有對臺灣現有的期貨與現貨市場造成顯著的影響，然而，替代變數並不能完全取代現貨指數，但相較之下，國泰金在臺灣50指數期貨與基金上市之後的那段期間模擬成效最好。 / This paper investigates the change of lead-lag relationship in returns and volatilities in Taiwan futures and spot markets after the introduction of Taiwan 50 Futures and Taiwan Top50 Tracker Fund (TTT) on June 30, 2003. The study divides into two parts. The first part examines the relationship between Taiwan 50 Futures and spot markets, and also discusses the change of Taiwan Stock Exchange Capitalization Weighted Stock Index, Taiwan Stock Exchange Banking and Insurance Sector Index, and Taiwan Stock Exchange Electronic Sector Index in futures and spot markets. Another part uses the stock price of TTT, Cathay Financial Holding Company and Taiwan Semiconductor Manufacturing Company as the substitutive variables of spot index and goes a step further to examine the relationships between them and futures individually. Additionally, this research used One-Pass Method for first time to estimate jointly the conditional mean equation and conditional variance equation of Bivariate GARCH Model to avoid estimating error in previous relative studies with Two-Pass Method. The major empirical results are as follows: first, the development of Taiwan futures market is incomplete. The futures market does not play the price discovery role to the spot market. Second, under the consideration of risk premium, only investors in Taiwan 50 Futures and spot markets would ask for compensated risk premium excepting returns. Third, the opening of Taiwan 50 Futures and TTT does not influence significantly Taiwan futures and spot markets. Last but not least, these substitutive variables can not replace spot index perfectly. However, comparing with others, the stock price of Cathay Financial Holding Company is the very model of Taiwan Stock Exchange Banking and Insurance Sector Index after the introduction of Taiwan 50 Futures and TTT.

This item contains the agenda, minutes, and attachments for the Faculty Senate meeting on this date. There may be additional materials from the meeting available at the Faculty Center.

Electrical energy is used at approximately the rate of 15 Terawatts world-wide. Generating this much energy has become a primary concern for all nations. There are many ways of generating energy among which the most commonly used are non-renewable and will extinct much sooner than expected. Very active research is going on both to increase the use of renewable energy sources and to use the available energy with more efficiency. Among these sources, solar energy is being considered as the most abundant and has received high attention. The mobile phone has become one of the basic needs of modern life, with almost every human being having one.Individually a mobile phone consumes little power but collectively this becomes very large. This consideration motivated the research undertaken in this masters thesis. The objective of this thesis is to design a model for solar power based charging circuits for mobile phone using Simulink(R). This thesis explains a design procedure of solar power based mobile charger circuit using Simulink(R) which includes the models for the photo-voltaic array, maximum power point tracker, pulse width modulator, DC-DC converter and a battery. The first part of the thesis concentrates on electron level behavior of a solar cell, its structure and its electrical model.The second part is to design an array of solar cells to generate the desired output. Finally, the third part is to design a DC-DC converter which can stabilize and provide the required input to the battery with the help of the maximum power point tracker and pulse width modulation. The obtained DC-DC converter is adjustable to meet the requirements of the battery. This design is aimed at charging a lithium ion battery with nominal voltage of 3.7 V, which can be taken as baseline to charge different types of batteries with different nominal voltages.

With no online pupillary analysis methods today, both the medical and the research fields are left to carry out a lengthy, manual and often faulty examination. A real-time, intelligent, embedded systems solution to pupillary analysis would help reduce faulty diagnosis, speed-up the analysis procedure by eliminating the human expert operator and in general, provide a versatile and highly adaptable research tool. Therefore, this thesis has sought to investigate, develop and test possible system designs for pupillary analysis, with the aim for caffeine detection. A pair of LED manipulator glasses have been designed to standardize the illumination method across testing. A data analysis method of the raw pupillary data has been established offline and then adapted to a real-time platform. ANN was chosen as classification algorithm. The accuracy of the ANN from the offline analysis was 94% while for the online classification the obtained accuracy was 17%. A realtime data communication and synchronization method has been developed. The resulting system showed reliable and fast execution times. Data analysis and classification took no longer than 2ms, faulty data detection showed consistent results. Data communication suffered no message loss. In conclusion, it is reported that a real-time, intelligent, embedded solution is feasible for pupillary analysis.

