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Comparison Between the Methods Estimate Nonparametric and Semiparametric Transfer Function Model in Time Series Using Simulation
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Publication Date
Sun Nov 18 2018
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
The Comparison Between Standard Bayes Estimators of the Reliability Function of Exponential Distribution
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   In this paper, a Monte Carlo Simulation technique is used to compare the performance of the standard Bayes estimators of the reliability function of the one parameter exponential distribution .Three types of loss functions are adopted, namely, squared error  loss function (SELF) ,Precautionary error loss function (PELF) andlinear exponential error  loss function(LINEX) with informative and non- informative prior .The criterion integrated mean square error (IMSE) is employed to assess the performance of such estimators

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Publication Date
Sat Jul 31 2021
Journal Name
Iraqi Journal Of Science
Mixing ARMA Models with EGARCH Models and Using it in Modeling and Analyzing the Time Series of Temperature
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In this article our goal is mixing ARMA models with EGARCH models and composing a mixed model ARMA(R,M)-EGARCH(Q,P) with two steps, the first step includes modeling the data series by using EGARCH model alone interspersed with steps of detecting the heteroscedasticity effect and estimating  the model's parameters and check the adequacy of the model. Also we are predicting the conditional variance and verifying it's convergence to the unconditional variance value. The second step includes mixing ARMA with EGARCH and using the mixed (composite) model in modeling time series data and predict future values then asses the prediction ability of the proposed model by using prediction error criterions.

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Publication Date
Wed May 24 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
On Comparison between Radial Basis Function and Wavelet Basis Functions Neural Networks
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      In this paper we study and design two feed forward neural networks. The first approach uses radial basis function network and second approach uses wavelet basis function network to approximate the mapping from the input to the output space. The trained networks are then used in an conjugate gradient algorithm to estimate the output. These neural networks are then applied to solve differential equation. Results of applying these algorithms to several examples are presented

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Publication Date
Sat Dec 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Compare Estimate Methods of Parameter to Scheffʼe Mixture Model By Using Generalized Inverse and The Stepwise Regression procedure for Treatment Multicollinearity Problem
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Mixture experiments are response variables based on the proportions of component for this mixture. In our research we will compare the scheffʼe model with the kronecker model for the mixture experiments, especially when the experimental area is restricted.

     Because of the experience of the mixture of high correlation problem and the problem of multicollinearity between the explanatory variables, which has an effect on the calculation of the Fisher information matrix of the regression model.

     to estimate the parameters of the mixture model, we used the (generalized inverse ) And the Stepwise Regression procedure

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Publication Date
Tue Dec 01 2015
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison Between Some Estimator Methods of Linear Regression Model With Auto-Correlated Errors With Application Data for the Wheat in Iraq
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This research a study model of linear regression problem of autocorrelation of random error is spread when a normal distribution as used in linear regression analysis for relationship between variables and through this relationship can predict the value of a variable with the values of other variables, and was comparing methods (method of least squares, method of the average un-weighted, Thiel method and Laplace method) using the mean square error (MSE) boxes and simulation and the study included fore sizes of samples (15, 30, 60, 100). The results showed that the least-squares method is best, applying the fore methods of buckwheat production data and the cultivated area of the provinces of Iraq for years (2010), (2011), (2012),

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Publication Date
Fri Feb 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Some Methods for Estimating the Scheff'e Model of the Mixture
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Because of the experience of the mixture problem of high correlation and the existence of linear MultiCollinearity between the explanatory variables, because of the constraint of the unit and the interactions between them in the model, which increases the existence of links between the explanatory variables and this is illustrated by the variance inflation vector (VIF), L-Pseudo component to reduce the bond between the components of the mixture.

    To estimate the parameters of the mixture model, we used in our research the use of methods that increase bias and reduce variance, such as the Ridge Regression Method and the Least Absolute Shrinkage and Selection Operator (LASSO) method a

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Publication Date
Sun Jan 20 2019
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
The Comparison Between the MLE and Standard Bayes Estimators of the Reliability Function of Exponential Distribution
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     In this paper, a Monte Carlo Simulation technique is used to compare the performance of MLE and the standard Bayes estimators of the reliability function of the one parameter exponential distribution.Two types of loss functions are adopted, namely, squared error  loss function (SELF) and modified square error loss function (MSELF) with informative and non- informative prior. The criterion integrated mean square error (IMSE) is employed to assess the performance of such estimators .

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Publication Date
Fri Apr 12 2019
Journal Name
Journal Of Economics And Administrative Sciences
Compare between simex and Quassi-likelihood methods in estimation of regression function in the presence of measurement error
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       In recent years, the attention of researchers has increased of semi-parametric regression models, because it is possible to integrate the parametric and non-parametric regression models in one and then form a regression model has the potential to deal with the cruse of dimensionality in non-parametric models that occurs through the increasing of explanatory variables. Involved in the analysis and then decreasing the accuracy of the estimation. As well as the privilege of this type of model with flexibility in the application field compared to the parametric models which comply with certain conditions such as knowledge of the distribution of errors or the parametric models may

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Publication Date
Wed Mar 01 2017
Journal Name
Neural Computing And Applications
The potential of nonparametric model in foundation bearing capacity prediction
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Publication Date
Wed Oct 28 2015
Journal Name
Journal Of Mathematics And System Science
Simulating Particle Swarm Optimization Algorithm to Estimate Likelihood Function of ARMA(1, 1) Model
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