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.

Modelling and Analysis of Bivariate Lifetime Data using Reversed Hazard Rates

Department of Statistics, Cochin University of Science and Technology

Qualitative Air Flow Modelling and Analysis of Data Centre Air Conditioning as Multiple Jet Array

Data centre is a centralized repository,either physical or virtual,for the storage,management and dissemination of data and information organized around a particular body and nerve centre of the present IT revolution.Data centre are expected to serve uniinterruptedly round the year enabling them to perform their functions,it consumes enormous energy in the present scenario.Tremendous growth in the demand from IT Industry made it customary to develop newer technologies for the better operation of data centre.Energy conservation activities in data centre mainly concentrate on the air conditioning system since it is the major mechanical sub-system which consumes considerable share of the total power consumption of the data centre.The data centre energy matrix is best represented by power utilization efficiency(PUE),which is defined as the ratio of the total facility power to the IT equipment power.Its value will be greater than one and a large value of PUE indicates that the sub-systems draw more power from the facility and the performance of the data will be poor from the stand point of energy conservation. PUE values of 1.4 to 1.6 are acievable by proper design and management techniques.Optimizing the air conditioning systems brings enormous opportunity in bringing down the PUE value.The air conditioning system can be optimized by two approaches namely,thermal management and air flow management.thermal management systems are now introduced by some companies but they are highly sophisticated and costly and do not catch much attention in the thumb rules.

Modelling and Analysis of Recurrent Event Data with Multiple Causes

This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.

Qualitative air flow modelling and analysis of data centre air conditioning as multiple jet array

This work identifies the importance of plenum pressure on the performance of the data centre. The present methodology followed in the industry considers the pressure drop across the tile as a dependant variable, but it is shown in this work that this is the only one independent variable that is responsible for the entire flow dynamics in the data centre, and any design or assessment procedure must consider the pressure difference across the tile as the primary independent variable. This concept is further explained by the studies on the effect of dampers on the flow characteristics. The dampers have found to introduce an additional pressure drop there by reducing the effective pressure drop across the tile. The effect of damper is to change the flow both in quantitative and qualitative aspects. But the effect of damper on the flow in the quantitative aspect is only considered while using the damper as an aid for capacity control. Results from the present study suggest that the use of dampers must be avoided in data centre and well designed tiles which give required flow rates must be used in the appropriate locations. In the present study the effect of hot air recirculation is studied with suitable assumptions. It identifies that, the pressure drop across the tile is a dominant parameter which governs the recirculation. The rack suction pressure of the hardware along with the pressure drop across the tile determines the point of recirculation in the cold aisle. The positioning of hardware in the racks play an important role in controlling the recirculation point. The present study is thus helpful in the design of data centre air flow, based on the theory of jets. The air flow can be modelled both quantitatively and qualitatively based on the results.

“Qualitative Air Flow Modelling And Analysis Of Data Centre Air Conditioning As Multiple Jet Array

In the present study the effect of hot air recirculation is studied with suitable assumptions. It identifies that, the pressure drop across the tile is a dominant parameter which governs the recirculation. The rack suction pressure of the hardware along with the pressure drop across the tile determines the point of recirculation in the cold aisle. The positioning of hardware in the racks play an important role in controlling the recirculation point. The present study is thus helpful in the design of data centre air flow, based on the theory of jets. The air flow can be modelled both quantitatively and qualitatively based on the results

On Queues with Interruptions and Repeat or Resumption of Service

This thesis entitled' On Queues with Interruptions and Repeat or Resumption of Service' introduces several new concepts into queues with service interruption. It is divided into Seven chapters including an introductory chapter. The following are keywords that we use in this thesis: Phase type (PH) distribution, Markovian Arrival Process (MAP), Geometric Distribution, Service Interruption, First in First out (FIFO), threshold random variable and Super threshold random variable. In the second chapter we introduce a new concept called the 'threshold random variable' which competes with interruption time to decide whether to repeat or resume the interrupted service after removal of interruptions. This notion generalizes the work reported so far in queues with service interruptions. In chapter 3 we introduce the concept of what is called 'Super threshold clock' (a random variable) which keeps track of the total interruption time of a customer during his service except when it is realized before completion of interruption in some cases to be discussed in this thesis and in other cases it exactly measures the duration of all interruptions put together. The Super threshold clock is OIl whenever the service is interrupted and is deactivated when service is rendered. Throughout this thesis the first in first out service discipline is followed except for priority queues.

Stochastic Inventory with/without Service Time, Reneging and Retrial of Customers

This thesis Entitled Stochastic modelling and analysis.This thesis is divided into six chapters including this introductory chapter. In second chapter, we consider an (s,S) inventory model with service, reneging of customers and finite shortage of items.In the third chapter, we consider an (s,S) inventoiy system with retrial of customers. Arrival of customers forms a Poisson process with rate. When the inventory level depletes to s due to demands, an order for replenishment is placed.In Chapter 4, we analyze and compare three (s,S) inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed. In chapter 5, we analyze and compare three production inventory systems with positive service time and retrial of customers. In all these systems, arrivals of customers form a Poisson process and service times are exponentially distributed.In chapter 6, we consider a PH /PH /l inventory model with reneging of customers and finite shortage of items.

