Dissertations / Theses on the topic 'Random shifts'

The overall aim of this thesis is to compare different methods for calculation of Core-Level shifts in metallic alloys. The methods compared are the Initial State model, the Complete screening and the Transition state model. Core-level shifts can give information of chemical bonding and about the electronic structure in solids.

The basic theory used is the so-called Density-Functional-Theory, in conjunction with the Local-Density Approximation and the Coherent-Potential- Approximation. The metallic alloys used are Silver-Palladium, Copper-Palladium, Copper-Gold and Copper-Platinum, all inface-centered-cubic configuration.

The complete screening- and the transition-state model are found to be in better agreement with experimental results than those calculated with the initial state model. This is mainly due to the fact that the two former models includes final-state effects, whereas the last one do not. The screening parameters within the Coherent-Potential approximation are also investigated. It is found that the Screened-Impurity Model can extend the validity of the Coherent-Potential-Approximation and increase it's accuracy.

The volatility of commodities prices such as oil or minerals is an important issue for small and open economies that depends on raw materials. For example, in many countries of Latin America, the volatility of commodities can a¤ect operational cost or investment schedules of business related to the primary sector. At the macroeconomic level, a high volatility can provocate changes in the current account and in capital in ows, or, on the side of importers, increase uncertainty about production costs and in ation. Therefore, modeling volatility of commodities prices would be useful for private agents and policy makers. For the rst ones, it gives valuable information for better options contracts that allow hedge under big uncertainty, and for the second ones, it could help to a better understanding of business cycles given the correlation between mineral prices uctuations, capital in ows and investment expectations.
Tesis

La literatura econométrica y nanciera ha mostrado que la volatilidad de los retornos bursátiles y cambiarios presenta un comportamiento de larga memoria. Otro hecho mostrado en la literatura es que este comportamiento de larga memoria puede ser espúreo y que la volatilidad sigue un proceso de corta memoria con cambios de nivel aleatorios. En este trabajo se sigue el enfoque planteado por Lu y Perron (2010) y Li y Perron (2013), estimando el modelo de cambios de nivel aleatorios al logaritmo de los retornos absolutos del Índice General de la Bolsa de Valores de Lima (IGBVL) y del Tipo de cambio bancario compra. El modelo consiste en la suma de dos componentes: un proceso de corta memoria y un componente de cambios de nivel aleatorios. El primer componente se ha modelado como un proceso autorregresivo de orden 1 (AR(1)). El componente de cambios de nivel se especi ca como la suma acumulada de un proceso que es cero con probabilidad 1 y es una variable aleatoria con probabilidad . Los datos utilizados para realizar las estimaciones comprenden, para el IGBVL, desde el 03/01/1990 hasta el 13/06/2013 y para el tipo de cambio desde 03/01/1997 hasta el 24/06/2013. Los resultados que muestran las estimaciones son concluyentes como los obtenidos en Lu y Perron (2010). La primera conclusión que puede mostrarse es que la probabilidad de cambio de nivel es pequeña pero signi cativa, indicando que estos cambios de nivel son responsables del comportamiento de larga memoria observado en las series de volatilidad. Una vez calculada la probabilidad de cambio de nivel para cada serie, es posible calcular el número total de quiebres. Asimismo, es posible calcular el componente de cambios de nivel y sustraerlo de la serie de volatilidad. Al calcular la función de autocorrelación de esta nueva serie residual veremos que ya no existe presencia del comportamiento de larga memoria. Otros resultados importantes que se observan son los efectos que tienen los cambios de nivel en los modelos clásicos de larga memoria como GARCH y ARFIMA. La esti- mación de los modelos autorregresivos con heteroscedasticidad condicional descontando los cambios de nivel muestran que estos componentes son introducidos arti cialmente por los cambios de nivel. Además, la estimación de modelos fraccionales a las series residuales de volatilidad menos el componente de cambios de nivel muestra que el parámetro fraccional es menor o muy cercano a cero, lo que indica que no existe un comportamiento de larga memoria. Por otra parte, el desempeño del modelo RLS en términos de predicción es mejor que los modelos ARFIMA (p,d,q) de acuerdo al Model Con dence Set (MCS) planteado por Hansen et al. (2011).
Tesis

Ab-initio results of the core-level shift and the distribution about the average for the 3d_5/2 electrons of Ag, Pd and 2p_3/2 of Cu are presented for the face-centered-cubic AgPd and CuPd random alloys. The complete screening model, which includes both initial and final states effects in the same scheme, has been used in the investigations.

The alloys have been modeled with a supercell containing 256 atoms. Density-functional theory calculations are carried out using the locally self consistent Green's function approach.

Results from the calculations clearly shows that the core-level shift distributions characteristic is Gaussian, but the components reveals a substantial difference in the FWHM (Full-Width at Half-Maximum). Comparison between the experimental and the calculated broadening shows a remarkable agreement.

