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.

Numerical Investigations on Soil Structure Interaction of Multistorey Frames

Frames are the most widely used structural system for multistorey buildings. A building frame is a three dimensional discrete structure consisting of a number of high rise bays in two directions at right angles to each other in the vertical plane. Multistorey frames are a three dimensional lattice structure which are statically indeterminate. Frames sustain gravity loads and resist lateral forces acting on it. India lies at the north westem end of the Indo-Australian tectonic plate and is identified as an active tectonic area. Under horizontal shaking of the ground, horizontal inertial forces are generated at the floor levels of a multistorey frame. These lateral inertia forces are transferred by the floor slab to the beams, subsequently to the columns and finally to the soil through the foundation system. There are many parameters that affect the response of a structure to ground excitations such as, shape, size and geometry of the structure, type of foundation, soil characteristics etc. The Soil Structure Interaction (SS1) effects refer to the influence of the supporting soil medium on the behavior of the structure when it is subjected to different types of loads. Interaction between the structure and its supporting foundation and soil, which is a complete system, has been modeled with finite elements. Numerical investigations have been carried out on a four bay, twelve storeyed regular multistorey frame considering depth of fixity at ground level, at characteristic depth of pile and at full depth. Soil structure interaction effects have been studied by considering two models for soil viz., discrete and continuum. Linear static analysis has been conducted to study the interaction effects under static load. Free vibration analysis and further shock spectrum analysis has been conducted to study the interaction effects under time dependent loads. The study has been extended to four types of soil viz., laterite, sand, alluvium and layered.The structural responses evaluated in the finite element analysis are bending moment, shear force and axial force for columns, and bending moment and shear force for beams. These responses increase with increase in the founding depth; however these responses show minimal increase beyond the characteristic length of pile. When the soil structure interaction effects are incorporated in the analysis, the aforesaid responses of the frame increases upto the characteristic depth and decreases when the frame has been analysed for the full depth. It has been observed that shock spectrum analysis gives wide variation of responses in the frame compared to linear elastic analysis. Both increase and decrease in responses have been observed in the interior storeys. The good congruence shown by the two finite element models viz., discrete and continuum in linear static analysis has been absent in shock spectrum analysis.

Weather and climate of Penisular India modulated by Extrinsic factors- Empirical and Numerical Perspectives

The Doctoral thesis focuses on the factors that influence the weather and climate over Peninsular Indias. The first chapter provides a general introduction about the climatic features over peninsular India, various factors dealt in subsequent chapters, such as solar forcing on climate, SST variability in the northern Indian Ocean and its influence on Indian monsoon, moisture content of the atmosphere and its importance in the climate system, empirical formulation of regression forecast of climate and some aspects of regional climate modeling. Chapter 2 deals with the variability in the vertically integrated moisture (VIM) over Peninsular India on various time scales. The third Chapter discusses the influence of solar activity in the low frequency variability in the rainfall of Peninsular India. The study also investigates the influence of solar activity on the horizontal and vertical components of wind and the difference in the forcing before and after the so-called regime shift in the climate system before and after mid-1970s.In Chapter 4 on Peninsular Indian Rainfall and its association with meteorological and oceanic parameters over adjoining oceanic region, a linear regression model was developed and tested for the seasonal rainfall prediction of Peninsular India.

Raman and infrared spectral analysis of thallium niobyl phosphates: Tl2NbO2PO4, Tl3NaNb4O9(PO4)2 and TlNbOP2O7

Raman and infrared spectra of Tl2NbO2PO4, Tl3NaNb4O9(PO4)2 and TlNbOP2O7 are reported. The observed bands are assigned in terms of vibrations of NbO6 octahedra and PO4 tetrahedra in the first two compounds and in terms of NbO6 octahedra and P2O7 4− anion in the third compound. The NbO6 octahedra in all the title compounds are found to be corner-shared and distorted. The higher wavenumber values of the ν1 (NbO6) mode and other stretching modes indicate that the NbO6 octahedra in them are distorted in the order TlNbOP2O7 > Tl2NbO2PO4 > Tl3NaNb4O9(PO4)2. The splitting of the ν3 (PO4) mode indicates that PO4 tetrahedra is distorted more in Tl2NbO2PO4 than in Tl3NaNb4O9(PO4)2. The symmetry of P2O7 4− anion in TlNbOP2O7 is lowered. Bands indicate that the P–O–P bridge in the above compound has a bent P–O–P bridge configuration

