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Author name: لميعة باقر جواد الجواد

Supervisor name: عبد المجيد حمزة الناصر

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

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مقارنة بعض طرائق تقدير معلمات الانموذج المختلط من الرتبة الاولى باستخدام المحاكاة == Comparison Some Parameters Estimation Methods For Mixed Model of Low Order Using Simulation

Author name: لمياء محمد علي البدراني

Supervisor name: لميعة باقر جواد الجواد

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

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Abstract: يهدف البحث الى دراسة طرائق تقدير معلمات الانموذج المختلط (الانحدار الذاتي - الوسط المتحرك) (Stationary Autoregressive - Moving Average Model) المستقر من الرتبة الاولى ARMA(1,1) مع دراسة الحالات الخاصة له، وهي : ARMA(1,0), ARMA(0,1) دراسة نظرية وتجريبية با | This thesis aims to studying the parameters estimation methods of the stationary mixed model (autoregressive - moving average) of low order ARMA(1,1) with the special cases of it which are : ARMA(1,0) and ARMA(0,1) in regard to time domain analysis in univariate time series.Using Exact maximum likelihood estimation methods (EML) and the approximating methods : backforecasting (BF) and Conditional least square (CLS) beside Moment method (M.M) with suggested conditional method (SC) and alternative method for moment method of ARMA(0,1) model. Driven some estimators for some special model.A comparison is done among the different methods by using criteria : mean square error (MSE) , mean absolute percentage error (MAPE) and average absolute error (AAE) and using several simulation experiments ,and iterating each experiments(1000) times, The results it found that the (EML) is better and more efficient than others. From the more notice conclusions that the relation between the sign and moment estimator for ARMA(1,1) model that is : when the sign is positive means the root gives invertable model and when the sign is negative means the root gives invertable model. The thesis consisted of four chapters, The first chapter contained introduction and literature review. The second chapter discussed the deferent estimation methods, The third chapter contained the experimental part using simulation for different sample sizes of series. It had been arrived at some conclusions and recommendations were consisting the fourth chapter

ادارة المعرفة الشاملة واثرها في الفاعلية التنظيمية على وفق مدخل راس المال الفكري : دراسة ميدانية في وزارة الكهرباء == Comprehensive Knowledge Management And Its Impact On Organizational Effectiveness : Accordance To Intellectual Capital (Field Study In The Electrical Sector)

Author name: قيس حمد سلمان

Supervisor name: سعد علي حمود عباس العنزي

General topic: Administration and Economics

Specific topic: Business Administration

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Business Administration

Language: Arabic

University location: Baghdad

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Abstract: خلال العقد الاخير من القرن العشرين بعض المنظمات صنعت تاريخا بينما الاخرى اصبحت تاريخا، وذلك بسبب ان الاولى اهتمت بمواردها غير الملموسة، مثل، المعرفة وراس المال الفكري، بينما الثانية اهملتها واعتمدت فقط على الموارد الثابتة. ونظرا لاهمية الموارد غير الملموس | Over the last decade of twentieth century, some companies have made history, while others have became history. Because the first have given priorities to intangibles, like (Knowledge and Intellectual) and others had neglected it, depending on their existed resource only. For the importance of the intangible resources, organizations have created specific management units, called “Knowledge management” which give high attention to that resources. Environments is continually exceeding in complexity, in the same time technological development continuous and exceeding change, in addition to a crossing cultures, in such situation, knowledge management became unable to support organization knowledge needs because it take care in internal function and activities only, and ignore the outside environment. According to that environmental pressure and its threat, organizations should adapted, to do that organizations created comprehensive knowledge management (CKM) which cares about internal and external organizational environment in the same time. (CKM) is a hole philosophy which aimed to pursue and support intangibles and systemic knowledge, and in the same time give importance to intellectual capital (IC) which considered the main creator of knowledge. The (CKM) has four basic approaches : Internal efficiency approach, information systems approaches, personnel efficiency approach and (IC) approach. (IC) has been chosen as a moderate variable between the independent variable (CKM) and dependent variables (Organizational effectiveness).The research is divided in to two major parts : First side : Theoretical part which has shown in two chapters, the first one shows previous studies and the methodology of the research. The methodology contains research problem which summaries the necessity of the benefit that organizations can get from there intangible resources. Three major hypotheses have emerged from research problem, with many branch hypothesis have followed as follow : The second chapter was titled “the research theoretical, frame work, (CKM, IC, And organizational effectiveness). This chapter takes in details the meaning of (KNM) and the difference between it and the partial KM. the chapter in the same time shows its basic philosophy and explain its variables measure. There are high importance to (IC) especially about its meaning. Second side : practical side : In this side the research measured the hypothesis which depending on information had collected from electric sector by questionnaire, which was considered as a basic instrument to collect information. In addition the researcher used many others ways for this purpose, like interview and documents. Third chapter had describe and analyzed research variables according to sample response. The fourth chapter shown result analysis and hypothesis approval. The last part of this chapter explained the importance of the effective variables and its priorities. The fifth chapter was appalled for results, recommendations, and suggestions. The researcher used many statistical instruments to improve the right or wrong of hypothesis, the importance among them are : simple & multiple regression, Path analysis, factor analysis, Canonical correlations. The research has reached many results, the most important among them are mentioned below : A - all major and branch hypothesis have significant impact on organizational effectiveness and (IC).B - the impact of (CKM) on organization effectiveness accordance (IC) is more than the impact with out (IC).C - intangible resources have a high importance in increasing organizational effectiveness.D - Organizations which researched do not give suitable carefulness to their intangible resource.At the end the researcher give many recommendations : 1. Organizations should give large carefulness to knowledge because it is a power, otherwise its power will be usefulness.2. Organizations must established (CNM) which maintain knowledge and adapt (IC) according fixed technology.3. A high attention should be given to human capital as it is the most importance part in (IC).4. Organizations priorities should be listed according to their mission and strategies.5. Giving the structural capital and relation capital for purpose of (IC).6. Organizations must sharing in knowledge portfolio knowledge to success and servile.

