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.

Studies on ocean surface layer responses to atmospheric forcing in the North Indian Ocean

The present study on upper ocean responses to atmospheric forcing (associated with cyclone passage) in North Indian Ocean revealed significant variability between AS and BoB. The analysis of cyclone frequency during 1947 to 2006 exhibited lesser frequency of cyclones in AS than that of BoB. The analysis also revealed significant reduction in cyclone frequency after the year 1976 with substantial reduction during monsoon season. The long term SST data at selected points in AS and BoB could not reveal any relation with reduction in cyclone frequency. However the SLP at same locations exhibited considerable increase during mid 1970’s, which could have contributed to the observed reduction in cyclone frequency after the year 1976.The response in waves during cyclone passage exhibited significant asymmetry on either side of the track in AS and BoB and the response is observed at 100’s of kilometers away from the track. The significant clockwise rotation in wave direction is observed on the right side of the track starting from near the track to far away locations, which existed for a longer duration. However, the anticlockwise rotation in wave direction is observed over a shorter distance on the left side of the track and dissipated immediately.Inertial oscillation is observed in surface current and in the mixed layer temperature associated with cyclone passage, which revealed the role of relative location(s) on either side of the track. The inertial peak closer to the local inertial period indicates maximum transfer of energy during the cyclone passage in both AS and BoB. The absence of strong inertial oscillation even with clockwise rotation in surface current and wind indicates the dominant role of duration of strong wind in generating inertial oscillation.The oceanic response associated with cyclone passage reveal the variable response(s) which depends on cyclone intensity, the proximity to track and cyclone translation speed. It is observed that resonance with wind generates higher response in surface current, wave and SST on the right side of the track and it lasts for a longer duration. The maximum oceanic response is observed at a few kilometers away on right side of the track. However lesser rightward bias in the location of maximum cooling is observed for cyclones with low cyclone translation speed. The response on the left side of the track is less and is limited over a shorter distance and dissipates immediately. It is observed that the ocean response, in general, increases with intensity of cyclones. However the differential cooling produced by the same intensity cyclones in AS and in BoB indicates the dominant role of low cyclone translation speed in oceanic response.The surface cooling exhibited strikingly differential responses between AS and BoB. The TMI-SST and buoy observations exhibited significant cooling for a longer duration in AS compared to that of BoB. The spatial extent of cooling is also much higher in AS than that of BoB. The wide spread cooling associated with cyclone passage in AS indicates the dominant role of thermal structure in oceanic response in AS than that of BoB.

Nitrifying Bioreactors Integrated into Shrimp and Prawn Hatchery Systems: Molecular Characterization of the Nitrifying Consortia,Reactor Kinetics, Modeling and Validation

National Centre for Aquatic Animal Health, Cochin University of Science and Technology

Weather and climate of Penisular India modulated by Extrinsic factors- Empirical and Numerical Perspectives

The Doctoral thesis focuses on the factors that influence the weather and climate over Peninsular Indias. The first chapter provides a general introduction about the climatic features over peninsular India, various factors dealt in subsequent chapters, such as solar forcing on climate, SST variability in the northern Indian Ocean and its influence on Indian monsoon, moisture content of the atmosphere and its importance in the climate system, empirical formulation of regression forecast of climate and some aspects of regional climate modeling. Chapter 2 deals with the variability in the vertically integrated moisture (VIM) over Peninsular India on various time scales. The third Chapter discusses the influence of solar activity in the low frequency variability in the rainfall of Peninsular India. The study also investigates the influence of solar activity on the horizontal and vertical components of wind and the difference in the forcing before and after the so-called regime shift in the climate system before and after mid-1970s.In Chapter 4 on Peninsular Indian Rainfall and its association with meteorological and oceanic parameters over adjoining oceanic region, a linear regression model was developed and tested for the seasonal rainfall prediction of Peninsular India.

