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.

Planar UWB Antenna with Modified Slotted Ground Plane

A compact coplanar waveguide-fed (CPW) monopole antenna for ultra-wideband wireless communication is presented. The proposed antenna comprises of a CPW-fed beveled rectangular patch with a modified slotted ground. The overall size of the antenna is 30 mm 27 mm 1.6 mm. The lower edge of the band is attained by properly decoupling the resonant frequencies due to the extended ground plane and the beveled rectangular patch of the antenna. The upper edge of the radiating band is enhanced by beveling the ground plane corners near the feed point. Experimental results show that the designed antenna operates in the 2.7–12 GHz band, for S11 10 dB with a gain of 2.7–5 dBi. Both the frequency domain and time domain characteristics of the antenna are investigated using antenna transfer function. It is observed that the antenna exhibits identical radiation patterns and reasonable transient characteristics over the entire operating band

Excitation wavelength dependence of energy transfer in dye mixture doped polymer optical fibre preforms

Dependence of energy transfer parameters on excitation wavelength has been investigated in poly (methyl methacrylate) (PMMA) optical fibre preforms doped with C 540:Rh B dye mixture by studying the fluorescence intensity and the lifetime variations. A fluorescence spectrophotometer was used to record the excitation spectra of the samples for the emission wavelengths 495 and 580 nm. The fluorescence emission from the polymer rods was studied at four specific excitation wavelengths viz; 445, 465, 488 and 532 nm. The fluorescence lifetime of the donor molecule was experimentally measured in polymer matrix by time correlated single photon counting technique. The energy transfer rate constants and transfer efficiencies were calculated and their dependence on the acceptor concentration was analysed for three excitation wavelengths. It was found that any change in the excitation wavelength leads to significant variations in the quenching characteristics, which in turn affect the calculated energy transfer parameters.

Optical and Carrier Transport Properties of Cosputtered Zn–In–Sn–O Films and Their Applications to TFTs

The optical and carrier transport properties of amorphous transparent zinc indium tin oxide (ZITO)(a-ZITO) thin films and the characteristics of the thin-film transistors TFTs were examined as a function of chemical composition. The as-deposited films were very conductive and showed clear free carrier absorption FCA . The analysis of the FCA gave the effective mass value of 0.53 me and a momentum relaxation time of 3.9 fs for an a-ZITO film with Zn:In:Sn = 0.35:0.35:0.3. TFTs with the as-deposited channels did not show current modulation due to the high carrier density in the channels. Thermal annealing at 300°C decreased the carrier density and TFTs fabricated with the annealed channels operated with positive threshold voltages VT when Zn contents were 25 atom % or larger. VT shifted to larger negative values, and subthreshold voltage swing increased with decreasing the Zn content, while large on–off current ratios 107–108 were kept for all the Zn contents. The field effect mobilities ranged from 12.4 to 3.4 cm2 V−1 s−1 for the TFTs with Zn contents varying from 5 to 48 atom %. The role of Zn content is also discussed in relation to the carrier transport properties and amorphous structures.

Optical and electrical properties of amorphous zinc tin oxide thin films examined for thin film transistor application

Structural, electronic, and optical properties of amorphous and transparent zinc tin oxide films deposited on glass substrates by pulsed laser deposition (PLD) were examined for two chemical compositions of Zn:Sn=1:1 and 2:1 as a function of oxygen partial pressure PO2 used for the film deposition and annealing temperature. Different from a previous report on sputter-deposited films Chiang et al., Appl. Phys. Lett. 86, 013503 2005 , the PLD-deposited films crystallized at a lower temperature 450 °C to give crystalline ZnO and SnO2 phases. The optical band gaps Tauc gaps were 2.80−2.85 eV and almost independent of oxygen PO2 , which are smaller than those of the corresponding crystals 3.35−3.89 eV . Films deposited at low PO2 showed significant subgap absorptions, which were reduced by postthermal annealing. Hall mobility showed steep increases when carrier concentration exceeded threshold values and the threshold value depended on the film chemical composition. The films deposited at low PO2 2 Pa had low carrier concentrations. It is thought that the low PO2 produced high-density oxygen deficiencies and generated electrons, but these electrons were trapped in localized states, which would be observed as the subgap absorptions. Similar effects were observed for 600 °C crystallized films and their resistivities were increased by formation of subgap states due to the reducing high-temperature condition. High carrier concentrations and large mobilities were obtained in an intermediate PO2 region for the as-deposited films.

