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A Comparative Study for Estimate Fractional Parameter of ARFIMA Model

      Long memory analysis is one of the most active areas in econometrics and time series where various methods have been introduced to identify and estimate the long memory parameter in partially integrated time series. One of the most common models used to represent time series that have a long memory is the ARFIMA (Auto Regressive Fractional Integration Moving Average Model) which diffs are a fractional number called the fractional parameter. To analyze and determine the ARFIMA model, the fractal parameter must be estimated. There are many methods for fractional parameter estimation. In this research, the estimation methods were divided into indirect methods, where the Hurst parameter is estimated first, and then the fractional integration parameter is estimated from it by a relation between them. As for direct methods, the fractional integration parameter is estimated directly without relying on Hurst's parameter, and most of them are semi parametric methods. In this paper, some of the most common direct methods were used to estimate the fraction modulus namely (Geweke-Porter-Hudak, Smoothed Geweke-Porter-Hudak, Local Whittle, Wavelet and weighted wavelet), using simulation method with different value of (d) and different size of time series. The comparison between the methods was done using the mean squared error (MSE). It turns out that the best methods to estimate the fractional parameter is (Local Whittle).

      The ARFIMA model was generated by a function programmed by the MATLAB statistical program

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Publication Date
Thu Apr 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
Using Project Management Maturity Model to Evaluate Construction Sector -Organizations. Case Study at the Department of buildings - Karkh first

The education sector suffers from many problems, including the scarcity of schools that can absorb the increasing number of students in light of the increasing population growth rate, as some regions suffer from a lack of opening of new schools or the expansion of existing schools to increase their capacity so that attention is required. The research sought to identify the level of maturity of project management at the research site (Building Department in Al-Karkh I/ Ministry of Education) Being responsible for educational projects and their implementation and to know that, the ten areas of the knowledge guide to project management PMBOK have been adopted according to the PM3 model (one of the models of maturity

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Publication Date
Fri Dec 01 2023
Journal Name
Al-khwarizmi Engineering Journal
Development of an ANN Model for RGB Color Classification using the Dataset Extracted from a Fabricated Colorimeter

 

Codes of red, green, and blue data (RGB) extracted from a lab-fabricated colorimeter device were used to build a proposed classifier with the objective of classifying colors of objects based on defined categories of fundamental colors. Primary, secondary, and tertiary colors namely red, green, orange, yellow, pink, purple, blue, brown, grey, white, and black, were employed in machine learning (ML) by applying an artificial neural network (ANN) algorithm using Python. The classifier, which was based on the ANN algorithm, required a definition of the mentioned eleven colors in the form of RGB codes in order to acquire the capability of classification. The software's capacity to forecast the color of the code that belongs to an ob

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Publication Date
Sat Sep 30 2017
Journal Name
College Of Islamic Sciences
Ruling on questioning children by the security authorities: (Comparative Study between Sharia and Law)

Some of the issues that have become common in our society recently after the Americans entered our country and were rubbed by some security agencies: obtaining some information from children, and the serious consequences that may lead to the lives of innocent people, became common interrogation of some security agencies and rely on their words.
There are significant cases where their testimony needs to be heard, such as their presence in some places where incidents are not witnessed by others, such as schools or being witnesses to certain crimes.
I saw the study of this case in the light of Sharia and law

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Publication Date
Wed Dec 12 2018
Journal Name
Iraqi National Journal Of Nursing Specialties
Relationship between General and Spinal Anesthesia and Its Impact upon Breast Feeding: Comparative Study

Objective: To identified the relationship between general and spinal Anesthesia upon breastfeeding and (demographic &reproductive) : Comparative Study. Methodology: The present study employs a descriptive comparative design held at the labor and delivery room , operational room for cesarean section and maternity word in maternity department at Al Emamain Al Kadhamain Medical City in Baghdad city. Data collection was initiated on 2nd January to end of March /2014. Purposive sample consisted of (150) mother and her neonate, The study sample divided into three groups:(50) under general anesthesia , (50) under

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Publication Date
Mon Oct 01 2012
Journal Name
Journal Of The Faculty Of Medicine Baghdad
A Comparative Study of the Effects of Age and Smoking on Nail Growth Rate in Healthy Individuals

