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التنبؤ بقيم السلاسل الزمنية بأستعمال أنموذج (ARMAX) مع تطبيق عملي
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Abstract :

          Researchers have great interest in studying the black box models this thesis has been focused in the study one of the black box models , a ARMAX model which is one of the important models and can be accessed through a number of special cases which models (AR , MA , ARMA, ARX) , which combines method of the time series that depend on historical data and and regression method as explanatory variables addition to that past errors , ARMAX model importance has appeared in many areas of application that direct contact with our daily lives , it consists of constructing ARMAX model several traditional stages of the process , a identification As it was used Final prediction error (FPE) , Akaiki Information Criterion (AIC) and estimate As it was used Recursive least square with Forgetting Factor (RLS – F) and  Recursive pseudolinear regression method (RPLR) which come in the first place and  (RLS – F) which come in the second place  and finally come prediction for (30) value of the daily maximum temperature depending on the daily wind speed .  

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Publication Date
Mon Mar 01 2010
Journal Name
Journal Of Economics And Administrative Sciences
Estimating the general exponential distribution parameters using the simulation method
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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

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Publication Date
Mon Jul 01 2024
Journal Name
Alexandria Engineering Journal
Comparison of some Bayesian estimation methods for type-I generalized extreme value distribution with simulation
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The Weibull distribution is considered one of the Type-I Generalized Extreme Value (GEV) distribution, and it plays a crucial role in modeling extreme events in various fields, such as hydrology, finance, and environmental sciences. Bayesian methods play a strong, decisive role in estimating the parameters of the GEV distribution due to their ability to incorporate prior knowledge and handle small sample sizes effectively. In this research, we compare several shrinkage Bayesian estimation methods based on the squared error and the linear exponential loss functions. They were adopted and compared by the Monte Carlo simulation method. The performance of these methods is assessed based on their accuracy and computational efficiency in estimati

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Publication Date
Wed Jun 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Selection of the initial value of the time series generating the first-order self-regression model in simulation modeAnd their impact on the accuracy of the model
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In this paper, compared eight methods for generating the initial value and the impact of these methods to estimate the parameter of a autoregressive model, as was the use of three of the most popular methods to estimate the model and the most commonly used by researchers MLL method, Barg method  and the least squares method and that using the method of simulation model  first order autoregressive through the design of a number of simulation experiments and the different sizes of the samples.

                  

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Publication Date
Sat Mar 31 2018
Journal Name
Journal Of Engineering
Estimating Angle of Arrival (AOA) for Wideband Signal by Sensor Delay Line (SDL) and Tapped Delay Line (TDL) Processors
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Angle of arrival (AOA) estimation for wideband signal becomes more necessary for modern communication systems like Global System for Mobile (GSM), satellite, military applications and spread spectrum (frequency hopping and direct sequence). Most of the researchers are focusing on how to cancel the effects of signal bandwidth on AOA estimation performance by using a transversal filter (tap delay line) (TDL). Most of the researchers were using two elements array antenna to study these effects. In this research, a general case of proposed (M) array elements is used. A transversal filter (TDL) in phase adaptive array antenna system is used to calculate the optimum number of taps required to compensate these effect. The propo

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Publication Date
Sat Apr 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Use aggregate slide estimate additive splines estimation for the diagnosis of non-linear composite model self-regression with practical application
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Nonlinear time series analysis is one of the most complex problems ; especially the nonlinear autoregressive with exogenous variable (NARX) .Then ; the problem of model identification and the correct orders determination considered the most important problem in the analysis of time series . In this paper , we proposed splines  estimation method for model identification , then we used three criterions for the correct orders determination. Where ; proposed method used to estimate the additive splines for model identification , And the rank determination depends on the additive property  to avoid the problem of curse dimensionally . The proposed method is one of the nonparametric methods , and the simulation results give a

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Publication Date
Thu Oct 01 2015
Journal Name
Journal Of Educational And Psychological Researches
Installing Quality of Gratitude in Children from an Islamic Educational Perspective
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The study aimed to identify how to raise grateful children from an Islamic educational perspective. For that objective to be achieved, the researcher used both of deductive and descriptive approaches using the method of documentary research. The study's results show that children are the real wealth of the community and the foundation of cultural building; therefore, paying attention their raising is a responsibility that must be shared by everyone; gratitude is part parcel of the Islamic doctrine, which is one of the greatest virtues; the virtue of gratitude is the attitude of the believers which in turn strengthens the bonds and expands the network of positive social relationships; It is also considered a cultural significance

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Publication Date
Sun Dec 01 2024
Journal Name
Chilean Journal Of Statistics
A method of multi-dimensional variable selection for additive partial linear models.
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In high-dimensional semiparametric regression, balancing accuracy and interpretability often requires combining dimension reduction with variable selection. This study intro- duces two novel methods for dimension reduction in additive partial linear models: (i) minimum average variance estimation (MAVE) combined with the adaptive least abso- lute shrinkage and selection operator (MAVE-ALASSO) and (ii) MAVE with smoothly clipped absolute deviation (MAVE-SCAD). These methods leverage the flexibility of MAVE for sufficient dimension reduction while incorporating adaptive penalties to en- sure sparse and interpretable models. The performance of both methods is evaluated through simulations using the mean squared error and variable selection cri

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Publication Date
Wed Aug 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
A Comparative Study of Some Methods of Estimating Robust Variance Covariance Matrix of the Parameters Estimated by (OLS) in Cross-Sectional Data
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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

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Publication Date
Wed Dec 01 2021
Journal Name
Journal Of Economics And Administrative Sciences
Mathematical Modelling of Gene Regulatory Networks
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    This research includes the use of an artificial intelligence algorithm, which is one of the algorithms of biological systems which is the algorithm of genetic regulatory networks (GRNs), which is a dynamic system for a group of variables representing space within time. To construct this biological system, we use (ODEs) and to analyze the stationarity of the model we use Euler's method. And through the factors that affect the process of gene expression in terms of inhibition and activation of the transcription process on DNA, we will use TF transcription factors. The current research aims to use the latest methods of the artificial intelligence algorithm. To apply Gene Regulation Networks (GRNs), we used a progr

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Publication Date
Tue Jun 01 2010
Journal Name
Journal Of Economics And Administrative Sciences
دراسة مقارنة بين بعض الطرائق الحصينة في تقدير معلمات انموذج الانحدار الخطي باستخدام اسلوب المحاكاة التجريبي في حالة وجود بيانات تتضمن مشاهدات شاذة
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In linear regression, an outlier is an observation with large residual.  In other words, it is an observation whose dependent-variable value is unusual given its values on the predictor variables. An outlier observation may indicate a data entry error or other problem.

An observation with an extreme value on a predictor variable is a point with high leverage. Leverage is a measure of how far an independent variable deviates from its mean. These leverage points can have an effect on the estimate of regression coefficients.

Robust estimation for regression parameters deals with cases that have very high leverage, and cases that are outliers. Robust estimation is essentially a

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