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.

Detection of microcalcifications in mammograms using local maxima andadaptive wavelet transform analysis

A method for computer- aided diagnosis of micro calcification clusters in mammograms images presented . Micro calcification clus.eni which are an early sign of bread cancer appear as isolated bright spots in mammograms. Therefore they correspond to local maxima of the image. The local maxima of the image is lint detected and they are ranked according to it higher-order statistical test performed over the sub band domain data

Finite Element Analysis of Warship Structures

Warships are generally sleek, slender with V shaped sections and block coefficient below 0.5, compared to fuller forms and higher values for commercial ships. They normally operate in the higher Froude number regime, and the hydrodynamic design is primarily aimed at achieving higher speeds with the minimum power. Therefore the structural design and analysis methods are different from those for commercial ships. Certain design guidelines have been given in documents like Naval Engineering Standards and one of the new developments in this regard is the introduction of classification society rules for the design of warships.The marine environment imposes subjective and objective uncertainties on ship structure. The uncertainties in loads, material properties etc.,. make reliable predictions of ship structural response a difficult task. Strength, stiffness and durability criteria for warship structures can be established by investigations on elastic analysis, ultimate strength analysis and reliability analysis. For analysis of complicated warship structures, special means and valid approximations are required.Preliminary structural design of a frigate size ship has been carried out . A finite element model of the hold model, representative of the complexities in the geometric configuration has been created using the finite element software NISA. Two other models representing the geometry to a limited extent also have been created —- one with two transverse frames and the attached plating alongwith the longitudinal members and the other representing the plating and longitudinal stiffeners between two transverse frames. Linear static analysis of the three models have been carried out and each one with three different boundary conditions. The structural responses have been checked for deflections and stresses against the permissible values. The structure has been found adequate in all the cases. The stresses and deflections predicted by the frame model are comparable with those of the hold model. But no such comparison has been realized for the interstiffener plating model with the other two models.Progressive collapse analyses of the models have been conducted for the three boundary conditions, considering geometric nonlinearity and then combined geometric and material nonlinearity for the hold and the frame models. von Mises — lllyushin yield criteria with elastic-perfectly plastic stress-strain curve has been chosen. ln each case, P-Delta curves have been generated and the ultimate load causing failure (ultimate load factor) has been identified as a multiple of the design load specified by NES.Reliability analysis of the hull module under combined geometric and material nonlinearities have been conducted. The Young's Modulus and the shell thickness have been chosen as the variables. Randomly generated values have been used in the analysis. First Order Second Moment has been used to predict the reliability index and thereafter, the probability of failure. The values have been compared against standard values published in literature.

Gender Bias and Caste Exclusion in Engineering Admission: Inferences from the Engineering Entrance Examination in Kerala

The major problem of the engineering entrance examination is the exclusion of certain sections of the society in social, economic, regional and gender dimensions. This has seldom been taken for analysis towards policy correction. To lessen this problem a minor policy shift was prepared in the year 2011 with a 50–50 proportion in academic marks and entrance marks. The impact of this change is yet to be scrutinized. The data for the study is obtained from the Nodal Centre of Kerala functioning at Cochin University of Science and Technology under the National Technical Manpower Information System and also estimated from the Centralized Allotment Process. The article focuses on two aspects of exclusion based on engineering entrance examination; gender centred as well as caste-linked. Rank order spectral density and Lorenz ratio are used to cognize the exclusion and inequality in community and gender levels in various performance scales. The article unfolds the fact that social status in society coupled with economic affordability to quality education seems to have significant influence in the performance of students in the Kerala engineering entrance examinations. But it also shows that there is wide gender disparity with respect to performance in the high ranking levels irrespective of social groups

A Variational Calculation of TE and TM Cutoff Wavenumbers in Circular Eccentric Guides by Conformal Mapping

