Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

Periodic polymer photonic bandgap structures for on-chip optical cavities

Integrated on-chip optical platforms enable high performance in applications of high-speed all-optical or electro-optical switching, wide-range multi-wavelength on-chip lasing for communication, and lab-on-chip optical sensing. Integrated optical resonators with high quality factor are a fundamental component in these applications. Periodic photonic structures (photonic crystals) exhibit a photonic band gap, which can be used to manipulate photons in a way similar to the control of electrons in semiconductor circuits. This makes it possible to create structures with radically improved optical properties. Compared to silicon, polymers offer a potentially inexpensive material platform with ease of fabrication at low temperatures and a wide range of material properties when doped with nanocrystals and other molecules. In this research work, several polymer periodic photonic structures are proposed and investigated to improve optical confinement and optical sensing. We developed a fast numerical method for calculating the quality factor of a photonic crystal slab (PhCS) cavity. The calculation is implemented via a 2D-FDTD method followed by a post-process for cavity surface energy radiation loss. Computational time is saved and good accuracy is demonstrated compared to other published methods. Also, we proposed a novel concept of slot-PhCS which enhanced the energy density 20 times compared to traditional PhCS. It combines both advantages of the slot waveguide and photonic crystal to localize the high energy density in the low index material. This property could increase the interaction between light and material embedded with nanoparticles like quantum dots for active device development. We also demonstrated a wide range bandgap based on a one dimensional waveguide distributed Bragg reflector with high coupling to optical waveguides enabling it to be easily integrated with other optical components on the chip. A flexible polymer (SU8) grating waveguide is proposed as a force sensor. The proposed sensor can monitor nN range forces through its spectral shift. Finally, quantum dot - doped SU8 polymer structures are demonstrated by optimizing spin coating and UV exposure. Clear patterns with high emission spectra proved the compatibility of the fabrication process for applications in optical amplification and lasing.