865 resultados para extended regime-switching GARCH


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Wavelength dependence of saturable absorption (SA) and reverse saturable absorption (RSA) of zinc phthalocyanine was studied using 10 Hz, 8 ns pulses from a tunable laser, in the wavelength range of 520–686 nm, which includes the rising edge of the Q band in the electronic absorption spectrum. The nonlinear response is wavelength dependent and switching from RSA to SA has been observed as the excitation wavelength changes from the low absorption window region to higher absorption regime near the Q band. The SA again changes back to RSA when we further move over to the infrared region. Values of the imaginary part of third order susceptibility are calculated for various wavelengths in this range. This study is important in identifying the spectral range over which the nonlinear material acts as RSA based optical limiter.

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In this thesis, we explore the design, computation, and experimental analysis of photonic crystals, with a special emphasis on structures and devices that make a connection with practically realizable systems. First, we analyze the propenies of photonic-crystal: periodic dielectric structures that have a band gap for propagation. The band gap of periodically loaded air column on a dielectric substrate is computed using Eigen solvers in a plane wave basis. Then this idea is extended to planar filters and antennas at microwave regime. The main objectives covered in this thesis are:• Computation of Band Gap origin in Photonic crystal with the abet of Maxwell's equation and Bloch-Floquet's theorem • Extension of Band Gap to Planar structures at microwave regime • Predict the dielectric constant - synthesized dieletric cmstant of the substrates when loaded with Photonic Band Gap (PBG) structures in a microstrip transmission line • Identify the resonant characteristic of the PBG cell and extract the equivalent circuit based on PBG cell and substrate parameters for microstrip transmission line • Miniaturize PBG as Defected Ground Structures (DGS) and use the property to be implemented in planar filters with microstrip transmission line • Extended the band stop effect of PBG / DGS to coplanar waveguide and asymmetric coplanar waveguide. • Formulate design equations for the PBG / DGS filters • Use these PBG / DGS ground plane as ground plane of microstrip antennas • Analysis of filters and antennas using FDID method

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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.

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This thesis Entitled Electrical switching studies on the thin flims of polyfuran and polyacrylonitrile prepared by plasma polymerisation and vacuum evaporated amorphous silicon.A general introduction to the switching and allied phenomena is presented. Subsequently, developments of switching in thin films are described. The Mott transition is qualitatively presented. The working of a switching transitor is outlined and compared to the switching observed in thin films. Characteristic parameters of switching such as threshold voltage, time response to a, voltage pulse, and delay time are described. The various switching configurations commonly used are discussed. The mechanisms used to explain the switching behaviour like thermal, electrothermal and purely electronic are reviewed. Finally the scope, feasibility and the importance of polymer thin films in switching are highlighted.

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We study the spectrum and magnetic properties of double quantum dots in the lowest Landau level for different values of the hopping and Zeeman parameters by means of exact diagonalization techniques in systems of N=6 and 7 electrons and a filling factor close to 2. We compare our results with those obtained in double quantum layers and single quantum dots. The Kohn theorem is also discussed.

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The Union Territory of Pondicherry prior to its merger with the Indian Union was a French Colony. The erstwhile territory of Pondicherry along with its hamlets, namely, KARAIKKAL, MAHE and YANAM was administered by the French Regime. Before it was established by French in 1 6 74 A.D. it was part of Vijayanagara Empire. Prior to this, Pondicherry was a part of the Kingdom of Chola and Pallava Kings. During French Regime, the laws which were in force in France in relation to administration of civil and criminal justice were extended to the erstwhile Territory of Pondicherry. Thus while Pondicherry stood influenced by the Inquisitorial system since the beginning of the 18th century, the neighboring states forming part of the Indian Union since Independence came under the Influence of the British system, viz. accusatorial system. The territory of Pondicherry, for administrative reasons, came to be merged with the Indian Union in the early 60's. Following the merger, the Indian administration sought to extent its own laws from time to time replacing erstwhile French Laws, however, subject to certain savings. Thus the transitional period witnessed consequential changes in the administration of the territory, including the sphere of judicial system. Since I 963, the Union Territory of Pondicherry was brought under the spell of the Indian Legal System The people in Pondicherry ' thus have had the benefit of experiencing both the svstems. Their experiences will be of much help to those who undertake comparative studies in law. The plus and minus points of the respective systems help one to develop a detachment that helps independent evaluation of the svstents. The result of these studies could be relevant in revitalising our criminal systems.The present system is evaluated in the light of the past system. New dimensions are added by way' of an empirical study also.

