ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

Effect of curing temperature , fibre loading and bonding agent on the equilibrium swelling of isora-natural rubbercomposites

Isora fibre-reinforced natural rubber (NR) composites were cured at 80, 100, 120 and 150°C using a low temperature curing accelerator system. Composites were also prepared using a conventional accelerator system and cured at 150°C. The swelling behavior of these composites at varying fibre loadings was studied in toluene and hexane. Results show that the uptake of solvent and volume fraction of rubber due to swelling was lower for the low temperature cured vulcanizates which is an indication of the better fibre/rubber adhesion. The uptake of aromatic solvent was higher than that of aliphatic solvent, for all the composites. As the fibre content increased, the solvent uptake decreased, due to the superior solvent resistance of the fibre and good fibre-rubber interactions. The bonding agent improved the swelling resistance of the composites due to the strong interfacial adhesion. Due to the improved adhesion between the fibre and rubber, the ratio of the change in volume fraction of rubber due to swelling to the volume fraction of rubber in the dry sample (V,) was found to decrease in the presence of bonding agent. At a fixed fibre loading, the alkali treated fibre composite showed a lower percentage swelling than untreated one for both systems showing superior rubber-fibre interactions.

Temporal and Spatial Behavior of Electron Density and Temperature in a Laser-Produced Plasma from YBa2Cu3O7

Spectroscopic studies of laser -induced plasma from a high-temperature superconducting material, viz., YBa2Cu3O7 (YBCO), have been carried out. Electron temperature and electron density measurements were made from spectral data. The Stark broad ening of emission lines was used to determine the electron density, and the ratio of line in tensities was exploited for the determination of electron temperature. An initial electron temperature of 2.35 eV and electron density of 2.5 3 1017 cm2 3 were observed. The dependence on electron temperature and density on different experimental parameters such as distance from the target, delay time after the in itiation of the plasm a, and laser irradiance is also discussed in detail. Index Headings: Laser -plasma spectroscopy; Plasma diagnostics; Emission spectroscop y; YBa2Cu3O7.

Effect of Amylase Producing Vibrios From the Benthic Environment on the Biodegradation of Low Density Polyethylene-Dextrin Blends

Low-density polyethylene was mixed with dextrin having different particle sizes (100, 200 and 300 mesh). Various compositions were prepared and their mechanical properties were evaluated and thermal studies have been carried out. Biodegradability of these samples has been checked using liquid culture medium containing Vibrios (an amylase producing bacteria), which were isolated from marine benthic environment. Soil burial test was done and reprocessability of these samples was evaluated. The results indicate that the newly prepared blends are reprocessable without sacrificing much of their mechanical properties. The biodegradability tests on these blends indicate that these are partially biodegradable

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.