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.

Queues with Customer Induced Interruption

In this thesis we have introduced and studied the notion of self interruption of service by customers. Service interruption in queueing systems have been extensively discussed in literature (see, Krishnamoorthy, Pramod and Chakravarthy [38]) for the most recent survey. So far all work reported deal with cases in which service interruptions are generated by sources other than customers. However, there are situations where interruptions are due to the customers rather than the system. Such situations are especially arise at doctors clinic, banks, reservation counter etc. Our attempt is to quantify a few of such problems. Systematically we have proceed from single server queue (in Chapter 2) to multi-server queues (Chapter 3). In Chapte 4, we have studied a very general multiserver queueing model with service interruption and protection of service phases. We also introduced customer interruption in a retrial setup (in Chapter 5). All models (from Chapter 2 to Chapter 4) that were analyzed involve 'non-preemptive priority' for interrupted customers where as in the model discussed in Chapter 5 interruption of service by customers is not encouraged. So the interrupted customers cannot access the server as long as there are primary customers in the system. In Chapter 5 we have obtained an explicit expression for the stability condition of the system. In all models analyzed in this thesis, we have assumed that no more than one interruption is allowed for a customer while in service. Since the models are not analytically tractable, a large number of numerical illustrations were given in each chapter it illustrate the working of the systems. We can extend the models discussed in this thesis to several directions. For example some of the models can be analyzed with both server induced and customer induced interruptions the results for which are not available till date. Another possible extension of work is to the case where there is no bound on the number of interruptions a customer is permitted to have before service completion. More complex is the case where a customer is permitted to have a nite number (K ≥ 2) of We can extend the models discussed in this thesis to several directions.

Production of latex reclaim and its utilisation in polymer blends

The overall objective of the present study was to develop a novel and economic reclaiming process that does not adversely affect the quality of rubber and to investigate methods of utilising the reclaim. Since waste latex products represent a potential source of high quality rubber hydrocarbon, it was decided to develop a process based on such latex wastes. The study revealed that latex reclaim could replace raw natural rubber upto about 50 per cent of its weight without any serious deterioration in mechanical properties.

A location aided cooperative caching protocol for mobile ad hoc networks

Cooperative caching is an attractive solution for reducing bandwidth demands and network latency in mobile ad hoc networks. Deploying caches in mobile nodes can reduce the overall traffic considerably. Cache hits eliminate the need to contact the data source frequently, which avoids additional network overhead. In this paper we propose a data discovery and cache management policy for cooperative caching, which reduces the caching overhead and delay by reducing the number of control messages flooded in to the network. A cache discovery process based on location of neighboring nodes is developed for this. The cache replacement policy we propose aims at increasing the cache hit ratio. The simulation results gives a promising result based on the metrics of studies

Energy Efficient Cache Discovery in Wireless Mobile Ad oc Networks

Data caching is an attractive solution for reducing bandwidth demands and network latency in mobile ad hoc networks. Deploying caches in mobile nodes can reduce the overall traf c considerably. Cache hits eliminate the need to contact the data source frequently, which avoids additional network overhead. In this paper we propose a data discovery and cache management policy for cooperative caching, which reduces the power usage, caching overhead and delay by reducing the number of control messages flooded into the network .A cache discovery process based on position cordinates of neighboring nodes is developed for this .The stimulstion results gives a promising result based on the metrics of the studies.