983 resultados para non-Gaussian volatility sequences


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In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.

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Abstract Background Transcription of large numbers of non-coding RNAs originating from intronic regions of human genes has been recently reported, but mechanisms governing their biosynthesis and biological functions are largely unknown. In this work, we evaluated the existence of a common mechanism of transcription regulation shared by protein-coding mRNAs and intronic RNAs by measuring the effect of androgen on the transcriptional profile of a prostate cancer cell line. Results Using a custom-built cDNA microarray enriched in intronic transcribed sequences, we found 39 intronic non-coding RNAs for which levels were significantly regulated by androgen exposure. Orientation-specific reverse transcription-PCR indicated that 10 of the 13 were transcribed in the antisense direction. These transcripts are long (0.5–5 kb), unspliced and apparently do not code for proteins. Interestingly, we found that the relative levels of androgen-regulated intronic transcripts could be correlated with the levels of the corresponding protein-coding gene (asGAS6 and asDNAJC3) or with the alternative usage of exons (asKDELR2 and asITGA6) in the corresponding protein-coding transcripts. Binding of the androgen receptor to a putative regulatory region upstream from asMYO5A, an androgen-regulated antisense intronic transcript, was confirmed by chromatin immunoprecipitation. Conclusion Altogether, these results indicate that at least a fraction of naturally transcribed intronic non-coding RNAs may be regulated by common physiological signals such as hormones, and further corroborate the notion that the intronic complement of the transcriptome play functional roles in the human gene-expression program.

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Abstract Background The metabolic capacity for nitrogen fixation is known to be present in several prokaryotic species scattered across taxonomic groups. Experimental detection of nitrogen fixation in microbes requires species-specific conditions, making it difficult to obtain a comprehensive census of this trait. The recent and rapid increase in the availability of microbial genome sequences affords novel opportunities to re-examine the occurrence and distribution of nitrogen fixation genes. The current practice for computational prediction of nitrogen fixation is to use the presence of the nifH and/or nifD genes. Results Based on a careful comparison of the repertoire of nitrogen fixation genes in known diazotroph species we propose a new criterion for computational prediction of nitrogen fixation: the presence of a minimum set of six genes coding for structural and biosynthetic components, namely NifHDK and NifENB. Using this criterion, we conducted a comprehensive search in fully sequenced genomes and identified 149 diazotrophic species, including 82 known diazotrophs and 67 species not known to fix nitrogen. The taxonomic distribution of nitrogen fixation in Archaea was limited to the Euryarchaeota phylum; within the Bacteria domain we predict that nitrogen fixation occurs in 13 different phyla. Of these, seven phyla had not hitherto been known to contain species capable of nitrogen fixation. Our analyses also identified protein sequences that are similar to nitrogenase in organisms that do not meet the minimum-gene-set criteria. The existence of nitrogenase-like proteins lacking conserved co-factor ligands in both diazotrophs and non-diazotrophs suggests their potential for performing other, as yet unidentified, metabolic functions. Conclusions Our predictions expand the known phylogenetic diversity of nitrogen fixation, and suggest that this trait may be much more common in nature than it is currently thought. The diverse phylogenetic distribution of nitrogenase-like proteins indicates potential new roles for anciently duplicated and divergent members of this group of enzymes.

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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

