The transfer function model the basic concepts in the time series. This model is used in the case of multivariate time series. As for the design of this model, it depends on the available data in the time series and other information in the series so when the representation of the transfer function model depends on the representation of the data In this research, the transfer function has been estimated using the style nonparametric represented in two method local linear regression and cubic smoothing spline method The method of semi-parametric represented use semiparametric single index model, With four proposals, , That the goal of this research is comparing the capabilities of the above mentioned method using simulation at sample sizes (n = 100,150,200) as it found that the estimated proposed( C.S.S-L.S.I) is the best among the studied capabilities.
The importance of this research is to clarify the nature and the relationship between the indicators of financial policy and banking stability in Iraq, as well as to find a composite index reflects the state of banking stability in Iraq in order to provide an appropriate means to help policymakers in making appropriate decisions before the occurrence of financial crises.
Hence, the problem of research is that the fiscal policy has implications for the macro economy and does not rule out its impact on banking stability. Moreover, the central bank does not possess a single indicator that reflects the stability of the banking system, rather than the scattered indicators that depend o
... Show MoreThe 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 (I
... Show MoreSince the beginning of 21st century, the prices of Agricultural crops have increased. This Increases is accompanied with that increases of crude oil prices and fluctuation of a dollar exchange rate as a dominant currency used in the global trade. The paper aimed to analysis the short run and long run cointegration relationships between prices of some of Agricultural crops imported by Iraq such as wheat and rice crops and both the crude oil prices and the Iraq dinar exchange rate a gained America dollar using ARDL model. The results show the long run equilibrium between they three variable throng the error correction mechanizem. The results also show the significant and economically sound effects of cru
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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
... Show MoreThe parametric programming considered as type of sensitivity analysis. In this research concerning to study the effect of the variations on linear programming model (objective function coefficients and right hand side) on the optimal solution. To determine the parameter (θ) value (-5≤ θ ≤5).Whereas the result، the objective function equal zero and the decision variables are non basic، when the parameter (θ = -5).The objective function value increases when the parameter (θ= 5) and the decision variables are basic، with the except of X24, X34.Whenever the parameter value increase, the objectiv
... Show MoreThe fractional order partial differential equations (FPDEs) are generalizations of classical partial differential equations (PDEs). In this paper we examine the stability of the explicit and implicit finite difference methods to solve the initial-boundary value problem of the hyperbolic for one-sided and two sided fractional order partial differential equations (FPDEs). The stability (and convergence) result of this problem is discussed by using the Fourier series method (Von Neumanns Method).
Encryption of data is translating data to another shape or symbol which enables people only with an access to the secret key or a password that can read it. The data which are encrypted are generally referred to as cipher text, while data which are unencrypted are known plain text. Entropy can be used as a measure which gives the number of bits that are needed for coding the data of an image. As the values of pixel within an image are dispensed through further gray-levels, the entropy increases. The aim of this research is to compare between CAST-128 with proposed adaptive key and RSA encryption methods for video frames to determine the more accurate method with highest entropy. The first method is achieved by applying the "CAST-128" and
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In this research we study the wavelet characteristics for the important time series known as Sunspot, on the aim of verifying the periodogram that other researchers had reached by the spectral transform, and noticing the variation in the period length on one side and the shifting on another.
A continuous wavelet analysis is done for this series and the periodogram in it is marked primarily. for more accuracy, the series is partitioned to its the approximate and the details components to five levels, filtering these components by using fixed threshold on one time and independent threshold on another, finding the noise series which represents the difference between
... Show MoreForecasting is one of the important topics in the analysis of time series, as the importance of forecasting in the economic field has emerged in order to achieve economic growth. Therefore, accurate forecasting of time series is one of the most important challenges that we seek to make the best decision, the aim of the research is to suggest employing hybrid models to predict daily crude oil prices. The hybrid model consists of integrating the linear component, which represents Box Jenkins models, and the non-linear component, which represents one of the methods of artificial intelligence, which is the artificial neural network (ANN), support vector regression (SVR) algorithm and it was shown that the proposed hybrid models in the predicti
... Show MoreThe importance of forecasting has emerged in the economic field in order to achieve economic growth, as forecasting is one of the important topics in the analysis of time series, and accurate forecasting of time series is one of the most important challenges in which we seek to make the best decision. The aim of the research is to suggest the use of hybrid models for forecasting the daily crude oil prices as the hybrid model consists of integrating the linear component, which represents Box Jenkins models and the non-linear component, which represents one of the methods of artificial intelligence, which is long short term memory (LSTM) and the gated recurrent unit (GRU) which represents deep learning models. It was found that the proposed h
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