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Comparison for estimation methods for the autoregressive approximations
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Abstract

      In this study, we compare between the autoregressive approximations (Yule-Walker equations, Least Squares , Least Squares ( forward- backword ) and Burg’s (Geometric and Harmonic ) methods, to determine the optimal approximation to the time series generated from the first - order moving Average non-invertible process, and fractionally - integrated noise process, with several values for d (d=0.15,0.25,0.35,0.45) for different sample sizes (small,median,large)for two processes . We depend on figure of merit function which proposed by author Shibata in 1980, to determine the theoretical optimal order according to minimum value for Figure of merit functio, for several values for h (h=1 to) to compare between estimation methods  which used in this study. Also we based On Information Criteria which imply (Akaike, Final Prediction Error, Mallow , s statistic, Parzen , Bhansali). Addition to several Criteria based on values for estimation parameters such as Mean Error Estimation ( MEE ), Mean  Square Error Estimation ( MSEE ) and  Mean  Absolute Error Estimation ( MAEE ) .The results are obtained by using simulation  which is based on Matlab programms.

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Publication Date
Sat Dec 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Estimate the area unit Function of Productivity for the Potato Crop in Anbar province( for the autumn season 2008 / 2009 )
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The aim of this research is to estimate the area unit function of productivity for the potato crop in Anbar province for the autumn season (2008 / 2009) Anbar province has been chosen as an applied model for the study due to its well known in cultivating potato crop , and the data were collected through a random sample about (10%) from the study society with a (150) farmers,  The results indicated that the double logarithmic formula was the best representative of the relationship between crop productivity and independent variables (quantity of potato tubers , quantity of herbicides stuffs, quantity of fertilizer , hours of mechanical labour

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Publication Date
Thu Jun 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Some Robust methods for Estimates the power Spectrum in ARMA Models Simulation Study
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Abstract:

Robust statistics Known as, resistance to errors caused by deviation from the stability hypotheses of the statistical operations (Reasonable, Approximately Met, Asymptotically Unbiased, Reasonably Small Bias, Efficient ) in the data selected in a wide range of probability distributions whether they follow a normal distribution or a mixture of other distributions deviations different standard .

power spectrum function lead to, President role in the analysis of Stationary random processes, form stable random variables organized according to time, may be discrete random variables or continuous. It can be described by measuring its total capacity as function in frequency.

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Publication Date
Thu Jan 01 2015
Journal Name
Mj Journal On Applied Mathematics
Mathematical models for estimation the concentration of heavy metals in soil
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Publication Date
Wed Mar 10 2021
Journal Name
Baghdad Science Journal
A Comparison Between the Theoretical Cross Section Based on the Partial Level Density Formulae Calculated by the Exciton Model with the Experimental Data for (_79^197)Au nucleus
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In this paper, the theoretical cross section in pre-equilibrium nuclear reaction has been studied for the reaction  at energy 22.4 MeV. Ericson’s formula of partial level density PLD and their corrections (William’s correction and spin correction) have been substituted  in the theoretical cross section and compared with the experimental data for  nucleus. It has been found that the theoretical cross section with one-component PLD from Ericson’s formula when  doesn’t agree with the experimental value and when . There is little agreement only at the high value of energy range with  the experimental cross section. The theoretical cross section that depends on the one-component William's formula and on-component corrected to spi

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Publication Date
Wed Jan 01 2020
Journal Name
Periodicals Of Engineering And Natural Sciences
Comparison between the estimated of nonparametric methods by using the methodology of quantile regression models
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This paper study two stratified quantile regression models of the marginal and the conditional varieties. We estimate the quantile functions of these models by using two nonparametric methods of smoothing spline (B-spline) and kernel regression (Nadaraya-Watson). The estimates can be obtained by solve nonparametric quantile regression problem which means minimizing the quantile regression objective functions and using the approach of varying coefficient models. The main goal is discussing the comparison between the estimators of the two nonparametric methods and adopting the best one between them

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Publication Date
Sat Sep 10 2022
Journal Name
Pakistan Journal Of Statistics And Operation Research
Continuous wavelet estimation for multivariate fractional Brownian motion
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 In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.

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Publication Date
Sat Sep 10 2022
Journal Name
Pakistan Journal Of Statistics And Operation Research
Continuous wavelet estimation for multivariate fractional Brownian motion
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 In this paper, we propose a method using continuous wavelets to study the multivariate fractional Brownian motion through the deviations of the transformed random process to find an efficient estimate of Hurst exponent using eigenvalue regression of the covariance matrix. The results of simulations experiments shown that the performance of the proposed estimator was efficient in bias but the variance get increase as signal change from short to long memory the MASE increase relatively. The estimation process was made by calculating the eigenvalues for the variance-covariance matrix of Meyer’s continuous wavelet details coefficients.

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Publication Date
Sun Aug 13 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Estimation Optimal Threshold Value for Image Edge Detection
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      A new approach presented in this study to determine the optimal edge detection threshold value. This approach is base on extracting small homogenous blocks from unequal mean targets. Then, from these blocks we generate small image with known edges (edges represent the lines between the contacted blocks). So, these simulated edges can be assumed as true edges .The true simulated edges, compared with the detected edges in the small generated image is done by using different thresholding values. The comparison based on computing mean square errors between the simulated edge image and the produced edge image from edge detector methods. The mean square error computed for the total edge image (Er), for edge regio

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Publication Date
Fri Jun 25 2021
Journal Name
International Journal Of Drug Delivery Technology
Comparison among the Synthesis of Some Azomethine Derivatives by Classical and Non-classical Methods
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In this time, most researchers toward about preparation of compounds according to green chemistry. This research describes the preparation of 2-fluoro-5-(substituted benzylideneamino) benzonitrile under reflux and microwave methods. Six azomethine compounds (B1-6) were synthesized by two methods under reflux and assisted microwave with the comparison between the two methods. Reflux method was prepared of azomethine (B1-6) by reaction of 5-amino-2-fluorobenzonitrile with some aldehyde derivatives with (50–100) mL of absolute ethanol and some quantity of GAA and time is limited between (2–5) hours with a yield between (60–70) percent with recrystallization for appropriate solvents. But the microwave-assisted method was synthesized of co

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Publication Date
Thu Jun 30 2022
Journal Name
International Journal Of Drug Delivery Technology
Comparison among the Synthesis of Some Azomethine Derivatives by Classical and Non-classical Methods
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