Cryptosystems are used to provide security in communications and data transmissions. Stream ciphers are private key systems that are often used to transform large volumn data. In order to have security, key streams used in stream ciphers must be fully analyzed so that they do not contain specific patterns, statistical infomation and structures with which attackers are able to quickly recover the entire key streams and then break down the systems. Based on different schemes to generate sequences and different ways to represent them, there are a variety of stream cipher analyses. The most important one is the linear analysis based on linear feedback shift registers (LFSRs) which have been extensively studied since the 1960's. Every sequence over a finite field has a well defined linear complexity. If a sequence has small linear complexity, it can be efficiently recoverd by Berlekamp-Messay algorithm. Therefore, key streams must have large linear complexities. A lot of work have been done to generate and analyze sequences that have large linear complexities. In the early 1990's, Klapper and Goresky discovered feedback with carry shift registers over Z/(p) (p-FCSRS), p is prime. Based on p-FCSRs, they developed a stream cipher analysis that has similar properties to linear analysis. For instance, every sequence over Z/(p) has a well defined p-adic complexity and key streams of small p-adic complexity are not secure for use in stream ciphers. This disstation focuses on stream cipher analysis based on feedback with carry shift registers. The first objective is to develop a stream cipher analysis based on feedback with carry shift registers over Z/(N) (N-FCSRs), N is any integer greater than 1, not necessary prime. The core of the analysis is a new rational approximation algorithm that can be used to efficiently compute rational representations of eventually periodic N-adic sequences. This algorithm is different from that used in $p$-adic sequence analysis which was given by Klapper and Goresky. Their algorithm is a modification of De Weger's rational approximation algorithm. The second objective is to generalize feedback with carry shift register architecture to more general algebraic settings which are called algebraic feedback shift registers (AFSRs). By using algebraic operations and structures on certain rings, we are able to not only construct feedback with carry shift registers, but also develop rational approximation algorithms which create new analyses of stream ciphers. The cryptographic implication of the current work is that any sequences used in stream ciphers must have large N-adic complexities and large AFSR-based complexities as well as large linear complexities.

Following Xu and Perron (2014), this paper uses daily data for six Forex Latin American markets (Argentina, Brazil, Chile, Colombia, Mexico and Peru). Four models of the family of the Random Level Shift (RLS) model are estimated: a basic model where probabilities of level shift are driven by a Bernouilli variable but probability is constant; a model where varying probabilities are allowed and introduced via past extreme returns; a model with mean reversion mechanism; and a model incorporating last two features. Our results prove three striking features: rst, the four RLS models t well the data, with almost all the estimates highly signi cant; second, the long memory property disappears completely from the ACF, including the GARCH e¤ects; and third, the forecasting performance is much better for the RLS models against an overall of four competitor models: GARCH, FIGARCH and two ARFIMA models.
Siguiendo el trabajo de Xu y Perron (2014), este documento utiliza datos diarios de volatilidades de retornos cambiarios para seis mercados de América Latina (Argentina, Brazil, Chile, Colombia, Mexico and Peru). Cuatro modelos del tipo Random Level Shifts (RLS) son estimados: un modelo básico donde las probabilidades de cambios de nivel son gobernadas por una variable del tipo Bernouilli pero dicha probabilidad es constante; un modelo donde las probabilidades son cambiantes en el tiempo y dependen de los retornos bursátiles extremos negativos del periodo anterior; un modelo con reversión a la media; y un modelo que incorpora los dos aspectos mencionados anteriormente. Los resultados sugieren tres importantes aspectos: el primero es que los cuatro modelos RLS ajustan bien los datos con prácticamente todos los estimados altamente significativos; segundo, la característica de larga memoria desaparece completamente de la ACF, incluyendo los efectos GARCH; y, tercero, la performance de los cuatro modelos en términos de predicción es buena contra diferentes modelos rivales como los modelos GARCH, FIGARCH, y dos modelos ARFIMA.
Tesis

Thesis (Ph.D)--Industrial and Systems Engineering, Georgia Institute of Technology, 2009.
Committee Chair: Lu, Jye-Chyi; Committee Co-Chair: Kvam, Paul; Committee Member: Mei, Yajun; Committee Member: Serban, Nicoleta; Committee Member: Vidakovic, Brani. Part of the SMARTech Electronic Thesis and Dissertation Collection.

Theoretical investigations of spectroscopic and magnetic properties of metallic systems in the bulk, as well as in nanostructured materials, have been performed within the density functional theory. The major part of the present work studies the differences between binding energies of electrons tightly bound to the atoms, the so-called core electrons (in contrast with the valence electrons), that is, core-level binding energy shift (CLS).

By comparison between corresponding elemental core-levels for atoms situated in different chemical environments we obtain fundamental understanding of bonding properties of materials. The method of choice was the complete screening picture, which includes initial and final state effects on the same footing. The usefulness of CLS stems from that it is sensitive to differences in the chemical environment of an atom, which can be affected on one hand by the global composition of e.g. disordered materials, surfaces and interfaces, and on the other hand by the very local environment around an atom. Here CLSs have been obtained for both components in the fcc random alloys AgPd, CuPd, CuNi, CuPt, CuAu, PdAu, NiPd and NiPt. Moreover the model was extended to the Auger kinetic energy shift for the LMM Auger transition in AgPd alloys. Studies were also applied to the near surface and interface regions of PdMn nano structures on Pd(100), thin CuPd and AgPd films on inert Ru(0001), and at interfaces. The disorder broadening on CLS due to local environment effects was calculated in selected alloys.

A part of the thesis concern investigations related to the magnetic ordering in Invar alloys, including the influence of local environment effects. A study was made for the dependence of effective exchange parameter on the electron concentration, volume and local chemical composition.

Thesis (Ph. D.)--Ohio State University, 2004.
Document formatted into pages; contains 282 p. Includes bibliographical references. Abstract available online via OhioLINK's ETD Center; full text release delayed at author's request until 2007 Aug. 16.

