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.

Bivariate semi-Pareto distributions and processes

A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated.

Stochastic processes and their applications semi-markov analysis of some inventory and queuing problems

This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.

Design and Programming of Cathodic Protection for SHIPS

In order to minimize the risk of failures or major renewals of hull structures during the ship's expected life span, it is imperative that the precaution must be taken with regard to an adequate margin of safety against any one or combination of failure modes including excessive yielding, buckling, brittle fracture, fatigue and corrosion. The most efficient system for combating underwater corrosion is 'cathodic protection'. The basic principle of this method is that the ship's structure is made cathodic, i.e. the anodic (corrosion) reactions are suppressed by the application of an opposing current and the ship is there by protected. This paper deals with state of art in cathodic protection and its programming in ship structure

Hydrogeological, Geophysical And Geochemical Studies In Parts Of Coastal And Midland Areas, Central Kerala - A Gis Approach

The present study deals with the different hydrogeological characteristics of the coastal region of central Kerala and a comparative analysis with corresponding hard rock terrain. The coastal regions lie in areas where the aquifer systems discharge groundwater ultimately into the sea. Groundwater development in such regions will require a precise understanding of the complex mechanism of the saline and fresh water relationship, so that the withdrawals are so regulated as to avoid situations leading to upcoming of the saline groundwater bodies as also to prevent migration of sea water ingress further inland. Coastal tracts of Kerala are formed by several drainage systems. Thick pile of semi-consolidated and consolidated sediments from Tertiary to Recent age underlies it. These sediments comprise phreatic and confined aquifer systems. The corresponding hard rock terrain is encountered with laterites and underlined by the Precambrian metamorphic rocks. Supply of water from hard rock terrain is rather limited. This may be due to the small pore size, low degree of interconnectivity and low extent of weathering of the country rocks. The groundwater storage is mostly controlled by the thickness and hydrological properties of the weathered zone and the aquifer geometry. The over exploitation of groundwater, beyond the ‘safe yield’ limit, cause undesirable effects like continuous reduction in groundwater levels, reduction in river flows, reduction in wetland surface, degradation of groundwater quality and many other environmental problems like drought, famine etc.

FEM based Virtual Prototyping and Design of Third Harmonic Excitation System for Low Voltage Brushless Alternators

Salient pole brushless alternators coupled to IC engines are extensively used as stand-by power supply units for meeting in- dustrial power demands. Design of such generators demands high power to weight ratio, high e ciency and low cost per KVA out- put. Moreover, the performance characteristics of such machines like voltage regulation and short circuit ratio (SCR) are critical when these machines are put into parallel operation and alterna- tors for critical applications like defence and aerospace demand very low harmonic content in the output voltage. While designing such alternators, accurate prediction of machine characteristics, including total harmonic distortion (THD) is essential to mini- mize development cost and time. Total harmonic distortion in the output voltage of alternators should be as low as possible especially when powering very sophis- ticated and critical applications. The output voltage waveform of a practical AC generator is replica of the space distribution of the ux density in the air gap and several factors such as shape of the rotor pole face, core saturation, slotting and style of coil disposition make the realization of a sinusoidal air gap ux wave impossible. These ux harmonics introduce undesirable e ects on the alternator performance like high neutral current due to triplen harmonics, voltage distortion, noise, vibration, excessive heating and also extra losses resulting in poor e ciency, which in turn necessitate de-rating of the machine especially when connected to non-linear loads. As an important control unit of brushless alternator, the excitation system and its dynamic performance has a direct impact on alternator's stability and reliability. The thesis explores design and implementation of an excitation i system utilizing third harmonic ux in the air gap of brushless al- ternators, using an additional auxiliary winding, wound for 1=3rd pole pitch, embedded into the stator slots and electrically iso- lated from the main winding. In the third harmonic excitation system, the combined e ect of two auxiliary windings, one with 2=3rd pitch and another third harmonic winding with 1=3rd pitch, are used to ensure good voltage regulation without an electronic automatic voltage regulator (AVR) and also reduces the total harmonic content in the output voltage, cost e ectively. The design of the third harmonic winding by analytic methods demands accurate calculation of third harmonic ux density in the air gap of the machine. However, precise estimation of the amplitude of third harmonic ux in the air gap of a machine by conventional design procedures is di cult due to complex geome- try of the machine and non-linear characteristics of the magnetic materials. As such, prediction of the eld parameters by conven- tional design methods is unreliable and hence virtual prototyping of the machine is done to enable accurate design of the third har- monic excitation system. In the design and development cycle of electrical machines, it is recognized that the use of analytical and experimental methods followed by expensive and in exible prototyping is time consum- ing and no longer cost e ective. Due to advancements in com- putational capabilities over recent years, nite element method (FEM) based virtual prototyping has become an attractive al- ternative to well established semi-analytical and empirical design methods as well as to the still popular trial and error approach followed by the costly and time consuming prototyping. Hence, by virtually prototyping the alternator using FEM, the important performance characteristics of the machine are predicted. Design of third harmonic excitation system is done with the help of results obtained from virtual prototype of the machine. Third harmonic excitation (THE) system is implemented in a 45 KVA ii experimental machine and experiments are conducted to validate the simulation results. Simulation and experimental results show that by utilizing third harmonic ux in the air gap of the ma- chine for excitation purposes during loaded conditions, triplen harmonic content in the output phase voltage is signi cantly re- duced. The prototype machine with third harmonic excitation system designed and developed based on FEM analysis proved to be economical due to its simplicity and has the added advan- tage of reduced harmonics in the output phase voltage.

A Reinforcement Learning Approach to Economic Dispatch using Neural Networks

This paper presents a Reinforcement Learning (RL) approach to economic dispatch (ED) using Radial Basis Function neural network. We formulate the ED as an N stage decision making problem. We propose a novel architecture to store Qvalues and present a learning algorithm to learn the weights of the neural network. Even though many stochastic search techniques like simulated annealing, genetic algorithm and evolutionary programming have been applied to ED, they require searching for the optimal solution for each load demand. Also they find limitation in handling stochastic cost functions. In our approach once we learn the Q-values, we can find the dispatch for any load demand. We have recently proposed a RL approach to ED. In that approach, we could find only the optimum dispatch for a set of specified discrete values of power demand. The performance of the proposed algorithm is validated by taking IEEE 6 bus system, considering transmission losses

On infinite graphs and related matrices

This thesis Entitled On Infinite graphs and related matrices.ln the last two decades (iraph theory has captured wide attraction as a Mathematical model for any system involving a binary relation. The theory is intimately related to many other branches of Mathematics including Matrix Theory Group theory. Probability. Topology and Combinatorics . and has applications in many other disciplines..Any sort of study on infinite graphs naturally involves an attempt to extend the well known results on the much familiar finite graphs. A graph is completely determined by either its adjacencies or its incidences. A matrix can convey this information completely. This makes a proper labelling of the vertices. edges and any other elements considered, an inevitable process. Many types of labelling of finite graphs as Cordial labelling, Egyptian labelling, Arithmetic labeling and Magical labelling are available in the literature. The number of matrices associated with a finite graph are too many For a study ofthis type to be exhaustive. A large number of theorems have been established by various authors for finite matrices. The extension of these results to infinite matrices associated with infinite graphs is neither obvious nor always possible due to convergence problems. In this thesis our attempt is to obtain theorems of a similar nature on infinite graphs and infinite matrices. We consider the three most commonly used matrices or operators, namely, the adjacency matrix