Time Series Forecasting by Using Box-Jenkins Models

Hazim  M. Gorgess; Raghad  I brahim

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Publication Date

Wed May 03 2017

Journal Name

Ibn Al-haitham Journal For Pure And Applied Sciences

Volume

26

Issue Number

1

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Time Series Forecasting by Using Box-Jenkins Models

Forecasting

Box-Jenkins

autoregressive integrated moving average (ARIMA)

Autoregressive (AR)

moving average (MA)

autocorrelation function (ACF)

partial autocorrelation function (PACF)

Hazim M. Gorgess

Raghad I brahim

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In this paper we introduce a brief review about Box-Jenkins models. The acronym ARIMA stands for â€œautoregressive integrated moving averageâ€. It is a good method to forecast for stationary and non stationary time series. According to the data which obtained from Baghdad Water Authority, we are modelling two series, the first one about pure water consumption and the second about the number of participants. Then we determine an optimal model by depending on choosing minimum MSE as criterion.

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Publication Date

Fri Sep 30 2022

Journal Name

Journal Of Economics And Administrative Sciences

Comparison of Some Methods for Estimating the Survival Function and Failure Rate for the Exponentiated Expanded Power Function Distribution

توزيع دالة القوة الموسع الاسي

البقاء ومعدل الفشل

الإمكان الأعظم

المربعات الصغرى المطورة

نيوتن رافسون

Nelder maed.

Expanded Exponentiated Power function distribution

Survival and failure rate

Maximum likelihood

Developed least squares

Newton Raphson

Nelder mead.

Maysam

Emad

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We have presented the distribution of the exponentiated expanded power function (EEPF) with four parameters, where this distribution was created by the exponentiated expanded method created by the scientist Gupta to expand the exponential distribution by adding a new shape parameter to the cumulative function of the distribution, resulting in a new distribution, and this method is characterized by obtaining a distribution that belongs for the exponential family. We also obtained a function of survival rate and failure rate for this distribution, where some mathematical properties were derived, then we used the method of maximum likelihood (ML) and method least squares developed (LSD)

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Publication Date

Sat Jun 01 2019

Journal Name

Journal Of The College Of Languages (jcl)

An Analytical Study of Viewpoint in Parsi Pour's and Ar-Rikabi's Novels: The Dog and the Long Night and Alibaba's Sad Night as Examples: بررسی تحليلی زاویه¬ی دید در رمان¬های پارسی پور و الرکابی باتكيه بر رمان "سگ و زمستان بلند" و "ليل علی بابا الحزین"

viewpoint

The Dog and the Long Night

Alibaba's Sad Night

Parsi Pour

Ar-Rikabi.

زاویه¬ی دید

سگ و زمستان بلند

لیل علی بابا الحزین

پارسی پور

عبد الخالق الرکابی

Abbas Dawi

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It is noted in the title that the paper studies the viewpoint in the novel The Dog and the Long Night by the Iranian novelist Shahranoush Parsi Pour and in the novel Alibaba's Sad Night by the Iraqi novelist Abdulkhaliq Ar-Rikabi. Both are well known novelists, and about whose stories and novels many critical books, MA theses, and Ph.D. dissertations have been written. Also, some of their literary works have won prizes. Here, the researcher shed light on the concept of viewpoint, its types, and its importance in novels in general. This was done along with tackling the two viewpoints in both novels, where similarities and differences were identified. For this end, the researcher has adopted the analytic-descriptive appro

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Publication Date

Tue Mar 30 2021

Journal Name

Journal Of Economics And Administrative Sciences

Some Estimation for the Parameters and Hazard Function of Kummer Beta Generalized Normal Distribution

/ إنموذج كومر بيتا المعمم

التوزيع الطبيعي

معيار متوسط مربعات الخطأ التكاملي(IMSE)

طريقة الامكان الأعظم .

Kummer Beta Generalized Normal model

distribution

mean squares

Integrated mean squares error

maximum Likelihood method.

Manal Mahmoud

Entsar Arebe

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Transforming the common normal distribution through the generated Kummer Beta model to the Kummer Beta Generalized Normal Distribution (KBGND) had been achieved. Then, estimating the distribution parameters and hazard function using the MLE method, and improving these estimations by employing the genetic algorithm. Simulation is used by assuming a number of models and different sample sizes. The main finding was that the common maximum likelihood (MLE) method is the best in estimating the parameters of the Kummer Beta Generalized Normal Distribution (KBGND) compared to the common maximum likelihood according to Mean Squares Error (MSE) and Mean squares Error Integral (IMSE) criteria in estimating the hazard function. While the pr

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Publication Date

Tue Oct 01 2024

Journal Name

Journal Of Physics: Conference Series

An investigation into the implications of partial substitution of selenium with lead on the thermal properties for S60Se40-XPbX Chalcogenide Compound

Engineering controlled terms Electric arc furnaces

Glass manufacture

Lead alloys

Melting point

Selenium compounds Engineering uncontrolled terms 950° C

Chalcogenide compound

Melting point method

Partial substitution

Property

Quartz ampoule

Quartz tubes

Rapid cooling

Thermal

Weight ratios Engineering main heading Heat flux

Kareem A.

