Preferred Language
Articles
/
jih-2631
Bayesian Structural Time Series for Forecasting Oil Prices
...Show More Authors

There are many methods of forecasting, and these methods take data only, analyze it, make a prediction by analyzing, neglect the prior information side and do not considering the fluctuations that occur overtime. The best way to forecast oil prices that takes the fluctuations that occur overtime and is updated by entering prior information is the Bayesian structural time series (BSTS) method. Oil prices fluctuations have an important role in economic so predictions of future oil prices that are crucial for many countries whose economies depend mainly on oil, such as Iraq. Oil prices directly affect the health of the economy. Thus, it is necessary to forecast future oil price with models adapted for emerging events. In this article, we study the Bayesian structural time series (BSTS) for forecasting oil prices. Results show that the price of oil will increase to 156.2$ by 2035.

Crossref
View Publication Preview PDF
Quick Preview PDF
Publication Date
Fri Apr 12 2019
Journal Name
Journal Of Economics And Administrative Sciences
Measuring the speed of response of the exported quantity of crude oil to the increase in its prices using the model Impulse Response Functions (IRF) (Iraq case study) for the period (1978-2017)
...Show More Authors

Abstract

     Oil is considered a commodity and is still an important and prominent role in drawing and shaping the Iraqi economic scene. The revenues generated from the export of oil are considered the main source of the general budget in cash flows.  

     Since the revenues consist of quantity and price and the latter is an external factor which is difficult to predict, The effect of any commodity on its price, which is proven in the theory of micro-economic, but it is observed through the research that the response is slow, which means not to take advantage of the rise in prices, by increasing the quantity exported, the result of several facto

... Show More
View Publication Preview PDF
Crossref
Publication Date
Sun May 26 2019
Journal Name
Iraqi Journal Of Science
Bayesian Estimation for Two Parameters of Gamma Distribution under Generalized Weighted Loss Function
...Show More Authors

This paper deals with, Bayesian estimation of the parameters of Gamma distribution under Generalized Weighted loss function, based on Gamma and Exponential priors for the shape and scale parameters, respectively. Moment, Maximum likelihood estimators and Lindley’s approximation have been used effectively in Bayesian estimation. Based on Monte Carlo simulation method, those estimators are compared in terms of the mean squared errors (MSE’s).

Scopus (6)
Crossref (4)
Scopus Crossref
Publication Date
Wed Jan 11 2023
Journal Name
Mathematical Problems In Engineering
Bayesian Methods for Estimation the Parameters of Finite Mixture of Inverse Rayleigh Distribution
...Show More Authors

Methods of estimating statistical distribution have attracted many researchers when it comes to fitting a specific distribution to data. However, when the data belong to more than one component, a popular distribution cannot be fitted to such data. To tackle this issue, mixture models are fitted by choosing the correct number of components that represent the data. This can be obvious in lifetime processes that are involved in a wide range of engineering applications as well as biological systems. In this paper, we introduce an application of estimating a finite mixture of Inverse Rayleigh distribution by the use of the Bayesian framework when considering the model as Markov chain Monte Carlo (MCMC). We employed the Gibbs sampler and

... Show More
View Publication Preview PDF
Scopus (2)
Scopus Clarivate Crossref
Publication Date
Tue Dec 31 2019
Journal Name
Journal Of Economics And Administrative Sciences
The Causes and Effects of Earnings Management on Stock Prices
...Show More Authors

This study uses the performance of the discretionary estimation models by using a sample of listed companies in the Netherlands and Germany. The actual accounting framework provides a wide opportunity for managers to influence data in financial reporting. The corporate reporting strategy, the way managers use their discretionary accounting, has a significant effect on the company's financial reporting. The authors contribute to the literature through enhancement to these models to accomplish better effects of identifying earnings management as well as to present evidence that is particular to the Dutch and German setting.

For this, we followed the methodology of Dechow, Sloan, and Sweeney (1995) and Chan

... Show More
View Publication Preview PDF
Crossref (3)
Crossref
Publication Date
Tue Jun 14 2016
Journal Name
Transactions Of The Asabe
Using Terahertz Time-Domain Spectroscopy to Discriminate among Water Contamination Levels in Diesel Engine Oil
...Show More Authors

View Publication
Scopus (31)
Crossref (21)
Scopus Clarivate Crossref
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
...Show More Authors

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.

                  

View Publication Preview PDF
Crossref
Publication Date
Sun May 21 2017
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Bayesian Analyses of Ridge Regression Prooblems
...Show More Authors

   A Bayesian formulation of the ridge regression problem is considerd, which derives from a direct specification of prior informations about parameters of general linear regression model when data suffer from a high degree of multicollinearity.A new approach for deriving the conventional estimator for the ridge parameter proposed by Hoerl and Kennard (1970) as well as  Bayesian estimator  are presented. A numerical example is studied in order to   compare the performance of these estimators.

View Publication Preview PDF
Publication Date
Fri Feb 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
Bayesian methods to estimate sub - population
...Show More Authors

The aim of the research is to estimate the hidden population. Here، the number of drug users in Baghdad was calculated for the male age group (15-60) years old ، based on the Bayesian models. These models are used to treat some of the bias in the Killworth method Accredited in many countries of the world.

Four models were used: random degree، Barrier effects، Transmission bias، the first model being random، an extension of the Killworth model، adding random effects such as variance and uncertainty Through the size of the personal network، and when expanded by adding the fact that the respondents have different tendencies، the mixture of non-random variables with random to produce

... Show More
View Publication Preview PDF
Crossref
Publication Date
Thu Dec 28 2023
Journal Name
Journal Européen Des Systèmes Automatisés
Design of a Hybrid Adaptive Controller for Series Elastic Actuators of Robots
...Show More Authors

View Publication Preview PDF
Scopus Crossref
Publication Date
Sun Oct 01 2023
Journal Name
Indonesian Journal Of Electrical Engineering And Computer Science
Intelligence framework dust forecasting using regression algorithms models
...Show More Authors

<span>Dust is a common cause of health risks and also a cause of climate change, one of the most threatening problems to humans. In the recent decade, climate change in Iraq, typified by increased droughts and deserts, has generated numerous environmental issues. This study forecasts dust in five central Iraqi districts using machine learning and five regression algorithm supervised learning system framework. It was assessed using an Iraqi meteorological organization and seismology (IMOS) dataset. Simulation results show that the gradient boosting regressor (GBR) has a mean square error of 8.345 and a total accuracy ratio of 91.65%. Moreover, the results show that the decision tree (DT), where the mean square error is 8.965, c

... Show More
View Publication
Scopus (2)
Scopus Crossref