This works explores how to work with Event scores as a design method. In the search for what is real or what is reality the already existing things are being explored. The work started with investigating suitable ways to work with the moving body in the design process, with the aim to find a method that gave control but also left some parameters to the undecided and ambiguous. Convinced that this will lead to something new some parts of the process were highlighted and re-formulated.
Program: Modedesignutbildningen

Thesis (Ph. D.)--Electrical and Computer Engineering, Georgia Institute of Technology, 2008.
Laskar, Joy, Committee Chair ; Cressler, John, Committee Member ; Kornegay, Kevin, Committee Member ; Tentzeris, Emmanouil, Committee Member ; Lee, Chang-Ho, Committee Member.

Introducción El acelerado ritmo al que se genera y crece la información en la sociedad actual y la posible llegada de la tecnología de transistor a sus límites de tamaño exige la puesta en marcha de soluciones para el procesado eficiente de datos en campos específicos de aplicación. Contenido Esta tesis doctoral de carácter transdisciplinar a medio camino entre la ingeniería electrónica y la química computacional presenta soluciones optimizadas en hardware y en software para la construcción y el procesado eficiente de bases de datos moleculares. En primer lugar se propone y se estudia el funcionamiento de bloques digitales que implementan funciones en lógica pulsante estocástica orientadas a tareas de reconocimiento de objetos. Especialmente se proponen y analizan diseños digitales para la construcción de generadores de números aleatorios (RNG) como base de estos sistemas que han sido implementados en dispositivos Field Programable Gate Array (FPGA). En segundo lugar se propone y se evalúa un conjunto reducido de descriptores moleculares para la caracterización de compuestos orgánicos y la generación de bases de datos moleculares. Estos descriptores recogen información sobre la distribución de la carga molecular en el espacio y la energía electrostática. Las bases de datos generadas con estos descriptores se han procesado utilizando sistemas de computación convencionales en software y mediante sistemas de computación estocástica implementados en hardware mediante el uso de circuitería digital programable. Finalmente se proponen optimizaciones para la estimación del potencial electrostático molecular (MEP) y para el cálculo de los puntos de interacción molecular derivados (SSIP). Conclusiones Por una parte, los resultados obtenidos ponen de manifiesto la importancia de la uniformidad de los RNG en el período de evaluación para poder implementar sistemas de computación estocástica de alta fiabilidad. Además, los RNG propuestos tienen una naturaleza aperiódica que minimiza las posibles correlaciones entre señales, haciendo que sean adecuados para la implementación de sistemas de computación estocástica. Por otra parte, el conjunto de descriptores moleculares propuestos PED han demostrado obtener muy buenos resultados en comparación con otros métodos presentes en la literatura. Este hecho se ha discutido mediante los parámetros Area Under The Curve (AUC) y Enrichment Factor (EF) obtenidos de las curvas promedio Receiving Operating Characteristic (ROC). Además, se ha mostrado como la eficacia de los descriptores aumenta cuando se implementan en sistemas de clasificación con aprendizaje supervisado, haciéndolos adecuados para la construcción de un sistema de predicción de dianas terapéuticas eficiente. En esta tesis, además, se ha determinado que los MEP calculados utilizando la teoría DFT y el conjunto de bases B3LYP/6-31*G en la superficie con densidad electrónica 0,01 au correlacionan bien con datos experimentales debido presumiblemente a la mayor contribución de las propiedades electrostáticas locales reflejadas en el MEP. Las parametrizaciones propuestas en función del tipo de hibridación atómica pueden haber contribuido también a esta mejora. Los cálculos realizados en dichas superficies suponen mejoras en un factor cinco en la velocidad de procesamiento del MEP. Dado el aceptable ajuste a datos experimentales del método propuesto para el cálculo del MEP aproximado y de los SSIP, éste se puede utilizar con el fin de obtener los SSIP para bases de datos moleculares extensas o en macromoléculas como proteínas de manera muy rápida (ya que la velocidad de procesamiento obtenida puede alcanzar del orden de cinco mil átomos procesados por segundo utilizando un solo procesador). Estas técnicas resultan de especial interés dadas las numerosas aplicaciones de los SSIP como por ejemplo el cribado virtual de cocristales o la predicción de energías libres en disolución.
Introducció El creixement accelerat de les dades en la societat actual i l'arribada de la tecnologia del transistor als límits físics exigeix la proposta de metodologies per al processament eficient de dades. Contingut Aquesta tesi doctoral, de caràcter transdisciplinària i a mig camí entre els camps de l'enginyeria electrònica i la química computacional presenta solucions optimitzades en maquinari i en programari per tal d’accelerar el processament de bases de dades moleculars. En primer lloc es proposa i s'estudia el funcionament de blocs digitals que implementen funcions de lògica polsant estocàstica aplicades a tasques de reconeixement d'objectes. En concret es proposen i analitzen dissenys específics per a la construcció de generadors de nombres aleatoris (RNG) com a sistemes bàsics per al funcionament dels sistemes de computació estocàstics implementats en dispositius programables com les Field Programable Gate Array (FPGA). En segon lloc es proposen i avaluen un conjunt reduït de descriptors moleculars especialment orientats a la caracterització de compostos orgànics. Aquests descriptors reuneixen la informació sobre la distribució de càrrega molecular i les energies electroestàtiques. Les bases de dades generades amb aquests descriptors s’han processat emprant sistemes de computació convencionals en programari i mitjançant