Tunable diode Laser Absorption Spectroscopy ,Nir Overtone and Life Studies of Some Organic Compound

The present work is mainly concentrated on setting up a NIR tunable diode laser absorption (TDLA) spectrometer for high-resolution molecular spectroscopic studies. For successfully recording the high-resolution tunable diode laser spectrum, various experimental considerations are to be taken into account like the setup should be free from mechanical vibrations, sample should be kept at a low pressure, laser should be in a single mode operation etc. The present experimental set up considers all these factors. It is to be mentioned here that the setting up of a high resolution NIR TDLA spectrometer is a novel experiment requiring much effort and patience. The analysis of near infrared (NIR) vibrational overtone spectra of some substituted benzene compounds using local mode model forms another part of the present work. An attempt is made to record the pulsed laser induced fluorescence/Raman spectra of some organic compounds. A Q-switched Nd:YAG laser is used as the excitation source. A TRIAX monochromator and CCD detector is used for the spectral recording. The observed fluorescence emission for carbon disulphide is centered at 680 nm; this is assigned as due to the n, p* transition. Aniline also shows a broad fluorescence emission centered at 725 nm, which is due to the p,p* transition. The pulsed laser Raman spectra of some organic compounds are also recorded using the same experimental setup. The calibration of the set up is done using the laser Raman spectra of carbon tetrachloride and carbon disulphide. The observed laser Raman spectra for aniline, o-chloroaniline and m-chlorotoluene show peaks characteristics of the aromatic ring in common and the characteristics peaks due to the substitutuent groups. Some new peaks corresponding to low-lying vibrations of these molecules are also assigned

Spatial analysis of C2 band emission from laser produced plasma

Time and space resolved spectroscopic studies of the molecular band emission from C2 are performed in the plasma produced by irradiating a graphite target with 1:06 m radiation from a Q-switched Nd:YAG laser. High-resolution spectra are recorded from points located at distances up to 15 mm from the target in the presence of ambient helium gas pressure. Depending on the laser irradiance, time of observation and position of the sampled volume of the plasma the features of the emission spectrum are found to change drastically. The vibrational temperature and population distribution in the different vibrational levels of C2 molecules have been evaluated as a function of distance for different time delays and laser irradiance. It is also found that the vibrational temperature of C2 molecules decreases with increasing helium pressure.

Recurrence Quantification Analysis of System Signals for Detecting Tool and Chatter in Turning

In this thesis, the applications of the recurrence quantification analysis in metal cutting operation in a lathe, with specific objective to detect tool wear and chatter, are presented.This study is based on the discovery that process dynamics in a lathe is low dimensional chaotic. It implies that the machine dynamics is controllable using principles of chaos theory. This understanding is to revolutionize the feature extraction methodologies used in condition monitoring systems as conventional linear methods or models are incapable of capturing the critical and strange behaviors associated with the metal cutting process.As sensor based approaches provide an automated and cost effective way to monitor and control, an efficient feature extraction methodology based on nonlinear time series analysis is much more demanding. The task here is more complex when the information has to be deduced solely from sensor signals since traditional methods do not address the issue of how to treat noise present in real-world processes and its non-stationarity. In an effort to get over these two issues to the maximum possible, this thesis adopts the recurrence quantification analysis methodology in the study since this feature extraction technique is found to be robust against noise and stationarity in the signals.The work consists of two different sets of experiments in a lathe; set-I and set-2. The experiment, set-I, study the influence of tool wear on the RQA variables whereas the set-2 is carried out to identify the sensitive RQA variables to machine tool chatter followed by its validation in actual cutting. To obtain the bounds of the spectrum of the significant RQA variable values, in set-i, a fresh tool and a worn tool are used for cutting. The first part of the set-2 experiments uses a stepped shaft in order to create chatter at a known location. And the second part uses a conical section having a uniform taper along the axis for creating chatter to onset at some distance from the smaller end by gradually increasing the depth of cut while keeping the spindle speed and feed rate constant.The study concludes by revealing the dependence of certain RQA variables; percent determinism, percent recurrence and entropy, to tool wear and chatter unambiguously. The performances of the results establish this methodology to be viable for detection of tool wear and chatter in metal cutting operation in a lathe. The key reason is that the dynamics of the system under study have been nonlinear and the recurrence quantification analysis can characterize them adequately.This work establishes that principles and practice of machining can be considerably benefited and advanced from using nonlinear dynamics and chaos theory.

