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NONPARAMETRIC ESTIMATION IN DOUBLY GEOMETRIC STOCHASTIC PROCESSES
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A stochastic process {Xk, k = 1, 2, ...} is a doubly geometric stochastic process if there exists the ratio (a > 0) and the positive function (h(k) > 0), so that {α 1 h-k }; k ak X k = 1, 2, ... is a generalization of a geometric stochastic process. This process is stochastically monotone and can be used to model a point process with multiple trends. In this paper, we use nonparametric methods to investigate statistical inference for doubly geometric stochastic processes. A graphical technique for determining whether a process is in agreement with a doubly geometric stochastic process is proposed. Further, we can estimate the parameters a, b, μ and σ2 of the doubly geometric stochastic process by using the least squares estimate for Xk and ln Xk, as well as the linear regression method, where μ and σ2 are the mean and variance of X1, respectively. A real-world example is used to demonstrate the process. Furthermore, the estimators' output is evaluated using a real-world example. © 2021 DAV College. All rights reserved.

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Publication Date
Sun Apr 23 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Some Statistical Characteristics Depending on the Maximum Variance of Solution of Two Dimensional Stochastic Fredholm Integral Equation contains Two Gamma Processes
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   In this paper, we find the two solutions of two dimensional stochastic Fredholm integral equations contain two gamma processes differ by the parameters in two cases and equal in the third are solved by the Adomain decomposition method. As a result of the solutions probability density functions and their variances at the time t are derived by depending upon the maximum variances of each probability density function with respect to the three cases. The auto covariance and the power spectral density functions are also derived. To indicate which of the three cases is the best, the auto correlation coefficients are calculated.

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Publication Date
Sun Apr 30 2023
Journal Name
Iraqi Journal Of Science
Doubly Type II Censoring of Two Stress-Strength System Reliability Estimation for Generalized Exponential-Poisson Distribution
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 In this paper, a Bayesian analysis is made to estimate the Reliability of two stress-strength model systems. First: the reliability  of a one component strengths X under stress Y. Second, reliability  of one component strength under three stresses. Where X and Y are independent generalized exponential-Poison random variables with parameters (α,λ,θ) and (β,λ,θ) . The analysis is concerned with and based on doubly type II censored samples using gamma prior under four different loss functions, namely   quadratic loss function, weighted loss functions,  linear and non-linear exponential loss function. The estimators are compared by mean squared error criteria due to a simulation study. We also find that the mean square error is

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Publication Date
Mon Dec 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
Estimation Mean Wind Speed in Iraq By Using Parametric And Nonparametric Linear Mixed Models
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In this research, the one of the most important model and widely used in many and applications is linear mixed model, which widely used to analysis the longitudinal data that characterized by the repeated measures form .where estimating linear mixed model by using two methods (parametric and nonparametric) and used to estimate the conditional mean and marginal mean in linear mixed model ,A comparison between number of models is made to get the best model that will represent the mean wind speed in Iraq.The application is concerned with 8 meteorological stations in Iraq that we selected randomly and   then we take a monthly data about wind speed over ten years Then average it over each month in corresponding year, so we g

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Crossref
Publication Date
Thu Dec 19 2024
Journal Name
Journal Of The College Of Basic Education
Fuzzy Nonparametric Regression Model Estimation Based on some Smoothing Techniques With Practical Application
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In this research, we use fuzzy nonparametric methods based on some smoothing techniques, were applied to real data on the Iraqi stock market especially the data about Baghdad company for soft drinks for the year (2016) for the period (1/1/2016-31/12/2016) .A sample of (148) observations was obtained in order to construct a model of the relationship between the stock prices (Low, high, modal) and the traded value by comparing the results of the criterion (G.O.F.) for three techniques , we note that the lowest value for this criterion was for the K-Nearest Neighbor at Gaussian function .

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Publication Date
Sat Dec 31 2022
Journal Name
Periodicals Of Engineering And Natural Sciences (pen)
Estimation of nonparametric regression function using shrinkage wavelet and different mother functions
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Publication Date
Sun Jun 06 2010
Journal Name
Baghdad Science Journal
Stochastic Non-Linear Pseudo-Random Sequence Generator
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Many of the key stream generators which are used in practice are LFSR-based in the sense that they produce the key stream according to a rule y = C(L(x)), where L(x) denotes an internal linear bit stream, produced by small number of parallel linear feedback shift registers (LFSRs), and C denotes some nonlinear compression function. In this paper we combine between the output sequences from the linear feedback shift registers with the sequences out from non linear key generator to get the final very strong key sequence

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Crossref
Publication Date
Wed Sep 30 2015
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Enhancement of Uniformity of Solid Particles in Spouted Bed Using Stochastic Optimization
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Performance of gas-solid spouted bed benefit from solids uniformity structure (UI).Therefore, the focus of this work is to maximize UI across the bed based on process variables. Hence, UI is to be considered as the objective of the optimization process .Three selected process variables are affecting the objective function. These decision variables are: gas velocity, particle density and particle diameter. Steady-state solids concentration measurements were carried out in a narrow 3-inch cylindrical spouted bed made of Plexiglas that used 60° conical shape base. Radial concentration of particles (glass and steel beads) at various bed heights and different flow patterns were measured using sophisticated optical probes. Stochastic Genetic

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Publication Date
Mon Jan 01 2024
Journal Name
Journal Of The Mechanical Behavior Of Materials
Performance of doubly reinforced concrete beams with GFRP bars
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Abstract<p>The study focused on examining the behavior of six concrete beams that were reinforced with glass fiber-reinforced polymer (GFRP) bars to evaluate their performance in terms of their load-carrying capacity, deflection, and other mechanical properties. The experimental investigation would provide insights into the feasibility and effectiveness of GFRP bars as an alternative to traditional reinforcement materials like steel bars in concrete structures. The GFRP bars were used in both the longitudinal and transverse directions. Each beam in the study shared the following specifications: an overall length of 2,400 mm, a clear span of 2,100 mm, and a rectangular cross-section measuring</p> ... Show More
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Publication Date
Sun Apr 26 2020
Journal Name
Iraqi Journal Of Science
The Establishment of a Theoretical Model for the Estimation of Some Photo-Physical Processes in Laser Dyes
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In this study, a new theoretical method for the estimation of absorption and fluorescence spectra is accomplished. These estimations were established following experimental measurements of absorption and fluorescence spectra for the solutions of fluorescein laser dye mixed with titanium dioxide (TiO2) nanoparticles
in distilled water. The used concentration of fluorescein dye was 1x10-5 M, whereas the masses of titanium dioxide nanoparticles were 0.0003g, 0.0005g, 0.001g and 0.002g. An absorption spectra improvement was observed upon raising the mass of TiO2 nanoparticles, which specifies that doping the fluorescein dye with TiO2 nanoparticles have an essential influence on the dye absorption spectra. On the other side, all fluorescen

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Scopus Crossref
Publication Date
Wed Jan 01 2020
Journal Name
Periodicals Of Engineering And Natural Sciences
Fractional Brownian motion inference of multivariate stochastic differential equations
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Recently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conc

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