Background: The nail organ has an important functional and aesthetic importance. Nail Growth Rate (NGR) has attracted the attention of many investigators not only due to the importance of the nail apparatus but also as a tool to reflect health.
Objective: To study the effects of smoking and age on nail growth.
Patients and methods:The study was conducted at the Department of Physiology and the Department of Dermatology, College of Medicine, University of Baghdad during the period from January 2011 to May 2011.
Nail growth measurement was performed by etching a T – mark on the nail plate of the right and the left thumbs with a wide bore needle. The vertical distance between the point of meeting of the T and the proximal nail fo

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Publication Date
Sat Aug 20 2022
Journal Name
Journal Of Legal Sciences
Obligation To Ensure Safety In Organized Trip Contract comparative study with the French and English laws

     This research raises the issue of the obligation to ensure safety as the most important obligation of tourism and travel companies in the organized trip contract، which is why a tourist chooses this type of trip، If the tourist aims for entertainment and pleasure، he seeks to be sponsored by the organized company to ensure his safe and healthy return home without any damage ، particularly physical damage  ، Although this commitment is important، it has not received the attention of the Iraqi legislator، so this research is based on an analytical  comparative based on Egyptian and French law as well as English law  ، The legislative experience of these States، as well as the views of the op

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Publication Date
Wed Dec 25 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Non-interest income and its impact on the profits of the Iraqi banking sector: (Comparative study)

     In this study,  has been discussed the issue of non-interest income and its impact on the Iraqi banking sector profit for the period between (2008-2017) as it was the main objective of the study is to find the relationship between the non-interest income and the profits of the banking sector in order to know  the size of the sector's dependence on non-interest income As well as an analysis of its profitability compared to selected countries, And to test hypotheses, the financial ratios and some statistical tests to determine the stability of the time series such as the test (Correlegram , Dickey -Fuller (depending on the statistical program (E-Views V8) and a simple linear regression method by (Minitab

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Publication Date
Sat May 28 2022
Journal Name
Abstract And Applied Analysis
Discretization Fractional-Order Biological Model with Optimal Harvesting

In this paper, a discretization of a three-dimensional fractional-order prey-predator model has been investigated with Holling type III functional response. All its fixed points are determined; also, their local stability is investigated. We extend the discretized system to an optimal control problem to get the optimal harvesting amount. For this, the discrete-time Pontryagin’s maximum principle is used. Finally, numerical simulation results are given to confirm the theoretical outputs as well as to solve the optimality problem.

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Publication Date
Sun Jul 07 2019
Journal Name
Journal Of Legal Sciences
Provisions of Periods in the Matters of Personal Status and the Extent of the Judge's Power to Amend Them “Comparative Study”

Most modern legislations seeks to regulate the provisions that guarantee the stability of marital life, and that the Iraqi legislator along the lines of such legislation has ensured the stability of married life, therefore, he started to regulate the matters related to it, and in order to achieve these issues and the desired objectives, he adhered to limit these issues to periods that the parties must take into consideration when exercising these rights because they have serious effects that may lead to loss of these rights if they are not observed . In addition, the periods of personal status issues are divided into the considerations to several divisions included the related to their impact in terms of being constructing of the rights

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Publication Date
Tue Jan 14 2020
Journal Name
College Of Islamic Sciences
The Origin of Creation in Khattab (The Beginning of Creation) by Imam Ali (as) and Genesis (Comparative Study)

The research aims to answer the questions that revolve in the mind of mankind about how to create creation, how it existed prior to creation, who created existence, and the characteristics of that presence. The researcher also wanted to show that the culture of Imam Ali (peace be upon him) In the book of Adam, peace be upon him, God has punished Adam (peace be upon him) for not having sinned. Because his wife is the one who fed him the fruit of the tree, and this is contrary to what was stated in the sermon of Imam (peace be upon him) who Z Adam (peace be upon him) is the one who trusted Satan and Gwighth.We note that the approach of the rhetoric has pointed to the creation of angels and did not refer to the creation of Eve and the class

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