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مقارنة بعض طرائق التقدير اللا معلمية لنموذج الانحدار التجميعي المجزا باستعمال المحاكاة مع التطبيق == A Comparison of Some Nonparametric Estimation Methods of An Additive Quantile Regression Model Using Simulation With Application

Author name: جنان عبد الله عنبر
Supervisor name: دجلة ابراهيم مهدي العزاوي
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: ان استعمال النماذج المعلمية يتطلب توافر معلومات كافية عن الظاهرة المدروسة مع معرفة المجتمع الذي سحبت منه العينة وان تكون معلماته معرفة لكي تكون قراءة هذه النماذج قراءة صحيحة كما تتطلب وجود بيانات من النوع الكمي الامر الذي دفع الباحثين الى البحث عن نماذج ا | Using of the parametric models requires a number of preliminary conditions that should be available to make the reading of these models right as well as the presence of quantitative data which motivated the researchers to search for models with lesser terms than the parametric models represented by nonparametric models, so too many considerations have been made for the Nonparametric Regression, in the last years. The main reason of that was the researchers’ belief that pure parametric methods for estimating the regression curve have shortage with the flexibility needed for data analysis - especially the quantitative data - . With the progress made in computers, in both hardware and software, it has become possible to develop many of Nonparametric Regression Methods including the "Quantile Methods". In spite of that, the researcher see the most of papers and articles concern univariate case, where the researchers about bivariate case still with limited. In the other hand, the researches extension to multivariate case nonexistent in Iraq - in the scope of researcher’s knowledge - , which gives an extremely importance for the aim of this study, to bring attention for alternative methods or modified methods that can be efficient ones to improve the currently methods. Thus, the most important purpose of the research, is the use of Tow - Stages method, which helps the researchers to compute Nonparametric estimators for the components of Nonparametric models to avoid the curse of dimensionality.It divideds the components to set of points called "Quantiles" , then estimates the quantile function by one of the quantile methods we explained in this research, ( Marginal Integration, Backfitting, and Tow - Stages ). The simulation has been designed for the illustrated models and it has been checked about the estimation methods performance by using the Absolute Deviation Error (ADE) criterion, then compute the Average Absolute Deviation Error (AADE). From noticing the simulation results, it was shown that the best estimator was Tow - stages estimator in case of high correlation and / or high dimensions. To achieve the purpose of this research, the study has been divided into five chapters. Chapter one, consists of an introduction, the aim of the thesis under research, and a literature survey. Chapter two covers the parametric regression quantile estimation. While Chapter three devoted for Nonparametric estimations methods. Chapter four devoted for Simulation experiments and practical experiment with real data. Finally, Chapter five comprises the conclusions and suggestions that the research has recommended.

استعمال بعض النماذج الاحتمالية المنفردة والمركبة المبتورة لتحديد خصائص التعويضات الصحية في شركة التامين العراقية == Use Some Probability Single & Compound Truncated Models To Determining The Characteristics of Health Payments In The Iraqi Insurance Company

Author name: ثائرة نجم عبد الله الامير
Supervisor name: قيس سبع خماس
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: نظرا لعدم وجود بحث احصائي سابق لسلوك تعويضات التامين الصحي الذي يمثل النسبة الاكبر من التعويضات في عموم شركات التامين في العراق، تم اختيار هذا البحث وتطبيقه في شركة التامين العراقية.ولغرض تحديد افضل انموذج احتمالي يمثل تعويضات التامين الصحي، تم استعمال | Due to the lack of previous statistical research of the behavior of payments, specifically health insurance, which represents the largest proportion of payments in the general insurance companies in Iraq, this study were selected and applied in the Iraqi insurance company.To determine the best model represent the health insurance payments, we used two probability models determined through the initial detection for the distribution of the research sample by use (Easy Fit) program.One : single, a (Lognormal) for all sample views, and the other compound (Compound Weibull) at dividing research sample into small losses and large losses, and focused on the compound model in some detail in terms of drafting and its importance. With the application of the state of amputation in both the fact that the specific health payments from the top by two million diners in this company.Both models Parameters were estimated using the maximum likelihood method (MLE) and the use of style (Newton - Raphson) to find these estimates. And then compare between models using standard (MSE). Was reached in general that the compound model is better than a single model in the representation of payments.

تقدير دالة المعوليـة لتوزيع لوغارتيم الطبيعي مع تطبيق عملي == Estimate of Reliability Function For Lognormal Distribution With Practical Application

Author name: بلسم مصطفى شفيق النائب
Supervisor name: صباح هادي عبود الجاسم | فرحان اسماعيل العاني
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: لقد كان الاهتمام الواسع والمتزايد في دراسة موضوع المعولية في السنوات الاخيرة يعود الى التطور التكنولوجـي والتقني السريـع واستخدام الانظمـة الالكترونية المعقـدة في مختلف المجالات. وعليه فان دراسة موضوع المعولية والربط بين الجانبين النظري والتطبيقي امر له | The studies of the subject - matter of Reliability with connecting between theoretical and application sides , it is an important matter now a days because the technology development with using electronic systems.In this study it is used the Lognormal Distribution as a failure models when the failure rate to these models initially increases over time and then decreases approaching Zero with increasing time , and find out the estimators of reliability function by different methods.The estimates are : 1. Maximum Likelihood Estimation.2. Uniformly Minimum Variance Unbiased Estimator.3. Bayes Estimation.And then comparing between the priorities of the estimates through using the Monte - Carlo method and conducting several experiments using Mean Square Error.Generally result show that Maximum Likelihood Estimation to estimate Reliability is better than the other methods , Regarding the practical aspect the data of life time for four machines from EIGC and found after using chi - Square test that the life time for test machines distribute Lognormal and the estimation of Reliability function for machines done using Maximum Likelihood Method

تقدير معلمات انموذج المعادلات الهيكلية المتضمن متغيرات الوساطة مع تطبيق عملي == Estimation of Structural Equations Model Parameters With Practical Application

