البحث — المستودع الرقمي العراقي

نتائج البحث: 25 من أصل 37

بعض الطرائق شبه المعلميه في تقدير واختيار المتغير لانموذج المؤشر الواحد == Some of the semi - parametric methods to estimate and variable selection for single index model

اسم المؤلف: طارق عزيز صالح شهاب

اسم المشرف: مناف يوسف حمود

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

استعمال السلاسل الزمنية في التنبؤ بكمية النفايات الصلبة لمحافظة بغداد والمردود الاقتصادي لها للمدة من 2006 - 2015 == The use time series in predicting of solid Waste in Baghdad and its economical income for 2015 - 2006

اسم المؤلف: سلمان احمد محمد الجبوري

اسم المشرف: انتصار عريبي فدعم الدوري

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دبلوم عالي

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

بناء افضل انموذج صندوق اسود باستعمال بعض الطرائق المعلمية مع تطبيق عملي == Build a better model black box using some parametric methods with practical application

اسم المؤلف: انمار رسول شعيث العقابي

اسم المشرف: احلام احمد جمعة

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

نمذجة وتقدير دالة معولية بعض الانظمة في حالة عدم تماثل مركباتها == Modelling and Estimating the Function of the Reliability of Some Systems in Case of Non - identical Components

اسم المؤلف: الاء حسن جلوب الساعدي

اسم المشرف: بثينة عبد الجادر عبد العزيز

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

لوحة السيطرة للمتوسط المتحرك الموزون اسيا المعلمية واللامعلمية EWMA : دراسة تجريبية مقارنة مع تطبيق == Parametric and Nonparametric Exponential Weighted Moving Average EWMA Control Chart Empirical Comparative Study with Applic

اسم المؤلف: محمود جاسب خضير

اسم المشرف: جواد كاظم خضير الموسوي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

تحديد عدد المركبات الرئيسة باستخدام بعض الاساليب لفترات الثقة ومتوسط قيمة احصاءة الاختبار == Determining Number of Principal Components Using Some of Methods for confidence intervals and average test statistic value

اسم المؤلف: مصطفى قاسم عبد الخالق

اسم المشرف: حمزة اسماعيل شاهين

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

استخدام نماذج السلاسل الزمنية الهجينة وغير الهجينة للتنبؤ باعداد المسافرين لمطار بغداد الدولي == The Use of Time - Series Hybrid and Non - Hybrid Models to Predict Passenger Numbers at Baghdad International Airport

اسم المؤلف: علي احمد حسن الساعدي

اسم المشرف: بثينة عبد الجادر عبد العزيز

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

تطبيق المسار الحرج الضبابي في تحليل شبكات الاعمال لمشروع مجمع التاجيات السكني

اسم المؤلف: عبد السادة محمد ناصر

اسم المشرف: يوسف محمد خلف

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

دالة البقاء شبه المعلمية متعددة المراحل للمصابين بالعقم == Multi state semi - parametric survival function analysis for patients who suffer from infertility

اسم المؤلف: عباس كولمراد بك مراد باجلان

اسم المشرف: عبد المجيد حمزة الناصر | محمود مهدي البياتي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

استخدام مظروف البيانات في تقويم كفاءة اداء كليات جامعة بغداد باعتماد اوزان اسلوب التحليل الهرمي الضبابي == Using Data Envelopment Analysis in Evaluating Performance Efficiency for Colleges of Baghdad University Depending on the weights gained from Fuzzy Analytic Hierarchy Process

اسم المؤلف: امجد هبة الله حمزه الكناني

اسم المشرف: حامد سعد نور الشمرتي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

استخدام سلاسل ماركوف المخفية في تحليل البيانات الحيوية == Using Hidden Markov Chains in Biological data analysis

اسم المؤلف: اسماء حسين سمير ديوان

اسم المشرف: عبد الرحيم خلف راهي الحارثي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

دراسة مقارنة لبعض طرائق تقدير الانموذج الديناميكي المكاني الخاصة بـ (Panel Data) مع تطبيق عملي == Compared Study To Some of The Methods of Estimating The Dynamic Spatial Model For (Panel Data) With Practical Application

اسم المؤلف: سهاد علي شهيد مجيد التميمي

اسم المشرف: حامد سعد نور الشمرتي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: الجامعة المستنصرية

