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
Sun Dec 01 2019
Journal Name
Baghdad Science Journal
Comparison of Some Suggested Estimators Based on Differencing Technique in the Partial Linear Model Using Simulation
...Show More Authors

In this paper new methods were presented based on technique of differences which is the difference- based modified jackknifed generalized ridge regression estimator(DMJGR) and difference-based generalized  jackknifed ridge regression estimator(DGJR), in estimating the parameters of linear part of the partially linear model. As for the nonlinear part represented by the nonparametric function, it was estimated using Nadaraya Watson smoother. The partially linear model was compared using these proposed methods with other estimators based on differencing technique through the MSE comparison criterion in simulation study.

View Publication Preview PDF
Crossref (1)
Scopus Clarivate Crossref
Publication Date
Fri Apr 15 2016
Journal Name
Research Journal Of Applied Sciences, Engineering And Technology
Development of Measurement Scale for Hypothesized Conceptual Model of E-service Quality and User Satisfaction Relationship
...Show More Authors

Preview PDF
Publication Date
Tue Mar 01 2022
Journal Name
Results In Engineering
Predictive model for stress at ultimate in internally unbonded steel tendons based on genetic expression programming
...Show More Authors

View Publication
Crossref (9)
Crossref
Publication Date
Fri Apr 24 2020
Journal Name
Modeling Earth Systems And Environment
Assessment of reservoir properties and Buckles model for Rumaila Formation in Ahdeb oil field, Central Iraq
...Show More Authors

View Publication
Scopus (3)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Fri Mar 04 2022
Journal Name
Environmental Science And Pollution Research
Geographically weighted regression model for physical, social, and economic factors affecting the COVID-19 pandemic spreading
...Show More Authors
Abstract<p>This study aims to analyze the spatial distribution of the epidemic spread and the role of the physical, social, and economic characteristics in this spreading. A geographically weighted regression (GWR) model was built within a GIS environment using infection data monitored by the Iraqi Ministry of Health records for 10 months from March to December 2020. The factors adopted in this model are the size of urban interaction areas and human gatherings, movement level and accessibility, and the volume of public services and facilities that attract people. The results show that it would be possible to deal with each administrative unit in proportion to its circumstances in light of the factors that appe</p> ... Show More
View Publication Preview PDF
Scopus (9)
Crossref (8)
Scopus Clarivate Crossref
Publication Date
Tue Sep 01 2020
Journal Name
Iraqi Journal Of Physics
Study of the nuclear structure of halo nuclei 23O and 24F using the two-body model
...Show More Authors

The nuclear structure included the matter, proton and neutron densities of the ground state, the nuclear root-mean-square (rms) radii and elastic form factors of one neutron 23O and 24F halo nuclei have been studied by the two body model of  within the harmonic oscillator (HO) and Woods-Saxon (WS) radial wave functions. The calculated results show that the two body model within the HO and WS radial wave functions succeed in reproducing neutron halo in these exotic nuclei. Moreover, the Glauber model at high energy has been used to calculated the rms radii and reaction cross section of these nuclei.

View Publication Preview PDF
Crossref (2)
Crossref
Publication Date
Tue Sep 01 2020
Journal Name
Baghdad Science Journal
Decolorization of Phenol Red Dye by Immobilized Laccase in Chitosan Beads Using Laccase - Mediator - System Model
...Show More Authors

This work describes the enhancement of phenol red decolorization through immobilizing of laccase in chitosan and enzyme recycling. Commercial laccase from white rot fungus, Trametesversicolor (Tvlac), was immobilizedin to freshly prepared chitosan beads by using glutaraldehyde as a cross linker. Characterization of prepared chitosan was confirmed by FTIR and scanning electron microscope (SEM). Tvlac (46.2 U/mL) immobilized into chitosan beads at 0.8 % glutaraldehyde (v/v) within 24 hrs. Synthetic (HBT) and natural (vanillin) mediators were used to enhance dye decolorizoation. It was found that 89 % of phenol red was decolorized by chitosan beads within 180 min. in the absence of enzyme and mediator, while decolorization percenta

... Show More
View Publication Preview PDF
Scopus (8)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Mon Aug 26 2019
Journal Name
Iraqi Journal Of Science
Dynamical Behavior of an eco-epidemiological Model involving Disease in predator and stage structure in prey
...Show More Authors

An eco-epidemic model is proposed in this paper. It is assumed that there is a stage structure in prey and disease in predator. Existence, uniqueness and bounded-ness of the solution for the system are studied. The existence of each possible steady state points is discussed. The local condition for stability near each steady state point is investigated. Finally, global dynamics of the proposed model is studied numerically.

View Publication Preview PDF
Scopus (4)
Crossref (1)
Scopus Crossref
Publication Date
Sat Jan 01 2022
Journal Name
Journal Of Pharmaceutical Negative Results
Gentiopicroside ameliorates lipopolysaccharide-induced acute kidney injury by inhibiting TLR4/NF-κB signaling in mice model
...Show More Authors

View Publication
Scopus (6)
Crossref (2)
Scopus Clarivate Crossref
Publication Date
Sun Mar 07 2010
Journal Name
Baghdad Science Journal
Study of the properties of Ru-isotopes using the proton-neutron interacting boson model (IBM-2)
...Show More Authors

The proton-neutron interacting boson model (IBM-2) has been used to make a schematic study of the Ruthenium ( ) isotopes of mass region around with and . For each isotope of the values of the IBM-2 Hamiltonian parameters, which yield an acceptable results for excitation energies in comparison with those of experimental data, have been determined. Fixed values of the effective charges ( ) and of the proton and neutron g factors ( and ) have been chosen for all isotopes under study. The calculated electric quadrupole moments of state, transitions, the magnetic dipole moments transitions and mixing ratios are in reasonable agreement with the experimental data.

... Show More
View Publication Preview PDF
Crossref