Author name: بشرى سعد جاسم
Supervisor name: غفران اسماعيل كمال
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: يستعمل تحليل الانحدار مع المتغيرات المصنفة الى صنفين صنف يمثل متغيرات مستقلة (Independent variables) واخر يمثل متغيرات تابعة (Dependent variables), فلذلك يقوم تحليل الانحدار بدراسة العلاقة بين المتغيرات المستقلة والمتغيرات التابعة, الا ان هذا التحليل يعمل | regression analysis use with classified variables into two class that represents the independent variables (Independent variables) and the other is a subsidiary variables (Dependent variables), for there the regression analysis study the relationship between independent and Dependent variables, but , this analysis works to know only the direct impact between the variables for this reason i use the structural equation Model (SEM) to identify and know the variables that are of indirect effects by estimating and testing parameters by set of methods (steps causal method, bootstrap method, method of multiplying the transaction ( parameters) product of coefficients, difference in coefficientsstructural equation model like other models are a matching variables tested with the phenomenon studied , test the compatibility of the variables that make up a structural equation model, and to achieve this condition, use Confirmatory Factor Analysis (CFA) way to see match variables that compose it. After confirming the conformity of the model or suitability experimenting and having the effect of mediating variable in the model and mediation are two types : Single mediation where transmission of the influence of the independent variable to the dependent variable through the mediation of a single variable, and multiple mediation where is transition Effect independent variable x to the variable y through several mediation variables. the practical side of study include the effect of cultural stat of the man (X) in the use of violence against women (Y) through a series of mediation M_1variables represent (women's empowerment) and M_2represents (family planning) and the study data are taken from the integrated survey of social and health state for Iraqi women (I - WISH) for the year 2011 in the Ministry of planning - Central Statistics organazation, and this data applied conditions of adequate to structural equation model SEM and, and then estimate the parameters mediating variables and test their ability to move the indirect effect by the methods mentioned above using a program.AMOS V.23The researcher concluded that a moral mediation variables tested when using standard errors formulas for (Sobel and Goodman and Aroian) and compensated for in the test version of z all results be close itself in the other the researcher contrast were recommendations of the research is to use a single version of the standard errors formats (Sobel and Goodman and Aroian) to test the effect of mediating variables in the model, as the researcher found that the independent variable X (cultural condition of the man) affects the Y variable (violence against women) indirectly through mediation M_2variable (family) organization.

التنبؤ باستعمال نماذج الانحدار الذاتي العامة المشروطة بعدم تجانس التباين (GARCH) الموسمية مع تطبيق عملي == Forecasting The Use of Generalized Autoregressive Conditional Heteroscedastic Models (GARCH) Seasonality With Practical Application

Author name: بريدة برهان كاظم
Supervisor name: فارس طاھر حسن الكواز
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: مما لا شك فيه، تحظى نماذج GARCH) ) بالفاعلية والشعبية الكبيرة في نمذجة البيانات الاقتصادية والمالية، اذ تسمح للتباين المشروط بالتغير عبر الزمن، مما يجعلها اكثر واقعية في المجال الاقتصادي. وتتوفر ميزة اخرى مهمة في عالم الاقتصاد، ممثلة بالموسمية، الت | Un doubtedly , The GARCH model is very popular and effectiveness in economic and financial data , since it allows the conditional variance to vary over time , which makes them more realistic for the economic world. And there is another important characteristic in the economic world , Represented seasonality , that exist in high frequency data such as daily series , it can be seen in the real data of the exchange rate IQD/USD , Because there are seasonal conditional heteroscedasticity clearly shows in this data , Thereby are dealt with this type of data using Multiplicative seasonal generalized autoregressive conditional heteroscedastic models , Because it is proven effective to express their seasonal phenomenon on the contrary GARCH models which do not contain seasonal vehicle. hence the aim of the research reaching a better model represents the seasonal data with proof of the effectiveness of the seasonal model in preference to the usual model. it has been used to detect seasonal presence in the data first , after that was diagnosed a problem of heteroscedasticity passing through the phase estimation using the conditional maximum likelihood and assuming normal distribution of errors , then determine the appropriate rank of the model using a number of special criterian Represented each of the Akaike Information Criterion (AIC), Schwartz Information Criterion (SIC) , Hannan Quinn Information Criterion (H - Q), down to the stage to predict , using two method to predict the first is the prediction in the sample , which objective was to infer the efficiency of the preferred model and the second way forecasting out of sample any prediction of future values.it is found through the application on the study data stages that the best model for predicting volatility is SGARCH (1,0)(1,0).

بناء انموذج محاكاة لايجاد معولية منظومة قدرة كهربائية == Building A Simulation Model To Find The Reliability of Electrical Power System

Author name: بروين ايشا كيوركيس
Supervisor name: خالد ضاري عباس الطائي
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: بعد التطور الكبير الذي حصل في مجال الحاسبات والاهتمام المتزايد باسلوب المحاكاة ومن خلال دراستنا وبحثنا في اساليب وطرائق بحوث العمليات كان الزاما علينا دراسة وتطبيق احدا اساليب بحوث العمليات المعروفة والتي نشعر بان لها فائدة عظيمة في خدمة قطاعات واسعة في ا | After the great development happened in computers field, the increasing interest in the simulation method, and through our study and research in methods and techniques of operations researches, it was necessary to study and apply one of the known operations researches methods, which we feel that it has a great benefit in serving many sectors in the society, and that is the simulation method.So we decided to merge between simulation and an other method which is not less important than it, which is Reliability.In the last years, the great and increasing interest in studying reliability method was due to the rapid technical development and using complex electronic systems, and relating between it and simulation method is an important thing, so we tried in this research to build a simulation model suitable for the system to measure its reliability and for two different study cases.The fist case is when it is possible to build a mathematical model (primary) for the system. Before starting with forming of reliability system, we must first specify the type of the system that we are going to work on. We chose surplus system to be our study system, because of its capability to provide many choices, in addition to that it permits increasing the reliability spite of external environmental pressures. Because of our many objectives that we wish to achieve in this stage of increasing the reliability, reducing the total cost and total weight of the designed system, we used multi - objective models. And for achieving desired objectives, we formed the model as a case of programming of nonlinear mixed integer numbers. After we had built the mathematical model for the system, we have now a model with three objective functions (reliability - cost - weight) and one condition of size. But when these objectives became unclear in their objective nature, it is possible to reform the case within the fuzzy theory, so we have in this case a reliability system with fuzzy objectives. To solve models like this, it had been made a computer program with Q - Basic language to find the results using FAGP and FNLP methods with the assistance of Monte - Carlo simulation method to find the perfect reliability for the surplus system.As for the second case when it is impossible to build a pre - model for the system, and this is what happens when we have a complex systems and nets, in which the normal methods becomes useless for the total reliability of the system, so we use the simulation method (flow method) and in a direct way to find the reliability.The flow method is applied to Al - Quds electric power distribution station, in which it had been made a computer program with Q - Basic language to find the total reliability for the station and lost power in the year, in addition to determine the number of breakdowns in the specified period, and we tried using simulation to improve the reliability of the station by adding a spare parts