sistemes basats en computació estocàstica implementats en maquinari programable. Finalment es proposen optimitzacions per al càlcul del potencial electroestàtic molecular (MEP) calculat mitjançant la teoria del funcional de la densitat (DFT) i dels punts d’interacció que se’n deriven (SSIP). Conclusions Per una banda, els resultats obtinguts posen de manifest la importància de la uniformitat del RNG en el període d’avaluació per a poder implementar sistemes de computació estocàstics d’alta fiabilitat. A més, els RNG proposats presenten una font d’aleatorietat aperiòdica que minimitza les correlacions entre senyals, fent-los adequats per a la implementació de sistemes de computació estocàstica. Per una altra banda, el conjunt de descriptors moleculars proposats PED, han demostrat obtenir molts bons resultats en comparació amb els mètodes presents a la literatura. Aquest fet ha estat discutit mitjançant l’anàlisi dels paràmetres Area Under The Curve (AUC) i Enrichment Factor (EF) de les curves Receiving Operating Characteristic (ROC) analitzades. A més, s’ha mostrat com l’eficàcia dels descriptors augmenta de manera significativa quan s’implementen en sistemes de classificació amb aprenentatge supervisat com les finestres de Parzen, fent-los adequats per a la construcció d’un sistema de predicció de dianes terapèutiques eficient. En aquesta tesi doctoral, a més, s’ha trobat que els MEP calculats mitjançant la teoria DFT i el conjunt de bases B3LYP/6-31*G en la superfície amb densitat electrònica 0,01 au correlacionen bé amb dades experimentals possiblement a causa de la contribució més gran de les propietats electroestàtiques locals reflectides en el MEP. Les parametritzacions proposades en funció del tipus d’hibridació atòmica han contribuït també a la millora dels resultats. Els càlculs realitzats en aquestes superfícies suposen un guany en un factor cinc en la velocitat de processament del MEP. Donat l’acceptable ajust a les dades experimentals del mètode proposat per al càlcul del MEP aproximat i dels SSIP que se’n deriven, aquest procediment es pot emprar per obtenir els SSIP en bases de dades moleculars extenses i en macromolècules (com ara proteïnes) d’una manera molt ràpida (ja que la velocitat de processament obtinguda arriba fins als cinc mil àtoms per segon amb un sol processador). Les tècniques proposades en aquesta tesi doctoral resulten d’interès donades les nombroses aplicacions que tenen els SSIP com per exemple, en el cribratge virtual de cocristalls o en la predicció d’energies lliures en dissolució.
Introduction Because of the generalized data growth in the nowadays digital era and due to the fact that we are possibly living on the last days of the Moore’s law, there exists a good reason for being focused on the development of technical solutions for efficient data processing. Contents In this transdisciplinary thesis between electronic engineering and computational chemistry, it's shown optimal solutions in hardware and software for molecular database processing. On the first hand, there's proposed and studied a set of stochastic computing systems in order to implement ultrafast pattern recognition applications. Specially, it’s proposed and analyzed specific digital designs in order to create digital Random Number Generators (RNG) as a base for stochastic functions. The digital platform used to generate the results is a Field Programmable Gate Array (FPGA). On the second hand, there's proposed and evaluated a set of molecular descriptors in order to create a compact molecular database. The proposed descriptors gather charge and molecular geometry information and they have been used as a database both in software conventional computing and in hardware stochastic computing. Finally, there's a proposed a set of optimizations for Molecular Electrostatic Potential (MEP) and Surface Site Interaction Points (SSIP). Conclusions Firstly, the results show the relevance of the uniformity of the RNG within the evaluation period in order to implement high precision stochastic computing systems. In addition, the proposed RNG have an aperiodic behavior which avoid some potential correlations between stochastic signals. This property makes the proposed RNG suitable for implementation of stochastic computing systems. Secondly, the proposed molecular descriptors PED have demonstrated to provide good results in comparison with other methods that are present in the literature. This has been discussed by the use of Area Under the Curve (AUC) and Enrichment Factor (EF) of averaged Receiving Operating Characteristic (ROC) curves. Furthermore, the performance of the proposed descriptors gets increased when they are implemented in supervised machine learning algorithms making them appropriate for therapeutic target predictions. Thirdly, the efficient molecular database characterization and the usage of stochastic computing circuitry can be used together in order to implement ultrafast information processing systems. On the other hand, in this thesis, it has been found that the MEP calculated by using DFT and B3LYP/6-31*G basis at 0.01 au density surface level has good correlation with experimental data. This fact may be due to the important contribution of local electrostatics and the refinement performed by the parameterization of the MEP as a function of the orbital atom type. Additionally, the proposed calculation over 0.01 au is five times faster than the calculation over 0.002 au. Finally, due to acceptable agreement between experimental data and theoretical results obtained by using the proposed calculation for MEP and SSIP, the proposed method is suitable for being applied in order to quickly process big molecular databases and macromolecules (the processing speed can achieve five thousand molecules per second using a single processor). The proposed techniques have special interest with the purpose of finding the SSIP because the big number of applications they have as for instance in virtual cocrystal screening and calculation of free energies in solution.