An analytical study of the power distribution pattterns of silica waveguides with high paraboloic cylindrical deformation

An attempt is made to determine the relative power distribution in a step-index parabolic cylindrical waveguide (PCW) with high deformation across the direction of propagation. The guide is assumed to be made of silica. The scalar field approximation is employed for the analysis under which a vanishing refractive-index (RI) difference in the waveguide materials is considered. Further, no approximation for folds- is used in the analytical treatment. Due to the geometry of such waceguides, PCWs lose the well-defined modal discreteness, and a kind of mode bunching is observed instead, which becomes much more prominent in PCWs with high bends. However, with the increase in cross-sectional size, the mode-bunching tendency is slightly reduced. The general expressions for power in the guiding and nonguiding sections are obtained, and the fractional power patterns in all of the sections are presented for PCWs of various cross-sectional dimensions. It is observed that the confinement of power in the core section is increased for PCWs of larger cross-sectional size. Moreover, a fairly uniform distribution of power is seen over the modes having intermediate values of propagation constants

Power characteristics of dielectric optical piet hein waveguides

A fairly rigorous analytical treatment of the power characteristics of dielectric optical waveguides with Piet Hein core-cross sectional geometry is presented in this paper. This kind of wareguide structure would be advantageous owing to the absence of corners, which are found in rectangular guides, resulting in undesirable loss (hit to the scattering of light. In order to simplify this theoretical approach. em approximation of vanishing refractive index difference between the guiding and the non-guiding sections is implemented. The variation eJ logarithmic power is shown for different dimensions of the core, corresponding to different azimuthal modal indices. It is found that the nutlet with higher index values carry less logaritlunic power in the lower tail of the propagation 's constant range, and this feature affects the higher tail. A better kind of uniformity of the power distribution is observed near the higher tail of the range of propagation Constants

A multiple-building diffraction attenuation function expressed in terms of UTD coefficients for microcellular communications

This work presents an explicit formulation for multiple- edge diffraction for mobile radiowave propagation in terms of uniform theory of diffraction (UTD) coefficients when a spherical incident wave is considered. This solution can be used in an UTD context and sharply reduces the computing time over existing formulation. Results can be applied in the planning of microcellular systems

Spectral and nonlinear optical characterization of ZnO nanocomposites

The spectral and nonlinear optical characteristics of nano ZnO and its composites are investigated. The fluorescence behaviour of nano colloids of ZnO has been studied as a function of the excitation wavelength and there is a red shift in emission peak with excitation wavelength. Apart from the observation of the reported ultra violet and green emissions, our results reveal that additional blue emissions at 420 nm and 490 nm are developed with increasing particle size. Systematic studies on nano ZnO have indicated the presence of luminescence due to excitonic emissions when excited with 255 nm as well as significant contribution from surface defect states when excited with 325 nm. In the weak confinement regime, the third-order optical susceptibility χ(3) increases with increasing particle size (R) and annealing temperature (T) and a R2 and T2.5 dependence of χ(3) is obtained for nano ZnO. ZnO nanocolloids exhibit induced absorption whereas the self assembled films of ZnO exhibit saturable absorption due to saturation of linear absorption of ZnO defect states and electronic effects. ZnO nanocomposites exhibit negative nonlinear index of refraction which can be attributed to two photon absorption followed by weak free carrier absorption. The increase of the third-order nonlinearity in the composites can be attributed to the enhancement of exciton oscillator strength. The nonlinear response of ZnO nanocomposites is wavelength dependent and switching from induced absorption to saturable absorption has been observed at resonant wavelengths. Such a change-over is related to the interplay of plasmon/exciton band bleach and optical limiting mechanisms. This study is important in identifying the spectral range and the composition over which the nonlinear material acts as an optical limiter. ZnO based nanocomposites are potential materials for enhanced and tunable light emission and for the development of nonlinear optical devices with a relatively small optical limiting threshold.

Thermochemistry of Charge-Transfer Complexes of 7,7,8,8-Tetracyanoquinodimethane with Benzene and Its Chloro Derivatives

The enthalpies of formation of charge-transfer complexes of benzene, chlorobenzene, and 1,3-dichlorobenzene as donors with 7,7,8,8-tetracyanoquinodimethane as acceptor were determined. The thermochemical data show an increased stability of charge-transfer complexes of donors with permanent dipole moment. The results confirm the importance of electrostatic forces in bonding and stabilizing weak complexes. The approximate formation constants of the complexes are also reported.

