In this study, we investigate about the estimation improvement for Autoregressive model of the third order, by using Levinson-Durbin Recurrence (LDR) and Weighted Least Squares Error ( WLSE ).By generating time series from AR(3) model when the error term for AR(3) is normally and Non normally distributed and when the error term has ARCH(q) model with order q=1,2.We used different samples sizes and the results are obtained by using simulation. In general, we concluded that the estimation improvement for Autoregressive model for both estimation methods (LDR&WLSE), would be by increasing sample size, for all distributions which are considered for the error term , except the lognormal distribution. Also we see that the estimation improvement for WSLE method, depends on the value for the Forgetting Factor parameter (α),which haave value less than one(i.e. 1) ( α< ). The estimate is improved for large value for parameterα exactly at 0.99 α= .Finally, we used the estimation methods (LDR&WLSE) for real data.
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
... Show MoreIn this paper, several combination algorithms between Partial Update LMS (PU LMS) methods and previously proposed algorithm (New Variable Length LMS (NVLLMS)) have been developed. Then, the new sets of proposed algorithms were applied to an Acoustic Echo Cancellation system (AEC) in order to decrease the filter coefficients, decrease the convergence time, and enhance its performance in terms of Mean Square Error (MSE) and Echo Return Loss Enhancement (ERLE). These proposed algorithms will use the Echo Return Loss Enhancement (ERLE) to control the operation of filter's coefficient length variation. In addition, the time-varying step size is used.The total number of coefficients required was reduced by about 18% , 10% , 6%
... Show MoreGypseous soils represented one of the most complex salty soils that faced the geotechnical engineers. Structures that built on gypsum soil will undergo unexpected distortions that will eventually contribute to catastrophic failure. The purpose of this article is to understand the durability of gypsum soil against wetting drying cycles after improvement with polyurethane polymer especially investigate the effect of the wetting-drying cycle on collapsibility. The soil was brought from Sawa lake in AL-Muthanna Governorate in Iraq, with gypsum content 65.5%, A set of Odometer tests were performed to determine the collapsibility potential (CP) for treated and untreated gypsum soil. The result shows that adding a different per
... Show MoreIn the last years, the research of extraction the movable object from video sequence in application of computer vision become wide spread and well-known . in this paper the extraction of background model by using parallel computing is done by two steps : the first one using non-linear buffer to extraction frame from video sequence depending on the number of frame whether it is even or odd . the goal of this step is obtaining initial background when over half of training sequence contains foreground object . in the second step , The execution time of the traditional K-mean has been improved to obtain initial background through perform the k-mean by using parallel computing where the time has been minimized to 50% of the conventional time
... Show MoreHard water does not pose a threat to human health but may cause precipitation of soap or results stone in the boilers. These reactions are caused by the high concentrations of Ca and Mg. In the industry they are undesirable because of higher fuel consumption for industrial use .Electromagnetic polarization water treatment is a method which can be used for increasing the precipitation of Ca 2+ and CO3 2- ions in hard water to form CaCO3 which leads to decrease the water hardness is research has been conducted by changing the number of coil turns and voltage of the system. The spectroscopy electron microscope was used for imaging the produced crystals. Results of the investigation indicated that
... Show MoreThe natural polyphenolic compound that cinnamon contains is well known for its various biological activities, a broad variety of pharmacological and therapeutic properties. Diversified biomedical and pharmacological applications benefit from organic nanoparticles with controlled properties. Bioactive and non-toxic, cinnamon nanoparticles (CNPs) can be effective antibacterial agents. Driven by this idea, we prepared spherical CNPs using liquid (PLAL) pulse laser ablation technique and defined those NPs. Using Q-switched Nd : YAG With a wavelength of 1064 nm pulse laser of constant energy 500 mj , And different laser pulses ( 250 , 500 , 750 , 1000 ) pulse /sec a pure cinnamon target submerged in
... Show MoreThe toxic lead additives to gasoline are no longer used in many countries around the world. Many other countries are now phasing out the lead in gasoline. Although the lead fuel is still in use in Iraq, several plans are considered to phase out the lead. The use of organic compounds to replace the lead additives in gasoline is considered now as an option in Iraqi refineries. The main objective of this project was preparation of premium gasoline, by blending of gasoline with Alternative additives (alcohol, aromatic) to enhancing octane number of Al-Doura gasoline pool. Improved gasoline was tested by ASTM standard method which includes octane number measuring by CFR engine analyzer. Gasoline pool RON (80) was used and selective components
... Show MoreThere are many images you need to large Khoznah space With the continued evolution of storage technology for computers, there is a need nailed required to reduce Alkhoznip space for pictures and image compression in a good way, the conversion method Alamueja
Due to their high nutritional value, richness in carbohydrates and good source of protein, legumes are considered essential for human diet. Legumes flours were used as fermentable material for lactic acid production. Hence, previously isolated lactobacilli strains were used in this study. The strains showed strong microbial growth and their survival in glucose-containing MRS medium and were described using a modified Gompertz equation. Lactobacilli exhibited the shortest latency phase in MRS-glucose medium. While the highest lactic acid produced was 15.40g/l by Lpb. pentosus U1 isolate after 48hours. Furthermore, these strains were evaluated in flours samples for acidification capacity. The results showed a decrease
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