FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. Three linear methods for estimating parameter values of vector auto-regressive moving-average (VARMA) models which are in general at least an order of magnitude faster than maximum likelihood estimation are developed in this paper. Simulation results for different model structures with varying numbers of component series and observations suggest that the accuracy of these procedures is in most cases comparable with maximum likelihood estimation. Procedures for estimating parameter standard error are also discussed and used for identification of nonzero elements in the VARMA polynomial structures. These methods can also be used to establish the order of the VARMA structure. We note, however, that the primary purpose of these estimates is to generate initial estimates for the nonzero parameters in order to reduce subsequent computational time of more efficient estimation procedures such as exact maximum likelihood.     

Concentration of Umami Compounds in Pork Meat and Cooking Juice with Different Cooking Times and Temperatures

This study examined the concentrations of umami compounds in pork loins cooked at 3 different temperatures and 3 different lengths of cooking times. The pork loins were cooked with the sous vide technique. The free amino acids (FAAs), glutamic acid and aspartic acid; the 5′‐nucleotides, inosine‐5′‐monophosphate (IMP) and adenosine‐5′‐monophosphate (AMP); and corresponding nucleoside inosine of the cooked meat and its released juice were determined by high‐performance liquid chromatography. Under the experimental conditions used, the cooking temperature played a more important role than the cooking time in the concentration of the analyzed compounds. The amino acid concentrations in the meat did not remain constant under these experimental conditions. The most notable effect observed was that of the cooking temperature and the higher amino acid concentrations in the released juice of meat cooked at 80 °C compared with 60 and 70 °C. This is most likely due to the heat induced hydrolysis of proteins and peptides releasing water soluble FAAs from the meat into the cooking juice. In this experiment, the cooking time and temperature had no influence on the IMP concentrations observed. However, the AMP concentrations increased with the increasing temperature and time. This suggests that the choice of time and temperature in sous vide cooking affects the nucleotide concentration of pork meat. The Sous vide technique proved to be a good technique to preserve the cooking juice and the results presented here show that cooking juice is rich in umami compounds, which can be used to provide a savory or brothy taste.     

DETERMINING THE ORDER OF A VECTOR AUTOREGRESSION WHEN THE NUMBER OF COMPONENT SERIES IS LARGE

Abstract. We contrast the performance of several methods used for identifying the order of vector autoregressive (VAR) processes when the number K of component series is large. Through simulation experiments we show that their performance is dependent on K , the number of nonzero elements in the polynomial matrices of the VAR parameters and the permitted upper limit of the order used in testing the autoregressive structure. In addition we introduce a new quite powerful multivariate order determination criterion.     

A GENERALIZED LEAST-SQUARES APPROACH FOR ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. In this paper we present a generalized least-squares approach for estimating autoregressive moving-average (ARMA) models. Simulation results based on different model structures with varying numbers of observations are used to contrast the performance of our procedure with that of maximum likelihood estimates. Existing software packages can be utilized to derive these estimates.     

Guidance levels in the Nordic countries: a preliminary report for selected interventional procedures

The Nordic radiation protection authorities have already published recommended guidance levels for patient doses for six conventional radiological examinations. Over the past two years a similar protocol has been in progress for three interventional procedures. Measurements have been performed in 22 different hospitals in the Nordic countries on patients in the weight range 40-100 kg. The selected procedures are percutaneous transluminal coronary angioplasty (PTCA), percutaneous transluminal angioplasty (PTA) and endoscopic retrograde cholangio- and pancreatio-graphy (ERCP). A total of 281 PTCA procedures, 304 PTA procedures and 147 ERCP procedures are included in the study. The results from this survey are presented as a first attempt to set guidance levels.     

Iterative data detection and channel estimation for advanced TDMA systems

This letter presents a new receiver for Q-ary transmission, where all receiver blocks are embedded in an iterative structure. Packet data transmission in Global Systems for Mobile communications (GSM) and Enhanced Data rates for Global Evolution (EDGE) are considered as examples. A low-complexity soft-in-soft-out detector for EDGE is introduced and its modification suitable for iterative detection is derived. Application of iterative detection and channel estimation techniques in GSM/EDGE shows a significant performance enhancement. Additional improvement may be obtained if the iterative processing is applied to packet retransmission schemes.     

THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS

Abstract. In this paper we present a new approach for identifying seasonal autoregressive models and the degree of differencing required to induce stationarity in the data. The identification method is iterative and consists in systematically fitting increasing order models to the data and then verifying that the resulting residuals behave like white noise using a two-stage autoregressive order determination criterion. Once the order of the process is determined the identified structure is tested to see if it can be simplified. Simulation experiments based on different model structures with varying numbers of observations and parameter values as well as some macroeconomic data are used to evaluate the performance of the procedure.