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.

Permutation Entropy Based Analysis of Complex Signals for Characterising Change in System Dynamics

Timely detection of sudden change in dynamics that adversely affect the performance of systems and quality of products has great scientific relevance. This work focuses on effective detection of dynamical changes of real time signals from mechanical as well as biological systems using a fast and robust technique of permutation entropy (PE). The results are used in detecting chatter onset in machine turning and identifying vocal disorders from speech signal.Permutation Entropy is a nonlinear complexity measure which can efficiently distinguish regular and complex nature of any signal and extract information about the change in dynamics of the process by indicating sudden change in its value. Here we propose the use of permutation entropy (PE), to detect the dynamical changes in two non linear processes, turning under mechanical system and speech under biological system.Effectiveness of PE in detecting the change in dynamics in turning process from the time series generated with samples of audio and current signals is studied. Experiments are carried out on a lathe machine for sudden increase in depth of cut and continuous increase in depth of cut on mild steel work pieces keeping the speed and feed rate constant. The results are applied to detect chatter onset in machining. These results are verified using frequency spectra of the signals and the non linear measure, normalized coarse-grained information rate (NCIR).PE analysis is carried out to investigate the variation in surface texture caused by chatter on the machined work piece. Statistical parameter from the optical grey level intensity histogram of laser speckle pattern recorded using a charge coupled device (CCD) camera is used to generate the time series required for PE analysis. Standard optical roughness parameter is used to confirm the results.Application of PE in identifying the vocal disorders is studied from speech signal recorded using microphone. Here analysis is carried out using speech signals of subjects with different pathological conditions and normal subjects, and the results are used for identifying vocal disorders. Standard linear technique of FFT is used to substantiate thc results.The results of PE analysis in all three cases clearly indicate that this complexity measure is sensitive to change in regularity of a signal and hence can suitably be used for detection of dynamical changes in real world systems. This work establishes the application of the simple, inexpensive and fast algorithm of PE for the benefit of advanced manufacturing process as well as clinical diagnosis in vocal disorders.

Performance analysis of FIR digital filter design: RNS versus traditional

Residue Number System (RNS) based Finite Impulse Response (FIR) digital filters and traditional FIR filters. This research is motivated by the importance of an efficient filter implementation for digital signal processing. The comparison is done in terms of speed and area requirement for various filter specifications. RNS based FIR filters operate more than three times faster and consumes only about 60% of the area than traditional filter when number of filter taps is more than 32. The area for RNS filter is increasing at a lesser rate than that for traditional resulting in lower power consumption. RNS is a nonweighted number system without carry propogation between different residue digits.This enables simultaneous parallel processing on all the digits resulting in high speed addition and multiplication in the RNS domain

Molecular characterization and phylogenetic analysis of a penaeidin-like antimicrobial peptide, Fi-penaeidin from Fenneropenaeus indicus

Antimicrobial peptides (AMPs) play a major role in innate immunity. Penaeidins are a family of AMPs that appear to be expressed in all penaeid shrimps. Penaeidins are composed of an N-terminal proline-rich domain, followed by a C-terminal domain containing six cysteine residues organized in two doublets. This study reports the first penaeidin AMP sequence, Fi-penaeidin (GenBank accession number HM243617) from the Indian white shrimp, Fenneropenaeus indicus. The full length cDNA consists of 186 base pairs encoding 61 amino acidswith an ORF of 42 amino acids and contains a putative signal peptide of 19 amino acids. Comparison of F. indicus penaeidin (Fi-penaeidin) with other known penaeidins showed that it shared maximum similarity with penaeidins of Farfantepenaeus paulensis and Farfantepenaeus subtilis (96% each). Fi-penaeidin has a predicted molecular weight (MW) of 4.478 kDa and theoretical isoelectric point (pI) of 5.3

Molecular Characterisation and Phylogenetic Analysis of a Novel Isoform of Hepatic Antimicrobial Peptide, Hepcidin (Zc-hepc1), from the Coral Fish Moorish idol, Zanclus cornutus (Linnaeus,1758)