This diploma’s thesis discourses the cryptographic systems and ciphers, whose function, usage and practical implementation are analysed. In the first chapter basic cryptographic terms, symmetric and asymetric cryptographic algorithms and are mentioned. Also usage and reliability are analysed. Following chapters mention substitution, transposition, block and stream ciphers, which are elementary for most cryptographic algorithms. There are also mentioned the modes, which the ciphers work in. In the fourth chapter are described the principles of some chosen cryptographic algorithms. The objective is to make clear the essence of the algorithms’ behavior. When describing some more difficult algorithms the block scheme is added. At the end of each algorithm’s description the example of practical usage is written. The chapter no. five discusses the hardware implementation. Hardware and software implementation is compared from the practical point of view. Several design instruments are described and different hardware design programming languages with their progress, advantages and disadvantages are mentioned. Chapter six discourses the hardware implementation design of chosen ciphers. Concretely the design of stream cipher with pseudo-random sequence generator is designed in VHDL and also in Matlab. As the second design was chosen the block cipher GOST, which was designed in VHDL too. Both designs were tested and verified and then the results were summarized.

碩士
國立交通大學
統計學研究所
94
Two major linear random number generators (RNGs), the linear congruential generator (LCG) and the multiple recursive generator (MRG), have been widely studied and used for many decades. Nowadays, as the price decreasing of computer processors, parallelization of the generators is being concerned for, at least, the computational efficiency purpose. Besides, the proper design of parallel generator may also improve some statistical properties such as randomness. The Parallel linear random number generator with different increment shifts is efficient and feasible because the change of the increments only shifts the hyperplanes of the linear RNG. Additionally, parallelizing through the leapfrogging method can further improve than through the sequence splitting method.

碩士
國立臺灣大學
工業工程學研究所
89
In Statistical process control, control charts are usually to be used for detecting changes in the mean of the process. In the recent literature, EWMA and CUSUM become the focus of discussion because the more complicated setting requirement of their superiority over Shewhart control charts. Traditionally, average run length (ARL) is used to evaluate the control chart performance and to find the best design given a known shift. Base on the concept of quality loss, the bigger shift size cause more quality loss than smaller one does. Thus, to more accurately evaluate control chart designs, the capability of control charts to detect different shift size should be taken into consideration. Furthermore, in real situations, the shift size usually varies. In this research, we will consider the ARL, random shifts and quality loss simultaneously to find the best design of EWMA and CUSUM control charts. Finally, we will provide a quick and accurate control chart design guideline for practitioners to design their own control charts. Our analysis results show that EWMA control charts are more effective than CUSUM charts for smaller shift sizes. After comparing with designs using traditional methods, we also find that our new approach will save 10%~30% quality losses.

碩士
國立臺灣大學
工業工程學研究所
87
Manufacturing processes are subject to small and large special disturbances such as process drifts or shifts. In many cases the causes of disturbances are known, but it is either impossible or too expensive to remove them. In such cases, when the resulting output deviations can be compensated by adjusting the processing recipe, process control techniques such as the run-by-run feedback control scheme will be useful. In this thesis, we present an integrated run-by-run controller for processes subject to random shifts and drifts. For controlling process drifts, the controller has been designed based on the formulation of Double Exponentially Weighted Moving Average (D-EWMA). By adding the self-tuning (ST) feature into the D-EWMA controller, the resulting STD-EWMA controller is able to controlling random shifts more effectively. Monte Carlo simulation results validate that our STD-EWMA controller is superior to the current run-by-run process controllers such as the EWMA controller or Predictor-Corrector controller.

碩士
國立交通大學
電子工程學系 電子研究所
102
The thesis studies the random access detection schemes in LTE-A system. In random access detection procedure, the base station needs to determine whether random access preambles are transmitted by the users. In this thesis, we first develop transmission system model, in which we consider the symbol timing offset (STO), carrier frequency offset (CFO), and multipath channels. Then we formulate the problem by the multiple hypothesis and binary hypothesis testing. Due to high computational complexity for implementation of multiple hypothesis testing, we focus on the binary hypothesis testing formulation. We use the generalized likelihood testing technique (GLRT) as a detection criterion to solve the problem, in which we need to get the maximum likelihood estimate (MLE) of the STO, CFO, and channel. In the derivation, we also propose an approximation of the GLRT to further reduce the computational complexity. In the simulation we verify our proposed GLRT detector performance with difference values of CFO and different kind of channel model including AWGN and Standford University Interim (SUI).

博士
國立臺灣大學
機械工程學研究所
88
Semiconductor manufacturing processes are subject to small and large special disturbances such as process drifts or shifts. In many cases the causes of disturbances are known, but it is either impossible or too expensive to remove them. In cases such as these and the output deviations are controllable (without removing the root causes), run-to-run feedback adjustment schemes will be useful. In this thesis, for controlling process shifts, we present a self-tuning control module in which the control parameter is re-tuned sequentially to compensate for the deviation of process output''s from the target. For controlling process drifts, the control methods have been designed based on the formulation of Double Exponentially Weighted Moving Average (D-EWMA). The optimal determination the parameters of the DEWMA and PCC control methods depends on a trade-off between steady-state and transient performance. By adding the self-tuning (ST) feature into the DEWMA and PCC control methods, the resulting ST-DEWMA and ST-PCC control methods are able to control processes subject to random shifts and drifts more effectively. Monte Carlo simulations and the CMP process validation results show that the ST-DEWMA and ST-PCC control methods have better overall performance for processes subject to both random shifts and drifts.

碩士
國立交通大學
電子工程學系 電子研究所
104
The trapping and de-trapping of single electron at the Si/SiO2 interface of planar bulk metal -oxide-semiconductor field effect transistors (MOSFETs) and fin-shape field effect transistors (FinFETs), which is called random telegraph signals (RTSs), has been a well-known issue for the reliability of the nanoscale device. In this work, we proposed a novel graphical method to enable the analysis of the MOSFET or FinFET threshold voltage shift Vth induced by RTS-trap in a percolative channel. First, according to the Mueller-Schulz’s percolation theory and through the help of 3D-technology aided design (TCAD) simulation with no percolation, both a minimum Vth and a critical curve in a mloc-loc plot are produced. Here, mloc and loc are the mean and standard deviation, respectively, of a normal distribution. The critical mloc-loc curve divides the plot into the allowed region and the forbidden region. Then, Vth contours in the allowed region are graphically created. By comparing existing experimental or simulated Vth statistical distributions, we are able to extract paired mloc and loc which represent a particular percolation pattern. Furthermore, through 3D-TCAD simulation, we derive a computationally efficient model which can be applied for constructing the FinFET Vth statistical distribution in a percolation-free channel. Last but not least, bias and temperature instability (BTI) condition is added to RTSs discussion.

