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

Photoacoustic study on the photostability of polymethyl methacrylate films doped with Rhodamine 6G–Rhodamine B dye mixture system

The photosensitivity of dye mixture-doped polymethyl methacrylate (PMMA) films are investigated as a function of laser power, concentration of the dyes, modulation frequency and the irradiation wavelength. Energy transfer from a donor molecule to an acceptor molecule affects the emission output of the dye mixture system. Photosensitivity is found to change with changes in donor–acceptor concentrations. PMMA samples doped with the dye mixture are found to be more photosensitive when the dyes are mixed in the same proportion.

Synergic Reactions in the Estuarine Environment leading to Modulation of Aluminium metal during Transport Processes (in Cochin Estuary)

The research work which was carried out to Synergic Reactions in the Estuarine Environment leading to Modulation of Aluminium metal during Transport Processes (in Cochin Estuary)Estuaries are considered as sink or source for terrestrial and various anthropogenically generated materials. These include naturally occurring elements Al, Si, Fe or trace inorganics or industrial pollutants of different types. There have been reports on both positive and negative impacts by the introduction of above materials into the ecosystem.This thesis deals with the trace metal Aluminium (Al) whose average concentration (about 8%) in the earths crust is surpassed only by that of Oxygen and Silicon. There can be no doubt that most of the land derived materials reaches the ocean through rivers via estuaries. An important aspect noticed here is that the concentration of dissolved Al is much lower in sea water than in river water.On critically analysing Cochin estuary, for the entire cycles, covering monsoon, postmonsoon and premonsoon, the following salient features are documented as hereunder. Dissolved Al exhibits high and variable trends in Cochin estuary, the influencing parameters being salinity, SPM, pH and dissolved Si. A general profile showed removal in upper/mid estuary followed by regeneration in the mid/lower estuary and further decrease seawards in the southern/northem arms.Distribution appears to be a function of freshwater input, the monsoon season exhibiting very high concentrations throughout the estuary. As the river discharge decreased with the progress of seasons, dissolved Al concentration also decreased, the metal limiting itself to the upper and mid estuary.