معولية الانظمة الكبيرة القابلة للتصليح مع تطبيق عملي

Author name: براق صبحي كامل
Supervisor name: لميعة باقر جواد الجواد
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: ان المعولية - كما هو معروف - موضوع واسع، بحيث لن يكون بالامكان تناول جميع طرائقه في رسالة واحدة. لذلك تم التركيز في هذه الرسالة على حساب المعولية للانظمة القابلة للتصليح باستخدام طريقتين، الطريقة الاولى هي اسلوب ماركوف بعد تحديد الحالات الانتقالية ومعدلا

استخدام التحليل البيزي لنموذج انحدار خطي بسيط باستخدام اسلوب المحاكاة == The Bayes Analysis In The Model Simple Linear Regression Using Simulation

Author name: ايناس عبد الحافظ محمد
Supervisor name: محمد صادق عبد الرزاق الدوري
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تبقى عملية التقدير لمعلمات انموذج الانحدار من الموضوعات المهمة على الرغم من كثرة ما كتب عنها من خلال البحوث والدراسات التي تختلف باختلاف الاساليب المتبعة في عملية التقدير سواء كان هذا الاسلوب تقليديا او بيزيا.الغرض من هذه الدراسة هو توظيف معلومات مسبقة | The process of estimating the parameters of regression, is still one of importent Subject despite of large number of papers and studies written in this subject, these studies are differ in techniques followed in the process of estimation if this techniques classic or Bayesian. The purpose of this study to prior information about the parameters was applied which estimated according to Bayesian theory which represented by Gamma distribution with one parameter in the estimating process and for varies simple sizes then making a comparison between estimation techniques represented by (OLS) method and Bayesian techniques by providing the distribution and all techniques which deals with derivatives process to obtain the Bayesian estimation. By using the simulation technique, results has been obtained to provide the researcher the image to clarify the best method in estimation technique

استعمال الخوارزمية المهجنة انجل في حل نماذج حقيبة الظهر في الشركة العامة للسكك الحديد == Using Hybrid Algorithm Angel To Solving The Models of Knapsack P In The General Company For Railways

Author name: ايمان حسن هادي الزبيدي
Supervisor name: عدنان شمخي جابر
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعد مسالة حقيبة الظهر (Knapsack problem) من مسائل الامثلية المركبة (COP) (مسائل تمتلك كما هائلا من الحلول البديله) ,ولما لها من اهمية من جميع الجوانب فيما يتعلق بخاصية الاستغلال الامثل للعناصر المحمولة بها ,اذ تم في هذا البحث دراسة مسالة حقيبة الظهر من | The problem of Knapsack (Knapsack problem) of the fitness problem composite (COP) (problem possess a tremendous amount of alternative solutions), and because of their importance in all aspects with regard to feature the best use of phones out of the elements, as it has been in this research study the issue of Knapsack in terms of models and methods and their applications to solve their importance and their uses in the broad economic aspects of being a help to maximize returns through optimal choice for portable goods that achieve the highest possible profit. As the issue and Knapsack (KP) belong to the complexity of the problem of the type (NP - - Complete) and does not possess the polynomial time algorithm was used meta heuristic algorithm solution because these algorithms possess speed of implementation and also the ability to access good solutions in a reasonable time, as was the use of hybrid algorithm (ANGEL) consisting of three meta heuristic algorithms to resolve the matter (optimize ant colonies algorithm (ACO) local search procedure (LS) and the genetic algorithm (GA)). The first stage is the use of ant colonies optimization in building a set of solutions and then improves them through local search and then using genetic algorithm considering society resulting from the previous stage is the first community of genetic algorithm. Hybrid algorithm proved (ANGEL) speed and proficiency in access to good solutions when compared with Simulated Annealing algorithm (Simulated Annealing) genetic algorithm (Genetic Algorithm) after solving (10) problems randomly generated test different sizes (50 - 1000) and the average earnings when using hybrid algorithm (ANGEL) (23878.6) while Simulated Annealing algorithm (Simulated Annealing) (1603.257) genetic algorithm (Genetic Algorithm) (15555.64), The average time spent for hybrid algorithm (ANGEL) (726.908) seconds, while the time it takes to both algorithm (Simulated Annealing algorithm and genetic algorithm) respectively is (21953.25) (39432) again, and the results were also compared with a hybrid algorithm of conventional roads branching algorithm and seized (Branch and Bound) in terms of the time it takes to reach an optimal solution, where the average time year hybrid algorithm (ANGEL) (726.908) seconds while branching and selection algorithm (23582.98) again and finally use issue in maximizing the proceeds of public company To Iraqi railways amounted to gross profit (31,193,349).

