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.

Complexation and ion removal studies of a polystyrene anchored Schiff base

This paper reports the synthesis of a series of six new polystyrene anchored metal complexes of Co(II), Fe(III), Ni(II), Cu(II), Zn(II), and dioxouanium(VI) using the polystyrene anchored Schiff base of 2-nitrobenzaldehyde and the corresponding metal salts. The metal salts used were anhydrous FeCl3, CoCl2 Æ 6H2O, Ni(CH3COO)2 Æ 4H2O, Cu(CH3- COO)2 Æ H2O, Zn(CH3COO)2 Æ 2H2O, and UO2(CH3COO) Æ 2H2O. Physico chemical characterizations have been made from diffuse reflectance and vibrational spectra, elemental analysis, magnetic measurements, and TG studies. The elemental analysis suggest a 1:2 metal:ligand ratio when the complexation has carried out at 70 C for about 12 h reflux. The ligand is monodentate and coordinates through the azomethine nitrogen. The Fe(III), Co(II), Ni(II), and Cu(II) complexes are all paramagnetic whereas Zn(II) and U(VI) are diamagnetic. Zn(II) is assigned a tetrahedral structure, Cu(II) and Co(II) are assigned a square planar structure and Fe(III), Ni(II), and U(VI) are all assigned an octahedral structure. The polystyrene anchored ligand has been developed as an excellent reagent for the removal of Cu(II). Optimum conditions have been developed for the removal of metal ion from solutions by studying the effect of change of concentration of metal ion, ligand, effect of pH, time of reflux, and interference effect of other ions. It was found that within a span of 20 min it is possible to remove 90% of the metal ion from a 30 ppm metal ion solution in the pH range 4–5.5.

Structure Absorption Spectra Correlation in a Series of 2,6-Dimethyl-4-arylpyrylium Salts

A combined experimental and theoretical study of the absorption spectra of a group of closely related pyrylium perchlorates 1-11 are presented. Minor changes in the position of the substituents lead to drastic changes in the absorption spectra in this series of compounds. We have attempted to explain the observed changes using the x,y-band notation developed by Balaban and co-workers. Absorption spectra of all compounds are compared with results from time-dependent density functional theory (TDDFT) and Zerner’s intermediate neglect of differential overlap (ZINDO/S) level calculations. Results of the calculations are in good agreement with experimental observations and an interesting correlation between Balaban’s notations and the MO transitions are obtained for simple derivatives. It is suggested that for more complex systems such as R- and â-naphthyl substituted systems, the empirical method is not appropriate.

Thermodynamics of transfer of polar nonelectrolytes from water to aqueous salt solutions

The Setschenow parameter and thermodynamic parameters of transfer of a number of monosubstituted benzoic acids from water to different salt solutions have been reported. The data have been rationalized by considering the structure breaking effects of the ions of the salts, the localised hydrolysis model, the internal pressure theory and Symons' theory of water structure.

Solubility of 4-Nitrobenzoic Acid in Water & Salt Solutions

Solubilities of 4-nitrobenzoic acid at 25°, 35° and 42°C have been determined in water and in the presence of several concentrations of electrolytes. The free energies, enthalpies and entropies of transfer are also reported. The data have been rationalized by considering the structure-breaking effects of the ions of the salts and the requirement of the localized hydrolysis model. The theory of Symons is not satisfactory to rationalise the experimental data.

Thermodynamic Parameters of Transfer of 2-Nitrobenzoic Acid & 3-Nitrobenzoic Acid from Water to Aqueous Salt Solutions

The Setschenow parameters of solubility in salt solutions and the thermodynamic parameters (25·C) of transfer from aqueous solution to aqueous salt solutions for 2-nitrobenzoic acid and 3-nitrobenzoic acid have been reported. The data have been rationalized on the basis of the localized hydrolysis model and the structure breaking action of ions of the electrolytes.

Thermodynamics of Transfer of Aminobenzoic Acids from Water to Aqueous Salt Solutions

The Setschenow parameter and thermodynamic parameters of transfer of 2- and 4-aminobenzoic acids from water to salt solutions have been reported. The results are discussed in terms of the structure- breaking effects of the ions of the salts, the localized hydrolysis model, and the internal pressure theory.

Investigation of nonlinear absorption and aggregation in aqueous solutions of rhodamine B using thermal lens technique

Thermal lensing effect was studied in aqueous solutions of rhodamine B using 532 nm, 9 ns pulses from a Nd:YAG laser. A low intensity He-Ne laser beam was used for probing the thermal lens. Results obtained show that it is appropriate to use this technique for studying nonlinear absorption processes like two photon absorption or excited state absorption and for analyzing dimerization equilibria.

Studies of nonlinear absorption and aggregation in aqueous solutions of rhodamine 6G using a transient thermal lens technique

Dual-beam transient thermal lens studies were carried out in aqueous solutions of rhodamine 6G using 532 nm pulses from a frequency-doubled Nd:YAG laser. The analysis of the observed data showed that the thermal lens method can effectively be utilized to study the nonlinear absorption and aggregation which are taking place in a dye medium.

Experimental investigation of optical limiting and thermal lensing in toluene solutions of C70

Optical limiting and thermal lensing studies are carried out in C70–toluene solutions. The measurements are performed using 9-ns pulses generated from a frequencydoubled Nd:YAG laser at 532 nm. Optical limiting studies in fullerene molecules lead to the conclusion that reverse saturable absorption is the major mechanism for limiting. Analysis of thermal lensing measurements showed a quadratic dependence of thermal lens signal on incident laser energy, which also supports the view that optical limiting in C70 arises due to sequential two-photon absorption via excited triplet state (reverse saturable absorption).

Characteristics of two-photon absorption in methanol solutions of Rhodamine 6G using laser induced pulsed photoacoustics

Two-photon absorption in methanol solutions of Rhodamine 6G is investigated by photoacoustics using the second harmonic of a pulsed Nd:YAG laser. Competition between one-photon and two-photon processes is observed, depending critically on the sample concentration and input light flux.

Application of laser beam deflection technique to study the diffusion process in electrolyte solutions

A simple method based on laser beam deflection to study the variation of diffusion coefficient with concentration in a solution is presented. When a properly fanned out laser beam is passed through a rectangular cell filled with solution having concentration gradient, the emergent beam traces out a curved pattern on a screen. By taking measurements on the pattern at different concentrations, the variation of diffusion coefficient with concentration can be determined.