تاثير العوامل التسويقية في راس مال الزبون بحث تحليليي في عينة من المصارف الحكومية في بغداد == The Effect of Marketing Factors On The Customer Capital - An Analytical Research On A Sample of Governmental Banks In Baghdad -

Author name: فرح هادي حسين النعيمي

Supervisor name: علي حسون فندي الطائي

General topic: Administration and Economics

Specific topic: General Administration

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics

Language: Arabic

University location: Baghdad

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Abstract: يهدف البحث الحالي الى التعرف على تاثير عدد من العوامل التسويقية (الانشطه التسويقية،حقوق ملكية الزبون،ومنافع العلاقة)، في راس مال الزبون, وتتجسد مشكلة البحث في الاجابة على التساؤلات الاتية : 1. ما تاثير العوامل التسويقية في راس مال الزبون؟2. ماالانشطة الت | The present research aims at identifying the effect of a number of marketing factors (the marketing activities, customer equity, and the relation benefits) on the customer capital. The research problem is embodied in answering the following questions : 1 - What is the effect of marketing factors on the customer capital? 2 - What are the marketing activities practiced by the bankers? 3 - What is the level of customer equity for bankers? 4 - What are the types of the relationship benefits gained by both banks customers? Research sample : To conduct the applied side of the research, (6) branches of Al - Rafidain Bank and (5) branches of Al - Rasheed Bank were selected, in addition to the Department of Banking Studies and Processes at the general management for each of the banks. The most important hypotheses of the research were as the following : 1 - There is an effect of the marketing factors on the customer capital. 2 - There is a correlation between the marketing factors and the customer capital. 3 - There are differences between both banks in the marketing activities, the customer equity, the relationship benefits and customer capital. Research Method : The descriptive analytical method was used to explain the effect of marketing factors on the customer capital. To achieve the research aims, a collection of instruments such as (questionnaire, personal interview, observation) was adopted. The most prominent results the research arrived at were : there was a significant effect of the marketing factors on the customer capital, there was a significant correlation between the marketing factors and the customer capital, and there were significant differences between both banks at the level of marketing activities, the customer equity, the relationship benefits and customer capital. The research came out with a group of recommendation, the most prominent of which were the necessity to establish behavioral databases for customers in order to benefit from in classifying the customers into groups according to the size of contributions for each group in profits achieved by both banks, and to establish centers of customer services at both banks branches.