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: يعد انموذج القياس الاقتصادي المكاني (Spatial Econometrics Model) احد انواع النماذج القياسية اذ تهتم بدراسة تاثير التفاعلات المكانية مابين الوحدات الجغرافية على الظاهرة المدروسة، تلك الوحدات من الممكن ان تكون مدن، بلديات، مناطق، دول، محافظات،... الخ. وت | Spatial Econometrics models are part of the Econometrics models as concerned with the impact of spatial interactions between geographic units. These units could be cities, municipalities, regions, states, provinces, etc..... It can also be used such models to explain the behavior of economic factors, geographic units, such as individuals, companies, or governments, if they were linked with each other through a network, but this type of studies in spite of a lot of use but less common.Should be noted that the spatial modeling studies differs from the time - series modeling studies, as the time - series studies focuses on the dependency between observation when a period of time and used the symbol (t - 1) to refer to the Lagged variables in time. It must be emphasized here that the (Spatial Econometrics) is not a direct extension for (Time - Series Econometrics) for two reasons; The first is that any geographical units can effect each other mutually, while it cannot be if they were tow observation at a certain time. Another factor most complex wide variety of units of measurement, which qualifies them for modeling spatial dependency (convergence, distances, bonding, etc...) compared with the measurement time dependency (time).In this thesis was to review some of the parametric techniques to estimate (Spatial Dynamic Panel Data Model (SDPD)), as there is dependent variable Lagged in time and extra (Endogenous Variables) in Spatial Dynamic Panel Data Model (SDPD) invalidate the use of estimation methods known like (Ordinary Least Square (OLS)) and the method (Maximum Likelihood (ML(. To overcome these problems, there are many empirical studies that have been applied in a manner estimate (Generalized Moment Method (GMM)), which were developed by each of the (Arellano & Bover 1995) and (Blundell & Bond 1998). As the main reason behind the use of estimator (GMM) to estimate the (SDPD) model is its ability to correct the interference (Endogeneity), which came by spatial lag variable also reason is due to the internal variables. In addition, it is estimated (GMM) is robust to some econometric issues such as measurement errors and poor (Instrumental Variable (IV)), it can also control the problem (Heteroskedasticity) and the problem (Autocorrelation) in the random error term, add to that the flexibility in the implementation of the calculations. In addition to the method (GMM) can be used (Quasi - Maximum Likelihood Estimation (QMLE)) when (Random Error) is distributed (Independent and Identical Distribution (iid)) with Mean zero and variance (?_?^2(.Estimated which is obtained be biased and inconsistent so it was (Bias Correction) to estimator (QMLE), also called the method of estimation of these (The Direct Approach).It has also been used (The Transformation Approach) for the purpose of processing the Spatial before the estimate to reduce bias as much as possible.As one of the most important goals is to study the effect of( Spatial Dynamic Effect)) sense of how dependent variable coefficients change that represents the (financial allocations for the program of economic sectors of the regions development) Lagged in spatially and in time and represented by )W_n Y_(n,t - 1)(between the provinces as well as the impact study of by Lag spatial dependent variable )W_n Y_nt( for each province of the Iraqi provinces and at certain period of time. Add to describe the effects of explanatory variables (Exogenous Variables) any (of economic sectors of each province for a period of a certain time) represented (b agricultural sector, industrial sector, transport sector, buildings and services sector, education sector) level of each province for the period (2008 - 2015).In the case of the first model any presence influences the spatial fixed only the better way transfers the larger time periods (T), the estimators (? ?_nT) be consistent (Consistence) and possesses a good estimator convergent properties correct the bias is more effective and has a proximity naturally parameter characteristics (?). The second model in the case of any effects the presence of spatial and temporal fixed together, was also the best way transfers from the direct method the larger time periods (T).As in the case of the practical side show in the case of both models weakness autoregressive spatial coefficient of investment allocations it does not have any interaction between the provinces where positively affecting the distribution of assignments better and to meet the economic development of each province

استعمال بعض الطرائق اللامعلمية في تقدير نموذج الانحدار الذاتي اللاخطي بوجود متغير خارجي مع تطبيق عملي == Using Some Nonparametric Methods For Estimation of Nonlinear Autoregressive Model With Exogenous Variables With Application

اسم المؤلف: علي سلمان حبیب

اسم المشرف: فراس احمد محمد

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

طرائق تقدير انموذج راش للبيانات المصنف متعددة القياسات مع تطبيق عملي == Methods of Estimating The Rasch Model For Multiple Categorical Data Measurements With Practical Application

