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 .
The Purpose of this research is a comparison between two types of multivariate GARCH models BEKK and DVECH to forecast using financial time series which are the series of daily Iraqi dinar exchange rate with dollar, the global daily of Oil price with dollar and the global daily of gold price with dollar for the period from 01/01/2014 till 01/01/2016.The estimation, testing and forecasting process has been computed through the program RATS. Three time series have been transferred to the three asset returns to get the Stationarity, some tests were conducted including Ljung- Box, Multivariate Q and Multivariate ARCH to Returns Series and Residuals Series for both models with comparison between the estimation and for
... Show MoreThe using of the parametric models and the subsequent estimation methods require the presence of many of the primary conditions to be met by those models to represent the population under study adequately, these prompting researchers to search for more flexible parametric models and these models were nonparametric, many researchers, are interested in the study of the function of permanence and its estimation methods, one of these non-parametric methods.
For work of purpose statistical inference parameters around the statistical distribution for life times which censored data , on the experimental section of this thesis has been the comparison of non-parametric methods of permanence function, the existence
... Show MoreThis study discussed a biased estimator of the Negative Binomial Regression model known as (Liu Estimator), This estimate was used to reduce variance and overcome the problem Multicollinearity between explanatory variables, Some estimates were used such as Ridge Regression and Maximum Likelihood Estimators, This research aims at the theoretical comparisons between the new estimator (Liu Estimator) and the estimators
In this paper, we describe a new method for image denoising. We analyze properties of the Multiwavelet coefficients of natural images. Also it suggests a method for computing the Multiwavelet transform using the 1st order approximation. This paper describes a simple and effective model for noise removal through suggesting a new technique for retrieving the image by allowing us to estimate it from the noisy image. The proposed algorithm depends on mixing both soft-thresholds with Mean filter and applying concurrently on noisy image by dividing into blocks of equal size (for concurrent processed to increase the performance of the enhancement process and to decease the time that is needed for implementation by applying the proposed algorith
... Show MoreIn this paper, we are mainly concerned with estimating cascade reliability model (2+1) based on inverted exponential distribution and comparing among the estimation methods that are used . The maximum likelihood estimator and uniformly minimum variance unbiased estimators are used to get of the strengths and the stress ;k=1,2,3 respectively then, by using the unbiased estimators, we propose Preliminary test single stage shrinkage (PTSSS) estimator when a prior knowledge is available for the scale parameter as initial value due past experiences . The Mean Squared Error [MSE] for the proposed estimator is derived to compare among the methods. Numerical results about conduct of the considered
... Show MoreEmotion recognition has important applications in human-computer interaction. Various sources such as facial expressions and speech have been considered for interpreting human emotions. The aim of this paper is to develop an emotion recognition system from facial expressions and speech using a hybrid of machine-learning algorithms in order to enhance the overall performance of human computer communication. For facial emotion recognition, a deep convolutional neural network is used for feature extraction and classification, whereas for speech emotion recognition, the zero-crossing rate, mean, standard deviation and mel frequency cepstral coefficient features are extracted. The extracted features are then fed to a random forest classifier. In
... Show MoreTourism plays an important role in Malaysia’s economic development as it can boost business opportunity in its surrounding economic. By apply data mining on tourism data for predicting the area of business opportunity is a good choice. Data mining is the process that takes data as input and produces outputs knowledge. Due to the population of travelling in Asia country has increased in these few years. Many entrepreneurs start their owns business but there are some problems such as wrongly invest in the business fields and bad services quality which affected their business income. The objective of this paper is to use data mining technology to meet the business needs and customer needs of tourism enterprises and find the most effective
... Show MoreIn real situations all observations and measurements are not exact numbers but more or less non-exact, also called fuzzy. So, in this paper, we use approximate non-Bayesian computational methods to estimate inverse Weibull parameters and reliability function with fuzzy data. The maximum likelihood and moment estimations are obtained as non-Bayesian estimation. The maximum likelihood estimators have been derived numerically based on two iterative techniques namely “Newton-Raphson†and the “Expectation-Maximization†techniques. In addition, we provide compared numerically through Monte-Carlo simulation study to obtained estimates of the parameters and reliability function i
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