Impact of Climatic Variability and Drought on Crop Yields in Kerala

In the present investigation, the impacts of the variability of the climatic parameters on the yields of major crops grown in the State are analyzed. In particular, the effects of rainfall variability on the water balances of the different regions in the State have been studied. Through this analysis the drought climatology of the region has been studied along with an overview of the climatic shifts involved in individual years. The relationship between weather parameters and crop yields over the State has been analyzed with case studies of two crops- coconut and paddy. Crop-weather models for forecasting coconut and paddy yields have been developed, which could be used for planning purposes

ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

Modeling Of Work-Related Musculoskeletal Disorders In Chemical Process Industry In India

In this modern complex world, stress at work is found to be increasingly a common feature in day to day life. For the same reason, job stress is one of the active areas in occupational health and safety research for over last four decades and is continuing to attract researchers in academia and industry. Job stress in process industries is of concern due to its influence on process safety, and worker‘s safety and health. Safety in process (chemical and nuclear material) industry is of paramount importance, especially in a thickly populated country like India. Stress at job is the main vector in inducing work related musculoskeletal disorders which in turn can affect the worker health and safety in process industries. In view of the above, the process industries should try to minimize the job stress in workers to ensure a safe and healthy working climate for the industry and the worker. This research is mainly aimed at assessing the influence of job stress in inducing work related musculoskeletal disorders in chemical process industries in India

Spatio-temporal Variability of Atmospheric Ozone over Indian Subcontinent and its Relation to Meteorological Parameters

Ozone present in the atmosphere not only absorbs the biologically harmful ultraviolet radiation but also is an important ingredient of the climate system. The radiative absorption properties of ozone make it a determining factor in the structure of the atmosphere. Ozone in the troposphere has many negative impacts on humans and other living beings. Another significant aspect is the absorption of outgoing infrared radiation by ozone thus acting as a greenhouse gas. The variability of ozone in the atmosphere involves many interconnections with the incoming and outgoing radiation, temperature circulation etc. Hence ozone forms an important part of chemistry-climate as well as radiative transfer models. This aspect also makes the quantification of ozone more important. The discovery of Antarctic ozone hole and the role of anthropogenic activities in causing it made it possible to plan and implement necessary preventive measures. Continuous monitoring of ozone is also necessary to identify the effect of these preventive steps. The reactions involving the formation and destruction of ozone are influenced significantly by the temperature fluctuations of the atmosphere. On the other hand the variations in ozone can change the temperature structure of the atmosphere. Indian subcontinent is a region having large weather and climate variability which is evident from the large interannual variability of monsoon system over the region. Nearly half of Indian region comprises the tropical region. Most of ozone is formed in the tropical region and transported to higher latitudes. The formation and transport of ozone can be influenced by changes in solar radiation and various atmospheric circulation features. Besides industrial activities and vehicular traffic is more due to its large population. This may give rise to an increase in the production of tropospheric ozone which is greenhouse gas. Hence it becomes necessary to monitor the atmospheric ozone over this region. This study probes into the spatial distribution and temporal evolution of ozone over Indian subcontinent and discusses the contributing atmospheric parameters.

Application of ocean colour data to study the oceanographic and atmospheric features off the southwest coast of India with special reference to upwelling

Satellite remote sensing is being effectively used in monitoring the ocean surface and its overlying atmosphere. Technical growth in the field of satellite sensors has made satellite measurement an inevitable part of oceanographic and atmospheric research. Among the ocean observing sensors, ocean colour sensors make use of visible band of electromagnetic spectrum (shorter wavelength). The use of shorter wavelength ensures fine spatial resolution of these parameters to depict oceanographic and atmospheric characteristics of any region having significant spaio-temporal variability. Off the southwest coast of India is such an area showing very significant spatio-temporal oceanographic and atmospheric variability due to the seasonally reversing surface winds and currents. Consequently, the region is enriched with features like upwelling, sinking, eddies, fronts, etc. Among them, upwelling brings nutrient-rich waters from subsurface layers to surface layers. During this process primary production enhances, which is measured in ocean colour sensors as high values of Chl a. Vertical attenuation depth of incident solar radiation (Kd) and Aerosol Optical Depth (AOD) are another two parameters provided by ocean colour sensors. Kd is also susceptible to undergo significant seasonal variability due to the changes in the content of Chl a in the water column. Moreover, Kd is affected by sediment transport in the upper layers as the region experiences land drainage resulting from copious rainfall. The wide range of variability of wind speed and direction may also influence the aerosol source / transport and consequently AOD. The present doctoral thesis concentrates on the utility of Chl a, Kd and AODprovided by satellite ocean colour sensors to understand oceanographic and atmospheric variability off the southwest coast of India. The thesis is divided into six Chapters with further subdivisions

