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.

Quantile based entropy function

Quantile functions are efficient and equivalent alternatives to distribution functions in modeling and analysis of statistical data (see Gilchrist, 2000; Nair and Sankaran, 2009). Motivated by this, in the present paper, we introduce a quantile based Shannon entropy function. We also introduce residual entropy function in the quantile setup and study its properties. Unlike the residual entropy function due to Ebrahimi (1996), the residual quantile entropy function determines the quantile density function uniquely through a simple relationship. The measure is used to define two nonparametric classes of distributions

Bayesian Inference in Exponential and Pareto populations in the presence of Outliers

This thesis Entitled Bayesian inference in Exponential and pareto populations in the presence of outliers. The main theme of the present thesis is focussed on various estimation problems using the Bayesian appraoch, falling under the general category of accommodation procedures for analysing Pareto data containing outlier. In Chapter II. the problem of estimation of parameters in the classical Pareto distribution specified by the density function. In Chapter IV. we discuss the estimation of (1.19) when the sample contain a known number of outliers under three different data generating mechanisms, viz. the exchangeable model. Chapter V the prediction of a future observation based on a random sample that contains one contaminant. Chapter VI is devoted to the study of estimation problems concerning the exponential parameters under a k-outlier model.

Analytical Studies on Diffusion and lntermittency in Chaotic Maps

The study of simple chaotic maps for non-equilibrium processes in statistical physics has been one of the central themes in the theory of chaotic dynamical systems. Recently, many works have been carried out on deterministic diffusion in spatially extended one-dimensional maps This can be related to real physical systems such as Josephson junctions in the presence of microwave radiation and parametrically driven oscillators. Transport due to chaos is an important problem in Hamiltonian dynamics also. A recent approach is to evaluate the exact diffusion coefficient in terms of the periodic orbits of the system in the form of cycle expansions. But the fact is that the chaotic motion in such spatially extended maps has two complementary aspects- - diffusion and interrnittency. These are related to the time evolution of the probability density function which is approximately Gaussian by central limit theorem. It is noticed that the characteristic function method introduced by Fujisaka and his co-workers is a very powerful tool for analysing both these aspects of chaotic motion. The theory based on characteristic function actually provides a thermodynamic formalism for chaotic systems It can be applied to other types of chaos-induced diffusion also, such as the one arising in statistics of trajectory separation. It was noted that there is a close connection between cycle expansion technique and characteristic function method. It was found that this connection can be exploited to enhance the applicability of the cycle expansion technique. In this way, we found that cycle expansion can be used to analyse the probability density function in chaotic maps. In our research studies we have successfully applied the characteristic function method and cycle expansion technique for analysing some chaotic maps. We introduced in this connection, two classes of chaotic maps with variable shape by generalizing two types of maps well known in literature.

Environmentally-Efficient Development Management System for Greater Kochi in Kerala State”

The base concept from which the entire research problem emerged is as follows: Lack of spatial planning and effective development management system lead to urban sprawl with non-optimal density of population to support urban infrastructure on the one side causing a lesser quality of life in urban areas. On the other side it causes loss of productivity of natural ecosystems and agricultural areas due to disturbance to the ecosystems. Planned compact high density development with compatible mixed land use can go a long way in achieving environmental efficiency of development management system.

Optical and electrical properties of amorphous zinc tin oxide thin films examined for thin film transistor application

Structural, electronic, and optical properties of amorphous and transparent zinc tin oxide films deposited on glass substrates by pulsed laser deposition (PLD) were examined for two chemical compositions of Zn:Sn=1:1 and 2:1 as a function of oxygen partial pressure PO2 used for the film deposition and annealing temperature. Different from a previous report on sputter-deposited films Chiang et al., Appl. Phys. Lett. 86, 013503 2005 , the PLD-deposited films crystallized at a lower temperature 450 °C to give crystalline ZnO and SnO2 phases. The optical band gaps Tauc gaps were 2.80−2.85 eV and almost independent of oxygen PO2 , which are smaller than those of the corresponding crystals 3.35−3.89 eV . Films deposited at low PO2 showed significant subgap absorptions, which were reduced by postthermal annealing. Hall mobility showed steep increases when carrier concentration exceeded threshold values and the threshold value depended on the film chemical composition. The films deposited at low PO2 2 Pa had low carrier concentrations. It is thought that the low PO2 produced high-density oxygen deficiencies and generated electrons, but these electrons were trapped in localized states, which would be observed as the subgap absorptions. Similar effects were observed for 600 °C crystallized films and their resistivities were increased by formation of subgap states due to the reducing high-temperature condition. High carrier concentrations and large mobilities were obtained in an intermediate PO2 region for the as-deposited films.

