Print ISSN: 1680-855X

Online ISSN: 2664-2956

Volume 8, Issue 14

Volume 8, Issue 14, Autumn 2008, Page 1-276

Mathematical Modeling of the Uniqueness Word

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 1-14

The past few years have witnessed great progress in scientific techniques. In addition , computer and information application have been extended to include all scientific and human fields . In this research , the mathematical model , Known as the markovian model , has been used for modeling the eternal Laa Ilaah Illa Allaah (There is no God but Allaah) after making use of the computer for forming the transition matrix and processing it. Fourthermore , some of the mathematical aspects related to this relation statement have been studied in addition to the linguistic investigation . The eguilibrium distribution of the elements of the statement has been worked out yielding a number of features of numerical mircle.
The original scientific contribution that the in this research is an other evidence that the Glorious Quraan is the eternal miracle over all ages and times.

A proposed Technique for the Problem of Selection best Forecasting Model in Time Series: A Case Study

Thafer R. Muttar

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 1-20

Forecasting is Considered as one of the essential goals regarding time series analysis, and forecasting accuracy decreases the risk possibility regarding decision making. Whereat the best model to represent the time series data, might not be the same model used for forecasting. The forecasting evaluation criterion used such as RMSE, MAPE, and MAE provides almost different results concerning one time series, which confuse the researcher to select the best model for forecasting. Therefore this research deals with the problems of criterion differences results, that effects the evaluation performance to select the best model, and providing a statistical manner that employs the forecasting criterion results that mentioned as a weighted mean for each model of ARIMA which is considered as a candidate model with the leased weighted mean that provides the best forecasting performance. This has been applied on the monthly time series for the water of the Tigris River (M-cu-m) that enters to Mosul City for the period 1963-1995. Meanwhile Box-Jenkins model shows SARIMA (1,1,2) * (3,1,1) 12Very encouraging forecasting results depending on the suggested manner compared with the rest of models, meanwhile the best model for representing the data is SARIMA (1,1,2) * (0,1,1) 12 .

Analysation the relationship between the world prices of the Oil,Euro and Gold by Using Vector Autoregressive (VAR)

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 15-42

This research analyze the cross relationship between the world prices for each of the Opec Oil, Euro exchange and Gold,in a system of three equations by using Vector Autoregressive Model.To specify and to measure the direction of the causal relationship between the the variables,we use Granger causality,we specify two equations according to the last test,the first is:the relationship of the Euro exchange with the Opec Oil prices,world Gold prices and with there lags.the second is:the relationship of the Gold price with Euro exchange,Opec Oil price and with there lags.We use co-integration test to determine if there is a long run relationship between the variables in this research .to analysis,we use daily data for the period from 2-1-2007 to 15-5-2008.It is obvious from the analysis, the interlocation relationship between the world prices for the variables in this study,and it it is clear that is the variable of Opec Basket price is Exogenous, while the world prices of each Gold and Euro is Endogenous variables.

Syllabic Segmentation Algorithm of Arabic Word

Faten B. Sofya; Mahdi F.M. Al-Obadi

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 21-31

An experimental evaluation of an automatic algorithm for segmentation of speech into Arabic syllabic units is reported here. The parameter used for segmentation is the energy and statistical parameter of acoustic signal and depending on the characteristics of the phonology in Arabic language {and the fairly close correspondence between the acoustics and phonetics of these syllables}. Speech data of four speakers (2 male, 2 female), consisting of mono-syllabic and poly-syllabic words were used to test the segmentation algorithm. It is shown that the final output result of this test is valid for a bout 85%.

Time Series Forecasting with UCM Model ; A Comparative Study using the Tigris River Data

Thafer Ramathan Muttar; Elham Abdul-kareem Hussain

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 32-47

In this paper,we build two basic models to forecast a flow water of the Tigris river which enters to mosul city . The first model is Unobserved Components Model which is writing braivly by UCM,the second is Autoregressive and Moving Average model which are mentionet it as ARMA,we built 10 primary models from ARMA to data of the time series of flow Tigris river after we transfer the data to standrize form to remove a seasonal effects . The best model which is represented the data among ARMA models which are mentiont above is ARMA(2,2) by depending on the correction of Akaike information criterion which is symbolized by AICc.while ARMA(1,2) model is the best model for forecasting because it has a minimum mean absolute error which is symbolized by MAE.We obtained that the forecasting of flow water by UCM model is better than the results of ARMA(1,2) model by depending on the criterion MAE .

