Preferred Language
Articles
/
bsj-7489
Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
...Show More Authors

The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models. The model utilizes the Huber weighting function to ensure the forecast value of rubber prices remains sustainable even in the presence of outliers. The study aims to develop a sustainable model and forecast daily prices for a 12-day period by analyzing 2683 daily price data from Standard Malaysian Rubber Grade 20 (SMR 20) in Malaysia. The analysis incorporates two dispersion measurements (IQR/3 and Sn) and three levels of IO contamination 0%, 10%, and 20%. The results indicate that using the Huber weighting function with the IQR/3 measurement to build the AR(1)-GARCH(2,1) model leads to better sustainability. These findings have the potential to enhance the GARCH model by modifying the weighting function of the M-estimator

Scopus Crossref
View Publication Preview PDF
Quick Preview PDF
Publication Date
Mon Jul 14 2025
Journal Name
Nasaq
The effectiveness of educational-learning design according to the model of brain compatibility in collection among middle first- grade students in Mathematics
...Show More Authors

The research aimed to identify "the effectiveness of educational-learning design according to the model of brain compatibility in achievement among firstmiddle grade students in mathematics", in schools affiliated with the Second Karkh Directorate of Education. To achieve the goal of research, the following zero hypothesis has been formulated: " There is no statistically significant difference at the semantic level (05.0) between the average scores of experimental group students who will study with design accreditation (educational - learning) according to the brain compatibility model and the grades of control group students who will study in the usual way in the achievement thinking test". The research community, which is represented by

... Show More
View Publication
Publication Date
Sat Jan 01 2022
Journal Name
Journal Of Sport Sciences
The effect of using the McCarthy model according to cognitive style (rigid- flexibility) in learning some skills in artistic gymnastics for women
...Show More Authors

The aim of the research is to identify the cognitive method (rigidity flexibility) of third-stage students in the collage of Physical Education and Sports Sciences at The University of Baghdad, as well as to recognize the impact of using the McCarthy model in learning some of skills in gymnastics, as well as to identify the best groups in learning skills, the experimental curriculum was used to design equal groups with pre test and post test and the research community was identified by third-stage students in academic year (2020-2021), the subject was randomly selected two divisions after which the measure of cognitive method was distributed to the sample, so the subject (32) students were distributed in four groups, and which the pre te

... Show More
Preview PDF
Publication Date
Sun Jan 14 2024
Journal Name
Journal Of Al-rafidain University College For Sciences ( Print Issn: 1681-6870 ,online Issn: 2790-2293 )
Using Nonparametric Procedure to Develop an OCMT Estimator for Big Data Linear Regression Model with Application Chemical Pollution in the Tigris River
...Show More Authors

Chemical pollution is a very important issue that people suffer from and it often affects the nature of health of society and the future of the health of future generations. Consequently, it must be considered in order to discover suitable models and find descriptions to predict the performance of it in the forthcoming years. Chemical pollution data in Iraq take a great scope and manifold sources and kinds, which brands it as Big Data that need to be studied using novel statistical methods. The research object on using Proposed Nonparametric Procedure NP Method to develop an (OCMT) test procedure to estimate parameters of linear regression model with large size of data (Big Data) which comprises many indicators associated with chemi

... Show More
View Publication
Crossref
Publication Date
Mon Jan 01 2024
Journal Name
The International Journal Of Central Banking
USING SOME NONPARAMETRIC ESTIMATORS OF THE ERROR CORRECTION MODEL TO MEASURE THE EFFECT OF CHANGES IN BANK DEPOSITS ON THE MONEY SUPPLY
...Show More Authors

In this paper, the effect of changes in bank deposits on the money supply in Iraq was studied by estimating the error correction model (ECM) for monthly time series data for the period (2010-2015) . The Philips Perron was used to test the stationarity and also we used Engle and Granger to test the cointegration . we used cubic spline and local polynomial estimator to estimate regression function .The result show that local polynomial was better than cubic spline with the first level of cointegration.

