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Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
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The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models. The model utilizes the Huber weighting function to ensure the forecast value of rubber prices remains sustainable even in the presence of outliers. The study aims to develop a sustainable model and forecast daily prices for a 12-day period by analyzing 2683 daily price data from Standard Malaysian Rubber Grade 20 (SMR 20) in Malaysia. The analysis incorporates two dispersion measurements (IQR/3 and Sn) and three levels of IO contamination 0%, 10%, and 20%. The results indicate that using the Huber weighting function with the IQR/3 measurement to build the AR(1)-GARCH(2,1) model leads to better sustainability. These findings have the potential to enhance the GARCH model by modifying the weighting function of the M-estimator

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Publication Date
Sun Sep 04 2016
Journal Name
Baghdad Science Journal
A Combinatorial Approach to Obtain the Yield Probability Distribution along a Linearly-Loaded Cantilever Beam
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The substantial key to initiate an explicit statistical formula for a physically specified continua is to consider a derivative expression, in order to identify the definitive configuration of the continua itself. Moreover, this statistical formula is to reflect the whole distribution of the formula of which the considered continua is the most likely to be dependent. However, a somewhat mathematically and physically tedious path to arrive at the required statistical formula is needed. The procedure in the present research is to establish, modify, and implement an optimized amalgamation between Airy stress function for elastically-deformed media and the multi-canonical joint probability density functions for multivariate distribution complet

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Publication Date
Fri Jan 01 2021
Journal Name
Journal Of Economics And Administrative Sciences
Predicting Social Security Fund compensation in Iraq using ARMAX Model
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Time series have gained great importance and have been applied in a manner in the economic, financial, health and social fields and used in the analysis through studying the changes and forecasting the future of the phenomenon. One of the most important models of the black box is the "ARMAX" model, which is a mixed model consisting of self-regression with moving averages with external inputs. It consists of several stages, namely determining the rank of the model and the process of estimating the parameters of the model and then the prediction process to know the amount of compensation granted to workers in the future in order to fulfil the future obligations of the Fund. , And using the regular least squares method and the frequ

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Publication Date
Tue Apr 01 2025
Journal Name
International Journal Of Humanities And Educational Research
SUSTAINABLE PROFESSIONAL DEVELOPMENT: A REVIEW
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This research is divided into a process of classifying and filtering most of the studies that dealt with sustainable professional development and dividing them into several sections to determine the categories for which sustainable professional development is measured, which categories did not address it, the extent to which the samples deal with and their number of the target variable, as well as the variables that suit sustainable professional development and the variables that did not Study it yet. And also the quality of studies in terms of the methodology used so that there is a reference for every researcher who intends to study sustainable professional development with studies, their characteristics, categories, tools and methodology

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Publication Date
Fri Oct 30 2020
Journal Name
Journal Of Economics And Administrative Sciences
Institutional Performance Assessment using a model of the European Foundation for Quality Management (EFQM) A case study at an organization
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The study aims to use the European Excellence Model (EFQM) in assessing the institutional performance of the National Center for Administrative Development and Information Technology in order to determine the gap between the actual reality of the performance of the Center and the standards adopted in the model, in order to know the extent to which the Center seeks to achieve excellence in performance to improve the level of services provided and the adoption of methods Modern and contemporary management in the evaluation of its institutional performance.