碩士
國立交通大學
電子工程學系 電子研究所
103
The trapping and detrapping of an electron at the SiO2/Si interface of metal-oxide-semiconductor field effect transistor (MOSFET), which is known as random telegraph signals (RTS), has been an important issue for the variability of the nanoscale device. Recently, 3D-technology aided design (TCAD) simulations have been widely used for RTS topics. The trap positions in the channel will have its corresponding ΔId/Id magnitude in the subthreshold region at a low drain voltage. There are two distinct ΔId/Id distributions: a headed one for the percolation-free channel and a tail one for the percolative channel. The tail distribution can be described by using a literature formula 〖∆I〗_d/I_d =(I_loc/I_d )^2, where Iloc is the local current around the trap. Our proposed model can reproduce headed distribution through few 3D-TCAD simulations on 35x35 nm2 channel to obtain the Id/Id for each trap position. The model is in closed form, and the key criteria are drawn from the model for the use of I_loc/I_d formula. Furthermore, the threshold voltage shift distributions can be transformed from the tail distributions, from subthreshold to inversion. The channel width effect can be included through applying the width effect into our headed distributions. Importantly, the use of the analytic model can overcome the disadvantage of statistical experiments or simulations.

碩士
國立交通大學
電子研究所
105
The trapping and de-trapping of a single electron at the Si-SiO2 interface of planar bulk metal -oxide-semiconductor field effect transistors (MOSFETs) and fin-shape field effect transistors (FinFETs), which is called random telegraph signals (RTSs), has been a well-known issue for the reliability of the nanoscale device. In this work, with the help of Matlab and 3-D technology-aided design (TCAD), we not only reproduce RTS experimental data but also make a prediction of possible worst case threshold-voltage fluctuation amplitude in both MOSFETs and FinFETs. We also propose a mloc-σloc boundary where mloc and σloc are the mean and the standard deviation, respectively, of the channel local current density. The critical mloc-loc curve divides the plot into the allowed and forbidden region. The allowed region includes all possible (mloc, σloc) sets that help us to reproduce experimental data. Furthermore, we take metal gate granularity (MGG) percolation into account. RTS under MGG percolation causes the device threshold-voltage fluctuating more serious. Necessarily, a large number of simulation tasks are carried out to investigate it. Different device sizes and different average metal grain sizes are considered in this work. By statistics, we can finely reproduce Intel’s data and even give a next-generation guide-line for circuit designers.

abstract: The species distribution model DISTRIB was used to model and map potential suitable habitat of ponderosa pine throughout Arizona under current and six future climate scenarios. Importance Values for each climate scenario were estimated from 24 predictor variables consisting of climate, elevation, soil, and vegetation data within a 4 km grid cell. Two emission scenarios, (A2 (high concentration) and B1 (low concentration)) and three climate models (the Parallel Climate Model, the Geophysical Fluid Dynamics Laboratory, and the HadleyCM3) were used to capture the potential variability among future climates and provide a range of responses from ponderosa pine. Summary tables for federal and state managed lands show the potential change in suitable habitat under the different climate scenarios; while an analysis of three elevational regions explores the potential shift of habitat upslope. According to the climate scenarios, mean annual temperature in Arizona could increase by 3.5% while annual precipitation could decrease by 36% over this century. Results of the DISTRIB model indicate that in response to the projected changes in climate, suitable habitat for ponderosa pine could increase by 13% throughout the state under the HadleyCM3 high scenario or lose 1.1% under the average of the three low scenarios. However, the spatial variability of climate changes will result in gains and losses among the ecoregions and federally and state managed lands. Therefore, alternative practices may need to be considered to limit the loss of suitable habitat in areas identified by the models.
Dissertation/Thesis
M.S. Applied Biological Sciences 2011

