Recent work has proposed a certainty trend (CT) elimination technique employed for the auto-regressive/autoregressive and moving-average (AR/ARMA) model pulse position prediction. In this paper, we investigate the intra pulse parameter estimation and pulse position prediction of the chirp and stochastic pulse position modulation (CSPPM) combined signal. The quick dechirp method is adopted to th...

In this paper, the short-term load forecast by use of autoregressive moving average (ARMA) model including non-Gaussian process considerations is proposed. In the proposed method, the concept of cumulant and bispectrum are embedded into the ARMA model in order to facilitate Gaussian and non-Gaussian process. With embodiment of a Gaussianity verification procedure, the forecasted model is identi...

The objective of this study was to investigate the genetic basis of high level aminoglycoside resistance in Acinetobacter baumannii clinical isolates from Beijing, China. 173 A. baumannii clinical isolates from hospitals in Beijing from 2006 to 2009 were first subjected to high level aminoglycoside resistance (HLAR, MIC to gentamicin and amikacin>512 µg/mL) phenotype selection by broth microdil...

An approach to handling colored observation noise in large least-squares (LS) problems is presented. The handling of colored noise is reduced to the problem of solving a Toeplitz system of linear equations. The colored noise is represented as an auto regressive moving-average (ARMA) process. Stability and invertability of the ARMA model allows the solution of the Toeplitz system to be reduced t...

As we have remarked, dependence is very common in time series observations. To model this time series dependence, we start with univariate ARMA models. To motivate the model, basically we can track two lines of thinking. First, for a series xt, we can model that the level of its current observations depends on the level of its lagged observations. For example, if we observe a high GDP realizati...

Recently, there has been much research on developing models suitable for analysing the volatility of a discrete-time process. Since the volatility process, like many others, is necessarily non-negative, there is a need to construct models for stationary processes which are non-negative with probability one. Such models can be obtained by driving autoregressive moving average (ARMA) processes wi...

این پژوهش با الهام گرفتن از نتایج یک طرح مطالعاتی کاربردی، رویکرد سلسله­‌مراتبی جهت پیگیری فرایند توسعه تأمین‌کنندگان و حمایت تصمیمات موجود در هر مراحل آن ارائه‌ می‌کند. ابتدا، زمینه‌های تأمین نیازمند سپس واجد شرایط هریک زمینه‌ها به کمک تصمیم‌گیری چندشاخصه بهترین-بدترین مشخص می‌گردند. معیارهای شناسایی نیز مرور مطالعات پیشین بهره‌گیری نظرات خبرگان حوزه‌ی خرید استخراج‌شده‌اند. درنهایت، مدل ریاضی ...