Optical absorption studies of free (H2Pc) and rare earth (RePc) phthalocyanine doped borate glasses

Optical absorption studies of free base and rare earth incorporated phthalocyanine doped borate glass matrix are reported for the first lime. The absorption spectra recorded in the UV- VIS region show two well defined absorption bands of phthalocyanine (Pc) molecule, namely the Soret band (B) and the Q band. The Q band always shows its characteristic splitting in all the doped glass matrices and the intensities of these components are found to vary from one Pc to another. Some of the important optical parameters, namely optical absorption coefficient (a), molar extinction coefficient (ε), absorption cross section (σa), oscillator strength (f), electric dipole strength (q2), absorption half bandwidth (Δλ) of the principal optical transitions have also been evaluated. Moreover, the spectral dependence of refractive index (n) and thereby the optical dielectric constant (ε) on wavelength yielded values of carrier concentration to effective mass ratio (N/m*) of the phthalocyanine molecule in the present glassy systems. Optical band gap (Eg) and width of the band tail (Et) are computed and their variations among the prepared samples are also discussed.

Realization of Optical Logic Gates Using the Thermal Lens Effect

A sensitive method based on the principle of photothermal phenomena to realize optical logic gates is presented. A dual beam thermal lens method using low power cw lasers in a dye-doped polymer can be very effectively used as an alternate technique to perform the logical function such as NAND, AND and OR.

Thermal lens technique to study the effect of pH on electronic energy transfer in organic dye mixtures.

The effect of pH on the fluorescence efficiency of fluorescein is evaluated using thermal lens technique. Fluorescence efficiency increases as the sample becomes more and more alkaline. But when fluorescein is mixed with rhodamine B fluorescence quenching of fluorescein takes place with the excitation of rhodamine B. The electronic energy transfer in this mixture is investigated using Optical Parametric Oscillator as the excitation source. The effect of pH on the efficiency of energy transfer in fluorescein–rhodamine B mixture is presented.

A comparative study of energy transfer in dye mixtures in monomer and polymer matrices under pulsed laser excitation

This study was conducted to identify the concentration dependence of the operating wavelengths and the relative intensities in which a dye mixture doped polymer optical fibre can operate. A comparative study of the radiative and Forster type energy transfer processes in Coumarin 540:Rhodamine 6G, Coumarin 540:Rhodamine B and Rhodamine 6G:Rhodamine B in methyl methacrylate (MMA) and poly(methyl methacrylate) (PMMA) was done by fabricating a series of dye mixture doped polymer rods which have two emission peaks with varying relative intensities. These rods can be used as preforms for the fabrication of polymer optical fibre amplifiers operating in the multi-wavelength regime. The 445 nm line from an Nd:YAG pumped optical parametric oscillator (OPO) was used as the excitation source for the first two dye pairs and a frequency doubled Nd:YAG laser emitting at 532 nm was used to excite the Rh 6G:Rh B pair. The fluorescence lifetimes of the donor molecule in pure form as well as in the mixtures were experimentally measured in both monomer and polymer matrices by time-correlated single photon counting technique. The energy transfer rate constants and transfer efficiencies were calculated and their dependence on the acceptor concentration was analysed. It was found that radiative energy transfer mechanisms are more efficient in all the three dye pairs in liquid and solid matrices.

Side illumination fluorescence emission characteristics from a dye doped polymer optical fiber under two-photon excitation.

Two-photon excited (TPE) side illumination fluorescence studies in a Rh6G-RhB dye mixture doped polymer optical fiber (POF) and the effect of energy transfer on the attenuation coefficient is reported. The dye doped POF is pumped sideways using 800 nm, 70 fs laser pulses from a Ti:sapphire laser, and the TPE fluorescence emission is collected from the end of the fiber for different propagation distances. The fluorescence intensity of RhB doped POF is enhanced in the presence of Rh6G as a result of energy transfer from Rh6G to RhB. Because of the reabsorption and reemission process in dye molecules, an effective energy transfer is observed from the shorter wavelength part of the fluorescence spectrum to the longer wavelength part as the propagation distance is increased in dye doped POF. An energy transfer coefficient is found to be higher at shorter propagation distances compared to longer distances. A TPE fluorescence signal is used to characterize the optical attenuation coefficient in dye doped POF. The attenuation coefficient decreases at longer propagation distances due to the reabsorption and reemission process taking place within the dye doped fiber as the propagation distance is increased.