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.

Permutation Entropy Based Analysis of Complex Signals for Characterising Change in System Dynamics

Timely detection of sudden change in dynamics that adversely affect the performance of systems and quality of products has great scientific relevance. This work focuses on effective detection of dynamical changes of real time signals from mechanical as well as biological systems using a fast and robust technique of permutation entropy (PE). The results are used in detecting chatter onset in machine turning and identifying vocal disorders from speech signal.Permutation Entropy is a nonlinear complexity measure which can efficiently distinguish regular and complex nature of any signal and extract information about the change in dynamics of the process by indicating sudden change in its value. Here we propose the use of permutation entropy (PE), to detect the dynamical changes in two non linear processes, turning under mechanical system and speech under biological system.Effectiveness of PE in detecting the change in dynamics in turning process from the time series generated with samples of audio and current signals is studied. Experiments are carried out on a lathe machine for sudden increase in depth of cut and continuous increase in depth of cut on mild steel work pieces keeping the speed and feed rate constant. The results are applied to detect chatter onset in machining. These results are verified using frequency spectra of the signals and the non linear measure, normalized coarse-grained information rate (NCIR).PE analysis is carried out to investigate the variation in surface texture caused by chatter on the machined work piece. Statistical parameter from the optical grey level intensity histogram of laser speckle pattern recorded using a charge coupled device (CCD) camera is used to generate the time series required for PE analysis. Standard optical roughness parameter is used to confirm the results.Application of PE in identifying the vocal disorders is studied from speech signal recorded using microphone. Here analysis is carried out using speech signals of subjects with different pathological conditions and normal subjects, and the results are used for identifying vocal disorders. Standard linear technique of FFT is used to substantiate thc results.The results of PE analysis in all three cases clearly indicate that this complexity measure is sensitive to change in regularity of a signal and hence can suitably be used for detection of dynamical changes in real world systems. This work establishes the application of the simple, inexpensive and fast algorithm of PE for the benefit of advanced manufacturing process as well as clinical diagnosis in vocal disorders.

Performance analysis of FIR digital filter design: RNS versus traditional

Residue Number System (RNS) based Finite Impulse Response (FIR) digital filters and traditional FIR filters. This research is motivated by the importance of an efficient filter implementation for digital signal processing. The comparison is done in terms of speed and area requirement for various filter specifications. RNS based FIR filters operate more than three times faster and consumes only about 60% of the area than traditional filter when number of filter taps is more than 32. The area for RNS filter is increasing at a lesser rate than that for traditional resulting in lower power consumption. RNS is a nonweighted number system without carry propogation between different residue digits.This enables simultaneous parallel processing on all the digits resulting in high speed addition and multiplication in the RNS domain

Molecular characterization and phylogenetic analysis of a penaeidin-like antimicrobial peptide, Fi-penaeidin from Fenneropenaeus indicus

Antimicrobial peptides (AMPs) play a major role in innate immunity. Penaeidins are a family of AMPs that appear to be expressed in all penaeid shrimps. Penaeidins are composed of an N-terminal proline-rich domain, followed by a C-terminal domain containing six cysteine residues organized in two doublets. This study reports the first penaeidin AMP sequence, Fi-penaeidin (GenBank accession number HM243617) from the Indian white shrimp, Fenneropenaeus indicus. The full length cDNA consists of 186 base pairs encoding 61 amino acidswith an ORF of 42 amino acids and contains a putative signal peptide of 19 amino acids. Comparison of F. indicus penaeidin (Fi-penaeidin) with other known penaeidins showed that it shared maximum similarity with penaeidins of Farfantepenaeus paulensis and Farfantepenaeus subtilis (96% each). Fi-penaeidin has a predicted molecular weight (MW) of 4.478 kDa and theoretical isoelectric point (pI) of 5.3

Molecular Characterisation and Phylogenetic Analysis of a Novel Isoform of Hepatic Antimicrobial Peptide, Hepcidin (Zc-hepc1), from the Coral Fish Moorish idol, Zanclus cornutus (Linnaeus,1758)

Hepcidin is a family of short cysteine-rich antimicrobial peptides (AMPs) participating in various physiological functions with inevitable role in host immune responses. Present study deals with identification and characterisation of a novel hepcidin isoform from coral fish Zanclus cornutus. The 81 amino acid (aa) preprohepcidin obtained from Z. cornutus consists of a hydrophobic aa rich 22 mer signal peptide, a highly variable proregion of 35 aa and a bioactive mature peptide with 8 conserved cysteine residues which contribute to the disulphide back bone. The mature hepcidin, Zc-hepc1 has a theoretical isoelectric point of 7.46, a predicted molecular weight of 2.43 kDa and a net positive charge of ?1. Phylogenetic analysis grouped Z. cornutus hepcidin with HAMP2 group hepcidins confirming the divergent evolution of hepcidin-like peptide in fishes. Zc-hepc1 can attain a b-hairpin-like structure with two antiparallel b-sheets. This is the first report of an AMP from the coral fish Z. cornutus.

A socio friendly approach to the analysis of emotive speech

This paper describes certain findings of intonation and intensity study of emotive speech with the minimal use of signal processing algorithms. This study was based on six basic emotions and the neutral, elicited from 1660 English utterances obtained from the speech recordings of six Indian women. The correctness of the emotional content was verified through perceptual listening tests. Marked similarity was noted among pitch contours of like-worded, positive valence emotions, though no such similarity was observed among the four negative valence emotional expressions. The intensity patterns were also studied. The results of the study were validated using arbitrary television recordings for four emotions. The findings are useful to technical researchers, social psychologists and to the common man interested in the dynamics of vocal expression of emotions