Income modeling using Quantile Functions

Department of Statistics, Cochin University of Science and Technology

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.

Nitrifying Bioreactors Integrated into Shrimp and Prawn Hatchery Systems: Molecular Characterization of the Nitrifying Consortia,Reactor Kinetics, Modeling and Validation

National Centre for Aquatic Animal Health, Cochin University of Science and Technology

Sustainability of Participatory Projects: Study of Productive Sector under Peoples’ Planning in Chempu Village Panchayat of Kottayam District

The study has wider policy implications as it identifies the possible variables which influence the sustainability of participatory productive sector projects. The method which is developed to study the sustainability of projects under People’s Planning in Chempu Panchayat could be used for studying the same in other panchayats also. Unlike the case of the standard features of sustainability identified, the independent variables vary according to the nature of the project. Hence, this needs to be modified accordingly while applying the method in a dissimilar domain. Selection of a single panchayat for the present study is relevant on the basis of a common package of inputs for decentralised planning which is forwarded by the State Planning Board respectively for the three-tier panchayat system in Kerala. The dynamic filed realities could be brought out in view of a comprehensive planning approach through an in depth study of specific cases.The assessment of the nature and pattern of productive sector projects in the selected Village Panchayat puts the projects under close scrutiny. The analysis has depended largely on secondary sources of information, especially from panchayat level plan documents, and also on the primary information obtained using direct observation and on-site inspection of project sites. An analysis of the nature and pattem of productive sector projects is important as it gives all necessary information regarding follow-up, monitoring/evaluation and even termination of a particular project. It has also revealed the tendencies of including infrastructure and service sector projects under ‘productive’ category, especially for maintaining the stipulated ratio (40:30:30) of grant-in-aid distribution. The study regarding the allocation and expenditure pattern of plan funds is vital in policy level as it reveals the under-noticed allocation and expenditure pattern of plan funds other than grant-in-aid. One major limitation of the study has been the limited availability of secondary data, especially regarding project-wise expenditure and monitoring/evaluation reports of various project committees.

Tropical Mesoscale Convective Systems and Associated Energetics : Observational and Modeling Studies

The main purpose of the thesis is to improve the state of knowledge and understanding of the physical structure of the TMCS and its short range prediction. The present study principally addresses the fine structure, dynamics and microphysics of severe convective storms.The structure and dynamics of the Tropical cloud clusters over Indian region is not well understood. The observational cases discussed in the thesis are limited to the temperature and humidity observations. We propose a mesoscale observational network along with all the available Doppler radars and other conventional and non—conventional observations. Simultaneous observations with DWR, VHF and UHF radars of the same cloud system will provide new insight into the dynamics and microphysics of the clouds. More cases have to be studied in detail to obtain climatology of the storm type passing over tropical Indian region. These observational data sets provide wide variety of information to be assimilated to the mesoscale data assimilation system and can be used to force CSRM.The gravity wave generation and stratosphere troposphere exchange (STE) processes associated with convection gained a great deal of attention to modem science and meteorologist. Round the clock observations using VHF and UHF radars along with supplementary data sets like DWR, satellite, GPS/Radiosondes, meteorological rockets and aircrafl observations is needed to explore the role of convection and associated energetics in detail.

Modeling premartensitic effects in Ni2MnGa: A mean-field and Monte Carlo simulation study

ic first-order transition line ending in a critical point. This critical point is responsible for the existence of large premartensitic fluctuations which manifest as broad peaks in the specific heat, not always associated with a true phase transition. The main conclusion is that premartensitic effects result from the interplay between the softness of the anomalous phonon driving the modulation and the magnetoelastic coupling. In particular, the premartensitic transition occurs when such coupling is strong enough to freeze the involved mode phonon. The implication of the results in relation to the available experimental data is discussed.

Precursor nanoscale modulations in ferromagnets: Modeling and thermodynamic characterization

Using a Ginzburg-Landau model for the magnetic degrees of freedom with coupling to disorder, we demonstrate through simulations the existence of stripelike magnetic precursors recently observed in Co-Ni-Al alloys above the Curie temperature. We characterize these magnetic modulations by means of the temperature dependence of local magnetization distribution, magnetized volume fraction, and magnetic susceptibility. We also obtain a temperature-disorder strength phase diagram in which a magnetic tweed phase exists in a small region between the paramagnetic and dipolar phases.