The cutoff wavenumbers of higher order modes in circular eccentric guides are computed with the variational analysis combined with a conformal mapping. A conformal mapping is applied to the variational formulation, and the variational equation is solved by the finite-element method. Numerical results for TE and TM cutoff wavenumbers are presented for different distances between the centers and ratio of the radii. Comparisons with numerical results found in the literature validate the presented method

Photothermal Investigations on Certain Plasma Polymerized Thin Films and Near IR Overtone Studies of Some Organic Molecules

Photothermal effect refers to heating of a sample due to the absorption of electromagnetic radiation. Photothermal (PT) heat generation which is an example of energy conversion has in general three kinds of applications. 1. PT material probing 2. PT material processing and 3. PT material destruction. The temperatures involved increases from 1-. 3. Of the above three, PT material probing is the most important in making significant contribution to the field of science and technology. Photothermal material characterization relies on high sensitivity detection techniques to monitor the effects caused by PT material heating of a sample. Photothermal method is a powerful high sensitivity non-contact tool used for non-destructive thermal characterization of materials. The high sensitivity of the photothermal methods has led to its application for analysis of low absorbance samples. Laser calorimetry, photothermal radiometry, pyroelectric technique, photoacoustic technique, photothermal beam deflection technique, etc. come under the broad class ofphotothermal techniques. However the choice of a suitable technique depends upon the nature of the sample, purpose of measurement, nature of light source used, etc. The present investigations are done on polymer thin films employing photothermal beam deflection technique, for the successful determination of their thermal diffusivity. Here the sample is excited by a He-Ne laser (A = 6328...\ ) which acts as the pump beam. Due to the refractive index gradient established in the sample surface and in the adjacent coupling medium, another optical beam called probe beam (diode laser, A= 6500A ) when passed through this region experiences a deflection and 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 signal is suitably analysed for determining the thermal diffusivity.The production of polymer thin film samples has gained considerable attention for the past few years. Plasma polymerization is an inexpensive tool for fabricating organic thin films. It refers to formation of polymeric materials under the influence of plasma, which is generated by some kind of electric discharge. Here plasma of the monomer vapour is generated by employing radio frequency (MHz) techniques. Plasma polymerization technique results in homogeneous, highly adhesive, thermally stable, pinhole free, dielectric, highly branched and cross-linked polymer films. The possible linkage in the formation of the polymers is suggested by comparing the FTIR spectra of the monomer and the polymer.Near IR overtone investigations on some organic molecules using local mode model are also done. Higher vibrational overtones often provide spectral simplification and greater resolution of peaks corresponding to nonequivalent X-H bonds where X is typically C, N or O. Vibrational overtone spectroscopy of molecules containing X-H oscillators is now a well established tool for molecular investigations. Conformational and steric differences between bonds and structural inequivalence ofCH bonds (methyl, aryl, acetylenic, etc.) are resolvable in the higher overtone spectra. The local mode model in which the X-H oscillators are considered to be loosely coupled anharmonic oscillators has been widely used for the interpretation of overtone spectra. If we are exciting a single local oscillator from the vibrational ground state to the vibrational state v, then the transition energy of the local mode overtone is given by .:lE a......v = A v + B v2 • A plot of .:lE / v versus v will yield A, the local mode frequency as the intercept and B, the local mode diagonal anharmonicity as the slope. Here A - B gives the mechanical frequency XI of the oscillator and B = X2 is the anharmonicity of the bond. The local mode parameters XI and X2 vary for non-equivalent X-H bonds and are sensitive to the inter and intra molecular environment of the X-H oscillator.

Overtone Spectra of 1,2-Dichloro-And Dibromo-Ethanes in the Near Infrared Region

The vibrational overtone spectra 0f the liquid phase 1,2-dichloroethane and 1,2-dibromoethane in the spectral regions of CH stretching local mode overtones corresponding to delta v CH= = 2 to delta v CH=5 are reported. The observed spectral features are assigned using the local mode model. LocaI mode frequencies WCH and diagonal local mode anharmonicities XCH are obtained from an analysis of the spectra. The local-local combinations observed are interpreted on the basis of a coupled CH oscillator model hamiltonian. Local-normal combinations show complex structures and their possible assignments are given.

