Modelling and Analysis of Some Time Series

The thesis deals with some of the non-linear Gaussian and non-Gaussian time models and mainly concentrated in studying the properties and application of a first order autoregressive process with Cauchy marginal distribution. In this thesis some of the non-linear Gaussian and non-Gaussian time series models and mainly concentrated in studying the properties and application of a order autoregressive process with Cauchy marginal distribution. Time series relating to prices, consumptions, money in circulation, bank deposits and bank clearing, sales and profit in a departmental store, national income and foreign exchange reserves, prices and dividend of shares in a stock exchange etc. are examples of economic and business time series. The thesis discuses the application of a threshold autoregressive(TAR) model, try to fit this model to a time series data. Another important non-linear model is the ARCH model, and the third model is the TARCH model. The main objective here is to identify an appropriate model to a given set of data. The data considered are the daily coconut oil prices for a period of three years. Since it is a price data the consecutive prices may not be independent and hence a time series based model is more appropriate. In this study the properties like ergodicity, mixing property and time reversibility and also various estimation procedures used to estimate the unknown parameters of the process.

Algebraic Geometric Codes and their relation to Cryptography using Elliptic Curves

Communication is the process of transmitting data across channel. Whenever data is transmitted across a channel, errors are likely to occur. Coding theory is a stream of science that deals with finding efficient ways to encode and decode data, so that any likely errors can be detected and corrected. There are many methods to achieve coding and decoding. One among them is Algebraic Geometric Codes that can be constructed from curves. Cryptography is the science ol‘ security of transmitting messages from a sender to a receiver. The objective is to encrypt message in such a way that an eavesdropper would not be able to read it. A eryptosystem is a set of algorithms for encrypting and decrypting for the purpose of the process of encryption and decryption. Public key eryptosystem such as RSA and DSS are traditionally being prel‘en‘ec| for the purpose of secure communication through the channel. llowever Elliptic Curve eryptosystem have become a viable altemative since they provide greater security and also because of their usage of key of smaller length compared to other existing crypto systems. Elliptic curve cryptography is based on group of points on an elliptic curve over a finite field. This thesis deals with Algebraic Geometric codes and their relation to Cryptography using elliptic curves. Here Goppa codes are used and the curves used are elliptic curve over a finite field. We are relating Algebraic Geometric code to Cryptography by developing a cryptographic algorithm, which includes the process of encryption and decryption of messages. We are making use of fundamental properties of Elliptic curve cryptography for generating the algorithm and is used here to relate both.

Maximal compactness, min- imal Hausdor ness and reversibility of frames and a study on automorphism group of frames

One can do research in pointfree topology in two ways. The rst is the contravariant way where research is done in the category Frm but the ultimate objective is to obtain results in Loc. The other way is the covariant way to carry out research in the category Loc itself directly. According to Johnstone [23], \frame theory is lattice theory applied to topology whereas locale theory is topology itself". The most part of this thesis is written according to the rst view. In this thesis, we make an attempt to study about 1. the frame counterparts of maximal compactness, minimal Hausdor - ness and reversibility, 2. the automorphism groups of a nite frame and its relation with the subgroups of the permutation group on the generator set of the frame

Queues with retrial/self-generation of priorities /postponement of work and some related reliability problems

Application of Queueing theory in areas like Computer networking, ATM facilities, Telecommunications and to many other numerous situation made people study Queueing models extensively and it has become an ever expanding branch of applied probability. The thesis discusses Reliability of a ‘k-out-of-n system’ where the server also attends external customers when there are no failed components (main customers), under a retrial policy, which can be explained in detail. It explains the reliability of a ‘K-out-of-n-system’ where the server also attends external customers and studies a multi-server infinite capacity Queueing system where each customer arrives as ordinary but can generate into priority customer which waiting in the queue. The study gives details on a finite capacity multi-server queueing system with self-generation of priority customers and also on a single server infinite capacity retrial Queue where the customer in the orbit can generate into a priority customer and leaves the system if the server is already busy with a priority generated customer; else he is taken for service immediately. Arrival process is according to a MAP and service times follow MSP.