Mohamed Muthana

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AbstractThis study includes the manufacture of four ternary alloys represented S60Se40-XPbX with weight ratios x = 0, 10, 20, and 30 by the melting point method. The components of each alloy were mixed separately, then placed in quartz ampoules and vacuumed out with a vacuum of roger that 10−4 Torr. The ampule was heated in two stages to avoid sudden dissipation and precipitation of selenium on the inner mass of the quartz tube. The ampoule was gradually heated and kept at 450°C for approximately 4 hours followed by 950°C for 10 hours.at a rate of 10 degrees Celsius, the temperature of the electric furnace ... Show More

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Publication Date

Mon Nov 01 2010

Journal Name

Al-nahrain Journal Of Science

Chemical Elements Diffusion in the Solar Interior

The standard solar model and equation of state have been used to study relative diffusion of Hydrogen and Helium in the present time for solar interior

as a function of distance and depth from the center of the star. The effects of temperature and density on diffusion velocity for these chemical elements have been explaned. It is found that heat flow which is arising from these reactions leads to an increase in helium diffusion velocity

while the temperature and density leading to a decrease in Hydrogen diffusion velocity. This means that Hydrogen behaves inversely with that for helium does through these reactions. Accordingly

diffusion percentages for Hydrogen

Helium and other Heavy Elements could be determined for the main sequence stars and white dwarf stars.

H.

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Publication Date

Fri Jul 29 2022

Journal Name

Journal For Vascular Ultrasound

A Comparative Study of the Right and Left Carotid Arteries in Relation to Age for Patients With Diabetes and Hypertension

Introduction: Age

hypertension

and diabetes can cause significant alterations in arterial structure and function

including changes in lumen diameter (LD)

intimal-medial thickness (IMT)

flow velocities

and arterial compliance. These are also considered risk markers of atherosclerosis and cerebrovascular disease. A difference between right and left carotid artery blood flow and IMT has been reported by some researchers

and a difference in the incidence of nonlacunar stroke has been reported between the right and left brain hemispheres. The aim of this study was to determine whether there are differences between the right and left common carotid arteries and internal carotid arteries in patients with hypertension and diabetes for 2 age groups. Methods: We studied 250 patients with both diabetes and hypertension. Patients were divided into 2 age groups with the old age group being 56 to 75 years and the young age group 35 to 55 years. The bilateral common carotid and internal carotid arteries were evaluated with B-mode ultrasound and Doppler examinations. The LD and IMT were measured for both common carotid arteries

and spectral waveform parameters and indices were recorded for both internal carotid arteries. Results: The difference in LD between the left and right common carotid arteries for the old age group was 11.64% and for the young age group was 6.42%

with significant P values of <.05 for both age groups. The difference in IMT between the left and right common carotid arteries was 18.27% in the old age group compared with 15.38% in the young age group

with significant P values of <.05. There was a difference in peak systolic velocity between the left and right internal carotid arteries of 4.85% in the old age group which was not significant

compared with 14.28% in the young age group with a significant P value <.05

whereas the difference in end-diastolic velocity between the left and right internal carotid arteries was not significant for both age groups. Differences between the right and left internal carotid arteries for resistive index

pulsatility index

and pressure gradient were significant only in the young age group. Conclusion: We found significant differences between the right and left common carotid and internal carotid arteries in patients with diabetes and hypertension which were more prominent in the young age group. Values for common carotid IMT and LD were significantly higher in the left common carotid artery versus the right common carotid artery in both age groups. Differences between the 2 carotid sides may be attributed to anatomic variations in the common carotid artery origins which lead to differences in stress between the 2 sides

Ahmed Abduljabar

Samar I.

Anmar Z

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Introduction:

Age, hypertension, and diabetes can cause significant alterations in arterial structure and function, including changes in lumen diameter (LD), intimal-medial thickness (IMT), flow velocities, and arterial compliance. These are also considered risk markers of atherosclerosis and cerebrovascular disease. A difference between right and left carotid artery blood flow and IMT has been reported by some researchers, and a difference in the incidence of nonlacunar stroke has been reported between the right and left brain hemispheres. The aim of this study was to determine whether there are differences between the right and left common carotid arteries and internal carotid arteries in patient

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