Hepcidin is a family of short cysteine-rich antimicrobial peptides (AMPs) participating in various physiological functions with inevitable role in host immune responses. Present study deals with identification and characterisation of a novel hepcidin isoform from coral fish Zanclus cornutus. The 81 amino acid (aa) preprohepcidin obtained from Z. cornutus consists of a hydrophobic aa rich 22 mer signal peptide, a highly variable proregion of 35 aa and a bioactive mature peptide with 8 conserved cysteine residues which contribute to the disulphide back bone. The mature hepcidin, Zc-hepc1 has a theoretical isoelectric point of 7.46, a predicted molecular weight of 2.43 kDa and a net positive charge of ?1. Phylogenetic analysis grouped Z. cornutus hepcidin with HAMP2 group hepcidins confirming the divergent evolution of hepcidin-like peptide in fishes. Zc-hepc1 can attain a b-hairpin-like structure with two antiparallel b-sheets. This is the first report of an AMP from the coral fish Z. cornutus.

A socio friendly approach to the analysis of emotive speech

This paper describes certain findings of intonation and intensity study of emotive speech with the minimal use of signal processing algorithms. This study was based on six basic emotions and the neutral, elicited from 1660 English utterances obtained from the speech recordings of six Indian women. The correctness of the emotional content was verified through perceptual listening tests. Marked similarity was noted among pitch contours of like-worded, positive valence emotions, though no such similarity was observed among the four negative valence emotional expressions. The intensity patterns were also studied. The results of the study were validated using arbitrary television recordings for four emotions. The findings are useful to technical researchers, social psychologists and to the common man interested in the dynamics of vocal expression of emotions

Stray light analysis of SALEX instrument

Discrepancies between recent global earth albedo anomaly data obtained from the climate models, space and ground observations call for a new and better earth reflectance measurement technique. The SALEX (Space Ashen Light Explorer) instrument is a space-based visible and IR instrument for precise estimation of the global earth albedo by measuring the ashen light reflected off the shadowy side of the Moon from the low earth orbit. The instrument consists of a conventional 2-mirror telescope, a pair of a 3-mirror visible imager and an IR bolometer. The performance of this unique multi-channel optical system is sensitive to the stray light contamination due to the complex optical train incorporating several reflecting and refracting elements, associated mounts and the payload mechanical enclosure. This could be further aggravated by the very bright and extended observation target (i.e. the Moon). In this paper, we report the details of extensive stray light analysis including ghosts and cross-talks, leading to the optimum set of stray light precautions for the highest signal-to-noise ratio attainable.

Proteomic analysis of plasma membrane vesicles isolated from the rat renal cortex

Polarized epithelial cells are responsible for the vectorial transport of solutes and have a key role in maintaining body fluid and electrolyte homeostasis. Such cells contain structurally and functionally distinct plasma membrane domains. Brush border and basolateral membranes of renal and intestinal epithelial cells can be separated using a number of different separation techniques, which allow their different transport functions and receptor expressions to be studied. In this communication, we report a proteomic analysis of these two membrane segments, apical and basolateral, obtained from the rat renal cortex isolated by two different methods: differential centrifugation and free-flow electrophoresis. The study was aimed at assessing the nature of the major proteins isolated by these two separation techniques. Two analytical strategies were used: separation by sodium dodecyl sulfate-polyacrylamide gel electrophoresis (SDS-PAGE) at the protein level or by cation-exchange high-performance liquid chromatography (HPLC) after proteolysis (i.e., at the peptide level). Proteolytic peptides derived from the proteins present in gel pieces or from HPLC fractions after proteolysis were sequenced by on-line liquid chromatography-tandem mass spectrometry (LC-MS/MS). Several hundred proteins were identified in each membrane section. In addition to proteins known to be located at the apical and basolateral membranes, several novel proteins were also identified. In particular, a number of proteins with putative roles in signal transduction were identified in both membranes. To our knowledge, this is the first reported study to try and characterize the membrane proteome of polarized epithelial cells and to provide a data set of the most abundant proteins present in renal proximal tubule cell membranes.

