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 Mar 04 2014
Journal Name
International Journal Of Advanced Computing
User Authentication Approach using a Combination of Unigraph and Digraph Keystroke Features
...Show More Authors

In Computer-based applications, there is a need for simple, low-cost devices for user authentication. Biometric authentication methods namely keystroke dynamics are being increasingly used to strengthen the commonly knowledge based method (example a password) effectively and cheaply for many types of applications. Due to the semi-independent nature of the typing behavior it is difficult to masquerade, making it useful as a biometric. In this paper, C4.5 approach is used to classify user as authenticated user or impostor by combining unigraph features (namely Dwell time (DT) and flight time (FT)) and digraph features (namely Up-Up Time (UUT) and Down-Down Time (DDT)). The results show that DT enhances the performance of digraph features by i

... Show More
Publication Date
Wed Dec 27 2017
Journal Name
Al-khwarizmi Engineering Journal
A New Approach for Designing Multi Information Management System Using XML Technology
...Show More Authors

 

XML is being incorporated into the foundation of E-business data applications. This paper addresses the problem of the freeform information that stored in any organization and how XML with using this new approach will make the operation of the search very efficient and time consuming. This paper introduces new solution and methodology that has been developed to capture and manage such unstructured freeform information (multi information) depending on the use of XML schema technologies, neural network idea and object oriented relational database, in order to provide a practical solution for efficiently management multi freeform information system.

    

View Publication Preview PDF
Publication Date
Thu Nov 30 2023
Journal Name
Iraqi Journal Of Science
A Key Based Hybrid Approach for Privacy and Integrity in Multi-Cloud
...Show More Authors

    Before users store data in the cloud, many security issues must be addressed, as they will have no direct control over the data that has been outsourced to the cloud, particularly personal and sensitive data (health, finance, military, etc.). This article proposes a system based on chaotic maps for private key generation. A hybrid encryption for fast and secure cryptography. In addition to a multi-cloud storage with Pseudonymized file names to preserve user data privacy on the cloud while minimizing data loss. As well as a hash approach to check data integrity. AES in combination with RSA and fragmenting the file is used for the encryption. Integrity is cheeked using SHA-3. The experiments demonstrated that the key generation stra

... Show More
View Publication
Scopus Crossref
Publication Date
Wed Nov 01 2023
Journal Name
Solar Energy
Optimizing performance of water-cooled photovoltaic-thermal modules: A 3D numerical approach
...Show More Authors

To evaluate and improve the efficiency of photovoltaic solar modules connected with linear pipes for water supply, a three-dimensional numerical simulation is created and simulated via commercial software (Ansys-Fluent). The optimization utilizes the principles of the 1st and 2nd laws of thermodynamics by employing the Response Surface Method (RSM). Various design parameters, including the coolant inlet velocity, tube diameter, panel dimensions, and solar radiation intensity, are systematically varied to investigate their impacts on energetic and exergitic efficiencies and destroyed exergy. The relationship between the design parameters and the system responses is validated through the development of a predictive model. Both single and mult

... Show More
View Publication
Scopus (8)
Crossref (7)
Scopus Clarivate Crossref
Publication Date
Wed Jan 01 2014
Journal Name
Siam Journal On Control And Optimization
A Duality Approach for Solving Control-Constrained Linear-Quadratic Optimal Control Problems
...Show More Authors

View Publication
Scopus (24)
Crossref (22)
Scopus Clarivate Crossref
Publication Date
Wed Feb 01 2012
Journal Name
Ibn Al-haytham Journal For Pure And Applied Science
Using Restricted Least Squares Method to Estimate and Analyze the Cobb-Douglas Production Function with Applicatio
...Show More Authors

Publication Date
Mon May 08 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Using Restricted Least Squares Method to Estimate and Analyze the Cobb-Douglas Production Function with Application
...Show More Authors

  In this paper, the restricted least squares method is employed to estimate the parameters of the Cobb-Douglas production function and then analyze and interprete the results obtained.         A practical application is performed on the state company for leather industries in Iraq for the period (1990-2010).         The statistical program SPSS is used to perform the required calculations.

View Publication Preview PDF
Publication Date
Wed Apr 25 2018
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Using Approximation Non-Bayesian Computation with Fuzzy Data to Estimation Inverse Weibull Parameters and Reliability Function
...Show More Authors

        In real situations all observations and measurements are not exact numbers but more or less non-exact, also called fuzzy. So, in this paper, we use approximate non-Bayesian computational methods to estimate inverse Weibull parameters and reliability function with fuzzy data. The maximum likelihood and moment estimations are obtained as non-Bayesian estimation. The maximum likelihood estimators have been derived numerically based on two iterative techniques namely “Newton-Raphson” and the “Expectation-Maximization” techniques. In addition, we provide compared numerically through Monte-Carlo simulation study to obtained estimates of the parameters and reliability function i

... Show More
View Publication Preview PDF
Crossref
Publication Date
Wed Apr 01 2009
Journal Name
Journal Of The Faculty Of Medicine Baghdad
The relation of Echocardiographic findings to pulmonary Function tests in patients with Chronic obstructive Pulmonary Disease
...Show More Authors

Background: Chronic obstructive pulmonary disease (COPD) is a common disease and it accounts for over 10% of all hospital medical admission. Cigarette smoking is the most important risk factor. Pulmonary arterial hypertension (PHT) is a common complication of COPD and the increase in pulmonary artery pressure is often mild to moderate. The presence of pulmonary arterial pressure and its severity is readily and reliably determined by transthoracic echocardiography in majority of COPD patients.
Patients and Methods: This study included 55 patients with mean age 65.6 ±8.2 years .The mean duration of symptoms was 18 ±10 months. 32 patients (58%) were current smoker, 18 patients (33%) were exsmoker and 5 pat

... Show More
View Publication Preview PDF
Crossref (2)
Crossref
Publication Date
Tue Aug 06 2013
Journal Name
Robotica
Function approximation technique-based adaptive virtual decomposition control for a serial-chain manipulator
...Show More Authors
SUMMARY<p>The virtual decomposition control (VDC) is an efficient tool suitable to deal with the full-dynamics-based control problem of complex robots. However, the regressor-based adaptive control used by VDC to control every subsystem and to estimate the unknown parameters demands specific knowledge about the system physics. Therefore, in this paper, we focus on reorganizing the equation of the VDC for a serial chain manipulator using the adaptive function approximation technique (FAT) without needing specific system physics. The dynamic matrices of the dynamic equation of every subsystem (e.g. link and joint) are approximated by orthogonal functions due to the minimum approximation errors produced. The contr</p> ... Show More
View Publication
Scopus (26)
Crossref (20)
Scopus Clarivate Crossref