Some concepts and models usefulninthe analysis of discrete life time data

This thesis entitled Reliability Modelling and Analysis in Discrete time Some Concepts and Models Useful in the Analysis of discrete life time data.The present study consists of five chapters. In Chapter II we take up the derivation of some general results useful in reliability modelling that involves two component mixtures. Expression for the failure rate, mean residual life and second moment of residual life of the mixture distributions in terms of the corresponding quantities in the component distributions are investigated. Some applications of these results are also pointed out. The role of the geometric,Waring and negative hypergeometric distributions as models of life lengths in the discrete time domain has been discussed already. While describing various reliability characteristics, it was found that they can be often considered as a class. The applicability of these models in single populations naturally extends to the case of populations composed of sub-populations making mixtures of these distributions worth investigating. Accordingly the general properties, various reliability characteristics and characterizations of these models are discussed in chapter III. Inference of parameters in mixture distribution is usually a difficult problem because the mass function of the mixture is a linear function of the component masses that makes manipulation of the likelihood equations, leastsquare function etc and the resulting computations.very difficult. We show that one of our characterizations help in inferring the parameters of the geometric mixture without involving computational hazards. As mentioned in the review of results in the previous sections, partial moments were not studied extensively in literature especially in the case of discrete distributions. Chapters IV and V deal with descending and ascending partial factorial moments. Apart from studying their properties, we prove characterizations of distributions by functional forms of partial moments and establish recurrence relations between successive moments for some well known families. It is further demonstrated that partial moments are equally efficient and convenient compared to many of the conventional tools to resolve practical problems in reliability modelling and analysis. The study concludes by indicating some new problems that surfaced during the course of the present investigation which could be the subject for a future work in this area.

Studies on the paratial and temporal distribution of surface meteorological parameters over Indian subcontinent

The intention of the present thesis work is to understand the physical processes responsible for climatic variability and predictability of the Indian subcontinent. The study is expected to delineate and emphasize the various boundaries and areas of transition and bring out the regional and temporal characteristics of the meteorological distribution of the country. The results obtained from the study is expected to provide a better understanding the physics of Indian cl imate, which can be incorporated for numerical weather prediction. The results obtained from the present study can be incorporated for climate modelling and long-term prediction of the meteorological parameters over Indian subcontinent

Studies on the seaweeds of andaman and nicobar group of islands

The importance of marine algae, often referred to as seaweeds, has been felt over a long time and is appreciated more and more in modern times. The economic value of marine algae is understood both indirectly and directly. The indirect benefit is due to the role of marine phytoplankton as well as the benthic macrophyte biomass along the shore and in the continental shelf, in primary production of the sea. Direct benefit includes the use of marine algae as food, feed, fertilizer and as source of various products of commercial importance such as agar and alginic acid. Hence to understand the potential resources of seaweeds, their distribution, density, standing crop and interrelated environmental parameters, a detailed study (survey and ecological work) was carried out for a period of 20 months from August 1988 to March 1990 in South Andaman, North Andaman, Middle Andaman, Havelock, Neil, Car Nicobar, Terassa, Chowra and Bumpoka islands. However in South Andaman, data were collected from five fixed stations fortnightly during this period for the purpose of modelling and system analysis.

Studies on Landfill Leachate Transportation and Its Impact on Soil Characteristics

Leachate from an untreated landfill or landfill with damaged liners will cause the pollution of soil and ground water. Here an attempt was made to generate knowledge on concentrations of all relevant pollutants in soil due to municipal solid waste landfill leachate and its migration through soil and also to study the effect of leachate on the engineering properties of soil. To identify the pollutants in soil due to the leachate generated from municipal solid waste landfill site, a case study on an unlined municipal solid waste landfill at Kalamassery has been done. Soil samples as well as water samples were collected from the site and analysed to identify the pollutants and its effect on soil characteristics. The major chemicals in the soil were identified as Ammonia, Chloride, Nitrate, Iron, Nickel, Chromium, Cadmium etc.. Engineering properties of field soil samples show that the chemicals from the leachate of landfill may have effect on the engineering properties of soil. Laboratory experiments were formulated to model the field around an unlined MSW landfill using two different soils subjected to a synthetic leachate. The Maximum change in chemical concentration and engineering property was observed on soil samples at a radial distance of 0.2 m and at a depth of 0.3 m. The pollutant (chemicals) transport pattern through the soil was also studied using synthetic leachate. To establish the effect of pollutants (chemicals) on engineering properties of soil, experiments were conducted on two types soils treated with the synthetic chemicals at four different concentrations. Analyses were conducted after maturing periods of 7, 50, 100 and 150 days. Test soils treated with maximum chemical concentration and matured for 150 days were showing major change in the properties. To visualize the flow of pollutants through soil in a broader sense, the transportation of pollutants through soil was modeled using software ‘Visual MODFLOW’. The actual field data collected for the case study was used to calibrate the modelling and thus simulated the flow pattern of the pollutants through soil around Kalamassery municipal solid waste landfill for an extent of 4 km2. Flow was analysed for a time span of 30 years in which the landfill was closed after 20 years. The concentration of leachate beneath the landfill was observed to be reduced considerably within one year after closure of landfill and within 8 years, it gets lowered to a negligible level. As an environmensstal management measure to control the pollution through leachate, permeable reactive barriers are used as an emerging technology. Here the suitability of locally available materials like coir pith, rice husk and sugar cane bagasse were investigated as reactive media in permeable reactive barrier. The test results illustrates that, among these, coir pith was showing better performance with maximum percentage reduction in concentration of the filtrate. All these three agricultural wastes can be effectively utilized as a reactive material. This research establishes the influence of leachate of municipal solid waste landfill on the engineering properties of soil. The factors such as type of the soil, composition of leachate, infiltration rate, aquifers, ground water table etc., will have a major role on the area of influence zone of the pollutants in a landfill. Software models of the landfill area can be used to predict the extent and the time span of pollution of a landfill, by inputting the accurate field parameters and leachate characteristics. The present study throws light on the role of agro waste materials on the reduction of the pollution in leachate and thus prevents the groundwater and soil from contamination