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Eukaryotic ribosomal DNA constitutes a multi gene family organized in a cluster called nucleolar organizer region (NOR); this region is composed usually by hundreds to thousands of tandemly repeated units. Ribosomal genes, being repeated sequences, evolve following the typical pattern of concerted evolution. The autonomous retroelement R2 inserts in the ribosomal gene 28S, leading to defective 28S rDNA genes. R2 element, being a retrotransposon, performs its activity in the genome multiplying its copy number through a “copy and paste” mechanism called target primed reverse transcription. It consists in the retrotranscription of the element’s mRNA into DNA, then the DNA is integrated in the target site. Since the retrotranscription can be interrupted, but the integration will be carried out anyway, truncated copies of the element will also be present in the genome. The study of these truncated variants is a tool to examine the activity of the element. R2 phylogeny appears, in general, not consistent with that of its hosts, except some cases (e.g. Drosophila spp. and Reticulitermes spp.); moreover R2 is absent in some species (Fugu rubripes, human, mouse, etc.), while other species have more R2 lineages in their genome (the turtle Mauremys reevesii, the Japanese beetle Popilia japonica, etc). R2 elements here presented are isolated in 4 species of notostracan branchiopods and in two species of stick insects, whose reproductive strategies range from strict gonochorism to unisexuality. From sequencing data emerges that in Triops cancriformis (Spanish gonochoric population), in Lepidurus arcticus (two putatively unisexual populations from Iceland) and in Bacillus rossius (gonochoric population from Capalbio) the R2 elements are complete and encode functional proteins, reflecting the general features of this family of transposable elements. On the other hand, R2 from Italian and Austrian populations of T. cancriformis (respectively unisexual and hermaphroditic), Lepidurus lubbocki (two elements within the same Italian population, gonochoric but with unfunctional males) and Bacillus grandii grandii (gonochoric population from Ponte Manghisi) have sequences that encode incomplete or non-functional proteins in which it is possible to recognize only part of the characteristic domains. In Lepidurus couesii (Italian gonochoric populations) different elements were found as in L. lubbocki, and the sequencing is still in progress. Two hypothesis are given to explain the inconsistency of R2/host phylogeny: vertical inheritance of the element followed by extinction/diversification or horizontal transmission. My data support previous study that state the vertical transmission as the most likely explanation; nevertheless horizontal transfer events can’t be excluded. I also studied the element’s activity in Spanish populations of T. cancriformis, in L. lubbocki, in L. arcticus and in gonochoric and parthenogenetic populations of B. rossius. In gonochoric populations of T. cancriformis and B. rossius I found that each individual has its own private set of truncated variants. The situation is the opposite for the remaining hermaphroditic/parthenogenetic species and populations, all individuals sharing – in the so far analyzed samples - the majority of variants. This situation is very interesting, because it isn’t concordant with the Muller’s ratchet theory that hypothesizes the parthenogenetic populations being either devoided of transposable elements or TEs overloaded. My data suggest a possible epigenetic mechanism that can block the retrotransposon activity, and in this way deleterious mutations don’t accumulate.

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Myocardial perfusion quantification by means of Contrast-Enhanced Cardiac Magnetic Resonance images relies on time consuming frame-by-frame manual tracing of regions of interest. In this Thesis, a novel automated technique for myocardial segmentation and non-rigid registration as a basis for perfusion quantification is presented. The proposed technique is based on three steps: reference frame selection, myocardial segmentation and non-rigid registration. In the first step, the reference frame in which both endo- and epicardial segmentation will be performed is chosen. Endocardial segmentation is achieved by means of a statistical region-based level-set technique followed by a curvature-based regularization motion. Epicardial segmentation is achieved by means of an edge-based level-set technique followed again by a regularization motion. To take into account the changes in position, size and shape of myocardium throughout the sequence due to out of plane respiratory motion, a non-rigid registration algorithm is required. The proposed non-rigid registration scheme consists in a novel multiscale extension of the normalized cross-correlation algorithm in combination with level-set methods. The myocardium is then divided into standard segments. Contrast enhancement curves are computed measuring the mean pixel intensity of each segment over time, and perfusion indices are extracted from each curve. The overall approach has been tested on synthetic and real datasets. For validation purposes, the sequences have been manually traced by an experienced interpreter, and contrast enhancement curves as well as perfusion indices have been computed. Comparisons between automatically extracted and manually obtained contours and enhancement curves showed high inter-technique agreement. Comparisons of perfusion indices computed using both approaches against quantitative coronary angiography and visual interpretation demonstrated that the two technique have similar diagnostic accuracy. In conclusion, the proposed technique allows fast, automated and accurate measurement of intra-myocardial contrast dynamics, and may thus address the strong clinical need for quantitative evaluation of myocardial perfusion.

