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استخدام اسلوب التحويل المويجي للمقارنة مع بعض طرائق تقدير نماذج الانحدار اللامعلمية وشبه المعلمية == Using the Wavelet Transformation method for comparison with some estimation methods for the Nonparametric and Semiparametric regression models

Author name: علاء جابر طراد

Supervisor name: رعد فاضل حسن

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

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

Author name: عباس كولمراد بك مراد باجلان

Supervisor name: عبد المجيد حمزة الناصر | محمود مهدي البياتي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

مقارنة طرائق بيز والمربعات الصغرى الشرطية لتقدير معلمات انموذج العتبة للانحدار الذاتي عندما يتبع حد الخطا توزيع (Pareto) مع تطبيق عملي == Comparison of Bayes and Conditional Least Squares Methods to Estimate the parameters of Threshold Autoregressive Models When the Error term follows Pareto Distribution with Practical Application a

Author name: اياد جواد حسن

Supervisor name: جواد كاظم خضير الموسوي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

مقارنة بعض اللوحات اللامعلمية متعددة المتغيرات في عملية السيطرة الاحصائية على النوعية مع تطبيق عملي == A Comparison of Some Nonparametric Multivariate Control Charts in the Statistical Quality Control Process With Practical Application

Author name: امينة كريم عيسى السوداني

Supervisor name: حمزة اسماعيل شاهين

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

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

Author name: اسماء حسين سمير ديوان

Supervisor name: عبد الرحيم خلف راهي الحارثي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

الطرائق التقليدية والطرائق البديلة لاختبار جذر الوحدة لاستقرارية السلسلة الزمنية : دراسة مقارنة == Traditional Methods And Alternative Methods To Test The Unit Root For The Stationary of Time Series - A Comparative Study

Author name: كوثر خضر ناصر الزيدي

Supervisor name: نزيه عباس المشهداني

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

Abstract: يعد تحليل السلاسل الزمنية من الاساليب العلمية والاحصائية لتمثيل العلاقة لبيانات السلسلة الزمنية وتفسير سلوك الظاهرة من خلال دراسة تطورها التاريخي عبر مراحل زمنية، ويلاحظ في الحياة العملية والتطبيقية ان هناك العديد من السلاسل الزمنية لا تملك صفة الاستقرا | The time - series analysis of scientific methods and statistical representation of the relationship of the time series data and interpret the behavior of the phenomenon through the study of its historical development through the stages of time , and notes in the life process and applied that there are many time series do not have the recipe stability, So researchers began detects this problem and adopted for this purpose several methods of which are the subject of the unit root test , as this test of tests shows the task being equal to the number of roots per the correct number that corresponds to the necessary differences of the time series in order to turn out to be stability,. The condition of stability, of a specimen autoregressive is that all the roots of the equation distinctive located outside the unit circle , and the style of taking the differences necessary in order to transform the time series to the stability, style is not accurate to some extent to the fact that the probability of taking a number of differences more than required leads to inaccuracy of the work , so the test roots style is to know the number of differences required for the series studied the application of statistical methods for this test , and there are several ways to conduct this test , including traditional methods and modalities amended, has been comparisons between the methods used and the proposed method by the researcher through simulation through programs written by the researcher and the adoption of the application (Mat lab) where the comparison was between four models of testing unit root and through the results was reached similarities between the test (ADF, PP) and test(KPSS,LM) So was the adoption of a test (ADF, KPSS) and comparison with the proposed method, where the application has proved that there is a disparity between the test (ADF) and (KPSS) depending on the features and sizes of the samples, and that the proposed method was closer to a (KPSS) test , and have also been using data oil prices immediate (Spot Oil Price) for a time series of the month of January 1988 and up to the month of July 2013 and the application of unit root tests them through the use of application - ready (Eviwes).

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

Author name: سهاد علي شهيد مجيد التميمي

Supervisor name: حامد سعد نور الشمرتي

General topic: Administration and Economics

Specific topic: Statistics

Degree: Doctorate

University: Mustansiriyah University

Language: Arabic

University location: Baghdad

First pages:

Abstract: 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

التقديرات الحصينة للانحدار الضبابي == Robust Estimations For Fuzzy Regression

Author name: محمد جاسم محمد

Supervisor name: ظافر حسين رشيد النجار

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:

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

Author name: علي سلمان حبیب

Supervisor name: فراس احمد محمد

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:

مقارنة مقدرات بيز لدالة المعولية لانموذج ويبل للفشل باستعمال دوال خسارة مختلفة مع تطبيق عملي == A Comparison of Bayes Estimators For Reliability Function of Weibull Failure Model By Using Different Loss Functions With Practical Application

