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
Tue Jan 01 2019
Journal Name
Ieee Access
Sensing Performance of Modified Single Mode Optical Fiber Coated With Nanomaterials-Based Ammonia Sensors Operated in the C-Band
...Show More Authors

View Publication
Scopus (16)
Crossref (20)
Scopus Clarivate Crossref
Publication Date
Sat Jan 01 2022
Journal Name
Medico-legal Update
Cytotoxic Effect of Modified Gutta Percha by Incorporating Bioactive Glass 45S5 and Chitosan Particles As Potential Root Canal Filling
...Show More Authors

View Publication Preview PDF
Crossref (1)
Crossref
Publication Date
Tue Apr 10 2018
Journal Name
Ibn Al-haitham Jour. For Pure & Appl. Sci.
Effect of Scan Rate and pH on Determination Amoxilline Using Screen Printed Carbon Electrode Modified with Functionalized Graphene Oxide
...Show More Authors

Graphene oxide GO was functionalized with 4-amino, 3-substituted 1H, 1, 2, 4 Triazole 5(4H) thion (ASTT) to obtain GOT. GOT characterized by FT-IR, XRD.via modification of the working electrode of the SPCE with the prepared nanomaterial (GOT) the effect of scan rate and pH on the determination of Amoxilline (AMOX) was studied using cyclic voltammetry. AMOX show various responses at pH ranging from 2 to 7 and also was observed sharp increase in the oxidation peaks in the pH 3. The formal potential (midpoint) for AMOX was highly pH-dependent. From the effect of scan rate, surface coverage concentration Γ of electroactive species the values of the electron transfer coefficient and the electron transfer constant rate ket was obtained as 5.39×

... Show More
Preview PDF
Publication Date
Wed Jun 15 2022
Journal Name
Journal Of Baghdad College Of Dentistry
Surface Characterization of PEKK Modified by stron-tium –hydroxyapatite coating as implant material Via the magnetron sputtering Deposition technique
...Show More Authors

Background: The best material for dental implants is polyetherketoneketone (PEKK). However, this substance is neither osteoinductive nor osteoconductive, preventing direct bone apposition. Modifying the PEKK with bioactive elements like strontium hydroxyapatite is one method to overcome this (Sr-HA). Due to the technique's capacity to provide better control over the coating's properties, RF magnetron sputtering has been found to be a particularly useful technique for deposition.

Materials and methods : With specific sputtering conditions, the RF magnetron technique was employed to provide a homogeneous and thin coating on Polyetherketoneketone substrates.. the coatings were characterized by Contact angle, adhesion test, X-ray dif

... Show More
View Publication Preview PDF
Scopus (12)
Crossref (10)
Scopus Crossref
Publication Date
Thu Jan 01 2009
Journal Name
مجلة العلوم الاحصائية
Robust Estimator for Semiparametric Generalized Additive Model
...Show More Authors

Generalized Additive Model has been considered as a multivariate smoother that appeared recently in Nonparametric Regression Analysis. Thus, this research is devoted to study the mixed situation, i.e. for the phenomena that changes its behaviour from linear (with known functional form) represented in parametric part, to nonlinear (with unknown functional form: here, smoothing spline) represented in nonparametric part of the model. Furthermore, we propose robust semiparametric GAM estimator, which compared with two other existed techniques.

View Publication Preview PDF
Publication Date
Wed Sep 01 2021
Journal Name
Baghdad Science Journal
Fuzzy-assignment Model by Using Linguistic Variables
...Show More Authors

      This work addressed the assignment problem (AP) based on fuzzy costs, where the objective, in this study, is to minimize the cost. A triangular, or trapezoidal, fuzzy numbers were assigned for each fuzzy cost. In addition, the assignment models were applied on linguistic variables which were initially converted to quantitative fuzzy data by using the Yager’sorankingi method. The paper results have showed that the quantitative date have a considerable effect when considered in fuzzy-mathematic models.

View Publication Preview PDF
Scopus (6)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Mon Jun 05 2023
Journal Name
Journal Of Economics And Administrative Sciences
Fuzzy Bridge Regression Model Estimating via Simulation
...Show More Authors

      The main problem when dealing with fuzzy data variables is that it cannot be formed by a model that represents the data through the method of Fuzzy Least Squares Estimator (FLSE) which gives false estimates of the invalidity of the method in the case of the existence of the problem of multicollinearity. To overcome this problem, the Fuzzy Bridge Regression Estimator (FBRE) Method was relied upon to estimate a fuzzy linear regression model by triangular fuzzy numbers. Moreover, the detection of the problem of multicollinearity in the fuzzy data can be done by using Variance Inflation Factor when the inputs variable of the model crisp, output variable, and parameters are fuzzed. The results were compared usin

... Show More
View Publication Preview PDF
Crossref (2)
Crossref
Publication Date
Sat Jan 01 2022
Journal Name
Journal Of Engineering
CFD Simulation Model of Salt Wedge Propagation
...Show More Authors

This study aims to numerically simulate the flow of the salt wedge by using computational fluid dynamics, CFD. The accuracy of the numerical simulation model was assessed against published laboratory data. Twelve CFD model runs were conducted under the same laboratory conditions. The results showed that the propagation of the salt wedge is inversely proportional to the applied freshwater discharge and the bed slope of the flume.  The maximum propagation is obtained at the lowest discharge value and the minimum slope of the flume. The comparison between the published laboratory results and numerical simulation shows a good agreement. The range of the relative error varies between 0 and 16% with an average of 2% and a roo

... Show More
View Publication Preview PDF
Crossref (3)
Crossref
Publication Date
Sat Jan 01 2022
Journal Name
International Journal Of Agricultural And Statistical Sciences
ON ERROR DISTRIBUTION WITH SINGLE INDEX MODEL
...Show More Authors

In this paper, the error distribution function is estimated for the single index model by the empirical distribution function and the kernel distribution function. Refined minimum average variance estimation (RMAVE) method is used for estimating single index model. We use simulation experiments to compare the two estimation methods for error distribution function with different sample sizes, the results show that the kernel distribution function is better than the empirical distribution function.

Scopus
Publication Date
Sun Jan 13 2019
Journal Name
Iraqi Journal Of Physics
Lorenz model and chaos masking /addition technique
...Show More Authors

View Publication Preview PDF
Crossref (8)
Crossref