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.

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

"Effects of some heavy metals copper. zinc and lead on certain tissues of £153 Qarsia (Hamilton and Buchanan) in different environments

The research investigations on pollution, particularly in coastal/ estuarine environments are recent ones and started only in 1970s. Hence the informations available are fragmentary and scattered. They throw some light only on either the concentration of heavy metals in water or in sediment or in organisms. No concerted efforts have been made to consolidate and correlate the results between the environment and biota. Literature on the level of concentration of heavy metals in different tissues of organisms with regard to their availability in the living media, their ratio, their inter—relationship, tolerance limit of organisms, etc. are very few or rather nil. in view of the importance enumerated above, the candidate has selected the topic "Effects of some heavy metals copper, zinc and lead on certain tissues of E E (Hamilton and Buchanan) in different environments" for detailed studies and to understand systematically (i) the source of effluents and wastes, (ii) the concentration of heavy metals copper, zinc and lead in water, in sediments and in tissues of the test animal, (iii) their effects, (iv) capacity of tolerance and accumulation in different tissues of the animal, and (V) the "Bioaccumulation Factor", etc.

‘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.

Swift heavy ion induced surface and microstructural evolution in metallic glass thin films

Swift heavy ion induced changes in microstructure and surface morphology of vapor deposited Fe–Ni based metallic glass thin films have been investigated by using atomic force microscopy, X-ray diffraction and transmission electron microscopy. Ion beam irradiation was carried out at room temperature with 103 MeV Au9+ beam with fluences ranging from 3 1011 to 3 1013 ions/cm2. The atomic force microscopy images were subjected to power spectral density analysis and roughness analysis using an image analysis software. Clusters were found in the image of as-deposited samples, which indicates that the film growth is dominated by the island growth mode. As-deposited films were amorphous as evidenced from X-ray diffraction; however, high resolution transmission electron microscopy measurements revealed a short range atomic order in the samples with crystallites of size around 3 nm embedded in an amorphous matrix. X-ray diffraction pattern of the as-deposited films after irradiation does not show any appreciable changes, indicating that the passage of swift heavy ions stabilizes the short range atomic ordering, or even creates further amorphization. The crystallinity of the as-deposited Fe–Ni based films was improved by thermal annealing, and diffraction results indicated that ion beam irradiation on annealed samples results in grain fragmentation. On bombarding annealed films, the surface roughness of the films decreased initially, then, at higher fluences it increased. The observed change in surface morphology of the irradiated films is attributed to the interplay between ion induced sputtering, volume diffusion and surface diffusion

Some Aspects of Domain Specific Conceptual Modeling for Simulation of Logistic Terminal Operations

When simulation modeling is used for performance improvement studies of complex systems such as transport terminals, domain specific conceptual modeling constructs could be used by modelers to create structured models. A two stage procedure which includes identification of the problem characteristics/cluster - ‘knowledge acquisition’ and identification of standard models for the problem cluster – ‘model abstraction’ was found to be effective in creating structured models when applied to certain logistic terminal systems. In this paper we discuss some methods and examples related the knowledge acquisition and model abstraction stages for the development of three different types of model categories of terminal systems

Agent Based Evacuation Simulation Using Leader-Follower Model

Agent based simulation is a widely developing area in artificial intelligence.The simulation studies are extensively used in different areas of disaster management. This work deals with the study of an agent based evacuation simulation which is being done to handle the various evacuation behaviors.Various emergent behaviors of agents are addressed here. Dynamic grouping behaviors of agents are studied. Collision detection and obstacle avoidances are also incorporated in this approach.Evacuation is studied with single exits and multiple exits and efficiency is measured in terms of evacuation rate, collision rate etc.Net logo is the tool used which helps in the efficient modeling of scenarios in evacuation