Fluid suspended biological particles (bioparticles) flowing through a non-uniform electric field are actuated by the induced dielectrophoretic (DEP) force, known to be dependent upon the bioparticles’ dielectric phenotypes. In this work: a 10-1000 kHz DEP actuation potential applied to a co-planar microelectrode array (MEA) induces a DEP force, altering passing bioparticle trajectories as monitored using: (1) an optical assay, in which the lateral bioparticle velocities are estimated from digital video; and (2) a capacitive cytometer, in which a 1.478 GHz capacitance sensor measures the MEA capacitance perturbations induced by passing bioparticles, which is sensitive to the bioparticles’ elevations. The experimentally observed and simulated lateral velocity profiles of actuated polystyrene microspheres (PSS) and viable and heat shocked Saccharomyces cerevisiae cells verify that the bioparticles’ dielectric phenotypes can be inferred from the resultant trajectories due to the balance between the DEP force and the viscous fluid drag force.

Fluid suspended biological particles (bioparticles) flowing through a non-uniform electric field are actuated by the induced dielectrophoretic (DEP) force, known to be dependent upon the bioparticles’ dielectric phenotypes. In this work: a 10-1000 kHz DEP actuation potential applied to a co-planar microelectrode array (MEA) induces a DEP force, altering passing bioparticle trajectories as monitored using: (1) an optical assay, in which the lateral bioparticle velocities are estimated from digital video; and (2) a capacitive cytometer, in which a 1.478 GHz capacitance sensor measures the MEA capacitance perturbations induced by passing bioparticles, which is sensitive to the bioparticles’ elevations. The experimentally observed and simulated lateral velocity profiles of actuated polystyrene microspheres (PSS) and viable and heat shocked Saccharomyces cerevisiae cells verify that the bioparticles’ dielectric phenotypes can be inferred from the resultant trajectories due to the balance between the DEP force and the viscous fluid drag force.

Cette recherche traite du phénomène immersif dans les mondes virtuels accessibles " grâce à " internet. Second Life sert de terrain d'analyse car il permet de discuter trois régimes immersifs : le perceptif, le narratif et le lien social. Au traversd'une approche formelle (Simmel) et de la théorie de l'acteur-réseau (ANT, Latour), nous analysons diverses médiations conditionnant ces régimes : les villes modélisées dans Second Life sont étudiées de façon approfondie comme le lieu duvivre ensemble et de l'hétérogénéité des publics et des usages.Notre thèse qui s'appuie sur la sociologie a également recours aux sciences de l'information et de la communication, à la philosophie, à la géographie de l'espace social et aux digital humanities. Il s'agit d'une approche transdisciplinaire sollicitant des matériaux variés : observations participantes, entretiens, questionnaires. Nous développons une techniqueautomatisée de " tracking " pour générer des " Big Data " permettant l'analyse des pratiques spatiales des avatars dans l'univers digital.Nous montrons que l'immersion dépend des choix de l'utilisateur (point de vue visuel, choix des activités, etc.) et des qualités et possibles de Second Life (architecture technique, carte du monde, forme du cadre bâti, etc.). Des phénomènes d'appropriation et d'attachement entre des acteurs et des lieux sont décrits et permettent de constater la formalisation d'un" chez-soi ". Les diverses étapes de ce travail contribuent à une théorie de l'habiter dans les mondes virtuels