Probability Distribution of Random Ridge Factor

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 43-55

In this paper, we concerned with the research about the probability distribution of random ridge factor. The estimator of regression parameter is characterized as the shrunken estimator. Also we found the probability density function of the shrinkage factor which it didn’t belong to familiar probability density functions.

Demonstrate New Scheduling Algorithm for Multiprocessor

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 56-67

This research demonstrate a new scheduling algorithm for multiprocessor in computer system, the problem of scheduling were dealt in the case of (n) jobs which are represented by graph, and the aim is to apply in on (m) independent processor, each job requires (τ) running time. This study finds out a new algorithm for scheduling a set of job for an arbitrary number of identical processors. This algorithm was compared with scheduling algorithm (CP/MISF) by using simulation and showed high efficiency and easy to use.

Exponentiated Exponential Distribution as a Failure Time Distribution

Zakaria Y. AL-Jammal

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 63-75

Two machines failure time data and two simulated examples have been studied through their reliability function and failure rate using the exponentiated exponential distribution. It could be considered as a well positively skewed distribution, since it has increasing, decreasing, and constant rate function depending on the shape parameter only, and it has an explicit expression of the distribution and reliability functions.
Keywords: Failure time distribution, Exponentiated exponential distribution, rate function, reliability function.

The Relationship Between Analysis Of Variance And The Regression Analysis Of Dummy Variables

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 113-132

Regression analysis of dummy variables with effect code showed the same results of the analysis of variance table when they applied on three fixed model designs. The designs were: completely randomized, randomized complete blocks and Latin square. This procedure gave an advantage upon the classic one, it yield additional information about the relation between the response and predictors as the regression analysis does, such as: coefficient of determination, identification of the outliers, also tackled the missing observations with out estimated them.

The Prediction of Seasonal ARIMA By using Exponential Smoothing Methods with Application

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 171-205

The reconciliation one of the time series model with ARIMA (P, D, Q) S seasonal to the average humidly in Mosul (1971-2001) have been done in this study.
Prediction It is reached to the best Models in the proportional ARIMA (2, 1, 4)8, because it is the less value for statistical standard AIC (k), MSE.
In current study, it reached also to the reconciliation of seasonal time series models after performance of introduction for series by making Programs (MATLAB) for it. The method adopted is Winters' Three Parameters Exponential (Smoothing) method, method of Holt-Winters Multiplicative and Holt-Winters Additive.
The third method choosed the best model of prediction for every method depending on the same statistic.
Finally, in this paper the best model is reconciliated for the introduction methods after performance, the difference for every method and the choose of the best prediction of every method depending on the same statistical methods.

Estimating simultaneous equations system of the world prices of the grains for the period (1961-2002)

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 205-222

The work in this paper estimates the simultaneous equations of the grains for the period (1961-2002).The estimation inevitable dealing with the variables that has direct effects on the world prices of the grains and then adding the economic crises to the system, which is finance and monetary crises, petrolic shocks, wars, and curtness. To estimate we have used limit information maximum likelihood (LIML) and K-Class estimator (K-Class). We depending the results of the last method because it is more accuracy and efficiently with the economic and statistic theory. The (SAS.9) Package is used to obtain the results.

A Comparative Study between the Mote Carlo Simulation and Genetic algorithm regarding the Problem of Minimum Variance Estimate

IRAQI JOURNAL OF STATISTICAL SCIENCES, 2008, Volume 8, Issue 14, Pages 233-243

In this research, the Monte Carlo simulation and genetic algorithm have been carried out on the problem of minimum variance estimate, algorithm was suggested to find out the estimate that realize the minimum variance which its application lead to number of resolutions equivalent to the number of times of generating algorithm including the minimum estimate and application the Monte Carlo simulation on same problem to find out random resolutions. This study assured that the Genetic algorithm is the best to resolve such kinds of problems.