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.

On Some Infinite Convex Invariants

The present study on some infinite convex invariants. The origin of convexity can be traced back to the period of Archimedes and Euclid. At the turn of the nineteenth centaury , convexicity became an independent branch of mathematics with its own problems, methods and theories. The convexity can be sorted out into two kinds, the first type deals with generalization of particular problems such as separation of convex sets[EL], extremality[FA], [DAV] or continuous selection Michael[M1] and the second type involved with a multi- purpose system of axioms. The theory of convex invariants has grown out of the classical results of Helly, Radon and Caratheodory in Euclidean spaces. Levi gave the first general definition of the invariants Helly number and Radon number. The notation of a convex structure was introduced by Jamison[JA4] and that of generating degree was introduced by Van de Vel[VAD8]. We also prove that for a non-coarse convex structure, rank is less than or equal to the generating degree, and also generalize Tverberg’s theorem using infinite partition numbers. Compare the transfinite topological and transfinite convex dimensions

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.

Photothermal and photoacoustic investigations on certain polymers and semi conducting materials

Material synthesizing and characterization has been one of the major areas of scientific research for the past few decades. Various techniques have been suggested for the preparation and characterization of thin films and bulk samples according to the industrial and scientific applications. Material characterization implies the determination of the electrical, magnetic, optical or thermal properties of the material under study. Though it is possible to study all these properties of a material, we concentrate on the thermal and optical properties of certain polymers. The thermal properties are detennined using photothermal beam deflection technique and the optical properties are obtained from various spectroscopic analyses. In addition, thermal properties of a class of semiconducting compounds, copper delafossites, arc determined by photoacoustic technique.Photothermal technique is one of the most powerful tools for non-destructive characterization of materials. This forms a broad class of technique, which includes laser calorimetry, pyroelectric technique, photoacollstics, photothermal radiometric technique, photothermal beam deflection technique etc. However, the choice of a suitable technique depends upon the nature of sample and its environment, purpose of measurement, nature of light source used etc. The polynler samples under the present investigation are thermally thin and optically transparent at the excitation (pump beam) wavelength. Photothermal beam deflection technique is advantageous in that it can be used for the detennination of thermal diffusivity of samples irrespective of them being thermally thick or thennally thin and optically opaque or optically transparent. Hence of all the abovementioned techniques, photothemlal beam deflection technique is employed for the successful determination of thermal diffusivity of these polymer samples. However, the semi conducting samples studied are themlally thick and optically opaque and therefore, a much simpler photoacoustic technique is used for the thermal characterization.The production of polymer thin film samples has gained considerable attention for the past few years. Different techniques like plasma polymerization, electron bombardment, ultra violet irradiation and thermal evaporation can be used for the preparation of polymer thin films from their respective monomers. Among these, plasma polymerization or glow discharge polymerization has been widely lIsed for polymer thin fi Im preparation. At the earlier stages of the discovery, the plasma polymerization technique was not treated as a standard method for preparation of polymers. This method gained importance only when they were used to make special coatings on metals and began to be recognized as a technique for synthesizing polymers. Thc well-recognized concept of conventional polymerization is based on molecular processcs by which thc size of the molecule increases and rearrangemcnt of atoms within a molecule seldom occurs. However, polymer formation in plasma is recognized as an atomic process in contrast to the above molecular process. These films are pinhole free, highly branched and cross linked, heat resistant, exceptionally dielectric etc. The optical properties like the direct and indirect bandgaps, refractive indices etc of certain plasma polymerized thin films prepared are determined from the UV -VIS-NIR absorption and transmission spectra. The possible linkage in the formation of the polymers is suggested by comparing the FTIR spectra of the monomer and the polymer. The thermal diffusivity has been measured using the photothermal beam deflection technique as stated earlier. This technique measures the refractive index gradient established in the sample surface and in the adjacent coupling medium, by passing another optical beam (probe beam) through this region and hence the name probe beam deflection. The deflection is detected using a position sensitive detector and its output is fed to a lock-in-amplifIer from which the amplitude and phase of the deflection can be directly obtained. The amplitude and phase of the deflection signal is suitably analyzed for determining the thermal diffusivity.Another class of compounds under the present investigation is copper delafossites. These samples in the form of pellets are thermally thick and optically opaque. Thermal diffusivity of such semiconductors is investigated using the photoacoustic technique, which measures the pressure change using an elcctret microphone. The output of the microphone is fed to a lock-in-amplificr to obtain the amplitude and phase from which the thermal properties are obtained. The variation in thermal diffusivity with composition is studied.