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Welche genetische Unterschiede machen uns verschieden von unseren nächsten Verwandten, den Schimpansen, und andererseits so ähnlich zu den Schimpansen? Was wir untersuchen und auch verstehen wollen, ist die komplexe Beziehung zwischen den multiplen genetischen und epigenetischen Unterschieden, deren Interaktion mit diversen Umwelt- und Kulturfaktoren in den beobachteten phänotypischen Unterschieden resultieren. Um aufzuklären, ob chromosomale Rearrangements zur Divergenz zwischen Mensch und Schimpanse beigetragen haben und welche selektiven Kräfte ihre Evolution geprägt haben, habe ich die kodierenden Sequenzen von 2 Mb umfassenden, die perizentrischen Inversionsbruchpunkte flankierenden Regionen auf den Chromosomen 1, 4, 5, 9, 12, 17 und 18 untersucht. Als Kontrolle dienten dabei 4 Mb umfassende kollineare Regionen auf den rearrangierten Chromosomen, welche mindestens 10 Mb von den Bruchpunktregionen entfernt lagen. Dabei konnte ich in den Bruchpunkten flankierenden Regionen im Vergleich zu den Kontrollregionen keine höhere Proteinevolutionsrate feststellen. Meine Ergebnisse unterstützen nicht die chromosomale Speziationshypothese für Mensch und Schimpanse, da der Anteil der positiv selektierten Gene (5,1% in den Bruchpunkten flankierenden Regionen und 7% in den Kontrollregionen) in beiden Regionen ähnlich war. Durch den Vergleich der Anzahl der positiv und negativ selektierten Gene per Chromosom konnte ich feststellen, dass Chromosom 9 die meisten und Chromosom 5 die wenigsten positiv selektierten Gene in den Bruchpunkt flankierenden Regionen und Kontrollregionen enthalten. Die Anzahl der negativ selektierten Gene (68) war dabei viel höher als die Anzahl der positiv selektierten Gene (17). Eine bioinformatische Analyse von publizierten Microarray-Expressionsdaten (Affymetrix Chip U95 und U133v2) ergab 31 Gene, die zwischen Mensch und Schimpanse differentiell exprimiert sind. Durch Untersuchung des dN/dS-Verhältnisses dieser 31 Gene konnte ich 7 Gene als negativ selektiert und nur 1 Gen als positiv selektiert identifizieren. Dieser Befund steht im Einklang mit dem Konzept, dass Genexpressionslevel unter stabilisierender Selektion evolvieren. Die meisten positiv selektierten Gene spielen überdies eine Rolle bei der Fortpflanzung. Viele dieser Speziesunterschiede resultieren eher aus Änderungen in der Genregulation als aus strukturellen Änderungen der Genprodukte. Man nimmt an, dass die meisten Unterschiede in der Genregulation sich auf transkriptioneller Ebene manifestieren. Im Rahmen dieser Arbeit wurden die Unterschiede in der DNA-Methylierung zwischen Mensch und Schimpanse untersucht. Dazu wurden die Methylierungsmuster der Promotor-CpG-Inseln von 12 Genen im Cortex von Menschen und Schimpansen mittels klassischer Bisulfit-Sequenzierung und Bisulfit-Pyrosequenzierung analysiert. Die Kandidatengene wurden wegen ihrer differentiellen Expressionsmuster zwischen Mensch und Schimpanse sowie wegen Ihrer Assoziation mit menschlichen Krankheiten oder dem genomischen Imprinting ausgewählt. Mit Ausnahme einiger individueller Positionen zeigte die Mehrzahl der analysierten Gene keine hohe intra- oder interspezifische Variation der DNA-Methylierung zwischen den beiden Spezies. Nur bei einem Gen, CCRK, waren deutliche intraspezifische und interspezifische Unterschiede im Grad der DNA-Methylierung festzustellen. Die differentiell methylierten CpG-Positionen lagen innerhalb eines repetitiven Alu-Sg1-Elements. Die Untersuchung des CCRK-Gens liefert eine umfassende Analyse der intra- und interspezifischen Variabilität der DNA-Methylierung einer Alu-Insertion in eine regulatorische Region. Die beobachteten Speziesunterschiede deuten darauf hin, dass die Methylierungsmuster des CCRK-Gens wahrscheinlich in Adaption an spezifische Anforderungen zur Feinabstimmung der CCRK-Regulation unter positiver Selektion evolvieren. Der Promotor des CCRK-Gens ist anfällig für epigenetische Modifikationen durch DNA-Methylierung, welche zu komplexen Transkriptionsmustern führen können. Durch ihre genomische Mobilität, ihren hohen CpG-Anteil und ihren Einfluss auf die Genexpression sind Alu-Insertionen exzellente Kandidaten für die Förderung von Veränderungen während der Entwicklungsregulation von Primatengenen. Der Vergleich der intra- und interspezifischen Methylierung von spezifischen Alu-Insertionen in anderen Genen und Geweben stellt eine erfolgversprechende Strategie dar.

