In this paper has been building a statistical model of the Saudi financial market using GARCH models that take into account Volatility in prices during periods of circulation, were also study the effect of the type of random error distribution of the time series on the accuracy of the statistical model, as it were studied two types of statistical distributions are normal distribution and the T distribution. and found by application of a measured data that the best model for the Saudi market is GARCH (1,1) model when the random error distributed t. student's .
The problem of independent motion control of mobile robot (МR) in conditions when unforeseen changes of conditions of interaction of wheels with a surface are considered. An example of such changes can be sudden entrance МR a slippery surface. The deployment of an autonomous unmanned ground vehicle for field applications provides the means by which the risk to personnel can be minimized and operational capabilities improved. In rough terrain, it is critical for mobile robots to maintain good wheel traction. Wheel slip could cause the rover to lose control and become trapped. This paper describes the application of fuzzy control to a feedback system within slippery environment. The study is conducted on an example of М
... Show MoreA mixture model is used to model data that come from more than one component. In recent years, it became an effective tool in drawing inferences about the complex data that we might come across in real life. Moreover, it can represent a tremendous confirmatory tool in classification observations based on similarities amongst them. In this paper, several mixture regression-based methods were conducted under the assumption that the data come from a finite number of components. A comparison of these methods has been made according to their results in estimating component parameters. Also, observation membership has been inferred and assessed for these methods. The results showed that the flexible mixture model outperformed the
... Show MoreAn evaluation for the performance of model pile embedded in expansive soil was investigated. An extensive testing program was planned to achieve the purpose of this research. Therefore, special manufactured system was prepared for studying the behavior of model pile having different length to diameter ratios (L/D). Two types of piles were used in this research, straight shaft and under reamed piles. The effect of model pile type, L/D ratio and number of wetting drying cycles were studied. It is observed that significant reductions in pile movement when under reamed piles were considered. A proposed design charts was presented for straight shaft and under reamed piles to estimate the length of both types of piles that is requi
... Show MoreThe dependable and efficient identification of Qin seal script characters is pivotal in the discovery, preservation, and inheritance of the distinctive cultural values embodied by these artifacts. This paper uses image histograms of oriented gradients (HOG) features and an SVM model to discuss a character recognition model for identifying partial and blurred Qin seal script characters. The model achieves accurate recognition on a small, imbalanced dataset. Firstly, a dataset of Qin seal script image samples is established, and Gaussian filtering is employed to remove image noise. Subsequently, the gamma transformation algorithm adjusts the image brightness and enhances the contrast between font structures and image backgrounds. After a s
... Show MoreThis paper deals with defining Burr-XII, and how to obtain its p.d.f., and CDF, since this distribution is one of failure distribution which is compound distribution from two failure models which are Gamma model and weibull model. Some equipment may have many important parts and the probability distributions representing which may be of different types, so found that Burr by its different compound formulas is the best model to be studied, and estimated its parameter to compute the mean time to failure rate. Here Burr-XII rather than other models is consider because it is used to model a wide variety of phenomena including crop prices, household income, option market price distributions, risk and travel time. It has two shape-parame
... Show MoreThis paper presents a vibration suppression control design of cantilever beam using two piezoelectric patches. One patch was used as an actuator element, while the other was used as a sensor. The controller design was designed via the balance realization reduction method to elect the reduced order model that is most controllable and observable. the sliding mode observer was designed to estimate six states from the reduced order model but three states are only used in the control law. Estimating a number of states larger than that used is in order to increase the estimation accuracy. Moreover, the state estimation error is proved bounded. An optimal LQR controller is designed then using the estimated states with the slid
... Show MoreIn present work examined the oxidation desulfurization in batch system for model fuels with 2250 ppm sulfur content using air as the oxidant and ZnO/AC composite prepared by thermal co-precipitation method. Different factors were studied such as composite loading 1, 1.5 and 2.5 g, temperature 25 oC, 30 oC and 40 oC and reaction time 30, 45 and 60 minutes. The optimum condition is obtained by using Tauguchi experiential design for oxidation desulfurization of model fuel. the highest percent sulfur removal is about 33 at optimum conditions. The kinetic and effect of internal mass transfer were studied for oxidation desulfurization of model fuel, also an empirical kinetic model was calculated for model fuels
... Show MoreThe purpose of this paper is to model and forecast the white oil during the period (2012-2019) using volatility GARCH-class. After showing that squared returns of white oil have a significant long memory in the volatility, the return series based on fractional GARCH models are estimated and forecasted for the mean and volatility by quasi maximum likelihood QML as a traditional method. While the competition includes machine learning approaches using Support Vector Regression (SVR). Results showed that the best appropriate model among many other models to forecast the volatility, depending on the lowest value of Akaike information criterion and Schwartz information criterion, also the parameters must be significant. In addition, the residuals
... Show MoreIn this paper, we will study non parametric model when the response variable have missing data (non response) in observations it under missing mechanisms MCAR, then we suggest Kernel-Based Non-Parametric Single-Imputation instead of missing value and compare it with Nearest Neighbor Imputation by using the simulation about some difference models and with difference cases as the sample size, variance and rate of missing data.