Creation and Annihilation of Fluxons in ac‐driven Semi-annular Josephson Junction

A new geometry (semiannular) for Josephson junction has been proposed and theoretical studies have shown that the new geometry is useful for electronic applications [1, 2]. In this work we study the voltage‐current response of the junction with a periodic modulation. The fluxon experiences an oscillating potential in the presence of the ac‐bias which increases the depinning current value. We show that in a system with periodic boundary conditions, average progressive motion of fluxon commences after the amplitude of the ac drive exceeds a certain threshold value. The analytic studies are justified by simulating the equation using finite‐difference method. We observe creation and annihilation of fluxons in semiannular Josephson junction with an ac‐bias in the presence of an external magnetic field.

Buried-object detection using free-space time-domain near-field measurements

The detection of buried objects using time-domain freespace measurements was carried out in the near field. The location of a hidden object was determined from an analysis of the reflected signal. This method can be extended to detect any number of objects. Measurements were carried out in the X- and Ku-bands using ordinary rectangular pyramidal horn antennas of gain 15 dB. The same antenna was used as the transmitter and recei er. The experimental results were compared with simulated results by applying the two-dimensional finite-difference time-domain(FDTD)method, and agree well with each other. The dispersi e nature of the dielectric medium was considered for the simulation.

Investigations on some technologically important polymer nanocomposite films and semi crystalline Polypyrrole films

The present work deals with investigations on some technologically important polymer nanocomposite films and semi crystalline polypyrrole films.The work presented in the thesis deals with the realization of novel polymer nanocomposites with enhanced functionalities and prospects of applications in the fields related to nanophotonics. The development of inorganic/polymer nanocomposites is a rapidly expanding multidisciplinary research area with profound industrial applications. The incorporation of suitable inorganic nanoparticles can endow the resulting nanocomposites with excellent electrical, optical and mechanical properties. The first chapter gives a general introduction to nanotechnology, nanocomposites and conducting polymers. It also emphasizes the significance of ZnO among other semiconductor materials, which forms the inorganic filler in the polymer nanocomposites of the present study. This chapter also gives general ideas on the properties and applications of conducting polymers with special reference to polypyrrole. The objectives of the present investigations are also clearly addressed in this chapter. The second chapter deals with the theoretical aspects and details of all the experimental techniques used in the present work for the synthesis of polymer nanocomposites and polypyrrole samples and their various characterizations. Chapter 3 is based on the preparation and properties of ZnO/Polystyrene nanocomposite film samples. The optical properties of these nanocomoposite films are discussed in detail.Chapter 4 deals with the detailed investigations on the dependence of the optical properties of ZnO/PS nanocomposite films on the size of the nanostructured ZnO filler material. The excellent UV shielding properties of these nanocomposite films form the highlight of this chapter. Chapter 5 gives a detailed analysis of the nonlinear optical properties of ZnO/PS nanocomposite films using Z scan technique. The effect of ZnO particle size in the composite films on the nonlinear properties is discussed. The present study involves two phases of research activities. In the first phase, the linear and nonlinear optical properties of ZnO/polymer nanocomposites are investigated in detail. The second phase of work is centered on the synthesis and related studies on highly crystalline polypyrrole films. In the present study, nanosized ZnO is synthesized using wet chemical method at two different temperatures

Design and Development of data mining models for the predictions of manpower placement in the technical Domain