مقارنة بين اختبار (Gold feld Quandt) الحصين مع اختبارات اخرى للكشف عن عدم تجانس التباين بوجود القيم الشاذة == A Comparison of The Test (Gold Feld Quandt) Modified With Other Tests To Detection The Presence of Heterogeneity of Variance of Outliers Values

Author name: ايلاف بهاء علوان
Supervisor name: محمود مهدي حسن البياتي
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: ان مشكلة عدم تجانس التباينات في حالة وجود القيم الشاذة لها جانبان الاول : هو كيفية تعامل الاختبارات مع مشكلة عدم تجانس التباينات في حالة وجود القيم الشاذة بالنسبة لانموذج الانحدار الخطي المتعدد حيث نلاحظ ان الاختبارات الاعتيادية (الكلاسيكية ) تعاني من مشا | The problem heterogeneity in the case of the presence of outlier values has two important sides. The first is how to handle the test, which have the problem of lack of heterogeneity in the case of outlier values for the multivariate linear regression model where we notice that the usual tests (the classical) have the problems in the results, and the results obtained will be inaccurate and misleading. Therefore, these will be unreliable results, so it is necessary to use other tests to substitute the regular tests, they will work in the same way of normal teste in the absence of the problem of heterogeneity and they are called robust tests. These tests are Modified GoldfieldQuant, Modified Bayes, and Modified levene. Different percentages of data were cut which are (10% , 25% , 40%) assuming normal distribution of data. A comparison was made of the mentioned tests by using soft ware power of the test of Monte Carlo Simalation then detect the best test by force standard where Bayes robust was the best test for detecting the problem of heterogeneity in the presence of outlier valuesand gave reliable results. In the second side, Box plot was used for the detection of outlier values in real data. As for the practical side, data from the agriculture and cultivation of planning and follow - up / meteorological center were collected and used in this study on the four variables for the year 2013 - 2014 and the variables are : Raining rate (y).Air pressure (x_1).Temperature rate (x_2).Humidity rate (x_3).

تصميم نظام رياضي ديناميكي لا خطي باستخدام الشبكات العصبية (NARMAX) لاغراض تحليلية وتنبؤية لنشاط المبيعات في شركة كهرباء بغداد == Designing A Non - Linear Mathematical Dynamic System By Using The Neural Network (NARMAX) For Analyzing And Forecasting For The Sales Activity In Baghdad Electricity Company

Author name: ايفان علاء ناظم الشيخلي
Supervisor name: محمد علي الكيلاني
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: استخدمت نماذج الشبكات العصبية الاصطناعية ((Artificial Neural Network Models )) لنمذجة نظام رياضي ديناميكي لا خطي متكامل يعكس الواقع العملي لنشاط المبيعات والذي يتضمن عمليات التحليل والتقييم والتحكم والتنبؤ بالطاقة المستلمة والطاقة المباعة والنقد المستل | The Artificial Neural Network Models has been used to model a perfect non - linear mathematical dynamic system which reflects the practical state of affairs for the sales activity which includes analyzing, appreciationon, controlling and prediction for the received power, sold power and the received cash of money for the sales activity in the Company of Baghdad Electricity Distribution.

الطرائق البيزية والتقليدية في تقدير معلمات بعض نماذج بواسون غير المتجانسة مع تطبيق عملي : بحث مقارن == Bayesian And Ordinary Methods For Estimating Parameters of Some Non - Homogeneous Poisson Models With Practical Application Comparative Research

Author name: ايات صادق جعفر
Supervisor name: ايمان حسن احمد
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعد عمليات بواسون غير المتجانسة احدى الموضوعات الاحصائية التي اصبح لها اهمية في جميع العلوم ولها تطبيقات واسعة في مختلف المجالات كنظرية صفوف الانتظار والانظمة القابلة للاصلاح وانظمة الحاسوب والاتصالات ونظرية المعولية وغيرها، كما تستعمل عمليات بواسون غير | The Non - Homogeneous Poisson process considered one of the statistical subjects which had an importance in other sciences and had a large application in different areas as the theory of waiting raws rectifiable systems, computer and communication systems and the theory of reliability and many other, also it used in modeling the phenomenon that occurred by unfixed way over time (all events that changed by time).This thesis deals with some of the basic concepts that are related to the Non - Homogeneous Poisson process, also this research mentioned two models of the Non - Homogeneous Poisson process which are the power law model , and Musa - okumto , also many different methods have been used in the estimating the parameters of the model , of which the classic methods would be used , maximum likelihood method and moment meethod to estimate the parameters of power law and Musa - Okumoto model , in addition to that the use of Bayesian method in the estimation of the parameters of the two models which are used in this research , in order to find the best way in the estimation , we referring to simulation manner in which we tested four size of samples ( 25, 50 , 75, 100) to illustrate the effect of changes in samples volume on parameters estimation , and for the sake of making a comparison between the used methods in estimation depend on the mean square error , and according to this results the maximum likelihood method is found to be the best and efficient way in estimation in which it gave the less mean square error, in addition to the models parameters by using this method was very close from the initial value that have been assumed to theparameters while the Bayesian method comes secondly in estimation Also this thesis included practical application dealing with the phenomena of earthquakes in Kirkuk province of which the time average was estimated by using maximum likelihood method and the Bayesian.

مقارنة طرائق تقدير معلمات ودالة معولية توزيع كاما ذي المعلمتين في حالة البيانات المفقودة باستخدام المحاكاة == Comparing The Estimation Methods of The Parameters And The Reliability Function For The Two Parameters Gamma Distribution In Case of Missing Data By Using Simulation

Author name: اوات سردار وادي
Supervisor name: ظافر حسين رشيد النجار
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: ان اغلب طرائق التقدير الاحصائية تفترض توفر بيانات تامة المشاهدات للعينات المدروسة، وقد بنيت جميع الطرائق على هذا الاساس. ولكن في الكثير من الظواهر الطبيعية، والاقتصادية، والاجتماعية وغيرها تتعرض جزء من بيانات هذه الظواهر الى الفقدان وتختلف اسباب الفقدان ف | Most of the statistical estimation methods depend on the availability of the complete data of the observations of the samples under study. All the statistical methods are based on this basis. However, part of the data of most of the natural, economic and social phenomena is prone to be missed for several reasons. The missing of the data may happen intentionally because of the high costs, risks or the lack of capabilities or unintentionally because of the failure of the recorders, the lack of the necessary requirements of production, the natural disasters, wars etc. Regardless of the various reasons, the incomplete data gives arise to a complex problem, which must be resolved by using statistical methods that deal with the incomplete data.In most cases, the failure times data of the individual component in the system has missing observations. Most of the reasons of having missing data go back to the meter, which registers the failure times of the whole system instead of a single component. Furthermore, the maintenance employees and the operators, who register the data, are responsible for maintaining the systems or the engines which fail to operate; they are not responsible for registering the data. Hence, it is not possible to have a convenient distribution of failure times because of the missing data of the individual component during the registration and because the available data represent the whole number of the failure times and the accumulative number of the operating. Consequently, the familiar methods of estimation are inconvenient. Therefore, some researchers derive and develop certain methods to estimate the parameters and Reliability Function using this kind of non - standard data for the various distributions of failure times.The research studies the Two Parameters Gamma Distribution, which is considered one of the most important, applicable and widely used distributions in the reliability realm and Survival Theory. It is mostly used as a model to distribute the failure times of the electrical, mechanical and electromechanical systems. The estimation of the parameters and the Reliability Function of this distribution in case of missing data has been made by using two important methods : the Maximum Likelihood Method and the Shrinkage Method. The former one consists of three methods to solve the MLE non - linear equation by which the estimators of the maximum likelihood can be obtained : Newton - Raphson, Thom and Sinha methods. Thom and Sinha methods are developed by the researcher to be suitable in case of missing data. Furthermore, the Bowman, Shenton and Lam Method, which depends on the Three Parameters Gamma Distribution to get the maximum likelihood estimators, has been developed. A comparison has been made between the methods in the experimental aspect to find the best method through simulation by using the Monte Carlo Method. Several experimentations have been made by using two of the important statistical measures : Mean Square Error (MSE) and Mean Absolute Proportional Error (MAPE). Generally, the developed Thom Method is found to be the best one for the Reliability Function estimation because it has the minimum Integral Mean Square Error (IMSE) and the minimum Integral Mean Absolute Percentage Error (IMAPE) in comparison with the other methods.