اسم المؤلف: وضاح صبري ابراهيم المناصير

اسم المشرف: دجلة ابراهيم مهدي العزاوي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: يعتبر انموذج راش (The Rasch model)، من اهم نماذج نظرية السمة الكامنة (Latent Trait Theory) للنظرية المعاصرة لقياس سلوك الفرد، المبني على البيانات المصنفة، وهو احد نماذج الاستجابة للفقرة الاحادية البعد، بمعنى ان درجة الفرد في الاختبار لا يجب ان تكون دالة ( | Rasch Model is considered as one of the important models in Latent Trait Theory for the contemporary Theory to measuring human behavior that depends on categorized data. It is one of the response models for one dimension point i.e., the mark of an individual within test mustn’t be regarded as an evaluation for other individual’s samples that are used within Item Calibration.Therefore, the thesis aims at comparing some methods for Rasch Model’s parameters for Categorical Data Measurement by using Mean Absolute Percentage Error (MAPE).The following methods are also used : The Joint function of Maximum Likelihood Estimation Method (JML), The Maximum Likelihood Estimation Method (MLE), Cohen’s Approximation Estimation Method (CAE), and Bayesian Estimation Method ( BEM ) and the first adjusted Bayesian Estimation Method ( BEMFS ) and the second adjusted Bayesian Estimation Method ( BEMSS ). The thesis includes a suggestion for a method to find the initial values of Rasch model’s parameters that are used in the previous mentioned methods and simulation is also used for overgeneralizing the results for the methods within various sizes levels, in which n : (n=10 , n=25 , n=75 , n=150 , n=300 , n=500 ) and ( n ) represents the individuals and (m) represents the number of the items ( m= 10 , m= 25 , m=35 , m= 45 ) and four different distributions are used ( Binomial , Poisson , Normal , Beta ). It is found that the best method for estimating the parameter of item difficulty (?_j), is The Joint function of Maximum Likelihood Estimation Method (JML) and the best method for estimating the parameter of individual’s ability (B_i), is the Bayesian Estimation Method of the Second Adjusted. Danial’s test for intelligence is used in AL - Mustansyria University, College of Administration and Economics, Fourth year, morning studies only and the number of students are (531). The main conclusions are : By comparing all the methods with the suggested ones to estimate Rasch model’s parameters , it is found that the best estimating for the parameter of individual’s ability (B_i), is the Bayesian Estimation Method of the Second Adjusted by depending on the smallest value for Mean Absolute Percentage Error (MAPE) and all the distributions are concrete and constant. It is found by comparing the methods to estimate the parameter of item difficulty (?_j) that the Joint function of Maximum Likelihood Estimation Method is the best for estimation , in which Mean Absolute Percentage Error (MAPE) is appeared with the smallest value and for all the concrete and constant distributions. It is found from the average of the correct answers of the testes that the tests items are within a closed level for each item and this gives the opportunity to students to answer the items. It is found from the average of the correct answers of the testes that the average of response is very good and it is between ( 0.47 - 0. 26 ) for more than 500 students from the total 531. This shows the similarity between students to have Danial’s test for intelligence. It is found from standards statistics ( T ) for the test items after comparing them with the tabled value for the natural distribution of the moral connotation ( a = 0.05 ) and the value ( 1.6449 ) that all the values without moral connotation and this confirms the acceptance of the test’s items to apply it on students’ sample which has different levels of difficulty but still parallel.

بعض طرائق تقدير معلمات دالة المعولية لنموذج احتمالي مركب مع تطبيق عملي == Some Methods of Estimation Parameter Reliability Function of The Probability Model Compound With Practical Application

اسم المؤلف: مهدي علي عبد الحسين الدريعي

اسم المشرف: تهاني مهدي عباس الياسري

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: تعد التوزيعات الاحتمالية المركبة من التوزيعات الاحصائية التي كسبت اهمية متميزة في العقود الاخيرة وذلك لتطبيقاتها الواسعة في المجالات الهندسية والصناعية والتجارب الطبية والبايلوجية وبناء على ذلك فقد تم استعمال انموذج احتمالي مركب (الاسي - ويبل) ذي الثلاث | The probability distributions compound is important statistical distributions which gained importance and wide in recent decades, to the importance of their use in scientific fields, and at the Advanced has been addressed in this letter to the probabilistic compound model (exponential - Weibull) with three parameters and characteristics enjoyed by such possibility Writing probability density function and cumulative function and reliability function was used four different methods of estimating 1 - Maximum Likelihood Estimators Method2 - Percentiles Estimators Method3 - Least squares method4 - Weighted least squares methodAnd a favorable comparison between these estimators using simulation style through several experiences of one of the main users of statistical standards which is the mean squer error It was reached that the best way to estimate the reliability function is the Maximum Likelihood Estimators Method for having the lowest mean squer error.Or in the practical side it has conducted a practical application to real data taken from the State Company for Textile Industries in Wasit, which is for times of failure for machines textile department and assess the sample sized 101 machines communtiy 450 machines function of reliability with the use destined reached by a researcher at the experimental side, a Maximum Likelihood Estimators Method, and through the results turned out to estimate reliability function decreases gradually increase the time.