‘Modeling and Analysis of Competing Risks Data’

there has been much research on analyzing various forms of competing risks data. Nevertheless, there are several occasions in survival studies, where the existing models and methodologies are inadequate for the analysis competing risks data. ldentifiabilty problem and various types of and censoring induce more complications in the analysis of competing risks data than in classical survival analysis. Parametric models are not adequate for the analysis of competing risks data since the assumptions about the underlying lifetime distributions may not hold well. Motivated by this, in the present study. we develop some new inference procedures, which are completely distribution free for the analysis of competing risks data.

Analyzing and Modeling a Multiparty Outsourcing Environment.

This paper discusses the complexities involved in managing and monitoring the delivery of IT services in a multiparty outsourcing environment. The complexities identified are grouped into four categories and are tabulated. A discussion on an attempt to model a multiparty outsourcing scenario using UML is also presented and explained using an illustration. Such a model when supplemented by a performance evaluation tool can enable an organization to manage the provision of IT services in a multiparty outsourcing environment more effectively

Modeling of ALFA Programs Using PVS Theorem Prover

In Safety critical software failure can have a high price. Such software should be free of errors before it is put into operation. Application of formal methods in the Software Development Life Cycle helps to ensure that the software for safety critical missions are ultra reliable. PVS theorem prover, a formal method tool, can be used for the formal verification of software in ADA Language for Flight Software Application (ALFA.). This paper describes the modeling of ALFA programs for PVS theorem prover. An ALFA2PVS translator is developed which automatically converts the software in ALFA to PVS specification. By this approach the software can be verified formally with respect to underflow/overflow errors and divide by zero conditions without the actual execution of the code.

A facile and single pot strategy for the synthesis of novel naphthyridine derivatives under microwave irradiation conditions using ZnCl2 as catalyst, evaluation of AChE inhibitory activity, and molecular modeling studies

A series of novel naphthyridine derivatives 3 and 4 was prepared from substituted pyridine 2 and ketones using ZnCl2 as catalyst under microwave irradiation conditions. All the compounds were evaluated for AChE inhibitory activity and promising compounds 3d, 3e, 4b, and 4g was identified. Representative compounds 3d and 3e were found to show insignificant THLE-2 liver cell viability/toxicity. The binding mode between X-ray crystal structure of human AChE and compounds was studied using molecular docking method and fitness scores were found to be in good correlation with the activity data.

Modeling of ALFA Programs Using PVS Theorem Prover

In Safety critical software failure can have a high price. Such software should be free of errors before it is put into operation. Application of formal methods in the Software Development Life Cycle helps to ensure that the software for safety critical missions are ultra reliable. PVS theorem prover, a formal method tool, can be used for the formal verification of software in ADA Language for Flight Software Application (ALFA.). This paper describes the modeling of ALFA programs for PVS theorem prover. An ALFA2PVS translator is developed which automatically converts the software in ALFA to PVS specification. By this approach the software can be verified formally with respect to underflow/overflow errors and divide by zero conditions without the actual execution of the code

Artificial neural network modeling for surface roughness prediction in cylindrical grinding of Al‐SiCp metal matrix composites and ANOVA analysis

Metal matrix composites (MMC) having aluminium (Al) in the matrix phase and silicon carbide particles (SiCp) in reinforcement phase, ie Al‐SiCp type MMC, have gained popularity in the re‐cent past. In this competitive age, manufacturing industries strive to produce superior quality products at reasonable price. This is possible by achieving higher productivity while performing machining at optimum combinations of process variables. The low weight and high strength MMC are found suitable for variety of components