توظيف نهج سطوح الاستجابات المتعددة المرتبطة في تصميم المعلمة الحصين مع تطبيقات عملية

Author name: فرح عصام حسن

Supervisor name: ابتسام مصطفى كمال

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

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Abstract: هذه الاطروحة كانت محاولة لايجاد اساليب كفوءة يتم فيها معالجة حالة الاستجابات المتعددة المرتبطة في تصميم المعلمة الحصين، بتعميم نهج سطوح الاستجابة وتوظيفه في خمسة اساليب مقترحة اخرى، في كل منها تم الاعتماد على دالة هدف مختلفة تعالج حالة معينة، والدوال المو | The purpose of this study was to find efficient techniques that extend the application of response surface methodology to the multiple robust parameter design, for cases in which multiple responses are correlated. The study recommends the use of five techniques, in each one a different function was employed. These functions are : 1. Squared loss function2. Principal component function3. Canonical correlation function4. Multiple correlation function5. Partial correlation function In the five suggested techniques the model of Quesada & Casteillo which is a generalization of Vining and Myres model for the one response case, was considered. The model was assumed to follow the assumptions of the seemingly unrelated regression equations system. And Zenller’s two stage technique was employed to estimate its parameters. The five suggested techniques were employed in five different experiments for different fields. Then the results were compared with the results of Quesada & Casteillo approach for multiple robust parameter design. The comparison was based on criteria of the average mean square error, which was the lowest at the most optimal solutions produced from the suggested techniques and for the following applications : 1. Optimization and robustness of the High - performance Liquid Chromatography. 2. Optimization and robustness of the carry and release function of a coated drug.3. Optimization and robustness of the computers network efficiency.4. Improvement and robustness of the quality of coffee treated by a new technique.5. Optimization and robustness of the function of a printing machine in adding colored inks.

بعض طرائق التشخيص والتقدير في الانحدار الذاتي الخطي وغير الخطي ذي الرتب الدنيا == Some Method of Identification And Estimation For Linear And Nonlinear Autoregressive Models With Lower Order

Author name: ﻓﺭﺍﺱ ﺍﺤﻤﺩ ﻤﺤﻤﺩ ﺍﻟﻤﻬﻨﺎ

Supervisor name: عبد المجيد حمزة الناصر

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

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Abstract: Time Series Analysis face Two important Problems, take Part in the base of Statistical Work, Which are : Identification and Estimation Problems Specially in Stationary limits. Thus, the identification Process Was based in most of the researches on the Linear Models, Where had used many Methods, Some of them by graphics, and some Other by identification's Criterion's for instance : AIC and BIC Criterions and Others. On the Other hand, the estimation Process stands also on the parametric Methods only, for many years ago. But, the Complexity and improvement of the Phenomena's, and the Progress made in Computers, In both hardware and Software, and the Progress happened in the Numerical Analysis, Courage's the researchers to make their Papers and articles in advanced topics deal with Problems Which could face the identification and Estimation, either the difficulty of large sample size , or by the nonlinear Patterns which could suit some models from others. Furthermore, some Phenomena's may change its behavior at some point (Period) of time, so, it may have two different Patterns (Models) or more. Therefore, at the same time the researcher introduce the Classical identification (AIC , BIC) ,also introduce the new ones ( Table - C and FPE that depended on Kernel function. Where the researcher Make a Suggestion Kernel function in identification. Also we concern with Estimation parameter of Linear and nonlinear Model AR(P) , EXPAR(P) , SETAR(L,K,K,…,K). Here , the researcher also introduce a suggestion of Estimation method grouping the advantages of each of Parametric Estimation Like (Burg and Fisher) and nonparametric like (Spline) together. Also the researcher offers and there proposition about using MGCV Criterion for Estimation ( Spline Method) so in comparison. Also researcher introduce a Suggesting , using the initial Value for Smoothing parameter in Estimation Method (Spline). The researcher used Simulation experiments, by using ( Monte - Carlo) Method, where applied with different Sample Size and different Parameters, Where first : The identification suggesting shows an efficient Criterion especially With the model AR and SETAR , Second : for the estimation suggesting which shows an efficient criterion compared with all the models applied in the simulation experiments

مشكلة التصحر وتداعياتها على القطاع الزراعي في العراق : رؤية استراتيجية == The Problem of Desertification And Its Impacts On The Agricultural Sector In Iraq Strategic Vision

