A linear Markov system can be represented by an autoregressive and moving average (ARMA) model in discrete time domain. It can be used to identify some system model and its associated parameters. Recently, the ARMA model has been extended to an ARMA-LiNGAM model which is a canonical form to represent the system. It is expected to provide more detailed information of the model structure and the ...

Using the multiple threshold autoregressive and moving average (TARMA) model we analyze the nonlinearities in the dynamics of realized volatilities of daily stock returns of 30 companies in the Dow Jones index. We find that the realized volatility processes can be characterized by the high, moderate, and low regimes and that the persistence, variance and ARMA error term change with each regime....

Let Xt be an /-dimensional ARMA (p, q) process. Let g: U l -> W be a measurable function. Define a process Zt by Zt = g(Xt). Generally, Z.is not an ARMA process. However, we are interested in such functions g, for which Zt is also an AR process. It is important to know the orders of the process Zt. In the most cases we find only some bounds for them. From the practical point of view, our consid...

The space of rational matrices with xed size and degree is shown to have a manifold structure with bers over a Grassmannian. The bers are homeomorphic to a suitable space of strictly proper rational matrices. This structure is compatible with Willems' partition of external variables into inputs and outputs.

With the increase of wind power as a renewable energy source in many countries, wind speed forecasting has become more and more important to the planning of wind speed plants, the scheduling of dispatchable generation and tariffs in the day-ahead electricity market, and the operation of power systems. However, the uncertainty of wind speed makes troubles in them. For this reason, a wind speed f...

High-level resistance to aminoglycosides produced by 16S rRNA methylases in Enterobacteriaceae isolates was investigated. The prevalences of armA in Escherichia coli, Klebsiella pneumoniae, and Enterobacter cloacae were 0.6%, 3.0%, and 10%, respectively. rmtB was more prevalent than armA. Pulsed-field gel electrophoresis patterns indicated that armA and rmtB have spread horizontally and clonally.

An analytically simple and tractable formula for the start-up autocovariances of periodic ARMA (P ARMA) models is provided.

Sir, Methylation of 16S ribosomal RNA (rRNA) mediated by 16S rRNA methylase, which confers high-level aminoglycoside resistance (MICs .1024 mg/L) in Enterobacteriaceae, has recently emerged as a major medical problem worldwide. Until now, seven plasmid-encoded 16S rRNA methylases, ArmA, RmtA, RmtB, RmtC, RmtD, RmtE and NpmA, have been reported in various clinical Gram-negative isolates in multi...

The purpose of this paper is to introduce a method of estimating parameters in nonnegative ARMA processes. The method is a generalization of the procedures which were derived for autoregressive and moving-average processes. The estimates are constructed in the form of minima of certain fractions or some functions of these minima. A theorem concerning the strong consistence of these estimates is...