A Cryptosystem Using the Concepts of Algebraic Geometric Code

Cryptosystem using linear codes was developed in 1978 by Mc-Eliece. Later in 1985 Niederreiter and others developed a modified version of cryptosystem using concepts of linear codes. But these systems were not used frequently because of its larger key size. In this study we were designing a cryptosystem using the concepts of algebraic geometric codes with smaller key size. Error detection and correction can be done efficiently by simple decoding methods using the cryptosystem developed. Approach: Algebraic geometric codes are codes, generated using curves. The cryptosystem use basic concepts of elliptic curves cryptography and generator matrix. Decrypted information takes the form of a repetition code. Due to this complexity of decoding procedure is reduced. Error detection and correction can be carried out efficiently by solving a simple system of linear equations, there by imposing the concepts of security along with error detection and correction. Results: Implementation of the algorithm is done on MATLAB and comparative analysis is also done on various parameters of the system. Attacks are common to all cryptosystems. But by securely choosing curve, field and representation of elements in field, we can overcome the attacks and a stable system can be generated. Conclusion: The algorithm defined here protects the information from an intruder and also from the error in communication channel by efficient error correction methods.

Effect of a fluctuating parameter mismatch and the associated time-scales on coupled Rossler oscillators

We study the effect of parameter fluctuations and the resultant multiplicative noise on the synchronization of coupled chaotic systems. We introduce a new quantity, the fluctuation rate Ф as the number of perturbations occurring to the parameter in unit time. It is shown that ϕ is the most significant quantity that determines the quality of synchronization. It is found that parameter fluctuations with high fluctuation rates do not destroy synchronization, irrespective of the statistical features of the fluctuations. We also present a quasi-analytic explanation to the relation between ϕ and the error in synchrony.

Creation and Annihilation of Fluxons in ac‐driven Semi-annular Josephson Junction

A new geometry (semiannular) for Josephson junction has been proposed and theoretical studies have shown that the new geometry is useful for electronic applications [1, 2]. In this work we study the voltage‐current response of the junction with a periodic modulation. The fluxon experiences an oscillating potential in the presence of the ac‐bias which increases the depinning current value. We show that in a system with periodic boundary conditions, average progressive motion of fluxon commences after the amplitude of the ac drive exceeds a certain threshold value. The analytic studies are justified by simulating the equation using finite‐difference method. We observe creation and annihilation of fluxons in semiannular Josephson junction with an ac‐bias in the presence of an external magnetic field.

Spectral Analysis of Bounded Self-adjoint operators - A Linear Algebraic Approach

This thesis Entitled Spectral theory of bounded self-adjoint operators -A linear algebraic approach.The main results of the thesis can be classified as three different approaches to the spectral approximation problems. The truncation method and its perturbed versions are part of the classical linear algebraic approach to the subject. The usage of block Toeplitz-Laurent operators and the matrix valued symbols is considered as a particular example where the linear algebraic techniques are effective in simplifying problems in inverse spectral theory. The abstract approach to the spectral approximation problems via pre-conditioners and Korovkin-type theorems is an attempt to make the computations involved, well conditioned. However, in all these approaches, linear algebra comes as the central object. The objective of this study is to discuss the linear algebraic techniques in the spectral theory of bounded self-adjoint operators on a separable Hilbert space. The usage of truncation method in approximating the bounds of essential spectrum and the discrete spectral values outside these bounds is well known. The spectral gap prediction and related results was proved in the second chapter. The discrete versions of Borg-type theorems, proved in the third chapter, partly overlap with some known results in operator theory. The pure linear algebraic approach is the main novelty of the results proved here.