Ho Cheuk-nang.
Thesis (M.Phil.)--Chinese University of Hong Kong, 2004.
Includes bibliographical references (leaves 89-94).
Abstracts in English and Chinese.
Acknowledge --- p.ii
Table of Contents --- p.iii
Lists of Tables --- p.vi
Lists of Figures --- p.vii
Abstract (English Version) --- p.x
Abstract (Chinese Version) --- p.xii
Chapter 1. --- Literature Survey of Phosphorus Chemical Shift Studies of DNA --- p.1
Chapter 1.1 --- Introduction --- p.1
Chapter 1.2 --- General Review of DNA Structures --- p.2
Chapter 1.2.1 --- "Nomenclature, Symbols and Numbering Scheme" --- p.2
Chapter 1.2.2 --- Conformations of DNA --- p.7
Chapter 1.2.3 --- Random Coil State --- p.8
Chapter 1.3 --- Phosphorus Chemical Shift Studies of DNA --- p.9
Chapter 1.4 --- Purpose of This Work --- p.10
Chapter 2. --- Methodology for Studying the Sequence Effect on Random Coil Phosphorus Chemical Shift --- p.12
Chapter 2.1 --- Introduction --- p.12
Chapter 2.2 --- Determination of Sequence Effect --- p.12
Chapter 2.3 --- Design of Sequence --- p.13
Chapter 2.4 --- Sample Preparation --- p.14
Chapter 2.5 --- Measurement of Phosphorus Chemical Shift --- p.16
Chapter 2.5.1 --- Proton Resonance Assignments --- p.16
Chapter 2.5.2 --- Phosphorus Resonance Assignments --- p.20
Chapter 2.6 --- Determination of Sugar Conformation --- p.23
Chapter 2.7 --- Determination of Backbone Conformation --- p.25
Chapter 3. --- Results and Discussion of Random Coil Phosphorus Chemical Shift of DNA --- p.28
Chapter 3.1 --- Introduction --- p.28
Chapter 3.2 --- Resonance Assignments --- p.28
Chapter 3.3.1 --- Proton Resonance Assignments --- p.31
Chapter 3.3.2 --- Phosphorus Resonance Assignments --- p.31
Chapter 3.3 --- Verification of Random Coil State --- p.31
Chapter 3.2.1 --- Variable Temperature Proton Chemical Shift --- p.31
Chapter 3.2.2 --- Sugar Conformation --- p.32
Chapter 3.2.3 --- Backbone Conformation --- p.33
Chapter 3.4 --- Random Coil Phosphorus Chemical Shift of DNA --- p.33
Chapter 3.4.1 --- Temperature Effect --- p.33
Chapter 3.4.2 --- Neighbor Effect --- p.36
Chapter 3.5 --- Random Coil Phosphorus Chemical Shift Prediction --- p.42
Chapter 3.5.1 --- Dimer Model Prediction Protocol --- p.42
Chapter 3.5.2 --- Trimer Model Prediction Protocol --- p.45
Chapter 4. --- Conclusions and Future Work --- p.48
Appendix I H6/H8-H1' regions of 2D NOESY spectra of SS1-SS16 --- p.49
"Appendix II 'H and 31P resonance assignments and 3Jhi1,h2,3Jh1，h2´ح and 3Jh3，p coupling constants of SS1-SS16" --- p.57
Appendix III H3' regions 1H-31P HSQC spectra of SS1-SS16 --- p.65
Appendix IV H1，-H2，/H2´حregions of DQF-COSY spectra of SS1- SS16 --- p.73
Appendix V H3' regions of 1H-31P selective heteronuclear COSY spectra of SS1-SS16 --- p.81
References --- p.89

碩士
國立中興大學
機械工程學系所
102
Traditional isometric phase-shift method is commonly used in contour reconstruction. Accuracy of contour often depends on the precision of piezoelectric materials and the anti-vibration table. In this article, software-based algorithms are used to cope with the phase-shift errors caused by imperfect phase-shifting mechanisms or even when the phase shifts are completely random. The advanced random iterative algorithm was used in this paper. Only three randomly shifted interferograms are required for accurate extraction of phase information. In addition, the algorithm is simple and fast. We use Matlab to write the advanced iterative algorithm(AIA). And simulation in the presence of noise, the different number of interferograms for accurate extraction of phase shift. In addition, we remove the noise in the wrapped phase map by windowed Fourier filter(WFF). After processing, we can use sequential line scanning method for phase unwrapping, which is the simplest method for phase unwrapping. SNR will also become better. We also simulate performance of windowed Fourier filter in the presence of noise. After filtering, the signal can be reserved and also can effectively remove noise. The advantages of WFF over discrete orthogonal wavelet transform are a wide range of threshold selection and the windowed Fourier basis is more adaptive to the wrapped phase extract from AIA. The advantage of WFF over conventional Fourier transform is the spectrum of WFT reflects the local property of the signal and thus the noise can be more effectively reduced. Through MATLAB simulation, the AIA random phase shift technique in the interferograms with high SNR value, random three step and four step and five step has the stability and accuracy of certain. But when the interferograms with low SNR, three step phase shifting obviously sensitive to the noise, leading to error is higher than random five step and random four step. In order to ensure measurement accuracy when SNR of interferogram is poor, recommend using at least four random phase shifted interferograms to reconstruct contour. In the WFF simulations, we verify the mathematical model derived from WFF has a wide range of threshold selection, so the threshold value can easily be selected.

碩士
國立臺灣海洋大學
商船學系所
100
Taiwan's economy is mainly dependent on maritime transportation to trade. Maritime transportation uses the vessel to carry cargo. The loading type of the vessel may divide into two types: container ship and bulk carrier. The container ship is the liner one, which has a fixed route, sailing and port. And it always uses the gantry crane to load and unload the containers. However, the bulk carrier is the tramp ship and its delivery time and frequency is decided for the charter party. The bulk carrier has lots of different types of cargo and its loading and unloading equipment also depends on the different types of cargo, so the loading of various goods in bulk carrier all the different loading rates. In this research, the major differences between the operating characteristics of container ships and bulk carriers were established on regular and random arrival non queuing toll , due to reduce the queuing time of container ships and bulk carriers berth in the anchorage area. This is the previous literature has not yet investigate part. The contents of this research is divided into two parts, first one is about the regular arrival in queuing pricing scheme, mainly use of the known number of loading and unloading container in containerships to calculate the total length of queuing time in queuing pricing scheme. The other one is about the random arrival queuing pricing scheme which uses Poisson distribution to find a variety of bulk carriers in the fixed port of arrival probability, then to a variety of bulk cargo per hour in average loading and unloading capacity in the berth, calculated the total length of queuing time. Base on “the invariant equilibrium costs principle”, to make the non queuing toll scheme with regular and random arrival. In addition, by calculating the equilibrium arrival rate and to compare the distribution situation, help the port authority to predict distribution and movement trajectory of arrived time about container ships and bulk carriers in the tolls.