الخوارزمية الجينية في السيطرة على الخزين الانتاجي المتعدد : بحث تطبيقي == Genetic Algorithm For Controlling Multi - Production Inventory (Applied Research)

Author name: الاء حكمة عبد الستار البياتي
Supervisor name: عبد المنعم كاظم حمادي الشكري
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تضمن هذا البحث حل لمشكلة السيطرة على الخزين الانتاجي المتعدد اعتمادا على نماذج الخزين المحددة للمنشات الانتاجية في حالة وجود وعدم وجود عجز لبعض منتجات شركة مصافي الوسط الاكثر طلبا في اسواقنا المحلية، اذ تم اختيار سبع مواد للدراسة وهي (البنزين، النفط الا | This research dealt with solving the problem of control of inventories multi - productive based on determenestic inventeries models for production institutions with and without shortage for the most requested productions in our local markets for Midland Refineries Company, such that seven materials have been selected of the study, namely, (Benzene, White Oil, Jet Fuel, Gas Oil, Grease, Oxidized Asphalt and Liquid Gas).Firstly the traditional methods have been applied in extraction the optimal economic quantities and the total cost of the inventoies, for the purpose of improving the results, the genetic algorithm has been used on the results obtained from traditional methods, which is one of artificial intelligence algorithms that rely on the mechanism of random search and selection of the science of natural genetics. Roulette wheel selection has been used as a method to select a set of chromosomes and one crossover point to generate new society, and the mutation has been applied by change only one bit from any chromosome gas been selected randomlly to increase diversity in the new society and try to solve the optimization solution according to the value of the fitness function. The results of applying traditional methods in inventories models showed shortage cases in production relative to demand for materials (Benzene, White Oil, Jet Fuel, Gas Oil, Grease, Oxidized Asphalt and Liquid Gas) proportion rates ranging between (194.63% - 722.46%) and an increase in production up to 98% in Oxidized Asphalt material.The use of genetic algorithm led to reduce the shortage in production relative to demand for Benzene, White Oil, Jet Fuel, Gas Oil and Liquid Gas at proportion rates ranging between (21.64% - 75.92%). Also the results showed that the use of genetic algorithm contributed to cover the shortage in production as compared with the traditional methods at change rates (14.01% - 28.61%) for Benzene material, (13%) for Jet Fuel material and (23%) for Liquid Gas material. The results of genetic algorithm improved the results of the traditional methods for Benzene, White Oil, Jet Fuel, Gas Oil, Grease, Oxidized Asphalt and Liquid Gas materials at rates ranging between (12.98% - 42.66%). And finally the use of genetic algorithm reduced the total cost of the inventories of all the company's products at rate 26.15%.This thesis contained four chapters : the first chapter includes : introduction, the goal of the research, the research problem and refrence review. The second chapter includes : the theoretical side distributed over two sections first topic the basic concepts of the system of inventories; the second section includes an explanation of the style of a genetic algorithm and method of implementation. Third chapter includes : the practical side (display data that has been assessed from Midland Refineries Company distributed throughout the whole year, extract the optimal economic quantities by traditional methods and improve them by using the genetic algorithm, interpretation and analysis of the results obtained). Fourth Chapter includes : the most important conclusions of the researcher and her recommendations for future studies.

بناء توزيع احتمالي لوقت الفشل المستغرق باستعمال تحويل انتروبي لتوزيع Burr Type - XII == Building Probabilistic Distribution of The Failure Time Spent Using Entropy Transformation

Author name: اسيل نوري صالح
Supervisor name: اسماء غالب جابر الراوي
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: The research aims to find a probability distribution for the times of failure through function Entropy transformation using function reliability and cumulative distribution function, and after test data and found it follows the distribution of Burr TypeXII and experiencing volatility, were derived formula probability distribution of the new transfer application Entropy the probability distribution continuous Burr Type - XII and tested a new function and have found it to function probability Were derived SMA have found function probabilistic aggregate in order to adopt to generate data for the purpose of implementation of simulation experiments and research aims to compare estimate parameters probability distribution that has been extracted from the distribution formula using the methods of estimating possible Azam and the way White and estimation method proposed (appreciation mixed) and compare their adoption Metrology statistical mean square error and mean absolute error , has been using simulation for comparison between preference estimators and sizes different samples was conducted practical application to data from the General Company for electrical Industries was selected sample size (67) include electric motors until get failure in this setups.