Studies on Non-Resonant Multiphoton Processes in Atomic Hydrogen

In the present thesis we have formulated the Dalgarno-Lewis procedure for two-and three-photon processes and an elegant alternate expressions are derived. Starting from a brief review on various multiphoton processes we have discussed the difficulties coming in the perturbative treatment of multiphoton processes. A small discussion on various available methods for studying multiphoton processes are presented in chapter 2. These theoretical treatments mainly concentrate on the evaluation of the higher order matrix elements coming in the perturbation theory. In chapter 3 we have described the use of Dalgarno-Lewis procedure and its implimentation on second order matrix elements. The analytical expressions for twophoton transition amplitude, two-photon ionization cross section, dipole dynamic polarizability and Kramers-Heiseberg are obtained in a unified manner. Fourth chapter is an extension of the implicit summation technique presented in chapter 3. We have clearly mentioned the advantage of our method, especially the analytical continuation of the relevant expressions suited for various values of radiation frequency which is also used for efficient numerical analysis. A possible extension of the work is to study various multiphoton processcs from the stark shifted first excited states of hydrogen atom. We can also extend this procedure for studying multiphoton processes in alkali atoms as well as Rydberg atoms. Also, instead of going for analytical expressions, one can try a complete numerical evaluation of the higher order matrix elements using this procedure.

Implementation of a Neural Network Classifier for Noise Sources in the Ocean

The paper investigates the feasibility of implementing an intelligent classifier for noise sources in the ocean, with the help of artificial neural networks, using higher order spectral features. Non-linear interactions between the component frequencies of the noise data can give rise to certain phase relations called Quadratic Phase Coupling (QPC), which cannot be characterized by power spectral analysis. However, bispectral analysis, which is a higher order estimation technique, can reveal the presence of such phase couplings and provide a measure to quantify such couplings. A feed forward neural network has been trained and validated with higher order spectral features

Properties of Equilibrium Distributions of Order n

The present work is intended to discuss various properties and reliability aspects of higher order equilibrium distributions in continuous, discrete and multivariate cases, which contribute to the study on equilibrium distributions. At first, we have to study and consolidate the existing literature on equilibrium distributions. For this we need some basic concepts in reliability. These are being discussed in the 2nd chapter, In Chapter 3, some identities connecting the failure rate functions and moments of residual life of the univariate, non-negative continuous equilibrium distributions of higher order and that of the baseline distribution are derived. These identities are then used to characterize the generalized Pareto model, mixture of exponentials and gamma distribution. An approach using the characteristic functions is also discussed with illustrations. Moreover, characterizations of ageing classes using stochastic orders has been discussed. Part of the results of this chapter has been reported in Nair and Preeth (2009). Various properties of equilibrium distributions of non-negative discrete univariate random variables are discussed in Chapter 4. Then some characterizations of the geo- metric, Waring and negative hyper-geometric distributions are presented. Moreover, the ageing properties of the original distribution and nth order equilibrium distribu- tions are compared. Part of the results of this chapter have been reported in Nair, Sankaran and Preeth (2012). Chapter 5 is a continuation of Chapter 4. Here, several conditions, in terms of stochastic orders connecting the baseline and its equilibrium distributions are derived. These conditions can be used to rede_ne certain ageing notions. Then equilibrium distributions of two random variables are compared in terms of various stochastic orders that have implications in reliability applications. In Chapter 6, we make two approaches to de_ne multivariate equilibrium distribu- tions of order n. Then various properties including characterizations of higher order equilibrium distributions are presented. Part of the results of this chapter have been reported in Nair and Preeth (2008). The Thesis is concluded in Chapter 7. A discussion on further studies on equilib- rium distributions is also made in this chapter.