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In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

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Defensins are a major family of antimicrobial peptides found throughout the phylogenetic tree. From the spider species: Cupiennius salei, Phoneutria reidyi, Polybetes pythagoricus, Tegenaria atrica, and Meta menardi, defensins belonging to the 'ancestral' class of invertebrate defensins were cloned and sequenced. The deduced amino acid sequences contain the characteristic six cysteines of this class of defensins and reveal precursors of 60 or 61 amino acid residues. The mature peptides consist of 37 amino acid residues, showing up to 70% identities with tick and scorpion defensins. In C. salei, defensin mRNA was found to be constitutively expressed in hemocytes, ovaries, subesophageal nerve mass, hepatopancreas, and muscle tissue. This is the first report presenting and comparing antimicrobial peptides belonging to the family of defensins from spiders.

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By analyzing human immunodeficiency virus type 1 (HIV-1) pol sequences from the Swiss HIV Cohort Study (SHCS), we explored whether the prevalence of non-B subtypes reflects domestic transmission or migration patterns.

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Many metabolites in the proton magnetic resonance spectrum undergo magnetization exchange with water, such as those in the downfield region (6.0-8.5 ppm) and the upfield peaks of creatine, which can be measured to reveal additional information about the molecular environment. In addition, these resonances are attenuated by conventional water suppression techniques complicating detection and quantification. To characterize these metabolites in human skeletal muscle in vivo at 3 T, metabolite cycled non-water-suppressed spectroscopy was used to conduct a water inversion transfer experiment in both the soleus and tibialis anterior muscles. Resulting median exchange-independent T(1) times for the creatine methylene resonances were 1.26 and 1.15 s, and for the methyl resonances were 1.57 and 1.74 s, for soleus and tibialis anterior muscles, respectively. Magnetization transfer rates from water to the creatine methylene resonances were 0.56 and 0.28 s(-1) , and for the methyl resonances were 0.39 and 0.30 s(-1) , with the soleus exhibiting faster transfer rates for both resonances, allowing speculation about possible influences of either muscle fibre orientation or muscle composition on the magnetization transfer process. These water magnetization transfer rates observed without water suppression are in good agreement with earlier reports that used either postexcitation water suppression in rats, or short CHESS sequences in human brain and skeletal muscle.