Time evolution of the electron density and temperature in laser-produced plasmas from YBa2Cu3O7

Laser radiation at 1.06 µm from a pulsed Nd:YAG laser was focused onto a multielement YBa2Cu3O7 target in vacuum and the plasma thus generated was studied using time-resolved spectroscopic techniques. Line broadening of the Ba I emission line at 553.5 nm was monitored as a function of time elapsed after the incidence of a laser pulse on the target. Measured line profiles of barium species were used to infer the electron density and temperature, and the time evolution of these important plasma parameters has been worked out.

Electron Density Determination of Laser Induced Plasma from Polymethyl Methacrylate Using Phaseshift Detection Technique

Irradiation of a Polymethyl methacrylate target using a pulsed Nd-YAG laser causes plasma formation in the vicinity of the target. The refractive index gradient due to the presence of the plasma is probed using phase-shift detection technique. The phase-shift technique is a simple but sensitive technique for the determination of laser ablation threshold of solids. The number density of laser generated plasma above the ablation threshold from Polymethyl methacrylate is calculated as a function of laser fluence. The number density varies from 2×1016 cm-3 to 2×1017 cm-3 in the fluence interval 2.8-13 J · cm-2.

Ionomer Compatibilized Low Density Polyethylene - Tapioca Starch Blends Biodegradability and Photodegradability

Biodegradation is the chemical degradation of materials brought about by the action of naturally occurring microorganisms. Biodegradation is a relatively rapid process under suitable conditions of moisture, temperature and oxygen availability. The logic behind blending biopolymers such as starch with inert polymers like polyethylene is that if the biopolymer component is present in sufficient amount, and if it is removed by microorganisms in the waste disposal environment, then the base inert plastic should slowly degrade and disappear. The present work focuses on the preparation of biodegradable and photodegradable blends based on low density polyethylene incorporating small quantities of ionomers as compatibilizers. The thesis consists of eight chapters. The first chapter presents an introduction to the present research work and literature survey. The details of the materials used and the experimental procedures undertaken for the study are described in the second chapter. Preparation and characterization of low density polyethylene (LDPE)-biopolymer (starch/dextrin) blends are described in the third chapter. The result of investigations on the effect of polyethylene-co-methacrylic acid ionomers on the compatibility of LDPE and starch are reported in chapter 4. Chapter 5 has been divided into two parts. The first part deals with the effect of metal oxides on the photodegradation of LDPE. The second part describes the function of metal stearates on the photodegradation of LDPE. The results of the investigations on the role of various metal oxides as pro-oxidants on the degradation of ionomer compatibilized LDPE-starch blends are reported in chapter 6. Chapter 7 deals with the results of investigations on the role of various metal stearates as pro-oxidants on the degradation of ionomer compatibilized LDPE-starch blends. The conclusion of the investigations is presented in the last chapter of the thesis.

Optimal Design of a Surface Mounted Permanent-Magnet BLDC Motor for Spacecraft Applications

This paper presents the optimal design of a surface mounted permanent-magnet (PM) Brushless direct-current (BLDC) motor meant for spacecraft applications. The spacecraft applications requires the choice of a motor with high torque density, minimum cogging torque, better positional stability and high torque to inertia ratio. Performance of two types of machine configurations viz Slotted PMBLDC and Slotless PMBLDC with Halbach array are compared with the help of analytical and finite element (FE) methods. It is found that unlike a Slotted PMBLDC motor, the Slotless type with Halbach array develops zero cogging torque without reduction in the developed torque. Moreover, the machine being coreless provides high torque to inertia ratio and zero magnetic stiction