In this research, the nonparametric technique has been presented to estimate the time-varying coefficients functions for the longitudinal balanced data that characterized by observations obtained through (n) from the independent subjects, each one of them is measured repeatedly by group of specific time points (m). Although the measurements are independent among the different subjects; they are mostly connected within each subject and the applied techniques is the Local Linear kernel LLPK technique. To avoid the problems of dimensionality, and thick computation, the two-steps method has been used to estimate the coefficients functions by using the two former technique. Since, the two-steps method depends, in estimation, on (OLS) method, which is sensitive for the existence of abnormality in data or contamination of error; robust methods have been proposed such as LAD & M to strengthen the two-steps method towards the abnormality and contamination of error. In this research imitating experiments have been performed, with verifying the performance of the traditional and robust methods for Local Linear kernel LLPK technique by using two criteria, for different sample sizes and disparity levels.
Construction contractors usually undertake multiple construction projects simultaneously. Such a situation involves sharing different types of resources, including monetary, equipment, and manpower, which may become a major challenge in many cases. In this study, the financial aspects of working on multiple projects at a time are addressed and investigated. The study considers dealing with financial shortages by proposing a multi-project scheduling optimization model for profit maximization, while minimizing the total project duration. Optimization genetic algorithm and finance-based scheduling are used to produce feasible schedules that balance the finance of activities at any time w
Current research sought to evaluate the performance and results of employees in accordance with normative to people and people result for the European model of excellence EFQM 2013 quality management Foundation in the Inspector General's Office/Ministry of health, so as to pursue a modern and advanced management methods in evaluating performance and the performance of the Office's relationship with a citizen's life, since it takes him beyond the accepted service capabilities today, but it became budget duties between dealers servicing responsibilities and future planning, financial control, competitiveness, human resources needs and maintaining quality and continuous improvement and development as well as The primary role of the
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The grey system model GM(1,1) is the model of the prediction of the time series and the basis of the grey theory. This research presents the methods for estimating parameters of the grey model GM(1,1) is the accumulative method (ACC), the exponential method (EXP), modified exponential method (Mod EXP) and the Particle Swarm Optimization method (PSO). These methods were compared based on the Mean square error (MSE) and the Mean Absolute percentage error (MAPE) as a basis comparator and the simulation method was adopted for the best of the four methods, The best method was obtained and then applied to real data. This data represents the consumption rate of two types of oils a he
... Show MoreA condense study was done to compare between the ordinary estimators. In particular the maximum likelihood estimator and the robust estimator, to estimate the parameters of the mixed model of order one, namely ARMA(1,1) model.
Simulation study was done for a varieties the model. using: small, moderate and large sample sizes, were some new results were obtained. MAPE was used as a statistical criterion for comparison.
In this paper, the deterministic and the stochastic models are proposed to study the interaction of the Coronavirus (COVID-19) with host cells inside the human body. In the deterministic model, the value of the basic reproduction number determines the persistence or extinction of the COVID-19. If , one infected cell will transmit the virus to less than one cell, as a result, the person carrying the Coronavirus will get rid of the disease .If the infected cell will be able to infect all cells that contain ACE receptors. The stochastic model proves that if are sufficiently large then maybe give us ultimate disease extinction although , and this facts also proved by computer simulation.
The aim of this study is to estimate the parameters and reliability function for kumaraswamy distribution of this two positive parameter (a,b > 0), which is a continuous probability that has many characterstics with the beta distribution with extra advantages.
The shape of the function for this distribution and the most important characterstics are explained and estimated the two parameter (a,b) and the reliability function for this distribution by using the maximum likelihood method (MLE) and Bayes methods. simulation experiments are conducts to explain the behaviour of the estimation methods for different sizes depending on the mean squared error criterion the results show that the Bayes is bet
... Show MoreThe purpose of this paper is to model and forecast the white oil during the period (2012-2019) using volatility GARCH-class. After showing that squared returns of white oil have a significant long memory in the volatility, the return series based on fractional GARCH models are estimated and forecasted for the mean and volatility by quasi maximum likelihood QML as a traditional method. While the competition includes machine learning approaches using Support Vector Regression (SVR). Results showed that the best appropriate model among many other models to forecast the volatility, depending on the lowest value of Akaike information criterion and Schwartz information criterion, also the parameters must be significant. In addition, the residuals
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The concept of joint integration of important concepts in macroeconomic application, the idea of cointegration is due to the Granger (1981), and he explained it in detail in Granger and Engle in Econometrica (1987). The introduction of the joint analysis of integration in econometrics in the mid-eighties of the last century, is one of the most important developments in the experimental method for modeling, and the advantage is simply the account and use it only needs to familiarize them selves with ordinary least squares.
Cointegration seen relations equilibrium time series in the long run, even if it contained all the sequences on t
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Bivariate time series modeling and forecasting have become a promising field of applied studies in recent times. For this purpose, the Linear Autoregressive Moving Average with exogenous variable ARMAX model is the most widely used technique over the past few years in modeling and forecasting this type of data. The most important assumptions of this model are linearity and homogenous for random error variance of the appropriate model. In practice, these two assumptions are often violated, so the Generalized Autoregressive Conditional Heteroscedasticity (ARCH) and (GARCH) with exogenous varia
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