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Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
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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

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Publication Date
Fri Dec 30 2022
Journal Name
Iraqi Journal Of Science
Using Remote Sensing Coupled with Analytic Hierarchy Process Approach for Evaluating Water Harvesting in Baglia Site
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    This research involves the application of spectral indices and GIS techniques coupled with the Analytic Hierarchy Process, to assess  Baglia site, eastern Missan, as a water harvesting potential site. The AHP and pairwise comparison have been used through select four criteria including TWI, TRI, MNDWI, and NDSI, which were deemed as impact factors for this study. All these criteria have been weighted according to their significance in the water harvesting system. The findings of the AHP analysis method explained that the WH potential zones in Baglia site were divided into three zones, namely, high,  medium, and low suitability. The findings demonstrate that  Bglia site, where the highly appropriate zone is located in the deep v

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Publication Date
Tue Dec 15 2020
Journal Name
Journal Of Pharmaceutical And Biological Sciences
Fascinating approach for using metabolites products of living microorganisms as reducing agents for preparing silver nanoparticles
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A crucial area of research in nanotechnology is the formation of environmentally benign nanoparticles. Both unicellular and multicellular play an important role in synthesis nanoparticles through the production of inorganic materials either intracellularly or extracellularly. The agents (pigments, siderophores, cell extracted metabolites and reducing compounds) were used to prepare silver nanparticles with different sizes and shapes. The color variations (dark yellow, slightly dark yellow and golden yellow) arising from changes in the composition, size, and shape of nanoparticles, surrounding medium can be monitored using UV-visible spectrophotometer. These effects are due to the phenomena called surface plasmon resonance. The silver nanopa

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Publication Date
Tue Jun 30 2020
Journal Name
Iraqi Journal Of Market Research And Consumer Protection
BUILD AN EFFICIENT INVESTMENT PORTFOLIO USING THE WILLIAM RATIO (EMPIRICAL STUDY) IN IRAQ STOCK EXCHANGE: BUILD AN EFFICIENT INVESTMENT PORTFOLIO USING THE WILLIAM RATIO (EMPIRICAL STUDY) IN IRAQ STOCK EXCHANGE
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ABSTRACT

            This study aimed to choose top stocks through technical analysis tools specially the indicator called (ratio of William index), and test the ability of technical analysis tools in building a portfolio of shares efficient in comparison with the market portfolio. These one technical tools were used for building one portfolios in 21 companies on specific preview conditions and choose 10 companies for the period from (March 2015) to (June 2017). Applied results of the research showed that Portfolio yield for companies selected according to the ratio of William index indicator (0.0406) that

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Publication Date
Sat Jan 01 2022
Journal Name
International Journal Of Agricultural And Statistical Sciences
ON ERROR DISTRIBUTION WITH SINGLE INDEX MODEL
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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.

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Publication Date
Thu Jan 01 2009
Journal Name
مجلة العلوم الاحصائية
Robust Estimator for Semiparametric Generalized Additive Model
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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.

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Publication Date
Fri Nov 24 2023
Journal Name
Iraqi Journal Of Science
The Dynamics of Four-Species Ecological Model
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In this paper, a four species mathematical models involving different types of ecological interactions is proposed and analyzed. Holling type – II functional response is a doubted to describes the behavior of predation. The existence, uniqueness and boundedness of the solution are discussed. The existences and the stability analysis of all possible equilibrium points are studied. suitable Lyapunov functions are used to study the global dynamics of the system. Numerical simulations are also carried out to investigate the influence of certain parameters on the dynamical behavior of the model, to support the analytical results of the model.

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Publication Date
Mon Jun 05 2023
Journal Name
Journal Of Economics And Administrative Sciences
Fuzzy Bridge Regression Model Estimating via Simulation
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      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

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Publication Date
Fri Feb 28 2020
Journal Name
Iraqi Journal Of Science
Approximate Solutions of Nonlinear Smoking Habit Model
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     The work in this paper focuses on solving numerically and analytically a  nonlinear social epidemic model that represents an initial value problem  of ordinary differential equations. A recent moking habit model from Spain is applied and studied here. The accuracy and convergence of the numerical and approximation results are investigated for various methods; for example, Adomian decomposition, variation iteration, Finite difference and Runge-Kutta. The discussion of the present results has been tabulated and graphed. Finally, the comparison between the analytic and numerical solutions from the period 2006-2009 has been obtained by absolute and difference measure error.

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Publication Date
Sat Jan 01 2022
Journal Name
Journal Of Engineering
CFD Simulation Model of Salt Wedge Propagation
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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

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Publication Date
Thu Dec 30 2021
Journal Name
Iraqi Journal Of Science
3D Model Watermarking based on Wavelet Transform
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      In the last decade, 3D models gained interest in many applications, such as games, the medical field, and manufacture. It is necessary to protect these models from unauthorized copying, distribution, and editing. Digital watermarking is the best way to solve this problem. This paper introduces a robust watermarking method by embedding the watermark in the low-frequency domain, then selecting the coarsest level for embedding the watermark based on the strength factor. The invisibility of the watermark for the proposed algorithm is tested by using different measurements, such as HD and PSNR. The robustness was tested by using different types of attacks; the correlation coefficient was applied for the evaluati

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