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.

Characterization of Short Nylon-6 Fiber/Acrylonitrile Butadiene Rubber Composite by Thermogravimetry

The thermal degradation of short nylon-6 fiber reinforced acrylonitrile butadiene rubber (NBR) composites with and without epoxy-based bonding agent has been studied by thermogravimetric analysis (TGA). It was found that the onset of degradation shifted from 330.5 to 336.1°C in the presence of short nylon fiber, the optimum fiber loading being 20 phr. The maximum rate of degradation of the composites was lower than that of the unfilled rubber compound, and it decreased with increase in fiber concentration. The presence of epoxy resin-based bonding agent in the virgin elastomer and the composites improved the thermal stability. Results of kinetic studies showed that the degradation of NBR and the short nylon fiber reinforced composites followed first-order kinetics.

Thermal Degradation of Short Nylon -6 Fiber-Reinforced Styrene Butadiene Rubber Composite

The thermal properties of short Nylon-6 fiber-reinforced Styrene butadiene rubber (SBR) composites were studied by Thermogravimetric Analysis (TGA). The effect of epoxy-based bonding agent on thermal degradation of the gum and the composites was also studied. The thermal stability of the SBR was enhanced in the presence of Nylon-6 fibers and the stability of the composites increased in the presence of bonding agent. The epoxy resin did not significantly change the thermal stability of SBR gum vulcanizate. Results of kinetic studies showed that the degradation of SBR and the short nylon fiber-reinforced composites with and without bonding agents followed first-order kinetics.

Thermal degradation of short polyester fiber polyurethane elastomer composite

The thermal degradation of short polyester fiber reinforced polyurethane composites with and without different bonding agents has been studied by thermogravimetric analysis . It was found that degradation of the polyurethane takes place in two steps and that of the composites takes place in three steps. With the incorporation of 30 phr of fiber in the matrix , the onset of degradation was shifted from 230 to 238 ° C. The presence of bonding agents in the virgin elastomer and the composite gave an improved thermal stability . Results of kinetic studies showed that the degradation of polyurethane and the reinforced composites with and without bonding agents follows first -order reaction kinetics