Orientador: Aílton Akira Shinoda / Resumo: A evolução dos Multi Gigabit Transceivers (MGT) nos Field Programmable Gate Arrays (FPGA) trouxeram oportunidades para o desenvolvimento de sistemas de aquisição e formatadores de dados em diversas áreas. As novas famílias de FPGAs são capazes de lidar com canais de transmissão com velocidade da ordem de Gbps que utilizam protocolos seriais de alta velocidade, podendo assim se tornar o futuro dos processadores downstream ou upstream. Os sistemas digitais criados para esse propósito, precisam ser confiáveis e síncronos entre dezenas de canais e placas. Como forma de permitir o teste de projetos com essa taxa massiva de bits, essa tese descreve o desenvolvimento do Data Sourcing System (DSS). Esse sistema deve ser capaz de testar qualquer application upstream ou downstream, permitir controle e acesso remoto aos sinais internos dos FPGAs, medir sincronismo e latência entre MGTs e avaliar integridade de links através de bit error rate (BER). Este trabalho faz parte de uma colaboração internacional liderada pelo Fermilab que propôs, com a contribuição do sistema descrito nesta tese, um sistema de trigger de nível 1 para o Compact Muon Solenoid (CMS) Outer Tracker. O dectetor CMS é um experimento vinculado ao European Organization for Nuclear Research (CERN). O DSS foi implementado sobre a placa Pulsar 2b, uma placa padrão Advanced Telecommunication Computing Architecture (ATCA), desenvolvida pelo Fermilab, que conta com um dispositivo FPGA para programação e costumização de aplica... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: The evolution of Fiel Programmable Gate Array (FPGA) Multi Gigabit Transceivers (MGT) brought opportunities for data formatter and data acquisition projects in several areas. The newer FPGA families are capable of handling Gigabits per second (Gbps) I/Os implemented using high speed serial link protocols and to become the future downstream processors. The digital systems created for that purpose need to be reliable and synchronous between dozens of channels and boards. To allow the test of such massive bitrate projects, this work implemented the Data Sourcing System (DSS) e- mulator that is able to produce synchronized data in 12 boards, 480 channels, delivering up to 8 Gbps for each of them. This work is part of a international collaboration, led by Fermilab, that proposed with the contribuition of the system described in this thesis, a Level 1 (L1) tri- gger for the Compact Muon Solenoid (CMS) Outer Tracker. The CMS detector is an European Organization for Nuclear Research (CERN) experiment. The DSS is based on the Pulsar 2b, a custom Advanced Telecommunication Computing Architecture (ATCA) standard FPGA-based board designed by Fermilab to be a scalable high speed link processor system. This hardware setup was implemented at Fermilab using two interconnected ATCA shelves with 12 Pulsar 2b on both. The results show that the system is able to provide data at 3.8 Terabits per second (Tbps), and to measure synchronization, latency and bit error rate of the MGTs. The system is o... (Complete abstract click electronic access below) / Doutor

