Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

Service quality and reliability assessment of mobile communication infrastructure

The service quality of any sector has two major aspects namely technical and functional. Technical quality can be attained by maintaining technical specification as decided by the organization. Functional quality refers to the manner which service is delivered to customer which can be assessed by the customer feed backs. A field survey was conducted based on the management tool SERVQUAL, by designing 28 constructs under 7 dimensions of service quality. Stratified sampling techniques were used to get 336 valid responses and the gap scores of expectations and perceptions are analyzed using statistical techniques to identify the weakest dimension. To assess the technical aspects of availability six months live outage data of base transceiver were collected. The statistical and exploratory techniques were used to model the network performance. The failure patterns have been modeled in competing risk models and probability distribution of service outage and restorations were parameterized. Since the availability of network is a function of the reliability and maintainability of the network elements, any service provider who wishes to keep up their service level agreements on availability should be aware of the variability of these elements and its effects on interactions. The availability variations were studied by designing a discrete time event simulation model with probabilistic input parameters. The probabilistic distribution parameters arrived from live data analysis was used to design experiments to define the availability domain of the network under consideration. The availability domain can be used as a reference for planning and implementing maintenance activities. A new metric is proposed which incorporates a consistency index along with key service parameters that can be used to compare the performance of different service providers. The developed tool can be used for reliability analysis of mobile communication systems and assumes greater significance in the wake of mobile portability facility. It is also possible to have a relative measure of the effectiveness of different service providers.

Development of Directionally Adaptive Techniques for Single Image Super-Resolution

Super Resolution problem is an inverse problem and refers to the process of producing a High resolution (HR) image, making use of one or more Low Resolution (LR) observations. It includes up sampling the image, thereby, increasing the maximum spatial frequency and removing degradations that arise during the image capture namely aliasing and blurring. The work presented in this thesis is based on learning based single image super-resolution. In learning based super-resolution algorithms, a training set or database of available HR images are used to construct the HR image of an image captured using a LR camera. In the training set, images are stored as patches or coefficients of feature representations like wavelet transform, DCT, etc. Single frame image super-resolution can be used in applications where database of HR images are available. The advantage of this method is that by skilfully creating a database of suitable training images, one can improve the quality of the super-resolved image. A new super resolution method based on wavelet transform is developed and it is better than conventional wavelet transform based methods and standard interpolation methods. Super-resolution techniques based on skewed anisotropic transform called directionlet transform are developed to convert a low resolution image which is of small size into a high resolution image of large size. Super-resolution algorithm not only increases the size, but also reduces the degradations occurred during the process of capturing image. This method outperforms the standard interpolation methods and the wavelet methods, both visually and in terms of SNR values. Artifacts like aliasing and ringing effects are also eliminated in this method. The super-resolution methods are implemented using, both critically sampled and over sampled directionlets. The conventional directionlet transform is computationally complex. Hence lifting scheme is used for implementation of directionlets. The new single image super-resolution method based on lifting scheme reduces computational complexity and thereby reduces computation time. The quality of the super resolved image depends on the type of wavelet basis used. A study is conducted to find the effect of different wavelets on the single image super-resolution method. Finally this new method implemented on grey images is extended to colour images and noisy images

Chronic catheterization using vascular-access-port in rats: blood sampling with minimal stress for plasma catecholamine determination

Chronic catheterization is illustrated using vascular-access-port model SLA where the port is surgically placed subcutaneously on the back of the rat. The catheter is tunnelled to the neck and inserted into the jugular vein . Within 24 h rats showed normal blood pressure and blood samples were collected at intervals with minimal stress to the animals . A comparison of the plasma catecholamine of blood collected from vascular-access-ports with that obtained from decapitation indicates that there was minimal stress to the rats when blood was drawn through the vascular-access-port.

Effect of Blending Techniques on the Curing of Elastomer Blends

Compounding of styrene-butadiene copolymer/polybutadiene , natural rubber/ ethylene-propylene-diene terpolymer and natural rubber/butadiene-acrylonitrile copolymer blends was done in three different ways and their curing behaviour and the tensile properties of the es are compared.

Generation of Variability for Salt Tolerance in Rice Using Tissue Culture Techniques

The study deals with the generation of variability for salt tolerance in rice using tissue culture techniques. Rice is the staple food of more than half of the world’s population. The management of drought, salinity and acidity in soils are all energy intensive agricultural practices. The Genetic variability is the basis of crop improvement. Somaclonal and androclonal variation can be effectively used for this purpose. In the present study, eight isozymes were studied and esterase and isocitric dehydrogenase was found to have varietal specific, developmental stage specific and stress specific banding pattern in rice. Under salt stress thickness of bands and enzyme activity showed changes. Pokkali, a moderately salt tolerant variety, had a specific band 7, which was present only in this variety and showed slight changes under stress. This band was faint in tillering and flowering stage .Based on the results obtained in the present study it is suggested that esterase could possibly be used as an isozyme marker for salt tolerance in rice. Varietal differences and stage specific variations could be detected using esterase and isocitric dehydrogenase . Moreover somaclonal and androclonal variation could be effectively detected using isozyme markers.

Comparison Study of Pattern Synthesis Techniques Using Neural Networks

In this paper, a comparison study among three neuralnetwork algorithms for the synthesis of array patterns is presented. The neural networks are used to estimate the array elements' excitations for an arbitrary pattern. The architecture of the neural networks is discussed and simulation results are presented. Two new neural networks, based on radial basis functions (RBFs) and wavelet neural networks (WNNs), are introduced. The proposed networks offer a more efficient synthesis procedure, as compared to other available techniques