Author name: فاطمة مصحب لفتة

Supervisor name: ثائر محمود رشيد العاني

General topic: Administration and Economics

Specific topic: Economy

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics

Language: Arabic

University location: Baghdad

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مقارنة بين الخوارزمية الجينية والشبكات العصبية في تقدير موقع الوسيط لنماذج الانحدار متعدد المتغيرات اللامعلمي == Compared Between Genetic Algorithm And Neural Networks To Estimate The Model of Multivariate Nonparametric

Author name: فاطمة عبد الحميد جواد البيرماني

Supervisor name: صباح منفي رضا الشمري

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics

Language: Arabic

University location: Baghdad

First pages:

Abstract: تستعمل الطرق اللامعلمية في البيانات التي تحتوي على قيم شاذة، الاهمية الاساسية في استعمال الطرق اللامعلمية هو تحديد موقع الوسيط، ففي انموذج انحدارمتعدد المتغيرات يكون من الصعوبة تحديد موقع الوسيط لوجود اكثر من بعد وتشتت القيم وزيادة بيانات الظاهرة المدرو | Used Nonparametric methods to estimates the data containing outlier values ,where classical statistical methods are affected in estimation by having these values,the fundamental importance in the use of Nonparametric methods in the estimate is to identify the median location ,in the multivariate model be difficult to identify the location ,because the model contain more than distance , dispersion of the values and increase sample size.In this thesis it has been the application of genetic algorithms and neural network to find estimate for the median location so dependent on a minimum covariance determinant as one of nonparametric method robust in estimate.The comparison was made between genetic algorithm and neural network in determining the best way to give more accurate results and faster as especially when increasing the size of the sample in addition to the proposed methods and most important characteristics of genetic algorithms and neural networks , possibility of merging with each other to generate a new generation of genetic algorithms and neural networks , after determining the best way of comparison between the genetic algorithm and nural network as well as between the proposed roads are estimated coefficients of the model to the changing time - smoothing spline using either paved parameters have been estimated in manner CV. The study has been applied to environmental pollution statistics to drinking water for the year (2013) included all of Iraqs’ provinces except for the Kurdistan region , divided into (10) months have been used (9) the types of chemical indicators and physical causing contamination of drinking water at the minimum of the measure exceeded.The most important conclusions , the application of genetic algorithm Fast - MCD - Nested Extension where better than MWCDgenetic algorithm , either the proposed genetic algorithm resulting from the merger between Back propagation and above results were better than MWCD genetic algorithm , in terms of neural networks , the use of neural network ART were more the accuracy and speed of multilayered neural network Back propagation and from genetic algorithm Fast - Nested Extension , either neural network resulting from merger between the network ART , Multilayered neural network as well as compared with the proposed genetic algorithm.

Author name: عماد غفوري عبود النجار

Supervisor name: صفاء احمد محمد العاني

General topic: Administration and Economics

Specific topic: Accounting

Degree: Doctorate

University: University of Baghdad - Faculty Of Administration And Economics - Department Of Accounting

Language: Arabic

University location: Baghdad

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Abstract: This study deals Contemporary Directions for financial reporting according to techniques of performance Evaluation - In implementation on Public health directorate of province Wasit. Accountancy is one of the basic data units, its purposes developed according to the response of developing demands. Financial and to study it are being as a part of studying in accountancy, as the task of the accountancy is not only to produce accountant data but also, it ought to be got such data to the beneficiary parties in a way to facilitate their tasks and that is called financial Reporting.Generally, economical units faced a rapidly changeable environment of demands and materials; therefore, it is obliged to such units to respond and to go a head with developing their technologies and strategies to be able to rapidly response to those changes. As for , it is essential ,as it far as the study is concerned find out to develop the modern scales to perform the new operated aims of the units representing by increasing the levels of quality and finding out the client’s satisfaction through obeying his demands instead of concentrating on the scales of the short - time financial performance.Thus, there is necessity to develop the sales of performance which are not only concentrated on the financial aspects but also on the non - financial aspects according to a comprehensive frame to reflect the activities of the unit entirely, showing the range of applying strategic aims. As the current accountancy systems are not enough to cover requirements of using the balanced performing Card which is one of the techniques to develop evaluation of strategic performance. The researcher tried to adapt the outputs of the financial Reporting at General Directorate of Wasit Health which was one of the service units applied the - accountancy system and scales of non - financial performance to be integrated with the scales of financial performance according to the mentioned pattern in the study.The importance of integration of scales of financial and non - financial performances are being the base of appearing modern aspects in the field of scaling and evaluation the performance which is the balanced performing card