Queueing Models with Vacations and Working Vacations

The thesis entitled “Queueing Models with Vacations and Working Vacations" consists of seven chapters including the introductory chapter. In chapters 2 to 7 we analyze different queueing models highlighting the role played by vacations and working vacations. The duration of vacation is exponentially distributed in all these models and multiple vacation policy is followed.In chapter 2 we discuss an M/M/2 queueing system with heterogeneous servers, one of which is always available while the other goes on vacation in the absence of customers waiting for service. Conditional stochastic decomposition of queue length is derived. An illustrative example is provided to study the effect of the input parameters on the system performance measures. Chapter 3 considers a similar setup as chapter 2. The model is analyzed in essentially the same way as in chapter 2 and a numerical example is provided to bring out the qualitative nature of the model. The MAP is a tractable class of point process which is in general nonrenewal. In spite of its versatility it is highly tractable as well. Phase type distributions are ideally suited for applying matrix analytic methods. In all the remaining chapters we assume the arrival process to be MAP and service process to be phase type. In chapter 4 we consider a MAP/PH/1 queue with working vacations. At a departure epoch, the server finding the system empty, takes a vacation. A customer arriving during a vacation will be served but at a lower rate.Chapter 5 discusses a MAP/PH/1 retrial queueing system with working vacations.In chapter 6 the setup of the model is similar to that of chapter 5. The signicant dierence in this model is that there is a nite buer for arrivals.Chapter 7 considers an MMAP(2)/PH/1 queueing model with a nite retrial group

Studies in molecular mechanics using spectroscopic data exact force field and bond in homogeneity

This thesis deals with some studies in molecular mechanic using spectroscopic data. It includes an improvement in the parameter technique for the evaluation of exact force fields, the introduction of a new and simple algebraic method for the force field calculation and a study of asymmetric variation of bonding forces along a bond.

Some problems in set topology relating group of homeomorphisms and order

In this thesis we investigate some problems in set theoretical topology related to the concepts of the group of homeomorphisms and order. Many problems considered are directly or indirectly related to the concept of the group of homeomorphisms of a topological space onto itself. Order theoretic methods are used extensively. Chapter-l deals with the group of homeomorphisms. This concept has been investigated by several authors for many years from different angles. It was observed that nonhomeomorphic topological spaces can have isomorphic groups of homeomorphisms. Many problems relating the topological properties of a space and the algebraic properties of its group of homeomorphisms were investigated. The group of isomorphisms of several algebraic, geometric, order theoretic and topological structures had also been investigated. A related concept of the semigroup of continuous functions of a topological space also received attention

Stochastic processes and their applications time dependent solutions for some queueing and inventory models

The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.

Synthesis, characterization and properties of Conductive elastomeric composites based on Polypyrrole and short Nylon-6 fiber

The search for new materials especially those possessing special properties continues at a great pace because of ever growing demands of the modern life. The focus on the use of intrinsically conductive polymers in organic electronic devices has led to the development of a totally new class of smart materials. Polypyrrole (PPy) is one of the most stable known conducting polymers and also one of the easiest to synthesize. In addition, its high conductivity, good redox reversibility and excellent microwave absorbing characteristics have led to the existence of wide and diversified applications for PPy. However, as any conjugated conducting polymer, PPy lacks processability, flexibility and strength which are essential for industrial requirements. Among various approaches to making tractable materials based on PPy, incorporating PPy within an electrically insulating polymer appears to be a promising method, and this has triggered the development of blends or composites. Conductive elastomeric composites of polypyrrole are important in that they are composite materials suitable for devices where flexibility is an important parameter. Moreover these composites can be moulded into complex shapes. In this work an attempt has been made to prepare conducting elastomeric composites by the incorporation of PPy and PPy coated short Nylon-6 fiber with insulating elastomer matrices- natural rubber and acrylonitrile butadiene rubber. It is well established that mechanical properties of rubber composites can be greatly improved by adding short fibers. Generally short fiber reinforced rubber composites are popular in industrial fields because of their processing advantages, low cost, and their greatly improved technical properties such as strength, stiffness, modulus and damping. In the present work, PPy coated fiber is expected to improve the mechanical properties of the elastomer-PPy composites, at the same time increasing the conductivity. In addition to determination of DC conductivity and evaluation of mechanical properties, the work aims to study the thermal stability, dielectric properties and electromagnetic interference shielding effectiveness of the composites. The thesis consists of ten chapters.