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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
Fri Jun 02 2023
Journal Name
East European Journal Of Physics
Electroexcitation Form Factors and Deformation of 20,22Ne Isotopes Based on the Shell Model and Hartree-Fock plus BCS Calculations
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Nuclear structure of 20,22Ne isotopes has been studied via the shell model with Skyrme-Hartree-Fock calculations. In particular, the transitions to the low-lying positive and negative parity excited states have been investigated within three shell model spaces; sd for positive parity states, spsdpf large-basis (no-core), and zbme model spaces for negative parity states. Excitation energies, reduced transition probabilities, and elastic and inelastic form factors were estimated and compared to the available experimental data. Skyrme interaction was used to generate a one-body potential in the Hartree-Fock calculations for each selected excited states, which is then used to calculate the single-particle matrix elements. Skyrme interac

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Publication Date
Fri Jan 20 2023
Journal Name
Journal Of Electronic Materials
Influence of Dry and Wet Etching on AlInSb Contact Resistivity, Transfer Length, and Sheet Resistance Using Circular Transmission Model
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Publication Date
Wed Jun 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Methods of using the periodic chart in the case of the missing values of the stable AR model (2)
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In this study, we investigate the behavior of the estimated spectral density function of stationary time series in the case of missing values, which are generated by the second order Autoregressive (AR (2)) model, when the error term for the AR(2) model has many of continuous distributions. The Classical and Lomb periodograms used to study the behavior of the estimated spectral density function by using  the simulation.

 

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Publication Date
Sun Jul 02 2017
Journal Name
Journal Of Educational And Psychological Researches
Teaching Using Adey- Shire Model and its Effect in Achievement and Critical Thinking for first intermediate students in Mathematics
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The aim of this research is to measure the effect of Adey- Shire model in the achievement and critical thinking of first intermediate female students in mathematics. The researcher adopted the experimental method with a post-test, the research of sample consists of (60) female students, divided into two groups with (30) students in the experimental group, that studied with Adey- Shire model, and (30) students in the control group who studied in the usual way. The two groups are equivalent in many variables. The researcher makes two tests of multiple choices, the first one is an achievement test consists (30) items and another test was for a critical thinking test with (25) items. The statistical analysis make to both tests is made with s

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Publication Date
Thu Feb 29 2024
Journal Name
International Journal Of Intelligent Engineering And Systems
Design and Development of Powerful Neuroevolution Based Optimized GNNBiLSTM Model for Consumer Behaviour and Effective Recommendation in Social Networks
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Publication Date
Sun Jun 01 2014
Journal Name
Baghdad Science Journal
Using Bernoulli Equation to Solve Burger's Equation
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In this paper we find the exact solution of Burger's equation after reducing it to Bernoulli equation. We compare this solution with that given by Kaya where he used Adomian decomposition method, the solution given by chakrone where he used the Variation iteration method (VIM)and the solution given by Eq(5)in the paper of M. Javidi. We notice that our solution is better than their solutions.

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Publication Date
Mon Jun 22 2020
Journal Name
Baghdad Science Journal
Using Evolving Algorithms to Cryptanalysis Nonlinear Cryptosystems
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            In this paper, new method have been investigated using evolving algorithms (EA's) to cryptanalysis one of the nonlinear stream cipher cryptosystems which depends on the Linear Feedback Shift Register (LFSR) unit by using cipher text-only attack. Genetic Algorithm (GA) and Ant Colony Optimization (ACO) which are used for attacking one of the nonlinear cryptosystems called "shrinking generator" using different lengths of cipher text and different lengths of combined LFSRs. GA and ACO proved their good performance in finding the initial values of the combined LFSRs. This work can be considered as a warning for a stream cipher designer to avoid the weak points, which may be f

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Publication Date
Wed May 17 2023
Journal Name
College Of Islamic Sciences
The husband's right to discipline his wife
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The husband’s discipline of his wife is a right prescribed by the Sharia, but it is conditioned discipline with conditions that make this discipline intended to preserve the family institution from disintegration and scattering, so the Islamic Sharia entrusted the husband, the guardian of the family, with the task of disciplining the disobedient and disobedient wife and deviating from the family’s values ​​and constants of mutual respect and obedience in what is good. And a sense of responsibility. This discipline goes through three sequential stages, starting with exhortation and dialogue, passing through abandonment in the beds, and ending with beating. As for the sermon, it is a quiet dialogue followed by a threat of abandonme

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Publication Date
Mon Jan 17 2011
Journal Name
Journal Of Engineering
MEASUREMENT OF TRANSMITED VIBRATION TO TRACTOR SEAT
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A field experiment was conducted at experimental field of Mechanization Agriculture , the College of Agriculture , Abu – Ghraib , University of Baghdad .To measure transmitted vibration to seat tractor during operation tillage , mold board plow with New Holland 66-S- 80 tractor as one machinery unit , Soil was treated at soil constant moisture ( 18 – 20 % ) with two depths of plowing (15 and 20 cm ) and three speed of tractor 2.0 , 3.5, 6.8 km / h . Three main dimensions in seat tractor measurement vertical, longitudinal and lateral acceleration. Split plot design under completes block design with three replicates .

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Publication Date
Sat Dec 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Using Benford’s Law to detect Financial Fraud
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Fraud Includes acts involving the exercise of deception by multiple parties inside and outside companies in order to obtain economic benefits against the harm to those companies, as they are to commit fraud upon the availability of three factors which represented by the existence of opportunities, motivation, and rationalization. Fraud detecting require necessity of indications the possibility of its existence. Here, Benford’s law can play an important role in direct the light towards the possibility of the existence of financial fraud in the accounting records of the company, which provides the required effort and time for detect fraud and prevent it.

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