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.

Investigations on the Effects of Petroleum Hydrocarbons on the Marine Bivalves Perna viridis (Linnaeus) and Sunetta scripta (Linne')

The thesis deals with different aspects connected with the distribution and toxicity of PHC in crude oils in the aquatic environment and marine molluscs. Information has been gathered and presented on the present status of research in the field based on a thorough review of recent literature. It is seen from the literature that the resident time of PHC becomes lesser and lesser when crude oil is discharged in large quantities into the coastal waters where excess oxygenation light penetration, temperature availability and strong tidal currents persist. This results in the reduction of the onslaught of oil pollution. This probably shows that taxic insult of crude oil in tropical shores will be relatively lesser than that occurring in temperate and boreal waters. However, there is no record of major episodal oil pollution comparable in quantum and extent to that of Torrey Canyon or Amoco Cadiz which prevents a more reliable analysis on the issue. Considerable controversy exists on the method of estimation of PHC in seawater. However, Ultra-violet fluorescence spectroscopy has been widely recommended as an analytical tool for the determination of total hydrocarbons. Similarly representation of values as chrysene equivalents has been recognised as the most reliable method of Quantum representation.