A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES

Abstract. A generalized autoregressive (GAR) process {Z ( t ) ; t = 0 , ±1, …} is defined to satisfy the recurrence relation Z(t) = A_θ (t)Z (t -l)+ u( t ), where {A_θ(t); t = 0,±1, …} is itself a stochastic process depending on a vector parameter θ and where {u( t ); t = 0, ±1, …} is white noise with Eu ² ( t ) = a ². This paper develops theory and methodology and implementing the class of GAR processes for time series modeling and forecasting. Conditions on the 'parameter process' { A _θ ( t ); t = 0, ±1, …} are obtained for the existence of a GAR process; necessary and sufficient conditions on { A_θ ( t ) ; t = 0, ±1, …} for existence of a stationary GAR process are also obtained. Procedures are developed for computing maximum likelihood estimates of the parameters 0 and u² and for computing the minimum mean squared error forecasts for GAR processes.     

Adaptive Fourier Series and the Analysis of Periodicities in Time Series Data

A Fourier series decomposes a function x ( t ) into a sum of periodic components that have sinusoidal shapes. This paper describes an adaptive Fourier series where the periodic components of x ( t ) may have a variety of differing shapes. The periodic shapes are adaptive since they depend on the function x ( t ) and the period. The results, which extend both Fourier analysis and Walsh–Fourier analysis, are applied to investigate the shapes of periodic components in time series data sets.     

Inhibitions mediated by glycine and GABAA receptors shape the discharge pattern of bulbar respiratory neurons

Experiments were performed to identify the glycinergic or GABAergic nature, and the timing of discharge, of the neurons which produce chloride-dependent inhibitions on other bulbar respiratory neurons (RNs) during their silent and active phases. RNs recorded extracellularly in pentobarbital-anesthetized or decerebrate cats, were subjected to iontophoretic applications of glutamate, of the glycine antagonist strychnine, and of the GABAA receptor antagonist bicuculline. Both antagonists induced discharge or increased discharge frequency in restricted parts of the respiratory cycle without affecting the discharge frequency in other parts of the cycle. Strychnine most often elicited activity in late-inspiration and early-expiration, but also in early inspiration and in late expiration. Bicuculline was most often effective throughout the entire discharge period of each neuron with no effect during the silent period, although it also acted selectively during late-inspiration in inspiratory neurons, an effect attributed to GABAA receptor blockade. The convergence of glycinergic afferent inputs during late inspiration and early expiration suggests that glycinergic neurons may play an important role in the inspiratory to expiratory phase transition.     

Type of milk consumed can influence plasma concentrations of fatty acids and minerals and body composition in infant and weanling pigs

Two experiments using 42 crossbred neonatal pigs to compare the effects of caprine and bovine milk on growth, apparent nutrient digestibility and body composition were conducted. At age 72 h, pigs were removed from their dams and randomly divided into two groups, housed separately in stainless steel metabolism cages and were fed a predetermined amount (300 mL/kg body weight) of pasteurized, nonfortified whole, caprine or bovine milk. Body composition was determined using dual energy X-ray absorptiometry (DXA). In Experiment 1, 22 intact male pigs were used for a 31-d experimental period. There was no significant (P > 0.05) dietary effect on growth, apparent nutrient digestibility or body composition. Significant differences (P < 0.05), however, were observed in plasma of C 8:0, C 10:0 and C 12:0 concentrations. In Experiment 2, 20 pigs (10 intact males and 10 females) were used in a 2 x 2 factorial experiment for 52 d. Pigs fed caprine milk had higher (P < 0.05) plasma concentrations of C10:0 and C12:0 as well as Na, Mg and Zn than those fed bovine milk. At Day 52, pigs fed caprine milk had less body fat (P < 0.001) and higher (P < 0.06) bone mineral density than those fed bovine milk. Drymatter, N and total mineral intake of male pigs was higher (P < 0.05) than female pigs. Also, male pigs had higher (P < 0.05) plasma concentrations of C12:0 than females. This study demonstrates that the type of milk consumed can influence plasma concentrations of fatty acids, minerals and body composition in pigs.     

Exposure to antimicrobials through the milk diet or systemic therapy is associated with a transient increase in antimicrobial resistance in fecal Escherichia coli of dairy calves