A critical study of major construction projects in kerala vis-a-vis effectiveness in project implementation

Chapter 1 presents a brief note on the state at which the construction industry stands at present, bringing into focus the significance of the critical study. Relevance of the study, area of investigation and objectives of the study are outlined in this chapter. The 2nd chapter presents a review of the literature on the relevant areas. In the third chapter an analysis on time and cost overrun in construction highlighting the major factors responsible for it has been done. A couple of case studies to estimate loss to the nation on account of delay in construction have been presented in the chapter. The need for an appropriate estimate and a competent contractor has been emphasised for improving effectiveness in the project implementation. Certain useful equations and thoughts have been formulated on this area in this chapter that can be followed in State PWD and other Govt. organisations. Case studies on project implementation of major projects undertaken by Government sponsored/supported organizations in Kerala have been dealt with in Chapter 4. A detailed description of the project of Kerala Legislature Complex with a critical analysis has been given in this chapter. A detailed account of the investigations carried out on the construction of International Stadium, a sports project of Greater Cochin Development Authority is included here. The project details of Cochin International Airport at Nedumbassery, its promoters and contractors are also discussed in Chapter 4. Various aspects of implementation which led the above projects successful have been discussed in chapter 5. The data collected were analysed through discussion and perceptions to arrive at certain conclusions. The emergence of front-loaded contract and its impact on economics of the project execution are dealt with in this chapter. Analysis of delays in respect of the various project narrated in chapter 3 has been done here. The root causes of the project time and overrun and its remedial measures are also enlisted in this chapter. Study of cost and time overrun of any construction project IS a part of construction management. Under the present environment of heavy investment on construction activities in India, the consequences of mismanagement many a time lead to excessive expenditure which are not be avoidable. Cost consciousness, therefore has to be keener than ever before. Optimization in investment can be achieved by improved dynamism in construction management. The successful completion of coristruction projects within the specified programme, optimizing three major attributes of the process - quality, schedule and costs - has become the most valuable and challenging task for the engineer - managers to perform. So, the various aspects of construction management such as cost control, schedule control, quality assurance, management techniques etc. have also been discussed in this fifth chapter. Chapter 6 summarises the conclusions drawn from the above criticalr1 of rhajor construction projects in Kerala.

Investment analysis of chemical projects and development of standerdised mathematical co-relation for cost estimation of pressure vessels in chemical industry

The present study is intended to provide a new scientific approach to the solution of the worlds cost engineering problems encountered in the chemical industries in our nation. The problem is that of cost estimation of equipments especially of pressure vessels when setting up chemical industries .The present study attempts to develop a model for such cost estimation. This in turn is hoped would go a long way to solve this and related problems in forecasting the cost of setting up chemical plants.

ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

Time and cost overruns of industrial projects in kerala

Poor project planning, implementation and control and the subsequent cost and time overruns are ubiquitous features that have been posing serious concern at all levels - state, national and international. It results in wastage of the nation's scarce resources and retards the socio-economic progress. Although several studies peripheral on project overruns have been made at the national level, no serious attempt has been made at the state level to identify the magnitude of overruns, their causes and impacts on industrial projects. The present study "Time and Cost Overruns of Industrial Projects in Kerala" is an earnest attempt to probe in depth the time and cost overruns and their impact on industrial projects. The study places emphasise on the identification of the real reasons behind the cost and time overruns. It also covers the present project management practices of industrial projects in Kerala.

Modeling Of Work-Related Musculoskeletal Disorders In Chemical Process Industry In India

In this modern complex world, stress at work is found to be increasingly a common feature in day to day life. For the same reason, job stress is one of the active areas in occupational health and safety research for over last four decades and is continuing to attract researchers in academia and industry. Job stress in process industries is of concern due to its influence on process safety, and worker‘s safety and health. Safety in process (chemical and nuclear material) industry is of paramount importance, especially in a thickly populated country like India. Stress at job is the main vector in inducing work related musculoskeletal disorders which in turn can affect the worker health and safety in process industries. In view of the above, the process industries should try to minimize the job stress in workers to ensure a safe and healthy working climate for the industry and the worker. This research is mainly aimed at assessing the influence of job stress in inducing work related musculoskeletal disorders in chemical process industries in India

Theoretical modeling of photon and electron-stimulated Na and K desorption from SiO2

The mechanism of generation of atomic Na and K from SiO2 samples has been studied using explicitly correlated wave function and density functional theory cluster calculations. Possible pathways for the photon and electron stimulated desorption of Na and K atoms from silicates are proposed, thus providing new insight on the generation of the tenuous Na and K atmosphere of the Moon.

‘Modeling and Analysis of Competing Risks Data’

there has been much research on analyzing various forms of competing risks data. Nevertheless, there are several occasions in survival studies, where the existing models and methodologies are inadequate for the analysis competing risks data. ldentifiabilty problem and various types of and censoring induce more complications in the analysis of competing risks data than in classical survival analysis. Parametric models are not adequate for the analysis of competing risks data since the assumptions about the underlying lifetime distributions may not hold well. Motivated by this, in the present study. we develop some new inference procedures, which are completely distribution free for the analysis of competing risks data.