طرائق لتقدير معالم نماذج عمليات ليفي وتوظيفها في اسعار عوائد اسهم مصرفي الشمال والمتحد == Methods of Estimating Model Parameters Le'Vy Processes And Emoloyment In Returns Stock Prices North Bank And United

اسم المؤلف: مريم جمعة موسى

اسم المشرف: مناف يوسف حمود

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: تعد سوق الاوراق المالية الهدف المنشود للمستثمرين الذين يرغبون في التخصيص الكفء للموارد المالية المتاحة لديهم الامر الذي يتطلب توفر قدر من البيانات والمعلومات المالية الصحيحة المتعلقة بالشركات التي تتداول ادواتها في السوق حتى يتمكن هؤلاء من ترشيد قراراتهم | The stock Exchange is the target for investors who are interested in the efficient allocation of financial resources available to them , which would require a lot of data on companies that are trading their tools on the market so they can rationalize their decisions and make profits unusal in light of market efficient proper financial in formation.However because there are fluctuations in returns stock prices resulting from low and high stock returns prices at the Iraq stock Exchange solve this problem by using stochastic processes models,One of the models le'vy. Relying on the so - called Brownian subordinate as it has been relying on the so - called Normal Inverse Gaussian (NIG).the research aims as the estimate that the parameters of his model using two methods (MME,MLE) and then employ those estimate of the parameters in the study of stock returns and evaluate asset pricing for both the united Bank and Bank of North which their data were taken from the Iraq stock Exchange. As well as the use of simulation method for the purpose of simulating the practical side with a different presumed cases.Has been reached the practical side, which showed the results to a preference MLE on MME based on the standard of comparison the average square error (MSE).As for the side of the simulation it has shown favorable results also MLE on MME. As well as the simulation results indicated that the increase in the value of kurtosis and decreasing the value of skewnsses in NIG model it may cause a decrease in large volatility especially when increasing valumes of samples while side applied found that the yield rate of the stock of the Bank United is higher than the rate of returns for the North Bank as well asthe United owning less coefficient c.v compared with the North Bank and both estimater (MME,MLE).therefore the United Bank is the best investment of the Northa Bank in addition , the North Bank was less efficient than the United Bank for, leading this speech to preference of investors to invest with united Bank and its superiority on the North Bank.

استعمال اساليب التنبؤ الاحصائية في تحليل قيم الصادرات النفطية == Using Statistical Forecasting Methods In Analyzing Oil Exports Values

اسم المؤلف: لينا نضال شوكت

اسم المشرف: قتيبة نبيل نايف القزاز

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دبلوم عالي

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: درست الباحثة موضوع اقيام الصادرات النفطية العراقية السنوية وللمدة من 1978م ولغاية 2014م بالاعتماد على ثلاث طرائق تحليل احصائية. الاولى، تحليل انموذج الانحدار الخطي المتعدد والتي تتطلب تحديد متغيرات توضيحية مؤثرة في قيم الصادرات النفطية وكانت هذه المتغيرا | The researcher studied the Iraqi Oil Exports Value form 1978 until 2014 using three statistical analysis methods. The first, Analysis of Multiple Linear Regression which requires determining independent variables that affect the Oil Exports Value and these variables were (barrel price and the average daily number of exported barrels). The second, Analysis of Polynomial Models (Growth Curve Model) and this model requires determining the suitable polynomial degree to represent the model as a curve which shows the increase or decrease that occurs in the data under study. And the third method is, Analysis of Time Series using Box - Jenkins models which requires identification of the suitable model and the degree of the model to represent the data. The three models, their equations and the mathematical relationships have been all defined, especially the ones that have been applied on the data.After analyzing the data using gretl and Matlab softwares and treating some problems that may occur to the data and getting the suitable models to represent the Oil Exports Value, in the Multiple Regression Model the confidence intervals of the estimated parameters have been calculated and testing the efficiency of the model and the estimated parameters using F and t tests. And in the Polynomial model, the curve has been estimated and drawn and calculating the confidence intervals of the parameters and the fitted curve and forecasting for 6 coming years and calculating the confidence intervals of the forecasting. In the Time Series model, the stationarity in the mean and variance of the series has been tested then identifying the suitable order for the model which was (2,1,3) and testing the independence of the error then forecasting for 6 coming years and calculating the confidence intervals of the forecasting

تقديرات معلمات انموذج الانحدار متعدد العوامل - متعدد الحدود من الدرجة الثانية مع تطبيق عملي == Estimations Parameters Multi - Factor - A Polynomial of The Second Degree Regression With Practical Application

