Influence of personality factors on the consumption of personal care products

The study is significant from both an application perspective of marketing management as well as from an academic angle. The market for personal care products is a highly fragmented one, with intense competition for specific niche segments. It is well known in marketing literature that the bulk of the volume of sale is accounted for by the minority who are the heavy users. This study will help the marketers to identify the personality profile of such a group and understand how the interaction of personality factors at least partially explains differences in consumption. This knowledge might be useful for better segmentation using psychographic variables as well as for designing specific advertisement campaigns to target the vulnerable groups of customers. From a theoretical perspective, the research may contribute to understanding how specific personality variables and their interaction lead to differences in consumption. The knowledge corresponding to self theory, social comparison theory, persuasibility, evidence from psychology of eating disorders: these all may be integrated into a common frame work for explaining consumption of products having a social function.

The Role of Diffusion in ISOL Targets for the Production of Radioactive Ion Beams

On line isotope separation techniques (ISOL) for production of ion beams of short-lived radionuclides require fast separation of nuclear reaction products from irradiated target materials followed by a transfer into an ion source. As a first step in this transport chain the release of nuclear reaction products from refractory metals has been studied systematically and will be reviewed. High-energy protons (500 - 1000 MeV) produce a large number of radionuclides in irradiated materials via the nuclear reactions spallation, fission and fragmentation. Foils and powders of Re, W, Ta, Hf, Mo, Nb, Zr, Y, Ti and C were irradiated with protons (600 - 1000 MeV) at the Dubna synchrocyclotron, the CERN synchrocyclotron and at the CERN PS-booster to produce different nuclear reaction products. The main topic of the paper is the determination of diffusion coefficients of the nuclear reaction products in the target matrix, data evaluation and a systematic interpretation of the data. The influence of the ionic radius of the diffusing species and the lattice type of the host material used as matrix or target on the diffusion will be evaluated from these systematics. Special attention was directed to the release of group I, II and III-elements. Arrhenius plots lead to activation energies of the diffusion process.

Studies on Heat Diffusion in Selected Conducting Polymers using Probe Beam Deflection and Photoacoustic Techniques

In the present study, radio frequency plasma polymerization technique is used to prepare thin films of polyaniline, polypyrrole, poly N-methyl pyrrole and polythiophene. The thermal characterization of these films is carried out using transverse probe beam deflection method. Electrical conductivity and band gaps are also determined. The effect of iodine doping on electrical conductivity and the rate of heat diffusion is explored.Bulk samples of poyaniline and polypyrrole in powder form are synthesized by chemical route. Open photoacoustic cell configuration is employed for the thermal characterization of these samples. The effect of acid doping on heat diffusion in these bulk samples of polyaniline is also investigated. The variation of electrical conductivity of doped polyaniline and polypyrrole with temperature is also studied for drawing conclusion on the nature of conduction in these samples. In order to improve the processability of polyaniline and polypyrrole, these polymers are incorporated into a host matrix of poly vinyl chloride. Measurements of thermal diffusivity and electrical conductivity of these samples are carried out to investigate the variation of these quantities as a function of the content of polyvinyl chloride.

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.

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.

Analytical Studies on Diffusion and lntermittency in Chaotic Maps

The study of simple chaotic maps for non-equilibrium processes in statistical physics has been one of the central themes in the theory of chaotic dynamical systems. Recently, many works have been carried out on deterministic diffusion in spatially extended one-dimensional maps This can be related to real physical systems such as Josephson junctions in the presence of microwave radiation and parametrically driven oscillators. Transport due to chaos is an important problem in Hamiltonian dynamics also. A recent approach is to evaluate the exact diffusion coefficient in terms of the periodic orbits of the system in the form of cycle expansions. But the fact is that the chaotic motion in such spatially extended maps has two complementary aspects- - diffusion and interrnittency. These are related to the time evolution of the probability density function which is approximately Gaussian by central limit theorem. It is noticed that the characteristic function method introduced by Fujisaka and his co-workers is a very powerful tool for analysing both these aspects of chaotic motion. The theory based on characteristic function actually provides a thermodynamic formalism for chaotic systems It can be applied to other types of chaos-induced diffusion also, such as the one arising in statistics of trajectory separation. It was noted that there is a close connection between cycle expansion technique and characteristic function method. It was found that this connection can be exploited to enhance the applicability of the cycle expansion technique. In this way, we found that cycle expansion can be used to analyse the probability density function in chaotic maps. In our research studies we have successfully applied the characteristic function method and cycle expansion technique for analysing some chaotic maps. We introduced in this connection, two classes of chaotic maps with variable shape by generalizing two types of maps well known in literature.