Indian Agricultural Statistics Research Institute

About: Indian Agricultural Statistics Research Institute is a facility organization based out in New Delhi, India. It is known for research contribution in the topics: Population & Small area estimation. The organization has 454 authors who have published 870 publications receiving 7987 citations.

Kalman filter-based modelling and forecasting of stochastic volatility with threshold

Abstract: We propose a parametric nonlinear time-series model, namely the Autoregressive-Stochastic volatility with threshold (AR-SVT) model with mean equation for forecasting level and volatility. Methodology for estimation of parameters of this model is developed by first obtaining recursive Kalman filter time-update equation and then employing the unrestricted quasi-maximum likelihood method. Furthermore, optimal one-step and two-step-ahead out-of-sample forecasts formulae along with forecast error variances are derived analytically by recursive use of conditional expectation and variance. As an illustration, volatile all-India monthly spices export during the period January 2006 to January 2012 is considered. Entire data analysis is carried out using EViews and matrix laboratory (MATLAB) software packages. The AR-SVT model is fitted and interval forecasts for 10 hold-out data points are obtained. Superiority of this model for describing and forecasting over other competing models for volatility, namely AR-Gener...

Efficient Block Designs for Dependent Observations—A Computer-Aided Search

Abstract: In this article, the exchange and interchange algorithm of Zergaw (1989) and Martin and Eccleston (1992) have been modified and used for searching efficient block designs for making all possible pairwise treatment comparisons when observations are dependent. The lower bounds to the A- and D-efficiencies of the designs in a given class of the designs have been obtained for correlated observation structure and the procedure of computing lower bounds to A- and D-efficiencies has been incorporated in the algorithm. The algorithm has been translated into a computer program using Microsoft Visual C++. Using this program, a search for efficient designs for making all possible pairwise treatment comparisons has been made for v ≤ 10, b ≤ 33, k ≤ 10 such that bk ≤ 100 and v > k. The block designs considered are usual block designs (rectangular block designs) and circular block designs. Nearest neighbor (NN), autoregressive of order 1 (AR(1)) correlation structures are studied. The ranges of correlation coefficients...

Neighbor-Balanced Row-column Designs

Abstract: In this article, row-column designs incorporating directional neighbor effects have been studied. A row-column design is said to be neighbor balanced if every treatment has all other treatments appearing as a neighbor a constant number of times. We considered here three different situations under row-column setup incorporating neighbor effects viz., row-column design with one-sided neighbor effect, two-sided neighbor effect, and four-sided neighbor effect. The information matrices for all the situations for estimating the direct and neighbor effects of treatments have been derived. Methods of constructing neighbor-balanced row-column designs have been developed and its characterization properties have been studied.

Quality characteristics of infusion and health consequences: a comparative study between orthodox and CTC green teas

Abstract: The present study compares the effects of two green tea processing techniques, viz. orthodox and CTC (curl, tear and crush) on the quality parameters and sensory profiles under the geographical and climatic conditions of Assam, India. The results showed that CTC green tea infusions had 13.3, 7.5, 7.1, 9.8, 5.4, 17.3, 17.1 and 18.6% more total polyphenol, total catechin, (−)-epigallocatechin-3-gallate (EGCG), (−)-epicatechin-3-gallate (ECG), (−)-epigallocatechin (EGC), (−)-epicatechin (EC), water extract and theanine level, respectively than the infusions prepared from orthodox green tea. The sensory evaluation preferred the orthodox over CTC processing mode. Risk assessment with daily consumption of five cups (10 g) of green tea reveals that the EGCG level is free from the risk of hepatotoxicity and caffeine will not inflict any health hazard.