In this paper, wavelets were used to study the multivariate fractional Brownian motion through the deviations of the random process to find an efficient estimation of Hurst exponent. The results of simulations experiments were shown that the performance of the proposed estimator was efficient. The estimation process was made by taking advantage of the detail coefficients stationarity from the wavelet transform, as the variance of this coefficient showed the power-low behavior. We use two wavelet filters (Haar and db5) to manage minimizing the mean square error of the model.
We have studied Bayesian method in this paper by using the modified exponential growth model, where this model is more using to represent the growth phenomena. We focus on three of prior functions (Informative, Natural Conjugate, and the function that depends on previous experiments) to use it in the Bayesian method. Where almost of observations for the growth phenomena are depended on one another, which in turn leads to a correlation between those observations, which calls to treat such this problem, called Autocorrelation, and to verified this has been used Bayesian method.
The goal of this study is to knowledge the effect of Autocorrelation on the estimation by using Bayesian method. F
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Abstract
Rayleigh distribution is one of the important distributions used for analysis life time data, and has applications in reliability study and physical interpretations. This paper introduces four different methods to estimate the scale parameter, and also estimate reliability function; these methods are Maximum Likelihood, and Bayes and Modified Bayes, and Minimax estimator under squared error loss function, for the scale and reliability function of the generalized Rayleigh distribution are obtained. The comparison is done through simulation procedure, t
... Show MoreIn this effort, we define a new class of fractional analytic functions containing functional parameters in the open unit disk. By employing this class, we introduce two types of fractional operators, differential and integral. The fractional differential operator is considered to be in the sense of Ruscheweyh differential operator, while the fractional integral operator is in the sense of Noor integral. The boundedness and compactness in a complex Banach space are discussed. Other studies are illustrated in the sequel.
This article introduces a novel procedure to detect an approximate solution to Fredholm fractional integro-differential equations with linear type (LFFIDE) defined using Caputo fractional derivative. The new procedure approximates the solution using three types of polynomials: Laguerre polynomials, Hermite polynomials, and Legendre polynomials, thereafter transforming the problem into a linear programming problem. The approximate solutions are compared using testing examples to examine the efficiency of the suggested approach. Also, a comparison with the other methods using the same polynomials illustrates The effectiveness and consistency of the proposed technique. Finally, the error analysis of the proposed technique and convergent are di
... Show MoreThis article aims to determine the time-dependent heat coefficient together with the temperature solution for a type of semi-linear time-fractional inverse source problem by applying a method based on the finite difference scheme and Tikhonov regularization. An unconditionally stable implicit finite difference scheme is used as a direct (forward) solver. While by the MATLAB routine lsqnonlin from the optimization toolbox, the inverse problem is reformulated as nonlinear least square minimization and solved efficiently. Since the problem is generally incorrect or ill-posed that means any error inclusion in the input data will produce a large error in the output data. Therefore, the Tikhonov regularization technique is applie
... Show MoreIt has become necessary to change from a traditional system to an automated system in production processes, because it has high advantages. The most important of them is improving and increasing production. But there is still a need to improve and develop the work of these systems. The objective of this work is to study time reduction by combining multiple sequences of operations into one process. To carry out this work, the pneumatic system is designed to decrease\ increase the time of the sequence that performs a pick and place process through optimizing the sequences based on the obstacle dimensions. Three axes are represented using pneumatic cylinders that move according to the sequence used. The system is implemented and
... Show MoreThe selection and assessment of single-photon detection modules is a crucial problem in satellite-based QKD systems. The system's overall efficiency, secure key rate and quantum bit error rate are all significantly influenced by single-photon detection modules. There is a knowledge gap about the practical performance of commercially available single-photon detectors because existing research frequently relies on theoretical characteristics. This paper introduces a study on the effect of the parameters of three commercial single photon detection modules from ID Quantique company: ID Qube, ID100, and ID281 on certain Bennett-Brassard 1984 protocol parameters such as secure key rate, mean photon number per pulse, quantum bit error rate
... Show MoreIt has become necessary to change from a traditional system to an automated system in production processes, because it has high advantages. The most important of them is improving and increasing production. But there is still a need to improve and develop the work of these systems.
The objective of this work is to study time reduction by combining multiple sequences of operations into one process. To carry out this work, the pneumatic system is designed to decrease\ increase the time of the sequence that performs a pick and place process through optimizing the sequences based on the obstacle dimensions. Three axes are represented using pneumatic cylinders that move according to the sequence used. The system is implemented and con
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