A collision feedback based multiple access control protocol for very high frequency data exchange system in E-navigation

Abstract The very high frequency data exchange system (VDES) is promising in promoting electronic navigation (E-navigation) and improving navigation safety. The multiple access control (MAC) protocol is crucial to the transmission performance of VDES. The self-organising time division multiple access (SOTDMA) protocol, as the only access mode given by current recommendations, leads to a high rate of transmission collisions in the traditional automatic identification system (AIS), especially with heavy traffic loads. This paper proposes a novel feedback based time division multiple access (FBTDMA) protocol to address the problems caused by SOTDMA, such that collision of transmissions can be avoided in information transmission among vessels. Simulation results demonstrate that the proposed FBTDMA outperforms the traditional SOTDMA in terms of channel utilisation and throughput, and significantly reduces the transmission collision rate. The study is expected to provide insights into VDES standardisation and E-navigation modernisation.

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Review of antenna technologies for very high frequency Data Exchange Systems

International Journal of Satellite Communications and Networking ◽

10.1002/sat.1428 ◽

2021 ◽

Author(s):

Victoria Gómez‐Guillamón Buendía ◽

Salvatore Liberto ◽

George Goussetis ◽

Nelson J. G. Fonseca

Keyword(s):

High Frequency ◽

Data Exchange ◽

High Frequency Data ◽

Frequency Data ◽

Very High Frequency ◽

Very High

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Tail index and quantile estimation with very high frequency data

Journal of Empirical Finance ◽

10.1016/s0927-5398(97)00008-x ◽

1997 ◽

Vol 4 (2-3) ◽

pp. 241-257 ◽

Cited By ~ 170

Author(s):

Jón Daníelsson ◽

Casper G. de Vries

Keyword(s):

High Frequency ◽

Tail Index ◽

Quantile Estimation ◽

High Frequency Data ◽

Frequency Data ◽

Very High Frequency ◽

Very High

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Using Mutual Information to Analyse Serial Dependence

Handbook of Research on Financial Management During Economic Downturn and Recovery - Advances in Finance, Accounting, and Economics ◽

10.4018/978-1-7998-6643-5.ch023 ◽

2021 ◽

pp. 411-427

Author(s):

Andreia Dionísio ◽

Paulo Ferreira

Keyword(s):

Mutual Information ◽

Stock Markets ◽

High Frequency ◽

Nonlinear Dependence ◽

High Frequency Data ◽

Frequency Data ◽

Serial Dependence ◽

Very High Frequency ◽

Global Correlation ◽

Before And After

The main objective of this research is to analyse the serial dependence of high frequency data for G7 stock indices. The authors use two different periodicities, and with linear and nonlinear approaches, they evaluate the stock markets' behaviour and conclude about the higher or lower dependence levels of the stock markets in the periods before and after the COVID-19 pandemic declaration. They use mutual information and the global correlation coefficient based on that measure, comparing results with the linear coefficient. The results are clear, showing that nonlinear dependence exists and could be an important factor in terms of historical information, especially for very high frequency data. Results are mixed in regard to the effect of the pandemic declaration in the dependence of stock markets.

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