Spectral Analysis of Bounded Self-adjoint operators - A Linear Algebraic Approach

This thesis Entitled Spectral theory of bounded self-adjoint operators -A linear algebraic approach.The main results of the thesis can be classified as three different approaches to the spectral approximation problems. The truncation method and its perturbed versions are part of the classical linear algebraic approach to the subject. The usage of block Toeplitz-Laurent operators and the matrix valued symbols is considered as a particular example where the linear algebraic techniques are effective in simplifying problems in inverse spectral theory. The abstract approach to the spectral approximation problems via pre-conditioners and Korovkin-type theorems is an attempt to make the computations involved, well conditioned. However, in all these approaches, linear algebra comes as the central object. The objective of this study is to discuss the linear algebraic techniques in the spectral theory of bounded self-adjoint operators on a separable Hilbert space. The usage of truncation method in approximating the bounds of essential spectrum and the discrete spectral values outside these bounds is well known. The spectral gap prediction and related results was proved in the second chapter. The discrete versions of Borg-type theorems, proved in the third chapter, partly overlap with some known results in operator theory. The pure linear algebraic approach is the main novelty of the results proved here.

Laser Spectroscopy: TDLAS instrumentation and NIR analysis of some organic materials

Near-infrared spectroscopy can be a workhorse technique for materials analysis in industries such as agriculture, pharmaceuticals, chemicals and polymers. A near-infrared spectrum represents combination bands and overtone bands that are harmonics of absorption frequencies in the mid-infrared. Near-infrared absorption includes a combination-band region immediately adjacent to the mid-infrared and three overtone regions. All four near-infrared regions contain "echoes" of the fundamental mid-infrared absorptions. For example, vibrations in the mid-infrared due to the C-H stretches will produce four distinct bands in each of the overtone and combination regions. As the bands become more removed from the fundamental frequencies they become more widely separated from their neighbors, more broadened and are dramatically reduced in intensity. Because near-infrared bands are much less intense, more of the sample can be used to produce a spectra and with near-infrared, sample preparation activities are greatly reduced or eliminated so more of the sample can be utilized. In addition, long path lengths and the ability to sample through glass in the near-infrared allows samples to be measured in common media such as culture tubes, cuvettes and reaction bottles. This is unlike mid-infrared where very small amounts of a sample produce a strong spectrum; thus sample preparation techniques must be employed to limit the amount of the sample that interacts with the beam. In the present work we describe the successful the fabrication and calibration of a linear high resolution linear spectrometer using tunable diode laser and a 36 m path length cell and meuurement of a highly resolved structure of OH group in methanol in the transition region A v =3. We then analyse the NIR spectrum of certain aromatic molecules and study the substituent effects using local mode theory

NIR Spectroscopic and Laser Induced Fluorescence studies of some organic molecules

Vibrational overtone spectroscopy of molecules containing X-H oscillators (X = C, N, O...) has become an effective tool for the study of molecular structure, dynamics, inter and intramolecular interactions, conformational aspects and substituent effects in aliphatic and aromatic compounds. In the present work, the author studied the NIR overtone spectra of some liquid phase organic compounds. The analysis of the CH, NH and OH overtones yielded important structural information about these systems. In an attempt to get information on electronic energy levels, we studied the pulsed Nd:YAG laser induced fluorescence spectra of certain organic compounds. The pulsed laser Raman spectra of some organic compounds are also studied. The novel high resolution technique of near infrared tunable diode laser absorption spectroscopy (TDLAS) is used to record the rotational structure of the second OH overtone spectrum of 2-propanol. The spectral features corresponding to the different molecular conformations could be identified from the high resolution spectrum. The whole work described in this thesis is divided into five chapters.

