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.

Development and Evaluation of Blind Identification Techniques for Nonlinear Systems

Identification and Control of Non‐linear dynamical systems are challenging problems to the control engineers.The topic is equally relevant in communication,weather prediction ,bio medical systems and even in social systems,where nonlinearity is an integral part of the system behavior.Most of the real world systems are nonlinear in nature and wide applications are there for nonlinear system identification/modeling.The basic approach in analyzing the nonlinear systems is to build a model from known behavior manifest in the form of system output.The problem of modeling boils down to computing a suitably parameterized model,representing the process.The parameters of the model are adjusted to optimize a performanace function,based on error between the given process output and identified process/model output.While the linear system identification is well established with many classical approaches,most of those methods cannot be directly applied for nonlinear system identification.The problem becomes more complex if the system is completely unknown but only the output time series is available.Blind recognition problem is the direct consequence of such a situation.The thesis concentrates on such problems.Capability of Artificial Neural Networks to approximate many nonlinear input-output maps makes it predominantly suitable for building a function for the identification of nonlinear systems,where only the time series is available.The literature is rich with a variety of algorithms to train the Neural Network model.A comprehensive study of the computation of the model parameters,using the different algorithms and the comparison among them to choose the best technique is still a demanding requirement from practical system designers,which is not available in a concise form in the literature.The thesis is thus an attempt to develop and evaluate some of the well known algorithms and propose some new techniques,in the context of Blind recognition of nonlinear systems.It also attempts to establish the relative merits and demerits of the different approaches.comprehensiveness is achieved in utilizing the benefits of well known evaluation techniques from statistics. The study concludes by providing the results of implementation of the currently available and modified versions and newly introduced techniques for nonlinear blind system modeling followed by a comparison of their performance.It is expected that,such comprehensive study and the comparison process can be of great relevance in many fields including chemical,electrical,biological,financial and weather data analysis.Further the results reported would be of immense help for practical system designers and analysts in selecting the most appropriate method based on the goodness of the model for the particular context.

Fractal based techniques for classification of mammograms and identification of microcalcifications

After skin cancer, breast cancer accounts for the second greatest number of cancer diagnoses in women. Currently the etiologies of breast cancer are unknown, and there is no generally accepted therapy for preventing it. Therefore, the best way to improve the prognosis for breast cancer is early detection and treatment. Computer aided detection systems (CAD) for detecting masses or micro-calcifications in mammograms have already been used and proven to be a potentially powerful tool , so the radiologists are attracted by the effectiveness of clinical application of CAD systems. Fractal geometry is well suited for describing the complex physiological structures that defy the traditional Euclidean geometry, which is based on smooth shapes. The major contribution of this research include the development of • A new fractal feature to accurately classify mammograms into normal and normal (i)With masses (benign or malignant) (ii) with microcalcifications (benign or malignant) • A novel fast fractal modeling method to identify the presence of microcalcifications by fractal modeling of mammograms and then subtracting the modeled image from the original mammogram. The performances of these methods were evaluated using different standard statistical analysis methods. The results obtained indicate that the developed methods are highly beneficial for assisting radiologists in making diagnostic decisions. The mammograms for the study were obtained from the two online databases namely, MIAS (Mammographic Image Analysis Society) and DDSM (Digital Database for Screening Mammography.

Development of Techniques for the Automatic Extraction and Grade Detection of Glioma Tumors from Conventional Brain Magnetic Resonant Images

Cerebral glioma is the most prevalent primary brain tumor, which are classified broadly into low and high grades according to the degree of malignancy. High grade gliomas are highly malignant which possess a poor prognosis, and the patients survive less than eighteen months after diagnosis. Low grade gliomas are slow growing, least malignant and has better response to therapy. To date, histological grading is used as the standard technique for diagnosis, treatment planning and survival prediction. The main objective of this thesis is to propose novel methods for automatic extraction of low and high grade glioma and other brain tissues, grade detection techniques for glioma using conventional magnetic resonance imaging (MRI) modalities and 3D modelling of glioma from segmented tumor slices in order to assess the growth rate of tumors. Two new methods are developed for extracting tumor regions, of which the second method, named as Adaptive Gray level Algebraic set Segmentation Algorithm (AGASA) can also extract white matter and grey matter from T1 FLAIR an T2 weighted images. The methods were validated with manual Ground truth images, which showed promising results. The developed methods were compared with widely used Fuzzy c-means clustering technique and the robustness of the algorithm with respect to noise is also checked for different noise levels. Image texture can provide significant information on the (ab)normality of tissue, and this thesis expands this idea to tumour texture grading and detection. Based on the thresholds of discriminant first order and gray level cooccurrence matrix based second order statistical features three feature sets were formulated and a decision system was developed for grade detection of glioma from conventional T2 weighted MRI modality.The quantitative performance analysis using ROC curve showed 99.03% accuracy for distinguishing between advanced (aggressive) and early stage (non-aggressive) malignant glioma. The developed brain texture analysis techniques can improve the physician’s ability to detect and analyse pathologies leading to a more reliable diagnosis and treatment of disease. The segmented tumors were also used for volumetric modelling of tumors which can provide an idea of the growth rate of tumor; this can be used for assessing response to therapy and patient prognosis.

Automatic Segmentation Framework for Primary Tumors From Brain MRIs Using Morphological Filtering Techniques

This paper describes a novel framework for automatic segmentation of primary tumors and its boundary from brain MRIs using morphological filtering techniques. This method uses T2 weighted and T1 FLAIR images. This approach is very simple, more accurate and less time consuming than existing methods. This method is tested by fifty patients of different tumor types, shapes, image intensities, sizes and produced better results. The results were validated with ground truth images by the radiologist. Segmentation of the tumor and boundary detection is important because it can be used for surgical planning, treatment planning, textural analysis, 3-Dimensional modeling and volumetric analysis

A semi-automatic method for segmentation and 3D modeling of glioma tumors from brain MRI

This work presents an efficient method for volume rendering of glioma tumors from segmented 2D MRI Datasets with user interactive control, by replacing manual segmentation required in the state of art methods. The most common primary brain tumors are gliomas, evolving from the cerebral supportive cells. For clinical follow-up, the evaluation of the pre- operative tumor volume is essential. Tumor portions were automatically segmented from 2D MR images using morphological filtering techniques. These seg- mented tumor slices were propagated and modeled with the software package. The 3D modeled tumor consists of gray level values of the original image with exact tumor boundary. Axial slices of FLAIR and T2 weighted images were used for extracting tumors. Volumetric assessment of tumor volume with manual segmentation of its outlines is a time-consuming proc- ess and is prone to error. These defects are overcome in this method. Authors verified the performance of our method on several sets of MRI scans. The 3D modeling was also done using segmented 2D slices with the help of a medical software package called 3D DOCTOR for verification purposes. The results were validated with the ground truth models by the Radi- ologist.