Data mining is one of the hottest research areas nowadays as it has got wide variety of applications in common man’s life to make the world a better place to live. It is all about finding interesting hidden patterns in a huge history data base. As an example, from a sales data base, one can find an interesting pattern like “people who buy magazines tend to buy news papers also” using data mining. Now in the sales point of view the advantage is that one can place these things together in the shop to increase sales. In this research work, data mining is effectively applied to a domain called placement chance prediction, since taking wise career decision is so crucial for anybody for sure. In India technical manpower analysis is carried out by an organization named National Technical Manpower Information System (NTMIS), established in 1983-84 by India's Ministry of Education & Culture. The NTMIS comprises of a lead centre in the IAMR, New Delhi, and 21 nodal centres located at different parts of the country. The Kerala State Nodal Centre is located at Cochin University of Science and Technology. In Nodal Centre, they collect placement information by sending postal questionnaire to passed out students on a regular basis. From this raw data available in the nodal centre, a history data base was prepared. Each record in this data base includes entrance rank ranges, reservation, Sector, Sex, and a particular engineering. From each such combination of attributes from the history data base of student records, corresponding placement chances is computed and stored in the history data base. From this data, various popular data mining models are built and tested. These models can be used to predict the most suitable branch for a particular new student with one of the above combination of criteria. Also a detailed performance comparison of the various data mining models is done.This research work proposes to use a combination of data mining models namely a hybrid stacking ensemble for better predictions. A strategy to predict the overall absorption rate for various branches as well as the time it takes for all the students of a particular branch to get placed etc are also proposed. Finally, this research work puts forward a new data mining algorithm namely C 4.5 * stat for numeric data sets which has been proved to have competent accuracy over standard benchmarking data sets called UCI data sets. It also proposes an optimization strategy called parameter tuning to improve the standard C 4.5 algorithm. As a summary this research work passes through all four dimensions for a typical data mining research work, namely application to a domain, development of classifier models, optimization and ensemble methods.

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

A study on fuzzy semi inner product spaces

Mathematical models are often used to describe physical realities. However, the physical realities are imprecise while the mathematical concepts are required to be precise and perfect. Even mathematicians like H. Poincare worried about this. He observed that mathematical models are over idealizations, for instance, he said that only in Mathematics, equality is a transitive relation. A first attempt to save this situation was perhaps given by K. Menger in 1951 by introducing the concept of statistical metric space in which the distance between points is a probability distribution on the set of nonnegative real numbers rather than a mere nonnegative real number. Other attempts were made by M.J. Frank, U. Hbhle, B. Schweizer, A. Sklar and others. An aspect in common to all these approaches is that they model impreciseness in a probabilistic manner. They are not able to deal with situations in which impreciseness is not apparently of a probabilistic nature. This thesis is confined to introducing and developing a theory of fuzzy semi inner product spaces.

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.

Bioeconomic Evaluation of Semi-intensive Shrimp Farming in Kerala

Penaeid shrimps are, perhaps, the most important fishery resource of the coastal waters of our country. Their exceptionally tasty. protein-rich flesh tops any seafood in foreign exchange earnings. No wonder, the demand of shrimp, the "Pinkish Gold of the Sea" (MPEDA. 1992). is increasing in the world market. The study of the growth of an organism is important in understanding the conditions under which optimum growth occurs. It is also important in getting an insight into the various factors that influence growth. Studies on the growth pattern of commercially important species of shrimp and of the factors that influence their growth rate are essential for the successful cultivation of shrimps.

A study on fuzzy semi inner product spaces

Mathematical models are often used to describe physical realities. However, the physical realities are imprecise while the mathematical concepts are required to be precise and perfect. The 1st chapter give a brief summary of the arithmetic of fuzzy real numbers and the fuzzy normed algebra M(I). Also we explain a few preliminary definitions and results required in the later chapters. Fuzzy real numbers are introduced by Hutton,B [HU] and Rodabaugh, S.E[ROD]. Our definition slightly differs from this with an additional minor restriction. The definition of Clementina Felbin [CL1] is entirely different. The notations of [HU]and [M;Y] are retained inspite of the slight difference in the concept.the 3rd chapter In this chapter using the completion M'(I) of M(I) we give a fuzzy extension of real Hahn-Banch theorem. Some consequences of this extension are obtained. The idea of real fuzzy linear functional on fuzzy normed linear space is introduced. Some of its properties are studied. In the complex case we get only a slightly weaker analogue for the Hahn-Banch theorem, than the one [B;N] in the crisp case