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.

Marine Engineering Training in India -A Pedagogic Introspection

Indian marine engineers are renowned for employment globally due to their knowledge, skill and reliability. This praiseworthy status has been achieved mainly due to the systematic training imparted to marine engineering cadets. However, in an era of advancing technology, marine engineering training has to remain dynamic to imbibe latest technology as well as to meet the demands of the shipping industry. New subjects of studies have to be included in the curriculum in a timely manner taking into consideration the industry requirements and best practices in shipping. Technical competence of marine engineers also has to be subjected to changes depending upon the needs of the ever growing and over regulated shipping industry. Besides. certain soft skills are to be developed and improved amongst the marine engineers in order to alter or amend the personality traits leading to their career success.If timely corrective action is taken. Indian marine engineers can be in still greater demand for employment in global maritime field. In order to enhance the employability of our mmine engineers by improving their quality, a study of marine engineers in general and class IV marine engineers in particular was conducted based on three distinct surveys, viz., survey among senior marine engineers, survey among employers of marine engineers and survey of class IV marine engineers themselves.The surveys have been planned and questionnaires have been designed to focus the study of marine engineer officer class IV from the point of view of the three distinct groups of maritime personnels. As a result of this, the strength and weakness of class IV marine engineers are identified with regard to their performance on board ships, acquisition of necessary technical skills. employability and career success. The criteria of essential qualities of a marine engineer are classified as academic, technical, social, psychological. physical, mental, emergency responsive, communicative and leadership, and have been assessed for a practicing marine engineer by statistical analysis of data collected from surveys. These are assessed for class IV marine engineers from the point of view of senior marine engineers and employers separately. The Endings are delineated and graphically depicted in this thesis.Besides. six pertinent personality traits of a marine engineer viz. self esteem. learning style. decision making. motivation. team work and listening self inventory have been subjected to study and their correlation with career success have been established wherever possible. This is carried out to develop a theoretical framework to understand what leads a marine engineer to his career attainment. This enables the author to estimate the personality strengths and weaknesses of a serving marine engineer and eventually to deduce possible corrective measures or modifications in marine engineering training in India.Maritime training is largely based on International Conventions on Standard of Training. Certification and Watch keeping for Seafarers 1995. its associated Code and Merchant Shipping (STCW for Seafarers) Rules 1998. Further, Maritime Education, Training and Assessment (META) Manual was subjected to a critical scrutiny and relevant Endings of thc surveys arc superimposed on the existing rule requirement and curriculum. Views of senior marine engineers and executives of various shipping companies are taken into account before arriving at the revision of syllabus of marine engineering courses. Modifications in the pattern of workshop and sea service for graduate mechanical engineering trainees are recommended. Desirable age brackets of junior engineers and chief engineers. use of Training and Assessment Record book (TAR Book) during training etc. have also been evaluated.As a result of the pedagogic introspection of the existing system of marine engineering training in India. in this thesis, a revised pattern of workshop training of six months duration for graduate mechanical engineers. revised pattern of sea service training of one year duration and modified now diagram incorporating the above have been arrived at. Effects of various personality traits on career success have been established along with certain findings for improvement of desirable personality traits of marine engineers.

Energy-Efficient Cluster based Routing Schemes for Static and Mobile Sensor Networks

The theme of the thesis is centred around one important aspect of wireless sensor networks; the energy-efficiency.The limited energy source of the sensor nodes calls for design of energy-efficient routing protocols. The schemes for protocol design should try to minimize the number of communications among the nodes to save energy. Cluster based techniques were found energy-efficient. In this method clusters are formed and data from different nodes are collected under a cluster head belonging to each clusters and then forwarded it to the base station.Appropriate cluster head selection process and generation of desirable distribution of the clusters can reduce energy consumption of the network and prolong the network lifetime. In this work two such schemes were developed for static wireless sensor networks.In the first scheme, the energy wastage due to cluster rebuilding incorporating all the nodes were addressed. A tree based scheme is presented to alleviate this problem by rebuilding only sub clusters of the network. An analytical model of energy consumption of proposed scheme is developed and the scheme is compared with existing cluster based scheme. The simulation study proved the energy savings observed.The second scheme concentrated to build load-balanced energy efficient clusters to prolong the lifetime of the network. A voting based approach to utilise the neighbor node information in the cluster head selection process is proposed. The number of nodes joining a cluster is restricted to have equal sized optimum clusters. Multi-hop communication among the cluster heads is also introduced to reduce the energy consumption. The simulation study has shown that the scheme results in balanced clusters and the network achieves reduction in energy consumption.The main conclusion from the study was the routing scheme should pay attention on successful data delivery from node to base station in addition to the energy-efficiency. The cluster based protocols are extended from static scenario to mobile scenario by various authors. None of the proposals addresses cluster head election appropriately in view of mobility. An elegant scheme for electing cluster heads is presented to meet the challenge of handling cluster durability when all the nodes in the network are moving. The scheme has been simulated and compared with a similar approach.The proliferation of sensor networks enables users with large set of sensor information to utilise them in various applications. The sensor network programming is inherently difficult due to various reasons. There must be an elegant way to collect the data gathered by sensor networks with out worrying about the underlying structure of the network. The final work presented addresses a way to collect data from a sensor network and present it to the users in a flexible way.A service oriented architecture based application is built and data collection task is presented as a web service. This will enable composition of sensor data from different sensor networks to build interesting applications. The main objective of the thesis was to design energy-efficient routing schemes for both static as well as mobile sensor networks. A progressive approach was followed to achieve this goal.

Threshold Autoregressive Model for a Time Series Data

In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model.