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.
Long memory analysis is one of the most active areas in econometrics and time series where various methods have been introduced to identify and estimate the long memory parameter in partially integrated time series. One of the most common models used to represent time series that have a long memory is the ARFIMA (Auto Regressive Fractional Integration Moving Average Model) which diffs are a fractional number called the fractional parameter. To analyze and determine the ARFIMA model, the fractal parameter must be estimated. There are many methods for fractional parameter estimation. In this research, the estimation methods were divided into indirect methods, where the Hurst parameter is estimated fir
... Show MoreIn this study, He's parallel numerical algorithm by neural network is applied to type of integration of fractional equations is Abel’s integral equations of the 1st and 2nd kinds. Using a Levenberge – Marquaradt training algorithm as a tool to train the network. To show the efficiency of the method, some type of Abel’s integral equations is solved as numerical examples. Numerical results show that the new method is very efficient problems with high accuracy.
In this paper, the finite difference method is used to solve fractional hyperbolic partial differential equations, by modifying the associated explicit and implicit difference methods used to solve fractional partial differential equation. A comparison with the exact solution is presented and the results are given in tabulated form in order to give a good comparison with the exact solution
The general aim of an experimental design in this paper was to estimate the different treatments effects on the responses by statistical methods. The estimates must be averting biases and the random errors minimized as much as possible. We used multivariate analysis of variance (MANOVA) to analyze design of experiments for several responses. In this paper, we provided three fertilizers (mineral, humic, micro-elements) applied on Yellow Maize experiment. This experiment was conducted by completely randomized design (CRD). We tested four responses (Chlorophyll in paper, total ton / ha, paper area / cm2 and plant height / cm) together to find significant test between them. The partial correlations are between Chlorophyll in paper and total ton
... Show MoreThe aim of this paper is to study the quaternary classical continuous optimal control for a quaternary linear parabolic boundary value problems(QLPBVPs). The existence and uniqueness theorem of the continuous quaternary state vector solution for the weak form of the QLPBVPs with given quaternary classical continuous control vector (QCCCV) is stated and proved via the Galerkin Method. In addition, the existence theorem of a quaternary classical continuous optimal control vector governinig by the QLPBVPs is stated and demonstrated. The Fréchet derivative for the cost function is derived. Finally, the necessary conditions for the optimality theorem of the proposed problem is stated and demonstrated.
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 min
... Show MoreIn this article, we investigate a mathematical fractional model of tuberculosis that takes into account vaccination as a possible way to treat the disease. We use an in-host tuberculosis fractional model that shows how Macrophages and Mycobacterium tuberculosis interact to knowledge of how vaccination treatments affect macrophages that have not been infected. The existence of optimal control is proven. The Hamiltonian function and the maximum principle of the Pontryagin are used to describe the optimal control. In addition, we use the theory of optimal control to develop an algorithm that leads to choosing the best vaccination plan. The best numerical solutions have been discovered using the forward and backward fractional Euler
... Show MoreThe Caputo definition of fractional derivatives introduces solution to the difficulties appears in the numerical treatment of differential equations due its consistency in differentiating constant functions. In the same time the memory and hereditary behaviors of the time fractional order derivatives (TFODE) still common in all definitions of fractional derivatives. The use of properties of companion matrices appears in reformulating multilevel schemes as generalized two level schemes is employed with the Gerschgorin disc theorems to prove stability condition. Caputo fractional derivatives with finite difference representations is considered. Moreover the effect of using the inverse operator which tr
In this article, the solvability of some proposal types of the multi-fractional integro-partial differential system has been discussed in details by using the concept of abstract Cauchy problem and certain semigroup operators and some necessary and sufficient conditions.