This dissertation addresses novel techniques in determining gyroless micro-satellite attitude and attitude rate. The main objective of this thesis is to explore the possibility of using commercially available low cost micro-light star sensor as a stand-alone sensor for micro-satellite attitude as well as attitude rate determination. The objective is achieved by developing accurate and computationally efficient algorithms for the realization of onboard operation of a low fidelity star sensor. All the algorithms developed here are tested with the measurement noise presented in the catalog of the sensor array STAR-1000. A novel accurate second order sliding mode observer (SOSMO) is designed for discrete time uncertain linear multi-output system. Our design procedure is effective for both matched and unmatched bounded uncertain ties and/or disturbances. The bound on uncertainties and/or disturbances is assumed to be unknown. This problem is addressed in this work using the second order multiple sliding modes approach. Second order sliding manifold and corresponding sliding condition for discrete time system is defined similar on the lines of continuous counterpart. Our design is not restricted to a particular class of uncertain (matched) discrete time system. Moreover, it can handle multiple outputs unlike single out-put systems. The observer design is achieved by driving the state observation error and its first order finite difference to the vicinity of the equilibrium point (0,0) in a finite steps and maintaining them in the neighborhood thereafter. The estimation synthesis is based on Quasi Sliding Mode (QSM) design. The problem of designing sliding mode observer for a linear system subjected to unknown inputs requires observer matching condition. This condition is needed to ensure that the state estimation error is a asymptotically stable and is independent of the unknown input during the sliding motion. In the absence of a matching condition, asymptotic stability of the reduced order error dynamics on the sliding surface is not guaranteed. However, unknown bounded inputs guarantee bounded error on state estimation. The QSM design guarantees an ultimate error bound by incorporating Boundary Layer (BL) in its design procedure. The observer achieves one order of magnitude improvement in estimation accuracy than the conventional sliding mode observer (SMO) design for an unknown input. The observer estimation errors, satisfying the given stability conditions, converge to an ultimate finite bound (with in the specified BL) of O(T2), where T Is the sampling period. A relation between sliding mode gain and boundary layer is established for the existence of second order discrete sliding motion. The robustness of the proposed observer with respect to measurement noise is also analyzed. The design algorithm is very simple to apply and is implemented for two examples with different classes of disturbances (matched and unmatched) to show the effectiveness of the design. Simulation results show the robustness with respect to the measurement noise for SOSMO. Second order sliding mode observer gain can be calculated off-line and the same gain can work for large band of disturbance as long as the disturbance acting on the continuous time system is bounded and smooth. The SOSMO is simpler to implement on board compared to the other traditional nonlinear filters like Pseudo-Linear-Kalman-filter(PLKF); Extended Kalman Filter(EKF). Moreover, SMO possesses an automatic adaptation property same as optimal state estimator(like Kalman filter) with respect to the intensity of the measurement noise. The SMO rejects the noisy measurements automatically, in response to the increased noise intensity. The dynamic performance of the observer on the sliding surface can be altered and no knowledge of noise statistics is required. It is shown that the SOSMO performs more accurately than the PLKF in application to micro-satellite angular rate estimation since PLKF is not an optimal filter. A new method for estimation of satellite angular rates through derivative approach is proposed. The method is based on optic flow of star image patterns formed on a star sensor. The satellite angular rates are derived directly from the 2D-coordinates of star images. Our algorithm is computationally efficient and requires less memory allocation compared to the existing vector derivative approaches, where there is also no need for star identification. The angular rates are computed using least square solution method, based on the measurement equation obtained by optic flow of star images. These estimates are then fed into discrete time second order sliding mode observer (SOSMO). The performance of angular rate estimation by SOSMO is compared with the discrete time First order SMO and PLKF. The SOSMO gives the best estimates as compared to the other two schemes in estimating micro-satellite angular rates in all three axes. The improvement in accuracy is one order of magnitude (around1.7984 x 10−5 rad/ sec,8.9987 x 10−6 rad/ sec and1.4222 x 10−5 rad/ sec in three body axes respectively) in terms of standard deviation in steady state estimation error. A new method and algorithm is presented to determine star camera parameters along with satellite attitude with high precision even if these parameters change during long on-orbit operation. Star camera parameters and attitude need to be determined independent of each other as they both can change. An efficient, closed form solution method is developed to estimate star camera parameters (like focal length, principal point offset), lens distortions (like radial distortion) and attitude. The method is based on a two step procedure. In the first step, all parameters (except lens distortion) are estimated using a distortion free camera model. In the second step, lens distortion coefficient is estimated by linear least squares (LS) method. Here the derived camera parameters in first step are used in the camera model that incorporates distortion. However, this method requires identification of observed stars with the catalogue stars. But, on-orbit star identification is difficult as it utilizes the values of camera calibrating parameters that can change in orbit(detector and optical element alignment get change in orbit due to solar pressure or sudden temperature change) from the ground calibrated value. This difficulty is overcome by employing a camera self-calibration technique which only requires four observed stars in three consecutive image frames. Star camera parameters along with lens (radial and decentering) distortion coefficients are determined by camera self calibration technique. Finally Kalman filter is used to refine the estimated data obtained from the LS based method to improve the level of accuracy. We consider the true values of camera parameters as (u0,v0) = (512.75,511.25) pixel, f = 50.5mm; The ground calibrated values of those parameters are (u0,v0) =( 512,512) pixel, f = 50mm; Worst case radial distortion coefficient affecting the star camera lens is considered to be k1 =5 x 10−3 .Our proposed method of attitude determination achieves accuracy of the order of magnitude around 6.2288 x 10−5 rad,3.3712 x 10−5 radand5.8205 x 10−5 rad in attitude angles φ,θ and ψ. Attitude estimation by existing methods in the literature diverges from the true value since they utilize the ground calibrated values of camera parameters instead of true values. To summarize, we developed a formal theory of discrete time Second Order Sliding Mode Observer for uncertain multi-output system. Our methods achieve the desired accuracy while estimating satellite attitude and attitude rate using low fidelity star sensor data. Our methods require lower on-board processing requirement and less memory allocation; thus are suitable for micro-satellite applications. Thus, the objective of using low fidelity star sensor as stand-alone sensor in micro-satellite application is achieved.

