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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
Thu Dec 01 2016
Journal Name
2016 Ieee Symposium Series On Computational Intelligence (ssci)
A fusion of time-domain descriptors for improved myoelectric hand control
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Publication Date
Thu Jul 01 2021
Journal Name
Computers & Electrical Engineering
A new proposed statistical feature extraction method in speech emotion recognition
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Publication Date
Fri May 01 2020
Journal Name
Iop Conference Series: Materials Science And Engineering
A review of ultra-high temperature materials for thermal protection system
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Abstract<p>Ultra-High Temperature Materials (UHTMs) are at the base of entire aerospace industry; these high stable materials at temperatures exceeding 1600 °C are used to manage the heat shielding to protect vehicles and probes during the hypersonic flight through reentry trajectory against aerodynamic heating and reducing plasma surface interaction. Those materials are also recognized as Thermal Protection System Materials (TPSMs). The structural materials used during the high-temperature oxidizing environment are mainly limited to SiC, oxide ceramics, and composites. In addition to that, silicon-based ceramic has a maximum-use at 1700 °C approximately; as it is an active oxidation process o</p> ... Show More
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Publication Date
Thu Dec 16 2021
Journal Name
Translational Vision Science &amp; Technology
A Hybrid Deep Learning Construct for Detecting Keratoconus From Corneal Maps
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Publication Date
Fri Sep 16 2022
Journal Name
Sustainability
Intellectual Capital History and Trends: A Bibliometric Analysis Using Scopus Database
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This article aims to provide a bibliometric analysis of intellectual capital research published in the Scopus database from 1956 to 2020 to trace the development of scientific activities that can pave the way for future studies by shedding light on the gaps in the field. The analysis focuses on 638 intellectual capital-related papers published in the Scopus database over 60 years, drawing upon a bibliometric analysis using VOSviewer. This paper highlights the mainstream of the current research in the intellectual capital field, based on the Scopus database, by presenting a detailed bibliometric analysis of the trend and development of intellectual capital research in the past six decades, including journals, authors, countries, inst

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Publication Date
Wed Oct 12 2022
Journal Name
Axioms
Razy: A String Matching Algorithm for Automatic Analysis of Pathological Reports
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Pathology reports are necessary for specialists to make an appropriate diagnosis of diseases in general and blood diseases in particular. Therefore, specialists check blood cells and other blood details. Thus, to diagnose a disease, specialists must analyze the factors of the patient’s blood and medical history. Generally, doctors have tended to use intelligent agents to help them with CBC analysis. However, these agents need analytical tools to extract the parameters (CBC parameters) employed in the prediction of the development of life-threatening bacteremia and offer prognostic data. Therefore, this paper proposes an enhancement to the Rabin–Karp algorithm and then mixes it with the fuzzy ratio to make this algorithm suitable

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Publication Date
Tue Jan 01 2019
Journal Name
Plant Archives
The role and importance of amino acids within plants: A review
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Publication Date
Sat Oct 01 2022
Journal Name
Alexandria Engineering Journal
A review of free piston engine control literature—Taxonomy and techniques
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Publication Date
Wed May 14 2025
Journal Name
Reproductive Biology And Endocrinology
The aryl hydrocarbon receptor: a new frontier in male reproductive system
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Background: The aryl hydrocarbon receptor (AhR) is a ligand-activated transcription factor historically recognized for its role in the regulation of toxicity mediated by environmental chemicals. Recent research points to AhR's critical participation in male reproductive physiology, particularly in spermatogenesis, hormone signaling, and the maintenance of sperm quality. Both endogenous ligands (e.g., dietary and gut microbiota-derived metabolites) and exogenous pollutants (e.g., dioxins and benzo-α-pyrene) influence AhR-mediated pathways, making it a key link between environmental exposures and male fertility. Results: This review highlights AhR's influence on the male reproductive system, emphasizing the role of endogenous AhR ligands an

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Publication Date
Sat Jan 01 2022
Journal Name
Lecture Notes In Electrical Engineering
Dynamics Modeling and Motion Simulation of a Segway Robotic Transportation System
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