اسم المؤلف: غيث عبد الشهيد كاظم السلطاني

اسم المشرف: احمد ذياب احمد العزاوي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: في انماذج الانحدار تكون عادة العلاقة بين المتغير المعتمد ( ) والمتغير المستقل ( ) او المتغيرات المستقلة ( ) خطية وفي انماذج اخرى تكون لا خطية. وان انموذج الانحدار المتعدد العوامل - المتعدد الحدود من الدرجة الثانية من النماذج اللاخطية والتي يمكن من خلاله ا | Regression models for the relationship between the dependent variable (Y) and the independent variable (X) or independent variables (X’s) which are linear or nonlinear. And multiple regression model factors - Multi - border second class of nonlinear models that can get through the estimators of its parameters. In our research was one of the hypotheses regression unrealized, which is that the random error distribution was the distribution of non - identical (Generalized logistic distribution) which led to the use of more accurate methods than the ordinary methods , such as method of robust Laplace and modified maximum likelihood to obtain a estimates of multiple regression parameters factors - multiple modalities border from the second division. On the theoretical side of this research it was addressed to display some specimen multi - factor regression parameters estimates formats - Multi - border quadratic using ordinary least squares method and the method of the modified maximum likelihood and robust Laplace. In the Experimental side it has been the work of experiments using simulation and comparison of these experiments was the use of the index statistical mean square error of the parameters for the model, and through comparison between the methods show that the modified maximum likelihood was the best. As the best values for my shape parameter and scale parameter (b=1,?=1 ) and each sample sizes (n = 20,50.100). As it has been the application of the modified maximum likelihood to real data represent the fact that your natural hormone insulin diabetes depending on the enzyme GOT data, and the GPT enzyme and hormone Hbalc.It was reached to increase the hormone Hbalc lead to a decrease in the hormone's natural insulin diabetes and this leads to an increase in blood sugar, and increase the enzyme GOT and GPT enzyme leads to increased natural hormone insulin.

تحديد افضل اسلوب تمهيدي حصين لتقدير انموذج انحدار لا معلمي مع تطبيق عملي == Determination of The Best Robust Smoothing Technique To Estimate A Nonparametric Regression Model With Practical Application

اسم المؤلف: غياث حميد مجيد

اسم المشرف: فارس طاھر حسن الكواز

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: لقد شهدت طرائق تقدير نماذج الانحدار اللامعلمي في السنوات الماضية توسعا كبيرا، ويعزى ذلك التوسع الى توصل الباحثين الى صعوبة مواكبة الطرائق المعلمية المستعملة في تقدير نماذج الانحدار بسبب المرونة المطلوبة عند تحليل البيانات سواء كانت البيانات كمية ام نوعي | In the past many years, the methods of estimating nonparametric regression models have been witnessed a significant expansion, due to the researchers reach difficulties to cope with use of the parametric methods in estimating of regression methods because of the desired flexibility during data analysis whether being qualitative or quantitative. But this expansion in the field of estimating nonparametric regression models come up with the major development in the hardware and software of computers, which leads to development of nonparametric regression methods and one of the most important methods is smoothing methods.In this research, the study takes different types of smoothing methods which include Kernel Smoothing and Smoothing Splines and their significant role in estimation of nonparametric regression models to describe the relationship between the explanatory variables and response variable. The researcher employs the concept of Robustness in the smoothing methods that have been adopted in this research, by using three types of smoothing methods which are Local Polynomial Kernel (LPK), Penalized Spline (PS) and Spline Regression (SR) which ends up with robust smoothing methods which are, Robust LPK, Robust PS, and Robust SR.Many issues may face the researcher while smoothing nonparametric regression models, such as data includes outliers. This leads to use the robust methods when smoothing the nonparametric functions. To do this certain methods of robust nonparametric regression has been used instead of some suggested methods in case of outliers exists in data. Therefore, the aim of this dissertation is to estimate the nonparametric regression model using robust smoothing methods and making comparisons between different methods. The researcher took the most useful researches deals with this subject such as robust methods that use these methods to estimate nonparametric regression model, and apply them in two fields, experimental and practical, in experimental field we use the simulation technique to have constant data that simulate the real data that use it in practical field. In practical field real data has been taken from Iraqi Stock Market especially the data about Al - Khaliej Insurance Company, the response variable represents the Close Price for Stock and the elementary variable is the Trading Volume. Also, the researcher suggested some of the most important conclusion drawn from experimental and practical fields in addition to some recommendations that can be adopted in future studies

استعمال طريقتي انحدار الحرف والمركبات الرئيسية في تقدير معلمات انموذج اللوجستك في حالة وجود مشكلة التعدد الخطي مع تطبيق عملي == Use The Methods of Ridge Regression And Principle Components To Estimate The Parameters of Logistic Model Under Multicollinearity With Practical Application