Cette thèse vise à détecter et améliorer l’état cognitif de l’apprenant. Cet état est défini par la capacité d’acquérir de nouvelles connaissances et de les stocker dans la mémoire. Nous nous sommes essentiellement intéressés à améliorer le raisonnement des apprenants, et ceci dans trois environnements : environnement purement cognitif Logique, jeu sérieux LewiSpace et jeu sérieux intelligent Inertia. La détection de cet état se fait essentiellement par des mesures physiologiques (en particulier les électroencéphalogrammes) afin d’avoir une idée sur les interactions des apprenants et l’évolution de leurs états mentaux. L’amélioration des performances des apprenants et de leur raisonnement est une clé pour la réussite de l’apprentissage. Dans une première partie, nous présentons l’implémentation de l’environnement cognitif logique. Nous décrivons des statistiques faites sur cet environnement. Nous avons collecté durant une étude expérimentale les données sur l’engagement, la charge cognitive et la distraction. Ces trois mesures se sont montrées efficaces pour la classification et la prédiction des performances des apprenants. Dans une deuxième partie, nous décrivons le jeu Lewispace pour l’apprentissage des diagrammes de Lewis. Nous avons mené une étude expérimentale et collecté les données des électroencéphalogrammes, des émotions et des traceurs de regard. Nous avons montré qu’il est possible de prédire le besoin d’aide dans cet environnement grâce à ces mesures physiologiques et des algorithmes d’apprentissage machine. Dans une troisième partie, nous clôturons la thèse en présentant des stratégies d’aide intégrées dans un jeu virtuel Inertia (jeu de physique). Cette dernière s’adapte selon deux mesures extraites des électroencéphalogrammes (l’engagement et la frustration). Nous avons montré que ce jeu permet d’augmenter le taux de réussite dans ses missions, la performance globale et par conséquent améliorer l’état cognitif de l’apprenant. / This thesis aims at detecting and enhancing the cognitive state of a learner. This state is measured by the ability to acquire new knowledge and store it in memory. Focusing on three types of environments to enhance reasoning: environment Logic, serious game LewiSpace and intelligent serious game Inertia. Physiological measures (in particular the electroencephalograms) have been taken in order to measure learners’ engagement and mental states. Improving learners’ reasoning is key for successful learning process. In a first part, we present the implementation of logic environment. We present statistics on this environment, with data collected during an experimental study. Three types of data: engagement, workload and distraction, these measures were effective and can predict and classify learner’s performance. In a second part, we describe the LewiSpace game, aimed at teaching Lewis diagrams. We conducted an experimental study and collected data from electroencephalograms, emotions and eye-tracking software. Combined with machine learning algorithms, it is possible to anticipate a learner’s need for help using these data. In a third part, we finish by presenting some assistance strategies in a virtual reality game called Inertia (to teach Physics). The latter adapts according to two measures extracted from electroencephalograms (frustration and engagement). Based on our study, we were able to enhance the learner’s success rate on game missions, by improving its cognitive state.