Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

Cost accountancy and cost control in hospitals

It is a fact that there now exists a sound framework of accounting theory to ascertain the working results and the investment status of hospitals. Yet, there is no system of accounting in practice to conduct its activities with utmost efficiency. No attempts have hitherto been made for the continuous improvement in the servics rendered by hospitals. Personal investments in hospitals have made the interaction of business to some extent.Planning, decision making and control assume increasing importance as hospitals grow in size and complexity. Moreover, wise and effective utilisation of resources should be ensured. The importance of cost cannot be overlooked in this context. Cost is the most effective factor in the determination of the prices of hospital services rendered. The important managerial functions have to rely heavily on accurate and timely cost information. More people can be provided with services if no services cost more than what is a must to provide the necessary level of care. The price paid for high cost technology for a few is no technology at all for the many. Hence no pains must be spared in ascertaining, presenting, controlling and reducing costs. An effective system of Cost Accountancy and Cost Control is imperative for the survival of hospitals in the intensely competitive conditions of today. The valuable objective of "better patient care" can be attained only if the management can make use of the various tools and techniques to ascertain, control and reduce each item of cost in hospitals. Constant efforts must be made by the management to continuously improve their services and bring down costs and prices of all hospital services. Cost Accountancy has made its impresssive impact on almost all the spheres of human activities. It is high time a comprehensive Cost Accountancy and Cost Control system be implemented in hospitals. The problem under study thus is the designing of a sound and full-fledged Cost Accountancy and Cost Control system that suits the requirements of hospitals. It is for the first time in India during the evolution of Cost Accountancy that a comprehensive cost system is tried in hospitals.

Tailoring Magnetic Properties of Co-Fe Thin Films by Topographical Modifications Using Thermal Annealing and Swift Heavy Ion Irradiation and Fabrication of Magnetoelectric Multilayers for Device Applications