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We report here on the magnetic properties of ZnO:Mn- and ZnO:Co-doped nanoparticles. We have found that the ferromagnetism of ZnO:Mn can be switched on and off by consecutive low-temperature annealings in O2 and N2, respectively, while the opposite phenomenology was observed for ZnO:Co. These results suggest that different defects (presumably n-type for ZnO:Co and p-type for ZnO:Mn) are required to induce a ferromagnetic coupling in each case. We will argue that ferromagnetism is likely to be restricted to a very thin, nanometric layer at the grain surface. These findings reveal and give insight into the dramatic relevance of surface effects to the occurrence of ferromagnetism in ZnO-doped oxides.

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Amorphous thin films of Fe/Sm, prepared by evaporation methods, have been magnetically characterized and the results were interpreted in terms of the random magnets theory. The samples behave as 2D and 3D random magnets depending on the total thickness of the film. From our data the existence of orientational order, which greatly influences the magnetic behavior of the films, is also clear.

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This thesis investigates the potential use of zerocrossing information for speech sample estimation. It provides 21 new method tn) estimate speech samples using composite zerocrossings. A simple linear interpolation technique is developed for this purpose. By using this method the A/D converter can be avoided in a speech coder. The newly proposed zerocrossing sampling theory is supported with results of computer simulations using real speech data. The thesis also presents two methods for voiced/ unvoiced classification. One of these methods is based on a distance measure which is a function of short time zerocrossing rate and short time energy of the signal. The other one is based on the attractor dimension and entropy of the signal. Among these two methods the first one is simple and reguires only very few computations compared to the other. This method is used imtea later chapter to design an enhanced Adaptive Transform Coder. The later part of the thesis addresses a few problems in Adaptive Transform Coding and presents an improved ATC. Transform coefficient with maximum amplitude is considered as ‘side information’. This. enables more accurate tfiiz assignment enui step—size computation. A new bit reassignment scheme is also introduced in this work. Finally, sum ATC which applies switching between luiscrete Cosine Transform and Discrete Walsh-Hadamard Transform for voiced and unvoiced speech segments respectively is presented. Simulation results are provided to show the improved performance of the coder

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The elastic moduli of vortex crystals in anisotropic superconductors are frequently involved in the investigation of their phase diagram and transport properties. We provide a detailed analysis of the harmonic eigenvalues (normal modes) of the vortex lattice for general values of the magnetic field strength, going beyond the elastic continuum regime. The detailed behavior of these wave-vector-dependent eigenvalues within the Brillouin zone (BZ), is compared with several frequently used approximations that we also recalculate. Throughout the BZ, transverse modes are less costly than their longitudinal counterparts, and there is an angular dependence which becomes more marked close to the zone boundary. Based on these results, we propose an analytic correction to the nonlocal continuum formulas which fits quite well the numerical behavior of the eigenvalues in the London regime. We use this approximate expression to calculate thermal fluctuations and the full melting line (according to Lindeman's criterion) for various values of the anisotropy parameter.

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It has long been said that market itself is the ideal regulator of all evils that may come up among traders. Free and fair competition among manufacturers in the market will adequately ensure a fair dealing to the consumers. However, these are pious hopes. that markets anywhere in the world could not accomplish so far. Consumers are being sought to be lured by advertisements issued by manufacturers and sellers that are found often false and misleading. Untrue statements and claims about quality and performance of the products virtually deceive them. The plight of the consumers remains as an unheard cry in the wildemess. In this sorry state of affairs, it is quite natural that the consumers look to the governments for a helping hand. It is seen that the governmental endeavours to ensure quality in goods are diversified. Different tools are formulated and put to use, depending upon the requirements necessitated by the facts and circumstances. This thesis is an enquiry into these measures

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In this paper we propose a generalization of the density functional theory. The theory leads to single-particle equations of motion with a quasilocal mean-field operator, which contains a quasiparticle position-dependent effective mass and a spin-orbit potential. The energy density functional is constructed using the extended Thomas-Fermi approximation and the ground-state properties of doubly magic nuclei are considered within the framework of this approach. Calculations were performed using the finite-range Gogny D1S forces and the results are compared with the exact Hartree-Fock calculations