The objective of this prospective cohort study was to describe the relationship between exposure to antimicrobials, through both the milk diet and systemic therapy, and to describe antimicrobial resistance of fecal Escherichia coli in dairy calves pre- and postweaning. A convenience sample of 15 Minnesota dairy farms was chosen, representing 3 equal cohorts of milk diet fed to preweaned calves: medicated milk replacer (MMR), nonmedicated milk replacer (NMR), or pasteurized nonsaleable milk (PNM). Five newborn calves were enrolled on each farm, with fecal samples collected from each calf at 1, 3, 5, and 16 wk of age. After isolation, 3 colonies of E. coli were randomly selected from each sample to determine antimicrobial susceptibility by minimum inhibitory concentration (Sensititer, Thermo Scientific, Waltham, MA) to 8 antimicrobials in 8 classes. The isolate was given an antimicrobial resistance score (ARS) according to the number of antimicrobial classes to which it was resistant. Any isolate resistant to 3 or more antimicrobials was defined as being multidrug resistant (MDR). Relationships between ARS and MDR (dependent variables) and possible explanatory variables were analyzed using mixed multivariable linear and logistic regression models, respectively, with critical P-values adjusted for multiple contrasts. Seventy percent of isolates were resistant to sulfadimethoxine. For wk 1 and 3, the mean ARS values were greatest for fecal E. coli from calves fed MMR or PNM compared with NMR, with no difference in ARS values between the MMR and PNM groups at either time point. At wk 5, the mean ARS value was greatest for fecal E. coli from calves fed MMR (3.56 ± 0.45; mean ± SE), intermediate for calves fed PNM (2.64 ± 0.45), and lowest for calves fed NMR (1.54 ± 0.45). However, by wk 16, the mean ARS values were ≤1.0 and did not differ among milk diets. Evaluation of the proportion of isolates with MDR mirrored the results of the ARS analysis (MDR more prevalent in MMR and PNM groups preweaning; no difference among milk diets at 16 wk). There was a tendency for an increase in ARS at wk 5 (1.28 ± 0.70), and the odds for MDR in fecal E. coli were estimated to be 5.2 (95% confidence interval = 0.67, 35.7) and 101.1 (95% confidence interval = 1.15, >999.9) higher at wk 3 and 5 if the calf was treated with a systemic antimicrobial within the 14-d period before sampling. These findings suggest that exposure to antimicrobials through the milk diet or systemic therapy may result in a transient increase in resistance in fecal E. coli, but once the antimicrobial pressure is removed, susceptible E. coli are able to flourish again, resulting in an overall decrease in resistance.     

Steady-state electron transport in the III–V nitride semiconductors: A sensitivity analysis

We studied the sensitivity of the steady-state electron transport in GaN to variations in the important material parameters related to the band structure. We found (a) that an increase in the lowest conduction-band-valley effective mass leads to a lowering and broadening of the peak in the velocity-field characteristic, as well as to an increase in the field at which the peak occurs; (b) that increases in the upper conduction-band-valley effective masses dramatically decrease the saturation drift velocity, with very little other effect; (c) that increased nonparabolicity of the lowest conduction-band valley leads to a broadening and shifting to higher electric fields of the peak in the velocity-field characteristic; (d) that increases in the intervalley energy separation lead to moderate increases in the peak drift velocity; and (e) that increases in the degeneracy of the upper conduction-band valleys leads to a moderate decrease in the saturation drift velocity.     

Smart-antenna systems for mobile communication networks. Part 1. Overview and antenna design

This paper focuses on the interaction and integration of several critical components of a mobile communication network using smart-antenna systems. This wireless network is composed of communicating nodes that are mobile, and its topology is continuously changing. One of the central motivations for this work comes from the observed dependence of the overall network throughput on the design of the adaptive antenna system and its underlying signal processing algorithms. Part 1 of this two-part paper gives a brief overview of smart-antenna systems, including the different types of smart-antenna systems, and the reason for their having gained popularity. Moreover, details of typical antenna array designs suitable for the wireless communication devices are included in this part.     

Effects of drug-induced changes in resting blood pressure on classically conditioned heart rate and blood pressure in restrained rats.

Subsequent to receiving aversive classical conditioning (which led to a decelerative heart rate [HR] CR and a pressor–depressor blood pressure [BP] CR), 3 groups of restrained male Sprague-Dawley rats received iv infusion of Na nitroprusside (n?=?9; 40 μg/mg/min) to lower baseline BP, phenylephrine (n?=?10; 17 μg/mg/min) to raise baseline BP, or an equivalent volume of saline (n?=?9). Conditioning test trials during infusion revealed that hypotension produced by Na nitroprusside eliminated the HR CR and transformed the BP CR into a pressor-only reaction. Hypertension produced by phenylephrine facilitated the HR CR and changed the BP CR to a pressor-only response on trials in which baseline BP increases and baseline HR decreases were within restricted limits. Following drug withdrawal, the HR CRs of both drug groups and the BP CR of the phenylephrine group were attenuated. The UCRs to the shock UCS under phenylephrine were exaggerated and consisted of tachycardias and depressor BP changes, whereas, under Na nitroprusside, reduced tachycardias and depressor activity occurred. Results suggest that the loss of the vagally medicated HR CR under Na nitroprusside was due to baroreceptor-controlled inhibition of vagal discharge. The enhancement of the HR CR under phenylephrine was due to baroreceptor-influenced facilitation of vagal discharge. (20 ref) (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Smart antenna system analysis, integration and performance formobile ad-hoc networks (MANETs)

This paper focuses on the interaction and integration of several critical components of a mobile ad-hoc network (MANET) using smart antenna systems. A MANET is a wireless network where the communicating nodes are mobile and the network topology is continuously changing. One of the central motivations for this work comes from the observed dependence of the overall network throughput on the design of the adaptive antenna system and its underlying signal processing algorithms. In fact, a major objective of this work is to study and document the overall efficiency of the network in terms of the antenna pattern and the length of the training sequence used by the beamforming algorithms. This study also considers in sufficient detail problems dealing with the choice of direction of arrival algorithm and the performance of the adaptive beamformer in the presence of antenna coupling effects. Furthermore, the paper presents strategies and algorithms to combat the effects of fading channels on the overall system