اسقاطات السكان والقوى العاملة في محافظة نينوى للفترة (1997 - 2027) حسـب التعداد العام للسكان عام 1997 == The Population And Labor Force Projection of Ninawa For The Period (1997 - 2027)

Author name: اسيل محمود شاكر السهيل
Supervisor name: بشرى علي يعقوب الجعفري
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: لقد اتجه اهتمام المفكرين والعلماء منذ عقد الثمانينات او حواليه لينصب على قضايا التشغيل ودخل الاسرة والاستهلاك، وفي ذلك دعوة واضحة للتركيز على المدخل الاجتماعي في عملية التخطيط للتنمية وعلى جانب العرض في عملية تخطيط القوى العاملة باعتبار ان هذا الجانب يشكل | In the eighties, scientists and thinkers concerned in family income, job issues, and consumption.This concern directs the attention towards the importance of social field in the development plan, and towards offer field in labor force design which is a case needs a special concern by itself since it requires the exploitation of all of the existing economical abilities to offer jobs and to manage the perfect use of national employment.The main basics of social and economical development plan are the analysis of humanity resources, the study of supply and demand field in size and structure for the available labor force in a certain country, and the predication of labor force according to the economical activities and occupation in the future.Hence, this study aims to estimate the numbers of future labor force in Nainawa governorate for the period (1997 - 2027) according to the census of (1997) which is considered as a basic year in building a future data base that depends upon true scientific facts.The aim of this study requires the estimation of the averages of economical activity for (1992) using Linear Extrapolation Method and Indirect Extrapolation Method redaction by Durand Coefficient to estimate the average of economical activity for the period (2002 - 2027).The number of people was projected by using Component Method which requires hypothesizing people variables including fertility, mortality and migration.The first step to reach the aim of this study is evaluating and adjusting the faults of data in age and qualitative structure in Nainawa governorate by using United Nation Secretariat Standard and Reduction of Effects of Age Heaping Method using unfamiliar age groups for evaluating and adjusting

مقارنة بين طريقتي SIMEX وLLS لتقدير دالة الانحدار اللامعلمية باستخدام المحاكاة == Comparison Between SIMEX & LLS Methods To Estimation Nonparametric Regression Function Using Simulation

Author name: اسراء سعدون علوان
Supervisor name: دجلة ابراهيم مهدي العزاوي | نذير عباس الشمري
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: لقد كان من ثمار الانتشار الكبير للحاسوب الالكتروني ولا سيما في العقدين الاخيرين شيوع استخدام الاساليب البيانية في المجالات شتى, ويستعرض هذا البحث اسلوب بياني في التقدير الاحصائي يدعى بتقديرSIMEX باستخدام اسلوب kernel.وتعنــي SIMEX (Simulation - Extrapol | One of the products of large using of computers specially in the last two century is the large using of graphic method in every field, this study consider one of the graphic method in statistical estimation called SIMEX (Simulation - Extrapolation) by using kernel method.With any regression model, three steps then fine the SIMEX estimator : (a) select a finite set of ?’s such as ?={0,0.5,1.0,1.5,2.0} and compute ;(b)fined the average ;(c)extrapolate this estimator back to ?= - 1 ,resulting ,using simulation we compare between SIMEX and LLS (Local linear smoother).And from the simulation’s results we found that the best method is SIMEX when (n<60) specially with Epanchnicov function.

مقارنة مقدرات بيز القياسية لمعلمة توزيع باريتو باستعمال دوال خسارة مختلفة == A Comparison of Standard Bayes Estimators For Parameter of Paretodistribution Using Different Loss Function

Author name: اخلاص علي حمودي الحديثي
Supervisor name: صباح هادي عبود الجاسم
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: في هذا البحث تم دراسة مقدرات بيز القياسية لمعلمة توزيع باريتو لاربعة دوال خسارة هي : 1. دالة الخسارة التربيعية Squared Error Loss Function 2. دالة الخسارة التربيعية المعدلة Modified Squared Error Loss Function 3. دالة الخسارة الاسية الخطية Linerar E | In this research was studied the standard Bayes estimators for parameter of Pareto Distribution for the following four loss function : 1 - Squared Error Loss Function. 2 - Modified Squared Error Loss Function. 3 - Linear Exponential Loss Function. 4 - Modified Exponential Loss Function. In the theoretical part of this research was derived two standard Bayes Estimators for the second and the third function As for the standard Bayes estimators for the first and the fourth function it were available in the research on the subject. In the experimental part in this research A simulation approach By Monte - Carlo method is used to comparisons between preference of the fourth estimators for parameter of Pareto Distribution taking in to consideration the two statistical indicators Mean Squared error (MSE) and Mean Absolute percentage error (MAPE) for different samples sizes and under certain conditions demonstrated preference of standard Bayes estimator for each function of these functions also was the verification of the theoretical part on the research in experimental and under certain condition of two standard Bayes estimators for the squared error loss function and Modified linear exponential loss function

طرائق تقدير دالة المخاطرة لتوزيع Quasi Lindely : بحث مقارن مع تطبيق عملي == Comparison of Some Methods For Estimation of Hazard Function of Distribution Quasi Lindley With Application

Author name: احمد علوان صالح
Supervisor name: صباح هادي عبود الجاسم
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: ان البحوث المتعلقة بامراض الاطفال ومنها امراض الدم تكتسب اهمية بالغة لما تسببه هذه الامراض من زيادة في نسب الوفيات بين الاطفال مما يؤثر سلبا في نمو المجتمعات لان هذه الامراض تستهدف قاعدتها الاساسية والمتمثلة بالطفولة. من المعلوم ان التوزيعات الاحتمالية | The researches on the diseases, including children and the blood diseases is of paramount importance to what caused these diseases from an increase in mortality rates among children, which negatively affects the growth of the communities, because these diseases targeted base of basic and childhood.It is known that the probability distributions is the statistical tool that deal with times of life for patients with diseases that cause of death, and that the issue of determining the statistical distribution of the most flexible in the good compatibility with the data on life times of of people affect the accuracy of the results and specifically estimates for both parameters or a Hazard function , which provides hospital and its staff of doctors, nurses, research centers , important evidence in the medical analysis of these diseases in order to develop methods of treatment and related drugs and medical devices to other medical supplies.In this research was study the of blood leukemia disease problem in the children what caused the disease in the increase in the number of deaths for children with this disease.In this research , review the distribution of properties (Quasi Lindely - QL - ) for the proper matching the practical side data and estimate a risk function using five methods to estimate Maximum Likelihood Method , method of moments, method of L - moment Method of Percentiles Estimators and Standard Bayes Method using Squared Error Loss Function and Logarithmic Loss Function and joint prior distribution noninformative prior using (Jeffrey's formula) also used the method of Lindley Approximation to solving integrals resulting from the use Bayes way to estimate the Hazard function for this distribution.In order to find the best methods of judgment for the purpose of use in the practical side in this research were employed style simulation way (Monte Carlo) and using the Mean squared error (MSE) and the Integral. Mean square Error (IMSE) in order to compare the efficiency of the estimators to function risk was reached through implementation of simulation experiments that Bayes estimator to a Hazard function of distribution (QL) using a logarithmic function loss is the most efficient for small and medium volumes of samples while Maximum Likelihood Method and Method of Percentiles Estimators are better for large samples and at the same efficiency.Finally, in the practical side was used a sample size of data (n = 42) of the children of the deceased because of the disease leukemia blood have been employed estimator Bayes using to estimate the Hazard function loss logarithmic function to these patients. The results showed that the Hazard function of death among children in Iraq function values because of this disease are higher values than necessary health institution looks at this phenomenon and develop sophisticated prevention and treatment and to provide various medical supplies to minimize the seriousness of this disease, which leads to the depletion of human and financial resources, which negatively affects the process of progress of society as well as scientific methods should health institutions raise community awareness of the reasons this the disease for the purpose of avoiding these reasons and by employing various media, particularly newsletters that you know the reasons of the disease and treatment modalities.

