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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
Wed Dec 01 2021
Journal Name
Journal Of Physics: Conference Series
Study of the matter density distributions of halo nuclei 6He and 16C using the binary cluster model
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The harmonic oscillator (HO) and Gaussian (GS) wave functions within the binary cluster model (BCM) have been employ to investigate the ground state neutron, proton and matter densities as well as the elastic form factors of two- neutron 6He and 16C halo nuclei. The long tail is a property that is clearly revealed in the density of the neutrons since it is found in halo orbits. The existence of a long tail in the neutron density distributions of 6He and 16C indicating that these nuclei have a neutron halo structure. Moreover, the matter rms radii and the reaction cross section (𝜎𝑅 ) of these nuclei have been calculated using the Glauber model.

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Publication Date
Fri Aug 01 2008
Journal Name
2008 First International Conference On The Applications Of Digital Information And Web Technologies (icadiwt)
Hybrid canonical genetic algorithm and steepest descent algorithm for optimizing likelihood estimators of ARMA (1, 1) model
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This paper presents a hybrid genetic algorithm (hGA) for optimizing the maximum likelihood function ln(L(phi(1),theta(1)))of the mixed model ARMA(1,1). The presented hybrid genetic algorithm (hGA) couples two processes: the canonical genetic algorithm (cGA) composed of three main steps: selection, local recombination and mutation, with the local search algorithm represent by steepest descent algorithm (sDA) which is defined by three basic parameters: frequency, probability, and number of local search iterations. The experimental design is based on simulating the cGA, hGA, and sDA algorithms with different values of model parameters, and sample size(n). The study contains comparison among these algorithms depending on MSE value. One can conc

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Publication Date
Fri Mar 10 2023
Journal Name
Indian Journal Of Physics
Describing the differential inelastic inverse mean free path of PMMA polymer with the Mermin–Belkacem-Sigmund model
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Publication Date
Thu Jun 01 2017
Journal Name
American Journal Of Pharmaceutical Education
Exploring Electronic Communication Modes Between Iraqi Faculty and Students of Pharmacy Schools Using the Technology Acceptance Model
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Publication Date
Fri Nov 01 2019
Journal Name
Journal Of Physics: Conference Series
The Bifurcation analysis of Prey-Predator Model in The Presence of Stage Structured with Harvesting and Toxicity
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Abstract<p>For a mathematical model the local bifurcation like pitchfork, transcritical and saddle node occurrence condition is defined in this paper. With the existing of toxicity and harvesting in predator and prey it consist of stage-structured. Near the positive equilibrium point of mathematical model on the Hopf bifurcation with particular emphasis it established. Near the equilibrium point E<sub>0</sub> the transcritical bifurcation occurs it is described with analysis. And it shown that at equilibrium points E<sub>1</sub> and E<sub>2</sub> happened the occurrence of saddle-node bifurcation. At each point the pitch fork bifurcation occurrence is not happened. </p> ... Show More
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Publication Date
Fri Jun 30 2017
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Adsorption Kinetic and Isotherms Studies of Thiophene Removal from Model Fuel on Activated Carbon Supported Copper Oxide
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In the present study, activated carbon supported metal oxides was prepared for thiophene removal from model fuel (Thiophene in n-hexane) using adsorptive desulfurization technique. Commercial activated carbon was loaded individually with copper oxide in the form of Cu2O/AC. A comparison of the kinetic and isotherm models of the sorption of thiophene from model fuel was made at different operating conditions including adsorbent dose, initial thiophene concentration and contact time. Various adsorption rate constants and isotherm parameters were calculated. Results indicated that the desulfurization was enhanced when copper was loaded onto activated carbon surface. The highest desulfurization percent for Cu2O/AC and o

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Publication Date
Fri Jan 05 2024
Journal Name
Al-academy
Characteristics Of The Place In Contemporary Iraqi Television Drama Serial Iraqi love And Peace Model ( Analytical Study )
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Filled the place thought philosophers and ancient is the identity that you know The value of belonging to a World Geography existential - the spiritual , and Which is characterized by the structure humanity from one another and the Rest of the organisms they interact with him alone by environmental Conditions - surrounding has to achieve time through continuous movement Localized or comprehensive . The place is exemplified by making special Natural Great Creator, I believe making structure humanity combined - Individual interactive because of its influential role in all daily consumer Productions and creative arts, specifically drama's TV , because the place in Aesthetic discourse - TV drama directly affect the creating and building the

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Publication Date
Tue Dec 20 2022
Journal Name
Biomedical And Pharmacology Journal
Phytochemical Comparison Study for Evaluating the Hypolipidemic Effect Between Two Iraqi Pepper Spp in the Rats Model.
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Hypercholesterolemia is a predominant risk factor for atherosclerosis and cardiovascular disease (CVD). The World Health Organization (WHO), ) recommended reducing the intake of cholesterol and saturated fats. On the other hand, limited evidence is available on the benefits of vegetables in the diet to reduce these risk factors, so this research was conducted to compare the hypolipidemic effect between the extracts of two different types of Iraqi peppers, the fruit of the genus Capsicum traditionally known as red pepper extract (RPE), and Piper nigrum as black pepper extract (BPE), respectively, in different parameters and histology of the liver of the experimental animals. The red pepper was extracted by ethyl acetate, while the black pepp

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Publication Date
Sat Sep 08 2018
Journal Name
Modeling Earth Systems And Environment
Sedimentary units-layering system and depositional model of the carbonate Mishrif reservoir in Rumaila oilfield, Southern Iraq
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Publication Date
Mon Oct 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
The relationship between the central government and local administrations in the federal system: Experience the Iraqi model
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   Increasingly, public organizations in the federal state are required to work together, as well as to work with others to achieve their objectives. In Iraq there are two levels of organizations, including federal and local, and these organizations have been forced to work for many years in an environment in which the responsibility for service delivery is shared between policy makers and service providers, and between local governments and the federal government. It is sometimes difficult to manage the relationship between these organizations (federal and local) and do not always provide the best possible outcome of this relationship. This paper reviews how to manage the relationship between local administrations and

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