The problem of the study was the absence of an institutional performance evaluation system at the centre whereby weaknesses (areas of improvement) and st

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Publication Date
Sun Jun 20 2021
Journal Name
Baghdad Science Journal
A Word Cloud Model based on Hate Speech in an Online Social Media Environment
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Social media is known as detectors platform that are used to measure the activities of the users in the real world. However, the huge and unfiltered feed of messages posted on social media trigger social warnings, particularly when these messages contain hate speech towards specific individual or community. The negative effect of these messages on individuals or the society at large is of great concern to governments and non-governmental organizations. Word clouds provide a simple and efficient means of visually transferring the most common words from text documents. This research aims to develop a word cloud model based on hateful words on online social media environment such as Google News. Several steps are involved including data acq

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Publication Date
Sun Oct 01 2023
Journal Name
Baghdad Science Journal
Dynamics of Predator-prey Model under Fluctuation Rescue Effect
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This paper presents a novel idea as it investigates the rescue effect of the prey with fluctuation effect for the first time to propose a modified predator-prey model that forms a non-autonomous model. However, the approximation method is utilized to convert the non-autonomous model to an autonomous one by simplifying the mathematical analysis and following the dynamical behaviors. Some theoretical properties of the proposed autonomous model like the boundedness, stability, and Kolmogorov conditions are studied. This paper's analytical results demonstrate that the dynamic behaviors are globally stable and that the rescue effect improves the likelihood of coexistence compared to when there is no rescue impact. Furthermore, numerical simul

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Publication Date
Tue Mar 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Laplace Distribution And Probabilistic (bi) In Linear Programming Model
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The theory of probabilistic programming  may be conceived in several different ways. As a method of programming it analyses the implications of probabilistic variations in the parameter space of linear or nonlinear programming model. The generating mechanism of such probabilistic variations in the economic models may be due to incomplete information about changes in demand, pro­duction and technology, specification errors about the econometric relations presumed for different economic agents, uncertainty of various sorts and the consequences of imperfect aggregation or disaggregating of economic variables. In this Research we discuss the probabilistic programming problem when the coefficient bi is random variable

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Publication Date
Tue Mar 30 2021
Journal Name
Baghdad Science Journal
Future of Mathematical Modelling: A Review of COVID-19 Infected Cases Using S-I-R Model
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The spread of novel coronavirus disease (COVID-19) has resulted in chaos around the globe. The infected cases are still increasing, with many countries still showing a trend of growing daily cases. To forecast the trend of active cases, a mathematical model, namely the SIR model was used, to visualize the spread of COVID-19. For this article, the forecast of the spread of the virus in Malaysia has been made, assuming that all Malaysian will eventually be susceptible. With no vaccine and antiviral drug currently developed, the visualization of how the peak of infection (namely flattening the curve) can be reduced to minimize the effect of COVID-19 disease. For Malaysians, let’s ensure to follow the rules and obey the SOP to lower the

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Scopus (9)
Crossref (3)
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Publication Date
Thu Jun 20 2019
Journal Name
Baghdad Science Journal
Using Backpropagation to Predict Drought Factor in Keetch-Byram Drought Index
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Forest fires continue to rise during the dry season and they are difficult to stop. In this case, high temperatures in the dry season can cause an increase in drought index that could potentially burn the forest every time. Thus, the government should conduct surveillance throughout the dry season. Continuous surveillance without the focus on a particular time becomes ineffective and inefficient because of preventive measures carried out without the knowledge of potential fire risk. Based on the Keetch-Byram Drought Index (KBDI), formulation of Drought Factor is used just for calculating the drought today based on current weather conditions, and yesterday's drought index. However, to find out the factors of drought a day after, the data

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Publication Date
Sun Jan 14 2018
Journal Name
Journal Of Engineering
A Nonlinear MIMO-PID Neural Controller Design for Vehicle Lateral Dynamics model based on Modified Elman Neural Network
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This paper presents a new design of a nonlinear multi-input multi-output PID neural controller of the active brake steering force and the active front steering angle for a 2-DOF vehicle model based on modified Elman recurrent neural. The goal of this work is to achieve the stability and to improve the vehicle dynamic’s performance through achieving the desired yaw rate and reducing the lateral velocity of the vehicle in a minimum time period for preventing the vehicle from slipping out the road curvature by using two active control actions: the front steering angle and the brake steering force. Bacterial forging optimization algorithm is used to adjust the parameters weights of the proposed controller. Simulation resul

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