View Publication Preview PDF
Publication Date
Wed Jan 01 2020
Journal Name
Journal Of Xi'an University Of Architecture & Technology
The Effect of (Landa) Model on Acquiring Grammatical Concepts Upon His Request to the College of Administration and Economics University of Bagdad
...Show More Authors

The current research aims to identify the impact of the (Landa) model on acquiring grammatical concepts among students of the College of Administration and Economics, University of Baghdad, and to achieve the research goal, the researcher has set the following hypotheses: There are no statistically significant differences at the level of significance (0.05) between the average degrees Students of the experimental group who studied the Arabic language according to the (Landa) model and the marks of the students of the control group who studied the same subject in the usual way in the post test, there are no statistically significant differences at the level of significance (0.05) in the average differences between the test scores before and

... Show More
Preview PDF
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
...Show More Authors

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

... Show More
View Publication Preview PDF
Crossref
Publication Date
Fri Oct 01 2010
Journal Name
Iraqi Journal Of Physics
Effect of Carbon Black and Water Absorption on Dielectric behavior of EP-modified SiO2 composites
...Show More Authors

Epoxy (EP) – Silica (SiO2) composites are well known composites used in microelectronic industry . So it is important to study their dielectric behavior under different conditions such as
the presence carbon black (UV absorber) and immersion in the water for 30 days .
Dielectric properties were calculated over the frequency range 102 – 106 Hz for epoxy composites with different weight % of micrometer 1.5μm SiO2 particles (60%, 65% and 70wt%) modified with 0.5wt% silane coupling agent to improve adhesion between EP and SiO2 phases .

View Publication Preview PDF
Publication Date
Sun Jul 02 2023
Journal Name
Nanomedicine Research Journal
Gold and Silver Nanoparticles with Modified Chitosan /PVA : Synthesis, Study The Toxicity and Anticancer Activity
...Show More Authors

The new novel polymers nanocomposites based modified chitosan (CS) blending with polyvinyl alcohol (PVA) and coated gold or silver nanoparticles (AuNPs), AgNPs) were synthesized from many sequence reactions as presented in (Scheme1, 2 and 3). By utilizing 1H-NMR spectroscopy, FTIR, and Field Emission Scanning electron microscope , the synthesized compounds have been identified. Molecular docking is studied, where operations are used to predict the binding status of compounds with the enzyme and to calculate the free energy (ΔG) of the compounds prepared. Also, the antibacterial activity regarding the synthesized compounds against two resistant pathogenic bacteria (G+) S. aureus and E. coli (G-) was examined in vitro compare with standard a

... Show More
Publication Date
Tue Jan 31 2017
Journal Name
Journal Of Engineering
Experimental and Numerical Simulation of an Airlift Pump with Conventional and Modified Air Injection Device
...Show More Authors

The effect of air injection device on the performance of airlift pump used for water pumping has been studied numerically and experimentally. An airlift pump of dimensions 42mm diameter and 2200 mm length with conventional and modified air injection device was considered. A modification on conventional injection device (normal air-jacket type) was carried out by changing injection angle from 90  (for conventional) to 22.5  (for modified). Continuity and Navier-Stokes equations in turbulent regime with an appropriate two-phase flow model (VOF) and turbulent model (   ) in two dimensions axisymmetry flow were formulated and solved by using the known package FLUENT version (14.5). The numerical and experimental investiga

... Show More
View Publication Preview PDF
Publication Date
Tue Mar 01 2016
Journal Name
Journal Of Engineering
Analytical and Numerical Tooth Contact Analysis (TCA) of Standard and Modified Involute Profile Spur Gear
...Show More Authors

Among all the common mechanical transmission elements, gears still playing the most dominant role especially in the heavy duty works offering extraordinary performance under extreme conditions and that the cause behind the extensive researches concentrating on the enhancement of its durability to do its job as well as possible. Contact stress distribution within the teeth domain is considered as one of the most effective parameters characterizing gear life, performance, efficiency, and application so that it has been well sought for formal gear profiles and paid a lot of attention for moderate tooth shapes. The aim of this work is to investigate the effect of pressure angle, speed ratio, and correction factor on the maxi

... Show More
View Publication Preview PDF