Preferred Language
Articles
/
jeasiq-59
Bayesian Tobit Quantile Regression Model Using Four Level Prior Distributions
...Show More Authors

Abstract:

      In this research we discussed the parameter estimation and variable selection in Tobit quantile regression model in present of multicollinearity problem. We used elastic net technique as an important technique for dealing with both multicollinearity and variable selection. Depending on the data we proposed Bayesian Tobit hierarchical model with four level prior distributions . We assumed both tuning parameter are random variable and estimated them with the other unknown parameter in the model .Simulation study was used for explain the efficiency of the proposed method and then we compared our approach with (Alhamzwi 2014 & standard QR) .The result illustrated that our approach was outperformed.

    This is the first work that suggested Bayesian hierarchical model with four level prior distribution in estimating and variable selection for TQR model.

Crossref
View Publication Preview PDF
Quick Preview PDF
Publication Date
Thu Nov 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Analysis of the relationship between the prices of wheat and rice importer in Iraq and crude oil prices and the exchange rate using the ARDL model
...Show More Authors

Since 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

... Show More
View Publication Preview PDF
Crossref
Publication Date
Thu Feb 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Measure the Impact of global financial crisis on some indicators of the Saudi Arabia's economy using the Mendel-Fleming model for period (1997-2015)
...Show More Authors

         The main objective of this study is to measure the Impact of global financial crisis on some indicators of the Saudi Arabia's economy using the Mendel-Fleming model, the importance of the study applied by focusing on the theme of general equilibrium in the face of fluctuations in the global economy. Study used a descriptive approach and the methodology of econometrics to construct the model. Study used Eviews Program for data analysis. The Data was collected from the Saudi Arabian Monetary Agency, for the period (1997-2014).Stationery of the variables was checked by Augmented Dickey-Fuller (ADF) and Phillips Perron (PP) unit roots tests. And also the co-integration

... Show More
View Publication Preview PDF
Crossref
Publication Date
Tue Jun 01 2021
Journal Name
Baghdad Science Journal
Comparing Weibull Stress – Strength Reliability Bayesian Estimators for Singly Type II Censored Data under Different loss Functions
...Show More Authors

     The stress(Y) – strength(X) model reliability Bayesian estimation which defines life of a component with strength X and stress Y (the component fails if and only if at any time the applied stress is greater than its strength) has been studied, then the reliability; R=P(Y<X), can be considered as a measure of the component performance. In this paper, a Bayesian analysis has been considered for R when the two variables X and Y are independent Weibull random variables with common parameter α in order to study the effect of each of the two different scale parameters β and λ; respectively, using three different [weighted, quadratic and entropy] loss functions under two different prior functions [Gamma and extension of Jeffery

... Show More
View Publication Preview PDF
Scopus (3)
Scopus Clarivate Crossref
Publication Date
Thu Feb 01 2024
Journal Name
Baghdad Science Journal
Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
...Show More Authors

The 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 More
View Publication Preview PDF
Crossref (1)
Scopus Crossref
Publication Date
Sun Oct 01 2023
Journal Name
Baghdad Science Journal
Modeling and Analyzing the Influence of Fear on the Harvested Modified Leslie-Gower Model
...Show More Authors

A modified Leslie-Gower predator-prey model with a Beddington-DeAngelis functional response is proposed and studied. The purpose is to examine the effects of fear and quadratic fixed effort harvesting on the system's dynamic behavior. The model's qualitative properties, such as local equilibria stability, permanence, and global stability, are examined. The analysis of local bifurcation has been studied. It is discovered that the system experiences a saddle-node bifurcation at the survival equilibrium point whereas a transcritical bifurcation occurs at the boundary equilibrium point. Additionally established are the prerequisites for Hopf bifurcation existence. Finally, using MATLAB, a numerical investigation is conducted to verify the va

... Show More
View Publication Preview PDF
Scopus (11)
Crossref (1)
Scopus Crossref
Publication Date
Thu Aug 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
Aggregate production planning using linear programming with practical application
...Show More Authors

Abstract :

The study aims at building a mathematical model for the aggregate production planning for Baghdad soft drinks company. The study is based on a set of aggregate planning strategies (Control of working hours, storage level control strategy) for the purpose of exploiting the resources and productive capacities available in an optimal manner and minimizing production costs by using (Matlab) program. The most important finding of the research is the importance of exploiting during the available time of production capacity. In the months when the demand is less than the production capacity available for investment. In the subsequent months when the demand exceeds the available energy and to minimize the use of overti

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sun Jan 14 2018
Journal Name
Journal Of Engineering
Determination Optimum Inventory Level for Material Using Genetic Algorithm
...Show More Authors

The integration of decision-making will lead to the robust of its decisions, and then determination optimum inventory level to the required materials to produce and reduce the total cost by the cooperation of purchasing department with inventory department and also with other company,s departments. Two models are suggested to determine Optimum Inventory Level (OIL), the first model (OIL-model 1) assumed that the inventory level for materials quantities equal to the required materials, while the second model (OIL-model 2) assumed that the inventory level for materials quantities more than the required materials for the next period.             &nb

... Show More
View Publication Preview PDF
Publication Date
Thu Feb 07 2019
Journal Name
Journal Of The College Of Education For Women
Visible image watermarking using biorthogonal wavelet transform
...Show More Authors

In this paper, visible image watermarking algorithm based on biorthogonal wavelet
transform is proposed. The watermark (logo) of type binary image can be embedded in the
host gray image by using coefficients bands of the transformed host image by biorthogonal
transform domain. The logo image can be embedded in the top-left corner or spread over the
whole host image. A scaling value (α) in the frequency domain is introduced to control the
perception of the watermarked image. Experimental results show that this watermark
algorithm gives visible logo with and no losses in the recovery process of the original image,
the calculated PSNR values support that. Good robustness against attempt to remove the
watermark was s

... Show More
View Publication Preview PDF
Publication Date
Wed May 01 1985
Journal Name
International Journal Of Mass Spectrometry And Ion Processes
Energy distributions of atmospheric ions drifting in rare gases
...Show More Authors

View Publication
Scopus (15)
Crossref (16)
Scopus Clarivate Crossref
Publication Date
Sun Mar 01 2020
Journal Name
Baghdad Science Journal
A Comparative Study on the Double Prior for Reliability Kumaraswamy Distribution with Numerical Solution
...Show More Authors

This work, deals with Kumaraswamy distribution. Kumaraswamy (1976, 1978) showed well known probability distribution functions such as the normal, beta and log-normal but in (1980) Kumaraswamy developed a more general probability density function for double bounded random processes, which is known as Kumaraswamy’s distribution. Classical maximum likelihood and Bayes methods estimator are used to estimate the unknown shape parameter (b). Reliability function are obtained using symmetric loss functions by using three types of informative priors two single priors and one double prior. In addition, a comparison is made for the performance of these estimators with respect to the numerical solution which are found using expansion method. The

... Show More
View Publication Preview PDF
Scopus (3)
Crossref (1)
Scopus Clarivate Crossref