اسم المؤلف: علي حسين فلوح

اسم المشرف: سهيل نجم عبود

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: ان اكثر الدراسات في انموذج انحدار اللوجستيك تاخذ طابعا اكثر تقدما في عملية التحليل الاحصائي الدقيق الذي يمكن من خلاله الحصول على مقدرات عالية الكفاءة.ان مشكلة التعدد الخطي يمكن ان تظهر في انموذج درجة الميل (Propensity Score Model) عند تقدير متوسط تاثير | More studies on the topic of logistics regression model takes a more advanced in the process of careful statistical analysis which aims to get estimators with a high level of efficiency.The problem of Multicollinearity can appear in the model of propensity scores (PS) when estimating the average treatment effects (ATEs). In this thesis, using the methods of logistic ridge regression, logistic principle components regression an alternative to the maximum likelihood estimates in the propensity scores model. The average treatment effects (ATEs) estimators adopted the method of inverse probability weighted (IPW). logistic ridge regression (LRR), principle components logistical regression (PCLR), and maximum likelihood (ML) used to estimate the propensity scores (PS), The logistics regression model and the variable (W_i) and the Bernoulli distribution in depended variables then probability (?_i) and then estimate the average treatment effects (ATEs), where the use of simulations (Monte Carlo) to generate tracking data model of logistic regression and Multicollinearity problem depending on various factors, from simple correlation coefficient values and sample size and the number of independent variables and the constant value plus the adoption of different designs of propensity score in simulation study, this is due to the fact that estimates the average treatment effects (ATEs) her strengths and different accounts. And we use Bias and the mean squares error (MSE) as criteria for comparing methods of estimation.The results that have been obtained using a simulation study indicates that the Bias and the mean square error (MSE) depend on the sample size and the degree of the correlation as well as the design propensity score model. I have observed that the estimation method of logistic ridge regression (LRR) and principle component logistic regression (PCLR) was the best of the maximum likelihood estimates (MLE).In addition to the simulation study, has been applied method of logistic ridge regression (depending on(2 - 16)) on the data of the fact disease, kidney failure, which was obtained from the (Al_Emamyn city hospital) for different models to estimate the propensity scores and then estimate average treatment effect (ATE).

تقدير دوال الفشل للتوزيع الناتج من دمج توزيع بواسون ليندلي مع توزيعات اخرى == Estimating The Functions Failure Which Gains From Compound Poisson Lindley Distribution With Other Distributions

اسم المؤلف: علي بندر نعيمة

اسم المشرف: عماد حازم عبودي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

استعمال اشجار الانحدار التصنيفية والانحدار اللوجستي في تقدير انموذج تجميعي والمقارنة بينهما مع تطبيق عملي == Using Classification Regression Trees And Logistic Regression To Estimate Additive Model Comparison With Application

اسم المؤلف: سهاد احمد احمد

اسم المشرف: عمر عبد المحسن علي القيسي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: تعاني بعض الظواهر من وجود حالة اضطراب في بياناتها بالاضافة الى صعوبة صياغتها وخصوصا مع وجود عدم وضوح في استجابتها، او لكثرة الاختلافات الجوهرية التي تعتري الوحدات التجريبية التي تم اخذ هذه البيانات منها. فعندما تزداد المجاميع لمجتمع ما, لا يمكن اعتبار ذل | Often suffer phenomena and there is disturbances in their data as well as the difficulty of formulation, especially with a lack of clarity in the response, or the large number of essential differences plaguing the experimental units that have been taking this data from them. When growing groups of a population, it can't be regarded as a homogeneous population is increasing because the dispersion between the experimental units in response to that population as well as the error will also be increasingly difficult to build a model of that population.So there was a need to include an estimation method on the classification or underlying discrimination for these pilot units using discrimination or create segments for each item of these pilot units in the hope of controlling their responses and make it more in line style.Has been resorting to the use of the method of a modern and flexible classification is based on the neighborhoods between the views represented by the response variable by classification regression trees : CART. It was the use bayesian approach and the promise of features indicative of regression analysis model classification tree to take advantage of the above information by, and collect trees for explanatory variables are all together and at every stage fork on the other hand, represented the bayesian classification regression trees : BART.In view of the development in the field of computers and taking the principle of the integration of science it has been found that modern algorithms used in the field of Computer Science swarm of birds and other originally illustrated algorithm for the purposes of technology pertaining to distinguish between images or vibrational radio, etc., can be harnessed to serve the knowledge of statistics, which is based Turn on the information production and to achieve success in it. So is the use of genetic algorithm and submit a proposal by modified genetic algorithm, in addition to C4.5 and ID3 algorithms. And without losing the generality has been used as a tool of logistic analysis as important tool.It was a whole performance along with an estimate of the general additive model method of classification of all the methods mentioned in the above. Fitted model as modern and flexible overcomes curse of dimensionality that may occur most modern phenomena of the times when their data analysis.It was the use of simulated samples of different sizes (200, 400, 600) with (1000) replicates. The application was performed on patients with diabetes data for those aged (15) years and below are taken from the sample size (200) was withdrawn from the children hospital/ Al - Eskan/ Baghdad.As proof of the goodness of classification has been using the misclassification error, and as proof of the goodness of estimation has been using the root mean squares error.Was reached important conclusions through a process of differentiation among the six methods above, the superiority of the Classification and Regression Trees Algorithm (CART) is the best in terms of the results that has been reached in empirical side, when proposed Genetic Algorithm is the best in terms of the results that has been reached in applied side.

