Development of a Technique for Estimating Rain Parameters from Rain Noise Measurements

The measurement of global precipitation is of great importance in climate modeling since the release of latent heat associated with tropical convection is one of the pricipal driving mechanisms of atmospheric circulation.Knowledge of the larger-scale precipitation field also has important potential applications in the generation of initial conditions for numerical weather prediction models Knowledge of the relationship between rainfall intensity and kinetic energy, and its variations in time and space is important for erosion prediction. Vegetation on earth also greatly depends on the total amount of rainfall as well as the drop size distribution (DSD) in rainfall.While methods using visible,infrared, and microwave radiometer data have been shown to yield useful estimates of precipitation, validation of these products for the open ocean has been hampered by the limited amount of surface rainfall measurements available for accurate assessement, especially for the tropical oceans.Surface rain fall measurements(often called the ground truth)are carried out by rain gauges working on various principles like weighing type,tipping bucket,capacitive type and so on.The acoustic technique is yet another promising method of rain parameter measurement that has many advantages. The basic principle of acoustic method is that the droplets falling in water produce underwater sound with distinct features, using which the rainfall parameters can be computed. The acoustic technique can also be used for developing a low cost and accurate device for automatic measurement of rainfall rate and kinetic energy of rain.especially suitable for telemetry applications. This technique can also be utilized to develop a low cost Disdrometer that finds application in rainfall analysis as well as in calibration of nozzles and sprinklers. This thesis is divided into the following 7 chapters, which describes the methodology adopted, the results obtained and the conclusions arrived at.

Realisation of a Target Classifier For Noise Sources in the Ocean

This thesis addresses one of the emerging topics in Sonar Signal Processing.,viz.the implementation of a target classifier for the noise sources in the ocean, as the operator assisted classification turns out to be tedious,laborious and time consuming.In the work reported in this thesis,various judiciously chosen components of the feature vector are used for realizing the newly proposed Hierarchical Target Trimming Model.The performance of the proposed classifier has been compared with the Euclidean distance and Fuzzy K-Nearest Neighbour Model classifiers and is found to have better success rates.The procedures for generating the Target Feature Record or the Feature vector from the spectral,cepstral and bispectral features have also been suggested.The Feature vector ,so generated from the noise data waveform is compared with the feature vectors available in the knowledge base and the most matching pattern is identified,for the purpose of target classification.In an attempt to improve the success rate of the Feature Vector based classifier,the proposed system has been augmented with the HMM based Classifier.Institutions where both the classifier decisions disagree,a contention resolving mechanism built around the DUET algorithm has been suggested.

Dynamical aspects of coupled Rossler systems: effects of noise

Nonlinear time series analysis is employed to study the complex behaviour exhibited by a coupled pair of Rossler systems. Dimensional analysis with emphasis on the topological correlation dimension and the Kolmogorov entropy of the system is carried out in the coupling parameter space. The regime of phase synchronization is identified and the extent of synchronization between the systems constituting the coupled system is quantified by the phase synchronization index. The effect of noise on the coupling between the systems is also investigated. An exhaustive study of the topological, dynamical and synchronization properties of the nonlinear system under consideration in its characteristic parameter space is attempted.

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.

Threshold Autoregressive Model for a Time Series Data

In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model.

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.

ECG Noise Removal using GA tuned Sign-Data Least Mean Square Algorithm

Adaptive filter is a primary method to filter Electrocardiogram (ECG), because it does not need the signal statistical characteristics. In this paper, an adaptive filtering technique for denoising the ECG based on Genetic Algorithm (GA) tuned Sign-Data Least Mean Square (SD-LMS) algorithm is proposed. This technique minimizes the mean-squared error between the primary input, which is a noisy ECG, and a reference input which can be either noise that is correlated in some way with the noise in the primary input or a signal that is correlated only with ECG in the primary input. Noise is used as the reference signal in this work. The algorithm was applied to the records from the MIT -BIH Arrhythmia database for removing the baseline wander and 60Hz power line interference. The proposed algorithm gave an average signal to noise ratio improvement of 10.75 dB for baseline wander and 24.26 dB for power line interference which is better than the previous reported works

Implementation of a Neural Network Classifier for Noise Sources in the Ocean

The paper investigates the feasibility of implementing an intelligent classifier for noise sources in the ocean, with the help of artificial neural networks, using higher order spectral features. Non-linear interactions between the component frequencies of the noise data can give rise to certain phase relations called Quadratic Phase Coupling (QPC), which cannot be characterized by power spectral analysis. However, bispectral analysis, which is a higher order estimation technique, can reveal the presence of such phase couplings and provide a measure to quantify such couplings. A feed forward neural network has been trained and validated with higher order spectral features

Product autoregressive models for non-negative variables

When variables in time series context are non-negative, such as for volatility, survival time or wave heights, a multiplicative autoregressive model of the type Xt = Xα t−1Vt , 0 ≤ α < 1, t = 1, 2, . . . may give the preferred dependent structure. In this paper, we study the properties of such models and propose methods for parameter estimation. Explicit solutions of the model are obtained in the case of gamma marginal distribution

Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis