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.

‘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.

Pattern Analysis Techniques for the Recognition of Unconstrained Handwritten Malayalam Character Images

The objective of the study is to develop a hand written character recognition system that could recognisze all the characters in the mordern script of malayalam language at a high recognition rate

Dynamic mechanical analysis of binary and ternary polymer blends based on nylon copolymer/EPDM rubber and EPM grafted maleic anhydride compatibilizer

The dynamic mechanical properties such as storage modulus, loss modulus and damping properties of blends of nylon copolymer (PA6,66) with ethylene propylene diene (EPDM) rubber was investigated with special reference to the effect of blend ratio and compatibilisation over a temperature range –100°C to 150°C at different frequencies. The effect of change in the composition of the polymer blends on tanδ was studied to understand the extent of polymer miscibility and damping characteristics. The loss tangent curve of the blends exhibited two transition peaks, corresponding to the glass transition temperature (Tg) of individual components indicating incompatibility of the blend systems. The morphology of the blends has been examined by using scanning electron microscopy. The Arrhenius relationship was used to calculate the activation energy for the glass transition of the blends. Finally, attempts have been made to compare the experimental data with theoretical models.

STUDIES ON HAEMOLYMPH CONSTITUENTS OF INDOPLANORBIS EXUSTUS (DESHAYES) AND LYMNAEA ACUMINATA (LAMARCK) F.RUFESCENS (GRAY) AND THE EFFECTS OF COPPER ON THE ACTIVITY PATTERN OF SELECTED TRANSAMINASES AND PHOSPHATASES

The problem investigated is on the haematological aspects of two freshwater pulmonate snails, Indoplanorbis exustus (Deshayes),and Lymnaea acuminata f.rufescens (Gray). An important aspect of the present investigation is to emphasize the utilization of freshwater organisms as models for research directed at understanding the basic biomedical problems that remain unresolved. Another aspect is to demonstrate how haemolymph can be treated as a tissue because of late, it has been shown that several parameters of blood can be taken as reliable indicators for diagnostic purposes, and also to monitor environmental pollution. The various haematological parameters studied are total haemocyte number,packed cell volume, haemoglobin, and inorganic as well organic constituents in three size groups of both the snail species. The effect of copper toxicity was measured in terms of total haemocyte count, and the activity pattern of selected phosphatases and transaminases.The study concluded that enzyme activity levels can be taken as reliable indicators to monitor pollution. Age is a factor that determines several of the physiological, biochemical and metabolic activities. This study also indicates that haemolymph can be taken as an organ system to study the various changes taking place at organ systems levels.

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

Teak plantations in kerala an analysis of productivity and profitability

Teak plantations were initiated in Kerala in 1842, and extended almost continuously. Among plantations raised by the Forest Department, teak occupies the largest area and a substantial asset base has been created. Of late, several teak growing private companies have come up offering investors high returns from their plantations. However, no study has been carried out in Kerala on the economic status of teak plantations in the government forests and prospects of investing in teak plantation ventures in the private sector. The present study is relevant in presenting the productivity status of teak plantations in government forests in Kerala and its commercial profitability. This will be useful to the government for planning management strategies and investment priorities. The study will also serve as a base—line information for comparative studies.

Vibrational spectroscopic studies and computational study of quinoline-2-carbaldehyde benzoyl hydrazone

FT-IR spectrum of quinoline-2-carbaldehyde benzoyl hydrazone (HQb H2O) was recorded and analyzed. The synthesis and crystal structure data are also described. The vibrational wavenumbers were examined theoretically using the Gaussian03 package of programs using HF/6-31G(d) and B3LYP/6-31G(d) levels of theory. The data obtained from vibrational wavenumber calculations are used to assign vibrational bands obtained in infrared spectroscopy of the studied molecule. The first hyperpolarizability, infrared intensities and Raman activities are reported. The calculated first hyperpolarizability is comparable with the reported values of similar derivatives and is an attractive object for future studies of non-linear optics. The geometrical parameters of the title compound obtained from XRD studies are in agreement with the calculated values. The changes in the CAN bond lengths suggest an extended p-electron delocalization over quinoline and hydrazone moieties which is responsible for the non-linearity of the molecule