استخدام نماذج القياس الاقتصادي في نظرية الالعاب لتحديد سياسات تعظيم الارباح لشركتي بيبسي كولا وكوكا كولا في محافظة بغداد == Use of Models of Econometrics In Game Theory In Determining The Policies To Maximize Profits For The Pepsi Cola And Coca - Cola In The Province of Baghdad

Author name: احمد عبد العزيز سوادي
Supervisor name: لميعة باقر جواد الجواد
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: نظرا لاهمية نظرية الالعاب وخاصة نظريات احتكار القلة في دراسة واقع التنافس بين الشركات او الحكومات وغيرها، قام الباحث بربط القياس الاقتصادي بهذه النظريات لتشمل كافة السياسات المتعددة المستعملة من تلك الشركات بعد ان كانت تعتمد على الكمية والسعر فقط وتم تطب | Due to the importance of the theory of games especially theories of oligopoly in the study of the reality of competition aming companies or governments and others the researcher linked theories of oligopoly to Econometrics to include all the policies used by companies after these theories were based on price and quantity only the researcher applied these theories to data taken from Pepsi Cola and Coca - Cola In Baghdad Steps of the solution where stated for the models proposed and solutions where found to be balance points is for the two companies according to the principle of Nash.The theory of Cournot is based on the assumption that the total amount sold is fixed and is shared among the parties of monopoly (Companies). Aggregate supply is supposed to be determined and the price is set and supply meets demand. It also assumes that the relationship between price and quantity is linear : Quantity is inversely proportional to the price. the researcher has developed a proposed model for the expansion of the model to include all the policies used by oligopoly companies such as advertising and others.The model of von Staklberg is applied when there is a market leader and the rest of the companies are subsidiaries It takes the same relationship between price and quantity in the theory of Cournot that is the second company determines. the quantity that it wants to produce which will be restricted to the first company. This will be the first company the leader, and the second company to be its subsidiary. The researcher also to included all the policies used by oligopoly companies after linking the model to theories of econometrics.The Bertrand model depends mainly on determining the prices not quantities, as in the models of Cournot and von Staklberg. It is supposed that the price of competing companies in some way affects the price of a single company. The researcher also included all the policies used by oligopoly companies after the model was based on the price, quantity and sale price of the competing company only by linking the model to theories of econometrics

استعمال انموذج تجميعي عام لمعلمات الشكل والموقع والقياس في بناء منحنى نمو معياري للاطفال في العراق == Using Generalized Additive Models For Location Scale And Shape To Construct Standardized Growth Curve For Iraq Children

Author name: احمد شهاب احمد
Supervisor name: خلود يوسف خمو
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: تعد منحنيات النمو المعيارية اداة مهمة في تقييم سلوك النمو البشري خاصة في السنوات المبكرة من عمر الطفل، ويجب ان تبنى بشكل يلبي الهدف منها، وهو تحديد الكيفية التي يجب ان ينمو بها الطفل اذ ان اي انحراف للقياسات البشرية للطفل عن مسار منحنيات النمو نحو الادنى | The growth curves standard is an important tool in the evaluation of the behavior of human growth, especially in the early years of the child's age, and must built to meet the goal of which, Determine how the child must should grow, because any deviation of anthropometric for the child from the path of growth curves towards the minimum or Top necessitates a review of health centers interested in child care because of this change in the behavior of growth is an indication of the possibility of a health problem for the child have a far - reaching impact on his life, and also that the it reflect the level of the general welfare of the community posed as a result of human needs nutrition, health and development of this society, and all the developed countries of the world has its own growth curves commensurate with the ethnic diversity and its population, and Iraq , similar to these countries need independent growth curves achieve their desired purpose and it puts a step in the path of these countries. This was the goal of research is building growth curves standard for the children of Iraq under sixth to indicator of weight, height and body mass index against age to each sex in order to take advantage of child - care institutions and adopt them to assess the growth path of the child right in the most important stages of the growth of an early childhood. The growth curves consists of percentiles line called (Centiles) reflect different levels of growth represent the behavior of a specific and accurate so they need to statistical methods and data in order to achieve this requirement , so it was chosen as a model statistical claims GAMLSS from a wide range of statistical methods characterized by the allowed a wide group of distributions treated skew and kurtosis of growth data, in addition to the flexible methods of smoothing Treat the unstationary in the data, it based on building a model special for each standard growth using criteria to choose as the first step by choosing the appropriate distribution of the data to impose the parameters represent a nonparametric smooth functions of independent variable often takes age, the second step is to choose the appropriate degree of smoothing to this functions.That the building of growth curves based on a sample taken from MICS4 from the survey of children under the age of six who are subject matter and carried out by the Central Statistics organization in 2011, and after processing the data removed cases of children who were exposed to health conditions or nutritional possible affect the potential genetic growth Physiological and thus give wrong