Infrared and polarized Raman spectra of Cu(HSeO3)2 • H20 single crystal

Infrared and polarized Raman spectra of Cu(HSeO3) 2 - H20 single crystal have been recorded and analysed. The appearance of non-degenerate Se-OH stretching vibrations in the ~x: and ~y: polarizations of Raman spectra indicate distortion of the HSeO~- ion in the Cu(HSeO3)2 - H20 crystal. The low wavenumber values obtained for the symmetric and asymmetric stretching vibrations of the HSeO 3 ion are consistent with the strong hydrogen bonding and the influence of Jahn-Teller distortion as predicted in X-ray diffraction data. The shifting of the stretching and bending vibrations of the hydroxyl groups and water molecules from the free state values also confirms the strong hydrogen bonding in this crystal. Broad bands observed for both stretching and bending regions become sharp in the Raman spectrum recorded at 77 K. A doublet appears for the Se-OH stretching mode at this temperature indicating the settling of protons in an ordered position and the absence of intrabond proton tunnelling

FT-IR and FT-Raman study of Nasicon type phosphates, ASnFe(PO4)3 [A=Na2, Ca, Cd]

FT-Raman and FT-IR spectra of ASnFe(PO4)3 [A=Na2, Ca, Cd] were recorded and analyzed. The bands were assigned in terms of the vibrational group frequencies of SnO6 octahedral and PO4 tetrahedral. The spectral analysis shows that the symmetry of corner shared octahedral (SnO6) and the tetrahedral (PO4) are lowered from their free ion symmetry state. The presence of Fe3+ ions disrupts the S–N–O–S–N chain in the structure. This causes distortion of SnO6 and PO4 in the structure of all the compounds. Also it is seen that there are two distinct PO4 tetrahedra of different P–O bond lengths. One of these tetrahedra is linearly distorted in all the title compounds. The PO4 frequencies and bond lengths are calculated theoretically and are in agreement with the experimental values. The presence of PO4 polyanion in the structure can reduce the redox energy and hence reduce the metal oxygen covalency strength in the structure

Temperature dependent polarized Raman spectra of nonaaqualanthanoid (Pr) single crystal

Polarized Raman spectral changes with respect to temperature were investigated for Pr(BrO3)3·9H2O single crystals. FTIR spectra of hydrated and deuterated analogues were also recorded and analysed. Temperature dependent Raman spectral variation have been explained with the help of the thermograms recorded for the crystal. Factor group analysis could propose the appearance ofBrO3 ions at sites corresponding to C3v (4) and D3h (2). Analysis of the vibrational bands at room temperature confirms a distorted C3v symmetry for the BrO3 ion in the crystal. From the vibrations of water molecules, hydrogen bonds of varying strengths have also been identified in the crystal. The appearance υ1 mode of BrO3− anion at lower wavenumber region is attributed to the attachment of hydrogen atoms to the BrO3− anion. At high temperatures, structural rearrangement is taking place for bothH2Omolecule and BrO3 ions leading to the loss ofwater molecules and structural reorientation of bromate ions causing phase transition of the crystal at the temperature of 447 K.

Photoluminescence Studies Of Microwave Assisted Synthesized Zno Micro Structures

ZnO micro particles in the range 0.4-0.6 μm were synthesized by microwave irradiation method. The XRD analysis reveals that the sample is in the wurtzite phase with orientation along the (101) plane. SAED pattern of the sample reveals the single crystalline nature of the micro grains. TEM images show the formation of cylindrical shaped ZnO micro structures with hexagonal faces. The optical phonon modes were slightly shifted in the Raman spectrum,attributed to the presence of various crystalline defects and laser induced local heating at the grain boundaries. A broad transmission profile was observed in the FTIR spectrum from 1550-3400 cm-1 which falls in the atmospheric transparency window region. PL spectrum centered at 500 nm with a broad band in the region 420-570 nm comprised of different emission peaks attributed to transition between defect levels. Various emission levels in the sample were expliained with a band diagram