Analysis of the sulfate-reducing bacterial and methanogenic archaeal populations in contrasting Antarctic sediments

The distribution and activity of communities of sulfate-reducing bacteria (SRB) and methanogenic archaea in two contrasting Antarctic sediments were investigated. Methanogenesis dominated in freshwater Lake Heywood, while sulfate reduction dominated in marine Shallow Bay. Slurry experiments indicated that 90% of the methanogenesis in Lake Heywood was acetoclastic. This finding was supported by the limited diversity of clones detected in a Lake Heywood archaeal clone library, in which most clones were closely related to the obligate acetate-utilizing Methanosaeta concilii. The Shallow Bay archaeal clone library contained clones related to the C-1-utilizing Methanolobus and Methanococcoides and the H-2-utilizing Methanogenium. Oligonucleotide probing of RNA extracted directly from sediment indicated that archaea represented 34% of the total prokaryotic signal in Lake Heywood and that Methanosaeta was a major component (13.2%) of this signal. Archaea represented only 0.2% of the total prokaryotic signal in RNA extracted from Shallow Bay sediments. In the Shallow Bay bacterial clone library, 10.3% of the clones were SRB-like, related to Desulfotalea/Desulforhopalus, Desulfofaba, Desulfosarcina, and Desulfobacter as well as to the sulfur and metal oxidizers comprising the Desulfuromonas cluster. Oligonucleotide probes for specific SRB clusters indicated that SRB represented 14.7% of the total prokaryotic signal, with Desulfotalea/Desulforhopalus being the dominant SRB group (10.7% of the total prokaryotic signal) in the Shallow Bay sediments; these results support previous results obtained for Arctic sediments. Methanosaeta and Desulfotalea/Desulforhopalus appear to be important in Lake Heywood and Shallow Bay, respectively, and may be globally important in permanently low-temperature sediments.

Proteomic analysis of plasma membrane vesicles isolated from the rat renal cortex

Polarized epithelial cells are responsible for the vectorial transport of solutes and have a key role in maintaining body fluid and electrolyte homeostasis. Such cells contain structurally and functionally distinct plasma membrane domains. Brush border and basolateral membranes of renal and intestinal epithelial cells can be separated using a number of different separation techniques, which allow their different transport functions and receptor expressions to be studied. In this communication, we report a proteomic analysis of these two membrane segments, apical and basolateral, obtained from the rat renal cortex isolated by two different methods: differential centrifugation and free-flow electrophoresis. The study was aimed at assessing the nature of the major proteins isolated by these two separation techniques. Two analytical strategies were used: separation by sodium dodecyl sulfate-polyacrylamide gel electrophoresis (SDS-PAGE) at the protein level or by cation-exchange high-performance liquid chromatography (HPLC) after proteolysis (i.e., at the peptide level). Proteolytic peptides derived from the proteins present in gel pieces or from HPLC fractions after proteolysis were sequenced by on-line liquid chromatography-tandem mass spectrometry (LC-MS/MS). Several hundred proteins were identified in each membrane section. In addition to proteins known to be located at the apical and basolateral membranes, several novel proteins were also identified. In particular, a number of proteins with putative roles in signal transduction were identified in both membranes. To our knowledge, this is the first reported study to try and characterize the membrane proteome of polarized epithelial cells and to provide a data set of the most abundant proteins present in renal proximal tubule cell membranes.

