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jeasiq-2272
Analysis of Models (NAGARCH & APGARCH) by Using Simulations
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Simulation experiments are a means of solving in many fields, and it is the process of designing a model of the real system in order to follow it and identify its behavior through certain models and formulas written according to a repeating software style with a number of iterations. The aim of this study is to build a model  that deals with the behavior suffering from the state of (heteroskedasticity) by studying the models (APGARCH & NAGARCH) using (Gaussian) and (Non-Gaussian) distributions for different sample sizes (500,1000,1500,2000) through the stage of time series analysis (identification , estimation, diagnostic checking and prediction). The data was generated using the estimations of the parameters resulting from the application of these models to the return series for the exchange rates of Iraqi dinar against US dollar (IQ/USD) for the period from (21/7/2011) until (21/07/2021) and then using these estimations in the process of generating data. The identifications were made using the (Ljung-Box and ARCH tests) with  (1000 replicates) and the result showed the presence of states (autocorrelation and heteroskedasticity) and this states increased with increasing the sample size and the best result of NAGARCH with Normal distribution and the best result of APGARCH with General error distribution. The Maximum Likelihood Estimation method used to estimate the parameters of the models and the best result with largest sample size (2000) , in the diagnostic checking phase the result showed the ability of the models (NAGARCH & APGARCH) to process the states of (autocorrelation and heteroskedasticity) and the best result with (APGARCH) model when the error distributed (General error distribution)

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Publication Date
Sat May 01 2021
Journal Name
Journal Of Physics: Conference Series
An Efficient Shrinkage Estimators For Generalized Inverse Rayleigh Distribution Based On Bounded And Series Stress-Strength Models
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Abstract<p>In this paper, we investigate two stress-strength models (Bounded and Series) in systems reliability based on Generalized Inverse Rayleigh distribution. To obtain some estimates of shrinkage estimators, Bayesian methods under informative and non-informative assumptions are used. For comparison of the presented methods, Monte Carlo simulations based on the Mean squared Error criteria are applied.</p>
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Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
A Comparison Between Maximum Likelihood Method And Bayesian Method For Estimating Some Non-Homogeneous Poisson Processes Models
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The Non - Homogeneous Poisson  process is considered  as one of the statistical subjects which had an importance in other sciences and a large application in different areas as waiting raws and rectifiable systems method , computer and communication systems and the theory of reliability and many other, also it used in modeling the phenomenon that occurred by unfixed way over time (all events that changed by time).

This research deals with some of the basic concepts that are related to the Non - Homogeneous Poisson process , This research carried out two models of the Non - Homogeneous Poisson process which are the power law model , and Musa –okumto ,   to estimate th

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Publication Date
Sun Dec 01 2019
Journal Name
Computers And Electronics In Agriculture
Meteorological data mining and hybrid data-intelligence models for reference evaporation simulation: A case study in Iraq
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Publication Date
Mon Jan 01 2024
Journal Name
Ieee Access
Transfer Learning and Hybrid Deep Convolutional Neural Networks Models for Autism Spectrum Disorder Classification From EEG Signals
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Publication Date
Mon Jul 01 2019
Journal Name
Iop Conference Series: Materials Science And Engineering
“Small wave number and less of Reynolds number inflow analysis in peristaltic transportation of “Hyperbolic tangent fluid” in curved channels by employing the influence of radial magnetic force”
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Abstract<p>Through this article, we studied the peristaltic motion of “Hyperbolic Tangent” fluid in the geometry of curvature channel by using the analysis of large wavelength and less of Reynolds number. The matter has controlled mathematically by the partial differential equations of continuity, motion, heat transfer. In the study, we used the impact of radial magnetic force. The obtained coupled non-linear equations of above equations have solved by an approximation technical. Locked formula solutions of the stream function, axial velocity, heat function has evaluated. The influence of curvature is analysed and took it into account. The impact of sundry variables on the inflow features ha</p> ... Show More
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Publication Date
Tue May 01 2018
Journal Name
Journal Of Engineering
Prediction of the Effect of Using Stone Column in Clayey Soil on the Behavior of Circular Footing by ANN Model
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Shallow foundations are usually used for structures with light to moderate loads where the soil underneath can carry them. In some cases, soil strength and/or other properties are not adequate and require improvement using one of the ground improvement techniques. Stone column is one of the common improvement techniques in which a column of stone is installed vertically in clayey soils. Stone columns are usually used to increase soil strength and to accelerate soil consolidation by acting as vertical drains. Many researches have been done to estimate the behavior of the improved soil. However, none of them considered the effect of stone column geometry on the behavior of the circular footing. In this research, finite ele

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Publication Date
Wed Jun 26 2019
Journal Name
Journal Of Mechanics Of Continua And Mathematical Sciences
VSM Based Models and Integration of Exact and Fuzzy Similarity For Improving Detection of External Textual Plagiarism admin June 29, 2019
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Publication Date
Thu Jul 20 2023
Journal Name
Polymers In Medicine
Effect of subinhibitory doses of rifaximin on in vitro Pseudomonas aeruginosa adherence and biofilm formation to biotic and abiotic surface models
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Publication Date
Fri Nov 15 2024
Journal Name
Iraqi Journal Of Science
A Comparative Investigation of Different Ionospheric Models to Predict the MUF Parameter During Severe Geomagnetic Storm on 17th March 2015.
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The present work aimed to make a comparative investigation between three different ionospheric models: IRI-2020, ASAPS and VOACAP. The purpose of the comparative study is to investigate the compatibility of predicting the Maximum Usable Frequency parameter (MUF) over mid-latitude region during the severe geomagnetic storm on 17 March 2015. Three stations distributed in the mid-latitudes were selected for study; these are (Athens (23.50o E, 38.00o N), Jeju (124.53o E, 33.6o N) and Pt. Arguello (239.50o W, 34.80o N). The daily MUF outcomes were calculated using the tested models for the three adopted sites, for a span of five-day (the day of the event and two days preceding and following the event day). The calculated datasets were co

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Publication Date
Fri Feb 28 2025
Journal Name
Energies
Synergizing Machine Learning and Physical Models for Enhanced Gas Production Forecasting: A Comparative Study of Short- and Long-Term Feasibility
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Advanced strategies for production forecasting, operational optimization, and decision-making enhancement have been employed through reservoir management and machine learning (ML) techniques. A hybrid model is established to predict future gas output in a gas reservoir through historical production data, including reservoir pressure, cumulative gas production, and cumulative water production for 67 months. The procedure starts with data preprocessing and applies seasonal exponential smoothing (SES) to capture seasonality and trends in production data, while an Artificial Neural Network (ANN) captures complicated spatiotemporal connections. The history replication in the models is quantified for accuracy through metric keys such as m

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