المقارنة بين بعض طرائق تقدير انموذج انحدار اللوجستك والطرائـق الحصـينـة للتجارب الحياتية ذات الاستجابة الثنائية باستخدام اسلوب المحاكاة == Al - Comparison Between Some Estimated Methods of Logistic Regression Models And Robust Methods For The Bioassays of The Quantal Response By Using Simulation Procedure

Author name: احمد ذياب احمد العزاوي
Supervisor name: دجلة ابراهيم مهدي العزاوي
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: الحمد لله والصلاة والسلام على رسول الله سيدنا محمد (صلى الله عليه وسلم) وعلى اله وصحبه وسلم اما بعد... تناول البحث استخدام انموذج انحدار اللوجستك في التجارب الحياتية باعتباره موضوعا على قدر من الاهمية , وان هناك شروط يجب ان تتوفر لغرض اجراء التحليل بال | This study deals with using the logistic regression model in the bioassay which is considered an important topic and there must be assumption which should be satisfied in order to carry out analysis in the classical methods ( Weighted least squares method and Maximum likelihood method ) as success normal distribution assumption for errors , when one assumption of normal distribution is fail or outlier in data this lead to taking the fail decision concerning the problem needed so be studied.Here lies the importance of applying robust methods (M method and R method ) in the bioassay of the quantal response because the Robust estimated has little response and little effects of outlier.To state the contents of this thesis it was divided into four chapters. The first chapter included the introduction and the aim of this research work. The second chapter included the theoretical part where we stated the estimated methods for the logistic regression model and the Robust methods. The third chapter went through the practical part of this research work. Finally Chapter four went through the conclusions and recommendations of this research work. As well as the future studies, which have been proposed regarding this research. of the most important results the study reached is the efficient M method and R1 method for two robust in estimator the parameters dose model of the quantal response

اختبارات التكامل الكسري في نماذج ARIMA == Tests of Fractional Integration In Models ARIMA

Author name: احلام حنش كاطع
Supervisor name: لميعة باقر جواد الجواد
General topic: Administration and Economics
Specific topic: Statistics
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: توجد انواع من العمليات العشوائية المستقرة لا نستطيع ان نعدها كنماذج من الاوساط المتحركة او الانحدار الذاتي اذ انها تحتوي عل خصائص هذين النوعين (انحدار ذاتي - اوساط متحركة) فمثل هــذه العمليات تسمـى بالنماذج المختلطة ويرمز لها بـ (ARMA(p, q)) ولكي تتوفر ال | There are many types of stationary stochastic processes that can’t be considered as models of moving average or autoregressive, because they have the characteristics of these two kinds : (Autoregressive - Moving average). These processes are called mixed models and referred to as (ARMA (p, q)). In order that these models have the stability, the roots of equation must equal zero , outside the unit circle and also for the Inevitability, the roots of equation must equal zero , outside the unit circle. These models may be non - stationary in themselves but they will be stationary after many transformations or differences, so the models which explains this process will be different from the original, because it must contain those differences that have been done on the original models. These stationary models are called ARIMA, and the differences may be inter numbers or fractional numbers, then, the differences will be fractional numbers ranged between [0.5 , - 0.5] , and the model is called ARFIMA or what is called as fractional integration, and (d) represents the parameter of the fractional differences. In this study, three methods have been applied to test the non stationary models of the fractional integration (ARFIMA). One of the common test used is that which is based on the periodogram regression suggested by GPH, whereas LO suggests another test modified from the classical test which is known as modified rescaled range (MRR). A third test has been presented which adopts the idea of lagrang multiple which is known as : (LM). These tests have been applied in four models; AR, MA, ARCH and ARFIMA. The way of simulation and building programs using Visual basic (V. B) has been employed the percentages of the times of rejection have been gained out of 1000 frequencies for each method of the test, for each parameter and for more then one sample. The fractional integration parameter of the first test GPH has been compared with table (t), because variance is unknown, as to the second test MRR, the value (R/S) is compared with table LO, the third test LM is compared with table Z.

استخدام البرمجة الديناميكية في ايجاد الاحتمالات الانتقالية للحمض النووي DNA مع تطبيق عملي على البشر والجرذان

Author name: ابراهيم زغيتون جلوب الدليمي
Supervisor name: ضوية سلمان حسن الجنابي
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: في هذه الرسالة تم استخدام اساليب رياضية واحصائية هي على وجه الخصوص البرمجة الديناميكية وسلاسل ماركوف المخفية وطريقة الامكان الاعظم في التقدير لغرض تحليل السلسلة الجينية لهرمون الانسولين لكل من الانسان والجرذ حيث تم حساب الاحتمالات الانتقالية من الرتب العل

استعمال البرمجة الديناميكية والشبكات العصبية لايجاد الخزين الامثل لمخازن الشركة العامة للزيوت النباتية == The Use of Dynamic Programming And Neural Network To Find The Optimal Stockpiling Stores General Company For Vegetable Oils

Author name: افاق عبد الرهيب حسين محمود
Supervisor name: فاتن فاروق صالح البدري
General topic: Administration and Economics
Specific topic: Operations Research
Degree: Master
University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language: Arabic
University location: Baghdad
First pages:
Abstract: The purpose from this research to reduce the levels of inventories. in the problems of stockpiling the goals of finding the best level of stocks that are clear and accurate.We discussed this as it adopts a different input is first to focus on the style of dynamic programming in terms of properties and methods of calculations ,and method of solution using tables and the way down to find the optimal solution and for this style of algorithms. Second neural networks where this aspect to ensure a simplified study of the basic concepts of neural networks ,discussing the most important types of neural networks is the proliferation neural network and algorithms rear their own.As for the practical side, the data used are quarterly data for a period of three years (2006 - 2007 - 2008) As was initially resolved specimen using.the method of dynamic programming which were obtained on the size of inventories and return the accompanying.And in depended input dynamic programming and the results obtained by the application of dynamic programming style and application of neural networks based on the learning coefficients by trial and benefit from past experience has been obtained for less stocks possible. Down to the most important conclusions are : The decision dealt with the problem has many possibilities and where he can not resolve this problem by taking all the possibilities found style of dynamic programming to solve the problem. And the use of neural networks for stocks lower as possible
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