Molecular cloning and comparative analysis of four beta-galactosidase genes from Bifidobacterium bifidum NCIMB41171

Bifidobacterium bifidum NCIMB41171 carries four genes encoding different beta-galactosidases. One of them, named bbgIII, consisted of an open reading frame of 1,935 amino acid (a.a.) residues encoding a protein with a multidomain structure, commonly identified on cell wall bound enzymes, having a signal peptide, a membrane anchor, FIVAR domains, immunoglobulin Ig-like and discoidin-like domains. The other three genes, termed bbgI, bbgII and bbgIV, encoded proteins of 1,291, 689 and 1,052 a.a. residues, respectively, which were most probably intracellularly located. Two cases of protein evolution between strains of the same species were identified when the a.a. sequences of the BbgI and BbgIII were compared with homologous proteins from B. bifidum DSM20215. The homologous proteins were found to be differentiated at the C-terminal a.a. part either due to a single nucleotide insertion or to a whole DNA sequence insertion, respectively. The bbgIV gene was located in a gene organisation surrounded by divergently transcribed genes putatively for sugar transport (galactoside-symporter) and gene regulation (LacI-transcriptional regulator), a structure that was found to be highly conserved in B. longum, B. adolescentis and B. infantis, suggesting optimal organisation shared amongst those species.

An analysis of real time implementation of Fourier transform-based frequency recognition algorithms

Frequency recognition is an important task in many engineering fields such as audio signal processing and telecommunications engineering, for example in applications like Dual-Tone Multi-Frequency (DTMF) detection or the recognition of the carrier frequency of a Global Positioning, System (GPS) signal. This paper will present results of investigations on several common Fourier Transform-based frequency recognition algorithms implemented in real time on a Texas Instruments (TI) TMS320C6713 Digital Signal Processor (DSP) core. In addition, suitable metrics are going to be evaluated in order to ascertain which of these selected algorithms is appropriate for audio signal processing(1).

Analysis of a DVB-T compliant receiver simulation under various multipath conditions

Since 1966, coded orthogonal frequency division multiplexing (COFDM) has been investigated to determine the possibility of reducing the overall throughput of a digitally modulated terrestrial television channel. In the investigations, many assumptions have emerged. One common misconception is that in a terrestrial environment, COFDM has an inherent immunity to multipath interference. A theoretical analysis of a multipath channel, along with simulation results has shown that this assumption does not hold the information is considered when including the radio frequency modulation and demodulation. This paper presents a background into the inception of COFDM, a mathematical analysis of the digitally modulated television signal under multipath conditions and the results of a European Digital Video Broadcasting-Terrestrial (DVB-T) compliant simulation model with MPEG-2 bitstreams transmitted under various multipath conditions.

Convergence analysis of chip- and fractionally spaced LMS adaptive multiuser CDMA detectors

This paper analyzes the convergence behavior of the least mean square (LMS) filter when used in an adaptive code division multiple access (CDMA) detector consisting of a tapped delay line with adjustable tap weights. The sampling rate may be equal to or higher than the chip rate, and these correspond to chip-spaced (CS) and fractionally spaced (FS) detection, respectively. It is shown that CS and FS detectors with the same time-span exhibit identical convergence behavior if the baseband received signal is strictly bandlimited to half the chip rate. Even in the practical case when this condition is not met, deviations from this observation are imperceptible unless the initial tap-weight vector gives an extremely large mean squared error (MSE). This phenomenon is carefully explained with reference to the eigenvalues of the correlation matrix when the input signal is not perfectly bandlimited. The inadequacy of the eigenvalue spread of the tap-input correlation matrix as an indicator of the transient behavior and the influence of the initial tap weight vector on convergence speed are highlighted. Specifically, a initialization within the signal subspace or to the origin leads to very much faster convergence compared with initialization in the a noise subspace.

Performance analysis of the unconstrained FxLMS algorithm for active noise control

The paper analyzes the performance of the unconstrained filtered-x LMS (FxLMS) algorithm for active noise control (ANC), where we remove the constraints on the controller that it must be causal and has finite impulse response. It is shown that the unconstrained FxLMS algorithm always converges to, if stable, the true optimum filter, even if the estimation of the secondary path is not perfect, and its final mean square error is independent of the secondary path. Moreover, we show that the sufficient and necessary stability condition for the feedforward unconstrained FxLMS is that the maximum phase error of the secondary path estimation must be within 90°, which is the only necessary condition for the feedback unconstrained FxLMS. The significance of the analysis on a practical system is also discussed. Finally we show how the obtained results can guide us to design a robust feedback ANC headset.