Magnetism and magnetic materials have been playing a lead role in improving the quality of life. They are increasingly being used in a wide variety of applications ranging from compasses to modern technological devices. Metallic glasses occupy an important position among magnetic materials. They assume importance both from a scientific and an application point of view since they represent an amorphous form of condensed matter with significant deviation from thermodynamic equilibrium. Metallic glasses having good soft magnetic properties are widely used in tape recorder heads, cores of high-power transformers and metallic shields. Superconducting metallic glasses are being used to produce high magnetic fields and magnetic levitation effect. Upon heat treatment, they undergo structural relaxation leading to subtle rearrangements of constituent atoms. This leads to densification of amorphous phase and subsequent nanocrystallisation. The short-range structural relaxation phenomenon gives rise to significant variations in physical, mechanical and magnetic properties. Magnetic amorphous alloys of Co-Fe exhibit excellent soft magnetic properties which make them promising candidates for applications as transformer cores, sensors, and actuators. With the advent of microminiaturization and nanotechnology, thin film forms of these alloys are sought after for soft under layers for perpendicular recording media. The thin film forms of these alloys can also be used for fabrication of magnetic micro electro mechanical systems (magnetic MEMS). In bulk, they are drawn in the form of ribbons, often by melt spinning. The main constituents of these alloys are Co, Fe, Ni, Si, Mo and B. Mo acts as the grain growth inhibitor and Si and B facilitate the amorphous nature in the alloy structure. The ferromagnetic phases such as Co-Fe and Fe-Ni in the alloy composition determine the soft magnetic properties. The grain correlation length, a measure of the grain size, often determines the soft magnetic properties of these alloys. Amorphous alloys could be restructured in to their nanocrystalline counterparts by different techniques. The structure of nanocrystalline material consists of nanosized ferromagnetic crystallites embedded in an amorphous matrix. When the amorphous phase is ferromagnetic, they facilitate exchange coupling between nanocrystallites. This exchange coupling results in the vanishing of magnetocrystalline anisotropy which improves the soft magnetic properties. From a fundamental perspective, exchange correlation length and grain size are the deciding factors that determine the magnetic properties of these nanocrystalline materials. In thin films, surfaces and interfaces predominantly decides the bulk property and hence tailoring the surface roughness and morphology of the film could result in modified magnetic properties. Surface modifications can be achieved by thermal annealing at various temperatures. Ion irradiation is an alternative tool to modify the surface/structural properties. The surface evolution of a thin film under swift heavy ion (SHI) irradiation is an outcome of different competing mechanism. It could be sputtering induced by SHI followed by surface roughening process and the material transport induced smoothening process. The impingement of ions with different fluence on the alloy is bound to produce systematic microstructural changes and this could effectively be used for tailoring magnetic parameters namely coercivity, saturation magnetization, magnetic permeability and remanence of these materials. Swift heavy ion irradiation is a novel and an ingenious tool for surface modification which eventually will lead to changes in the bulk as well as surface magnetic property. SHI has been widely used as a method for the creation of latent tracks in thin films. The bombardment of SHI modifies the surfaces or interfaces or creates defects, which induces strain in the film. These changes will have profound influence on the magnetic anisotropy and the magnetisation of the specimen. Thus inducing structural and morphological changes by thermal annealing and swift heavy ion irradiation, which in turn induce changes in the magnetic properties of these alloys, is one of the motivation of this study. Multiferroic and magneto-electrics is a class of functional materials with wide application potential and are of great interest to material scientists and engineers. Magnetoelectric materials combine both magnetic as well as ferroelectric properties in a single specimen. The dielectric properties of such materials can be controlled by the application of an external magnetic field and the magnetic properties by an electric field. Composites with magnetic and piezo/ferroelectric individual phases are found to have strong magnetoelectric (ME) response at room temperature and hence are preferred to single phasic multiferroic materials. Currently research in this class of materials is towards optimization of the ME coupling by tailoring the piezoelectric and magnetostrictive properties of the two individual components of ME composites. The magnetoelectric coupling constant (MECC) (_ ME) is the parameter that decides the extent of interdependence of magnetic and electric response of the composite structure. Extensive investigates have been carried out in bulk composites possessing on giant ME coupling. These materials are fabricated by either gluing the individual components to each other or mixing the magnetic material to a piezoelectric matrix. The most extensively investigated material combinations are Lead Zirconate Titanate (PZT) or Lead Magnesium Niobate-Lead Titanate (PMNPT) as the piezoelectric, and Terfenol-D as the magnetostrictive phase and the coupling is measured in different configurations like transverse, longitudinal and inplane longitudinal. Fabrication of a lead free multiferroic composite with a strong ME response is the need of the hour from a device application point of view. The multilayer structure is expected to be far superior to bulk composites in terms of ME coupling since the piezoelectric (PE) layer can easily be poled electrically to enhance the piezoelectricity and hence the ME effect. The giant magnetostriction reported in the Co-Fe thin films makes it an ideal candidate for the ferromagnetic component and BaTiO3 which is a well known ferroelectric material with improved piezoelectric properties as the ferroelectric component. The multilayer structure of BaTiO3- CoFe- BaTiO3 is an ideal system to understand the underlying fundamental physics behind the ME coupling mechanism. Giant magnetoelectric coupling coefficient is anticipated for these multilayer structures of BaTiO3-CoFe-BaTiO3. This makes it an ideal candidate for cantilever applications in magnetic MEMS/NEMS devices. SrTiO3 is an incipient ferroelectric material which is paraelectric up to 0K in its pure unstressed form. Recently few studies showed that ferroelectricity can be induced by application of stress or by chemical / isotopic substitution. The search for room temperature magnetoelectric coupling in SrTiO3-CoFe-SrTiO3 multilayer structures is of fundamental interest. Yet another motivation of the present work is to fabricate multilayer structures consisting of CoFe/ BaTiO3 and CoFe/ SrTiO3 for possible giant ME coupling coefficient (MECC) values. These are lead free and hence promising candidates for MEMS applications. The elucidation of mechanism for the giant MECC also will be the part of the objective of this investigation.