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 the generalized obnoxious center problem: antimedian subsets

The set of vertices that maximize (minimize) the remoteness is the antimedian (median) set of the profile. It is proved that for an arbitrary graph G and S V (G) it can be decided in polynomial time whether S is the antimedian set of some profile. Graphs in which every antimedian set is connected are also considered.

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

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

A Study of Single Stage Semi‐Dry Anaerobic Digestion of Organic Fraction of Municipal Solid Waste

Solid waste generation is a natural consequence of human activity and is increasing along with population growth, urbanization and industrialization. Improper disposal of the huge amount of solid waste seriously affects the environment and contributes to climate change by the release of greenhouse gases. Practicing anaerobic digestion (AD) for the organic fraction of municipal solid waste (OFMSW) can reduce emissions to environment and thereby alleviate the environmental problems together with production of biogas, an energy source, and digestate, a soil amendment. The amenability of substrate for biogasification varies from substrate to substrate and different environmental and operating conditions such as pH, temperature, type and quality of substrate, mixing, retention time etc. Therefore, the purpose of this research work is to develop feasible semi-dry anaerobic digestion process for the treatment of OFMSW from Kerala, India for potential energy recovery and sustainable waste management. This study was carried out in three phases in order to reach the research purpose. In the first phase, batch study of anaerobic digestion of OFMSW was carried out for 100 days at 32°C (mesophilic digestion) for varying substrate concentrations. The aim of this study was to obtain the optimal conditions for biogas production using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The optimum conditions for maximizing the biogas yield were a substrate concentration of 99 g/l, an initial pH of 6.5 and TOC of 20.32 g/l. AD of OFMSW with optimized substrate concentration of 99 g/l [Total Solid (TS)-10.5%] is a semi-dry digestion system .Under the optimized condition, the maximum biogas yield was 53.4 L/kg VS (volatile solid).. In the second phase, semi-dry anaerobic digestion of organic solid wastes was conducted for 45 days in a lab-scale batch experiment for substrate concentration of 100 g/l (TS-11.2%) for investigating the start-up performances under thermophilic condition (50°C). The performance of the reactor was evaluated by measuring the daily biogas production and calculating the degradation of total solids and the total volatile solids. The biogas yield at the end of the digestion was 52.9 L/kg VS for the substrate concentration of 100 g/l. About 66.7% of volatile solid degradation was obtained during the digestion. A first order model based on the availability of substrate as the limiting factor was used to perform the kinetic studies of batch anaerobic digestion system. The value of reaction rate constant, k, obtained was 0.0249 day-1. A laboratory bench scale reactor with a capacity of 36.8 litres was designed and fabricated to carry out the continuous anaerobic digestion of OFMSW in the third phase. The purpose of this study was to evaluate the performance of the digester at total solid concentration of 12% (semi-dry) under mesophlic condition (32°C). The digester was operated with different organic loading rates (OLRs) and constant retention time. The performance of the reactor was evaluated using parameters such as pH, volatile fatty acid (VFA), alkalinity, chemical oxygen demand (COD), TOC and ammonia-N as well as biogas yield. During the reactor’s start-up period, the process is stable and there is no inhibition occurred and the average biogas production was 14.7 L/day. The reactor was fed in continuous mode with different OLRs (3.1,4.2 and 5.65 kg VS/m3/d) at constant retention time of 30 days. The highest volatile solid degradation of 65.9%, with specific biogas production of 368 L/kg VS fed was achieved with OLR of 3.1 kg VS/m3/d. Modelling and simulation of anaerobic digestion of OFMSW in continuous operation is done using adapted Anaerobic Digestion Model No 1 (ADM1).The proposed model, which has 34 dynamic state variables, considers both biochemical and physicochemical processes and contains several inhibition factors including three gas components. The number of processes considered is 28. The model is implemented in Matlab® version 7.11.0.584(R2010b). The model based on adapted ADM1 was tested to simulate the behaviour of a bioreactor for the mesophilic anaerobic digestion of OFMSW at OLR of 3.1 kg VS/m3/d. ADM1 showed acceptable simulating results.