بعض المقدرات الحصينة لقدرة الطيف وفق الانموذج المختلط ARMA مع تطبيق عملي == Some Robust Estimators For Power Spectrum According To The Arma Models With Application

اسم المؤلف: سحر طارق محمود الرحيم

اسم المشرف: عبد المجيد حمزة الناصر

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: تهدف الاطروحة ايجاد افضل مقدر(التقدير الامثل) لدرجة ارتداد الانموذج المختلط ARMA ذي الدرجات المتدنية لقدرة الطيف Power Spectrum والحصول على امثلية التنبؤ، اذ ان مشكلة الاطروحة تكمن في خطا اعتماد اساليب تقدير درجة الارتداد قبل اطفاء اثر الشواذ التجميعية ( | The Aim of The thesis is finding the best estimator (optimal estimate) the degree of rebound mixed model ARMA with low scores to Power Spectrum and get optimizing forecasting, As the problem of the thesis lies the mistake of adopting methods of estimating rebound degree before extinguishing (AO) Outliers (additives Values) in an estimate operation based on data series without getting rid of the effect of the presence of Outliers. According to This thesis addressing the Existence of the Outliers, in particular, (AO) Outliers after addressing the existence of Outliers, then starting estimate the optimization for a rebound.When interest in Robust estimates we must identify the time series contaminated Outliers with a certain probability models is defined due to lack of stability in addition to the difficulty of knowing specimen probabilistic it appears at first paragraph leap suddenly are called stereotypes Bahawaz Innovation Outlier, late to be the behavior of independent gay behavior values the other called Bahawaz aggregate Additive Outliers.When interest in estimates fortified must identify the time series contaminated Outliers with a certain probability models Unlimited Parameters is defined due to lack of Stationarity in addition to the difficulty of knowing probabilistic model ,it appears at first paragraph sudden leap are called Innovation Outlier, or be an independent behavior of other values called Additive Outliers.Shows the experimental side of the Thiess through a standard MSE, MAPE preference of Robust method on the Unrobes for all sample sizes and for all primary parameters assumed values, as well as for all default frequencies values (Wi), have an adverse impact in terms of efficiency when models ARMA (0,1), ARMA ( 0.2), and very slight variation when the model ARMA (1,1) the impact of outliers and the supposed frequencies (w) = [1/4, 1 / 3.3, 1 / 2.5, ½] small.The nature of the electrical signal surveyed of heart (ECG - Electrocardiogram) a vital signal , unstable and the form of Signal spectrum reflects the Performance of the human heart muscle and its health.is random changes sharp and irregular in time series represents the work of the heart of a natural person (without straining) include what is known Outliers caused by its actual nature not the result of errors in the measurement or the register, which makes them do not follow a particular distribution, led to the difficulty of conducting Assessments for Power spectrum according to the traditional methods of estimation that assumes distributed statistically,In addition to that the data generation processes require the availability of basic assumptions is inconsistent with the nature of the Heart signal ECG, and to minimize or reduce these assumptions adopted by the simulation approach often leads to unrealistic and far from the real system results and establishes a breakthrough for good properties of these estimates that we have made it necessary to adopt the idea of Robust estimates (M - estimate) in accordance with the Robust functions (Huber, Hample, Tukey, Andrew) in addition to the method of maximum likelihood Mle according to restricted simulations in the practical side, which serves as a purification process or soften the Estimators resulting from follow of statistical estimation methods on real data to determine the best estimators of Power spectrum and the search for the best Model and section distribution , and then apply the result of a trade - offs in according to indicator the indirect transition of the speed of the signal (?/S2) between the Estimation functions and Distributions on eight of combinations of Mixed model ARMA (p, q) and estimating MSE, RMSE and selecting the optimum combination which is ARMA (2,2) with Extreem value distribution and with Hampel function at section 200, which amounted to (MSE = 0.000109).

استعمال اسلوب بيز لتقدير منظومة المعادلات الانية في حالة المتغير الداخلي مصنف ثنائيا مع تطبيق عملي == Using Bayesian Approach To Estimate The Simultaneous Equations System In Case The Endogenous Variable Is Classified Binary With Application