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Synthetic oligonucleotides and peptides have found wide applications in industry and academic research labs. There are ~60 peptide drugs on the market and over 500 under development. The global annual sale of peptide drugs in 2010 was estimated to be $13 billion. There are three oligonucleotide-based drugs on market; among them, the FDA newly approved Kynamro was predicted to have a $100 million annual sale. The annual sale of oligonucleotides to academic labs was estimated to be $700 million. Both bio-oligomers are mostly synthesized on automated synthesizers using solid phase synthesis technology, in which nucleoside or amino acid monomers are added sequentially until the desired full-length sequence is reached. The additions cannot be complete, which generates truncated undesired failure sequences. For almost all applications, these impurities must be removed. The most widely used method is HPLC. However, the method is slow, expensive, labor-intensive, not amendable for automation, difficult to scale up, and unsuitable for high throughput purification. It needs large capital investment, and consumes large volumes of harmful solvents. The purification costs are estimated to be more than 50% of total production costs. Other methods for bio-oligomer purification also have drawbacks, and are less favored than HPLC for most applications. To overcome the problems of known biopolymer purification technologies, we have developed two non-chromatographic purification methods. They are (1) catching failure sequences by polymerization, and (2) catching full-length sequences by polymerization. In the first method, a polymerizable group is attached to the failure sequences of the bio-oligomers during automated synthesis; purification is achieved by simply polymerizing the failure sequences into an insoluble gel and extracting full-length sequences. In the second method, a polymerizable group is attached to the full-length sequences, which are then incorporated into a polymer; impurities are removed by washing, and pure product is cleaved from polymer. These methods do not need chromatography, and all drawbacks of HPLC no longer exist. Using them, purification is achieved by simple manipulations such as shaking and extraction. Therefore, they are suitable for large scale purification of oligonucleotide and peptide drugs, and also ideal for high throughput purification, which currently has a high demand for research projects involving total gene synthesis. The dissertation will present the details about the development of the techniques. Chapter 1 will make an introduction to oligodeoxynucleotides (ODNs), their synthesis and purification. Chapter 2 will describe the detailed studies of using the catching failure sequences by polymerization method to purify ODNs. Chapter 3 will describe the further optimization of the catching failure sequences by polymerization ODN purification technology to the level of practical use. Chapter 4 will present using the catching full-length sequence by polymerization method for ODN purification using acid-cleavable linker. Chapter 5 will make an introduction to peptides, their synthesis and purification. Chapter 6 will describe the studies using the catching full-length sequence by polymerization method for peptide purification.

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This paper proposes a new compression algorithm for dynamic 3d meshes. In such a sequence of meshes, neighboring vertices have a strong tendency to behave similarly and the degree of dependencies between their locations in two successive frames is very large which can be efficiently exploited using a combination of Predictive and DCT coders (PDCT). Our strategy gathers mesh vertices of similar motions into clusters, establish a local coordinate frame (LCF) for each cluster and encodes frame by frame and each cluster separately. The vertices of each cluster have small variation over a time relative to the LCF. Therefore, the location of each new vertex is well predicted from its location in the previous frame relative to the LCF of its cluster. The difference between the original and the predicted local coordinates are then transformed into frequency domain using DCT. The resulting DCT coefficients are quantized and compressed with entropy coding. The original sequence of meshes can be reconstructed from only a few non-zero DCT coefficients without significant loss in visual quality. Experimental results show that our strategy outperforms or comes close to other coders.

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This paper presents an empirical study of affine invariant feature detectors to perform matching on video sequences of people with non-rigid surface deformation. Recent advances in feature detection and wide baseline matching have focused on static scenes. Video frames of human movement capture highly non-rigid deformation such as loose hair, cloth creases, skin stretching and free flowing clothing. This study evaluates the performance of six widely used feature detectors for sparse temporal correspondence on single view and multiple view video sequences. Quantitative evaluation is performed of both the number of features detected and their temporal matching against and without ground truth correspondence. Recall-accuracy analysis of feature matching is reported for temporal correspondence on single view and multiple view sequences of people with variation in clothing and movement. This analysis identifies that existing feature detection and matching algorithms are unreliable for fast movement with common clothing.

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Twenty-four Actinobacillus suis isolates obtained from several species of non-porcine mammals were compared to the representative porcine strains, ATCC 15557 (serotype O1) and H89-1173 (serotype O2), by O serotyping, DNA fingerprinting, PCR amplification of apxICA, apxIICA and apxIIICA toxin genes and by rrs (16S rRNA) gene sequencing. Only two strains, both equine, reacted with O1 antiserum while two others, one canine and the other feline, reacted with O2 antiserum. One equine strain reacted weakly with both antisera. No amplification of apx genes was found with the non-porcine O1 or the "not O1/O2" strains but amplification of the apxICA and apxIICA genes was observed with the two O2 strains. In addition, these two O2 strains had both BamHI and BglII fingerprints that were very similar to the porcine O2 reference strain, H89-1173 and rrs gene sequences that were identical to the A. suis reference strain ATCC 15557. Taken together, these data suggest that although many non-porcine A. suis isolates are not A. suis (sensu stricto), some isolates are genotypically as well as phenotypically similar to A. suis.