The dissertation consists of three chapters on econometric methods related to parameter instability, forecasting and long memory. The first chapter introduces a new frequentist-based approach to forecast time series in the presence of in and out-of-sample breaks in the parameters. We model the parameters as random level shift (RLS) processes and introduce two features to make the changes in parameters forecastable. The first models the probability of shifts according to some covariates. The second incorporates a built-in mean reversion mechanism to the time path of the parameters. Our model can be cast into a non-linear non-Gaussian state-space framework. We use particle filtering and Monte Carlo expectation maximization algorithms to construct the estimates. We compare the forecasting performance with several alternative methods for different series. In all cases, our method allows substantial gains in forecasting accuracy. The second chapter extends the RLS model of Lu and Perron (2010) for the volatility of asset prices. The extensions are in two directions: a) we specify a time-varying probability of shifts as a function of large negative lagged returns; b) we incorporate a mean reverting mechanism so that the sign and magnitude of the jump component change according to the deviations of past jumps from their long run mean. We estimate the model using daily data on four major stock market indices. Compared to competing models, the modified RLS model yields the smallest mean square forecast errors overall. The third chapter proposes a method of inference about the mean or slope of a time trend that is robust to the unknown order of fractional integration of the errors. Our tests have the standard asymptotic normal distribution irrespective of the value of the long-memory parameter. Our procedure is based on using quasi-differences of the data and regressors based on a consistent estimate of the long-memory parameter obtained from the residuals of a least-squares regression. We use the exact local-Whittle estimator proposed by Shimotsu (2010). Simulation results show that our procedure delivers tests with good finite sample size and power, including cases with strong short-term correlations.

碩士
國立成功大學
電腦與通信工程研究所
97
Conventional optical code division multiple access (OCDMA) techniques suffer from inherent security disadvantages has been studied. In order to overcome vulnerability to eavesdropping of on-off-keying based OCDMA scheme, we propose a new scheme for confidentiality enhancement based on multi-code (M-code) keying approach of wavelength-hopping/time-spreading (WH/TS) OCDMA networks and applied to code reconfiguration mechanism. The code reconfiguration is achieved by exclusively assigning to each user a set of M shifted carrier-hopping prime codes (CHPC) and randomly selecting code word among M codes to represent user’s data bits. In addition, a central controller monitors network condition and regulates transmitter/receiver to perform code word selection. To integrate M-code keying with code reconfiguration mechanism, we utilize an optical switch not only switches symbol-to-symbol performing M-ary data modulation but following central controller’s instruction performing code changing. Hence, the assignment of code word and changing code word mechanism is more flexibility and easy to implement. In this thesis, we also analyze the security performance of proposed system. Evaluating the probability of code word interception is quantified the degree of data confidentiality. The result shows that the probability of error-free code detection gets worse when M increases and the eavesdropper processes code word detection more difficult, thus data confidentiality could be significantly increased. In addition, the proposed scheme using shifted CHPC appears to be a promising coding type for generating OCDMA code space that are large enough to prevent successful brute force code search attacks. Moreover, rapid code reconfiguration mechanism can increase the difficulty of interception but also makes the network management more difficult.

碩士
國立中央大學
光電科學與工程學系
101
Stability improvement of a phase-detection-based surface-plasmon-resonance system is the topic in this thesis.By using phase-shifting interferometry with a random-shift tolerant algorithm replace five steps algorithm to solve Hysteresis effect and the other something would influence phase-shift to improve stability of system.Currently random-shift tolerant algorithm in this thesis, the mean error was 0.0019 waves and also to solve the problem that the triangle signal the five steps algorithm cann’t deal with and the phase-shifting interferometry with a random-shift tolerant algorithm cann’t deal with the Gaussion beam of laser.Using Twyman-Green interferometer to do the Gaussion beam interference experiment. The resulting mean error of phase-shift was 0.031 waves.In SPR(Surface Plasmon Resonnace) system,it would enter the water to measure stability of the system.In entering water condition, the stability was 0.044radians in 300-second period .It was also better than 0.065radians the result was calculated by five steps algorithm.To using the new algorithm in SPR system deal with the major problem that the triangle signal five steps algorithm cann’t do and improve the stability slightly.

碩士
國立交通大學
電子研究所
106
In current semiconductor device process, the process variability is a crucial issue. For all characteristics associated with process variation, random variation of threshold voltage is especially important. In this thesis, with the help of commercial 3D technology computer-aided design (TCAD) Sentaurus, we build up our simulation structure calibrated with respect to Intel published 14-nm technology node FinFET device. TiN is chosen to be the metal gate material. We assume metal gate granularity (MGG) as the main source of process variation to simulate the distribution of threshold voltage variation. Meanwhile, we also discuss the effect of different average grain size (AGS). Furthermore, with the consideration of MGG, we add an oxide charged trap at the interface to induce random telegraph noise (RTN), and consequently cause threshold voltage shift (ΔVth). We find that with the device scaling, the correlation between maximum RTN ΔVth and process variation grows stronger. Besides, the impact of RTN becomes significant enough to compete with the process variation as device shrinks and AGS decreases. In addition, we perform simulations on ΔVth variation due to multiple traps induced by BTI stressing. We analyze the relation between it and trap density under conditions of different device scales and AGS. Through this statistical simulation work, we provide a reference for device designing.