اسم المؤلف: ريسان عبد الامام زعلان

اسم المشرف: محمد صادق عبد الرزاق الدوري

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: دكتوراه

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: ان عملية التقدير لمعلمات انموذج المعادلات الانية بالطريقة التقليدية من المواضيع المهمة والتي كتب عنها الكثير من البحوث والدراسات وهذه البحوث تختلف باختلاف الاساليب المتبعة في عملية التقدير الا ان التقدير بالطرق البيزية لهذه المعادلات وخصوصا عندما يكون ال | The process of estimation of parameters of the following equations has been done by the traditional method and being considered as an important subject. Many researches and books have been written about the subject and these researchers are different from one to another depended on the methods followed up. But the estimation with Bayesian methods for these equations , especially when the internal variables (classified binary ) being considered one of the subjects that have not been researched greatly. Thus , the researcher has tried to shed light on some methods of Simultaneous equations in case of binary variable by using the classic method and Bayesian method , along with a suggested way that being applied on the samples of the relationship between blood pressure and psychological pressure. The researcher has used the classic method and considered it as raw information for using the method of Bayesian in estimating the Simultaneous equations system. It has been compared between the classic method and Bayesian method and also methods of Bayesian with the suggested method according to the measurement of ( Mse) for specifying the better method for estimation. Problems have been specified lying in non - functionalizing the former information about the parameters in the process of estimation by using the known traditional methods and that lead to the less efficiency if not using it. Thus , it should resort to other methods as method of tradition , The goal of the study is to know the mutual interaction between the blood pressure and psychological pressure and comparing the traditional and Bayesian method in the estimation of Simultaneous equations of internal variable , classified binary by using many methods for Bayesian estimation with the suggested method for getting to estimations that are more close to values of the real parameters. it has been reached to many results ,most of which is the Bayesian method and suggested method that have been better in estimation than the classic method, besides there are mutual effects between blood pressure and psychological pressure and the most losing functions in estimation which is the " Q losing function"

استعمال الانتروبي مع طرائق اخرى في تقدير دالة بقاء توزيع كاما العام للسكان في العراق == Use The Entropy With Other Methods In Estimating The Survival Function of Generalized Gamma Distribution To The Population

اسم المؤلف: رغدة زياد طارق العبيدي

اسم المشرف: عمر عبد المحسن علي القيسي

الموضوع العام: الادارة والاقتصاد

السنة: 2016

الموضوع الدقيق: الاحصاء

الدرجة: ماجستير

الجامعة: جامعة بغداد

اللغة: العربية

مكان الجامعة: بغداد

الصفحات الاولى:

المستخلص: تستخدم جداول الحياة في مجالات عديدة في البحوث الديموغرافية والصحية وتمثل مؤشرا هاما للوفاة في المجتمع. ويتم احتساب جداول الحياة من بيانات الوفيات لسنة معينة للمجتمع السكاني، لذا فهو يعبر عن حالة الوفاة للمجتمع.وهناك نوعين من جداول الحياة وهي : (جداول الح | Life tables used in many fields in the demographic and health research is an important predictor of death in population. Then, calculated life tables of mortality data for a particular year the population of the community, so it reflects the rate of death of the community in somehow. There are two types of life tables, called : (Complete Life tables) and were based on the age at death on the basis of single - year age groups (0,1, 2,3,..., 81+) and were usually obtained in a manner comprehensive survey or census in order to provide detailed information on the population. The second type called (Abridged life tables) were assumed from equal death rate for ages converged with each other and are therefore based on the age at death on the five - year age groups (0 - 1, 1 - 5, 5 - 10, 10 - 15,..., 80+) which is different from its predecessor and less accuracy than is obtained in a manner sample survey. In the absence of census of our beloved Iraq, where the last census was in (1997), so be getting the calculated probability of survival through accurate (survival function) within the life tables for single - year age groups was extremely difficult and mired with disorder problems you need to mathematical treatment in accordance with the distribution of probabilistic statistical but it's distributed data showed the distribution of the Generalized Gamma : (GG) with three parameters as the best fit of the data, with this distribution in turn includes the integration of (incomplete gamma function) is implicitly making it more difficult traditional appreciation. So two major goals were arise in this thesis.The first goal of a practical application goal, using (Sprague multipliers) to convert a five - year age groups into single age. The second goal of theory using the method of Principle of Maximizing Entropy : (POME) in assessing the function of survival and to deal and overcome the turmoil and volatility demographic data collected from (Iraq Household Socio - Economic Survey : IHSES II 2012). This thesis had studied the function estimating survival data mentioned above on two parts : the first part, parametric estimation methods which is the method of Principle of Maximizing Entropy : POME, the Classical method is the Maximum Likelihood : ML. The second part, has included nonparametric method to estimate survival function by nonparametric method (Kernel Smoothing) been used as (Gaussian function). The estimation methods were compared using statistical criteria are the root mean squares error (RMSE), and the average absolute percentage error (MAPE). Among the most important conclusions, was the preference for a ML method and kernel method when a simulation to get the proportions views of the probability distribution (GG) and in a manner Inverse Transformation Method : ITM only single - year age groups sized by (n = 81) and repeat the experiment (300) replicates. As well as to reach that way entropy is the best method dealt with five - year age groups, where in the case of single - year age groups, the nonparametric kernel was best in when the practical application part. Life tables using MORTPAK program as it has been considered survival function results (UN) calculated values real and comparing the methods of the three appreciation. One of the main recommendations, the use of the (POME) to overcome the turmoil of demographic data, especially a five - year age groups and the use of Sprague data conversion from five - year age groups to transactions single - year age groups and the use of nonparametric method of kernel to assess the function of survival of the single - year age groups and entropy for five - year age groups data.