In this paper has been one study of autoregressive generalized conditional heteroscedasticity models existence of the seasonal component, for the purpose applied to the daily financial data at high frequency is characterized by Heteroscedasticity seasonal conditional, it has been depending on Multiplicative seasonal Generalized Autoregressive Conditional Heteroscedastic Models Which is symbolized by the Acronym (SGARCH) , which has proven effective expression of seasonal phenomenon as opposed to the usual GARCH models. The summarizing of the research work studying the daily data for the price of the dinar exchange rate against the dollar, has been used autocorrelation function to detect seasonal first, then was diagnosed with a problem of heteroscdastic , passing through the phase estimation using the method of Maximum Likelihood Conditional and on the assumption that the random error is distributed normal distribution with the application on more than one rank for seasonal model, then determine the appropriate rank of the specimen using a variety of standards down to the prediction phase, it has been shown through the application on the study data stages that the best model for predicting volatility is SGARCH (1,0)(1,0).
This work aims to analyze a three-dimensional discrete-time biological system, a prey-predator model with a constant harvesting amount. The stage structure lies in the predator species. This analysis is done by finding all possible equilibria and investigating their stability. In order to get an optimal harvesting strategy, we suppose that harvesting is to be a non-constant rate. Finally, numerical simulations are given to confirm the outcome of mathematical analysis.
Abstract
The Classical Normal Linear Regression Model Based on Several hypotheses, one of them is Heteroscedasticity as it is known that the wing of least squares method (OLS), under the existence of these two problems make the estimators, lose their desirable properties, in addition the statistical inference becomes unaccepted table. According that we put tow alternative, the first one is (Generalized Least Square) Which is denoted by (GLS), and the second alternative is to (Robust covariance matrix estimation) the estimated parameters method(OLS), and that the way (GLS) method neat and certified, if the capabilities (Efficient) and the statistical inference Thread on the basis of an acceptable
... Show MoreWe define L-contraction mapping in the setting of D-metric spaces analogous to L-contraction mappings [1] in complete metric spaces. Also, give a definition for general D- matric spaces.And then prove the existence of fixed point for more general class of mappings in generalized D-metric spaces.
Segmented regression consists of several sections separated by different points of membership, showing the heterogeneity arising from the process of separating the segments within the research sample. This research is concerned with estimating the location of the change point between segments and estimating model parameters, and proposing a robust estimation method and compare it with some other methods that used in the segmented regression. One of the traditional methods (Muggeo method) has been used to find the maximum likelihood estimator in an iterative approach for the model and the change point as well. Moreover, a robust estimation method (IRW method) has used which depends on the use of the robust M-estimator technique in
... Show MoreThe aim of the research is to reveal the reality of teacher performance evaluation in the Sultanate of Oman in light of some global models. The study followed a qualitative descriptive research design. Seven forms of teacher formative and summative assessments were analyzed. Besides, an analytical template was developed, consisting of six areas related to the teaching performance of teachers. These included: lesson planning and preparation, learning environment, education, professional development, student academic, and community and parental partnership. The study reached a number of results; the most notable is the lack of change of forms for more than a decade despite the rapid development of the educational system in the sultanate in
... Show MoreInfrastructure, especially wastewater projects, plays an important role in the life of residential communities. Due to the increasing population growth, there is also a significant increase in residential and commercial facilities. This research aims to develop two models for predicting the cost and time of wastewater projects according to independent variables affecting them. These variables have been determined through a questionnaire distributed to 20 projects under construction in Al-Kut City/ Wasit Governorate/Iraq. The researcher used artificial neural network technology to develop the models. The results showed that the coefficient of correlation R between actual and predicted values were 99.4% and 99 %, MAPE was
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Abstract
The term public budget defects became nowadays a chronic, economical phenomenon, almost all the countries weather advanced or development country suffered from it, despite the different visions to economic schools of a thought to accept or reject the deficit in public budget but the prevailed opinion that is needed to rule the role of the state by reducing the public spending which led to continuous deficits in public budget and the consequent upon increase in government borrowing, increase taxes on income and wealth, thus weakening the in contrive for private investment which contributed to the increase of in flationary stagnation, it became a duty to state covered by the lack of financial sources
... Show MoreThis research study focuses on fundamental questions. It deals with the content of the critical reviews through which the most important sources that undermine the renaissance of the Islamic human society can be concluded. It is the vague fetishization of the sacred between religion, politics, and ideas, which members of society live in and which raised the dust of closed-minded fanaticism that led to the return of deviant extremism. It is oppression, violence, and domination, all of which are professional tools in the manufacture of the ideology of extremism in all its forms. Here, the idea matured in giving a human, intellectual and philosophical overview that mixed the required drawing in the formulation of scientific cont
... Show MoreThe research deals with the problems of improvisation in two basic subjects and applied a samples and conclusion. The first topic focuses on the concept of improvisation and spontaneity and clarifies the confusion between them. The second topic deals with the foundations and principles on which the actor is based in his artistic preparation for the purpose of developing his improvisational abilities.
The research focuses on clarifying the dimensions of improvisational techniques and its multiplicity in the modern theater. It analyzes the method of improvisation and its use in the construction and composition of the theatrical performance. It deals with two important experiments, such as the experience of the Russian directo
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