Preferred Language
Articles
/
jeasiq-155
Use Simulation To Differentiate Between Some Modern Methods To the Model GM(1,1) To Find Missing Values And Estimate Parameters With A Practical Application
...Show More Authors

Abstract

       The grey system model GM(1,1) is the model of the prediction of the time series and the basis of the grey theory. This research presents the methods for estimating parameters of the grey model GM(1,1) is the accumulative method (ACC), the exponential method (EXP), modified exponential method (Mod EXP) and the Particle Swarm Optimization method (PSO). These methods were compared based on the Mean square error (MSE) and the Mean Absolute percentage error (MAPE) as a basis comparator and the simulation method was adopted for the best of the four methods, The best method was obtained and then applied to real data. This data represents the consumption rate of two types of oils a heavy fuel (HFO) and diesel fuel (D.O) and the use of tests to confirm the accuracy of the grey model. After obtaining the results, the best method to estimate the parameters of the grey model GM(1,1) is the method of the Particle Swarm Optimization method (PSO) It has been used to treatment the missing values ​​in the data and in the prediction where it has been shown to have the best results

Crossref
View Publication Preview PDF
Quick Preview PDF
Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
The use of the Principal components and Partial least squares methods to estimate the parameters of the logistic regression model in the case of linear multiplication problem
...Show More Authors

Abstract

  The logistic regression model is one of the nonlinear models that aims at obtaining highly efficient capabilities, It also the researcher an idea of the effect of the explanatory variable on the binary response variable.                                                                                  &nb

... Show More
View Publication Preview PDF
Crossref
Publication Date
Fri Aug 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
Comparison between the Local Polynomial Kernel and Penalized Spline to Estimating Varying Coefficient Model
...Show More Authors

Analysis the economic and financial phenomena and other requires to build the appropriate model, which represents the causal relations between factors. The operation building of the model depends on Imaging conditions and factors surrounding an in mathematical formula and the Researchers target to build that formula appropriately. Classical linear regression models are an important statistical tool, but used in a limited way, where is assumed that the relationship between the variables illustrations and response variables identifiable. To expand the representation of relationships between variables that represent the phenomenon under discussion we used Varying Coefficient Models

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sun Jul 01 2012
Journal Name
Journal Of Educational And Psychological Researches
A comparative study between the emotional responses in patients with blood pressure on a scale of music types characteristics compared with responses to some Healthy patients
...Show More Authors

The problem of the study and its significance:

           Due to the increasing pressures of life continually, and constant quest behind materialism necessary and frustrations that confront us daily in general, the greater the emergence of a number of cases of disease organic roots psychological causing them because of severity of a lack of response to conventional treatments (drugs), and this is creating in patients a number of emotional disorders resulting from concern the risk of disease

 

     That is interested psychologists and doctors searchin

... Show More
View Publication Preview PDF
Publication Date
Mon Feb 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
Comparison of Partial Least Squares and Principal Components Methods by Simulation
...Show More Authors

Abstract                                                                                              

The methods of the Principal Components and Partial Least Squares can be regard very important methods  in the regression analysis, whe

... Show More
View Publication Preview PDF
Crossref
Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Some Robust methods for Estimates the power Spectrum in ARMA Models Simulation Study
...Show More Authors

Abstract:

Robust statistics Known as, resistance to errors caused by deviation from the stability hypotheses of the statistical operations (Reasonable, Approximately Met, Asymptotically Unbiased, Reasonably Small Bias, Efficient ) in the data selected in a wide range of probability distributions whether they follow a normal distribution or a mixture of other distributions deviations different standard .

power spectrum function lead to, President role in the analysis of Stationary random processes, form stable random variables organized according to time, may be discrete random variables or continuous. It can be described by measuring its total capacity as function in frequency.

<

... Show More
View Publication Preview PDF
Crossref
Publication Date
Mon Mar 01 2010
Journal Name
Journal Of Economics And Administrative Sciences
Estimating the general exponential distribution parameters using the simulation method
...Show More Authors

The main aim of this paper is to study how the different estimators of the two unknown parameters (shape and scale parameter) of a generalized exponential distribution behave for different sample sizes and for different parameter values. In particular, 

. Maximum Likelihood, Percentile and Ordinary Least Square estimators had been implemented for different sample sizes (small, medium, and large) and assumed several contrasts initial values for the two parameters. Two indicators of performance Mean Square Error and Mean Percentile Error were used and the comparisons were carried out between different methods of estimation  by using monte carlo simulation technique .. It was obse

... Show More
View Publication Preview PDF
Crossref
Publication Date
Thu Dec 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
Use the le'vy Model on stock returns for some Iraqi banks estimate
...Show More Authors

 

In this article we  study a single stochastic process model for the evaluate the assets pricing and stock.,On of the models le'vy . depending on the so –called Brownian subordinate as it has been depending on the so-called Normal Inverse Gaussian (NIG). this article aims as the estimate that the parameters of his model using my way (MME,MLE) and then employ those  estimate of the parameters is the study of stock returns and evaluate asset pricing for both the united Bank and Bank of North which their data were taken from the Iraq stock Exchange.

which showed the results to a preference MLE on MME based on the standard of comparison the average square e

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sat Dec 31 2022
Journal Name
Journal Of Economics And Administrative Sciences
Using Some Estimation Methods for Mixed-Random Panel Data Regression Models with Serially Correlated Errors with Application
...Show More Authors

This research includes the study of dual data models with mixed random parameters, which contain two types of parameters, the first is random and the other is fixed. For the random parameter, it is obtained as a result of differences in the marginal tendencies of the cross sections, and for the fixed parameter, it is obtained as a result of differences in fixed limits, and random errors for each section. Accidental bearing the characteristic of heterogeneity of variance in addition to the presence of serial correlation of the first degree, and the main objective in this research is the use of efficient methods commensurate with the paired data in the case of small samples, and to achieve this goal, the feasible general least squa

... Show More
View Publication Preview PDF
Publication Date
Fri Sep 30 2022
Journal Name
Journal Of Economics And Administrative Sciences
Estimation of Reliability through the Wiener Degradation Process Based on the Genetic Algorithm to Estimating Parameters
...Show More Authors

      In this paper, the researcher suggested using the Genetic algorithm method to estimate the parameters of the Wiener degradation process,  where it is based on the Wiener process in order to estimate the reliability of high-efficiency products, due to the difficulty of estimating the reliability of them using traditional techniques that depend only on the failure times of products. Monte Carlo simulation has been applied for the purpose of proving the efficiency of the proposed method in estimating parameters; it was compared with the method of the maximum likelihood estimation. The results were that the Genetic algorithm method is the best based on the AMSE comparison criterion, then the reliab

... Show More
View Publication Preview PDF
Crossref
Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Comparison Semiparametric Bayesian Method with Classical Method for Estimating Systems Reliability using Simulation Procedure
...Show More Authors

               In this research, the semiparametric Bayesian method is compared with the classical  method to  estimate reliability function of three  systems :  k-out of-n system, series system, and parallel system. Each system consists of three components, the first one represents the composite parametric in which failure times distributed as exponential, whereas the second and the third components are nonparametric ones in which reliability estimations depend on Kernel method using two methods to estimate bandwidth parameter h method and Kaplan-Meier method. To indicate a better method for system reliability function estimation, it has be

... Show More
View Publication Preview PDF
Crossref