Author name: صبا صباح احمد الجميلي

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

First pages:

Abstract: Weibull failure model considered being one of the well known failure models because of its different applications in addition to its importance in the reliability field and life tests.This thesis focused on a comparison of standard Bayes estimators for reliability function of the two parameters Weibull distribution by usingsix different loss functions, three of them have been suggested by the researcher.And for that, the methodology of this thesis depended on the following methodologies : - First : - Theoretical study, the standard Bayesian estimations has been derivatives elaborately to reach the Bayes estimators forms for the reliability function of Weibull distribution by using symmetric and asymmetric loss functions which been explained elaborately, and these are quadratic loss function, logarithm loss function and precautionary loss function to reach to the standard Bayes estimators which called quadratic Bayes estimator (QB), logarithmic Bayes estimator (LB) and precautionary Bayes estimator (PB)) respectively. And those loss functions have been Modified by suggested three modified loss functions counterpart to the functions above to reach proposed estimators which called (modified quadratic Bayes estimator (MQB), modified logarithmic Bayes estimator (MLB) and modified precautionary Bayes estimator (MPB)) respectively.Second : - Experimental study by designing number of simulation experiments using various values of parameters and sample sizes, and with repetition of (10000) times for the comparison among the estimators and by using the mean square error (MSE) to reach efficient estimators with minimum variance. And a collection of real negative and positive values have been tried for the constant which is used in proposed loss functions to reach the best value may used in the comparison, and then a comparison between the six preference estimators is done to show which estimator is the most accurate to be used for estimation the reliability function of Weibull failure model, and best results have been obtained from those simulation experiments.The results of these experiments showed that the modified precautionary Bayes estimator (MPB) is the best for the reliability function of Weibull failure model than the other estimators which have been used in this thesis, and the second best method is the modified logarithmic Bayes estimator (MLB), and after that the precautionary Bayes estimator (PB) and then the modified quadratic Bayes estimator (MQB), also all proposed estimators are better than the logarithmic Bayesestimator (LB) and the quadratic Bayes estimator (QB) which results not to be shown in preferences.Also the results of these experiments show that every proposed estimator is better than its known counterpart.Third : - Application study by taking the best Bayesian estimator in the simulation experiments which is the proposed modified precautionary Bayes estimator (MPB) and applied practically on two experimental real data from WeatherFord company for oil well digging in the Bazergan area of Misan governorate which are represented by the time to failure of the operation of the drilling fluid pumps.From all above, the most important conclusions and recommendations have been offered from the results of this thesis as a specific contribution in the reliability field.

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

Author name: وضاح صبري ابراهيم المناصير

Supervisor name: دجلة ابراهيم مهدي العزاوي

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: 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.

طرائق تقدير معلمات الانموذج المختلط الخطي الطبيعي الملتوي في حالة القياسات المكررة مع تطبيق عملي == Method of Estimating Parameters of The Skew - Normal Linear Mixed Model In The Case of Repeated Measures With Practical Application

Author name: هند وليد عبد الرحمن الجبوري

Supervisor name: محمود مهدي حسن البياتي

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: تم في هذا البحث دراسة احد اهم النماذج الواسعة الاستعمال والتطبيق في تحليل البيانات التي تتصف بكون المشاهدات فيها تاخذ شكل قياسات مكررة Repeated Measures والذي يعد تعميم للانموذج المختلط الخطي (LMM) في حالة عدم تحقق الطبيعية Normality، وهو الانموذج المختل | In this research, the one of the most important widely used and application model was studied in analysis the data which are described by the observations take repeated measures form, which regarded as generalization of Linear Mixed Model (LMM) in the case of the lack normality, it is the Skew - Normal Linear Mixed Model (SN - LMM), which widely used to analysis the longitudinal data that characterized by the observations take repeated measures form and correlated among of them, this model express of these correlations by the random effect, it also achieved normality through the assumption that the data are distributed multivariate skew normal distribution.Also the research is concerned with the multivariate skew distribution generally and multivariate skew normal distribution specially with addressing the importance and used of these distributions, then dealing with the Skew - Normal Linear Mixed Model (SN - LMM) from its importance, used, properties, modeling, and parameters estimation methods Three important method are used for estimation the fixed effect parameters, random effect parameters and skewness parameters, in addition a proposed method by researcher, these methods are : 1) Maximum likelihood (ML) Method.2) Restricted Maximum Likelihood (RML) Method.3) Bayes Method.4) Proposed Method.A comparison among the best of these methods is made in the application aspect which contained the practical application on two clinical experiment including two samples of diabetic patients data, Who were given a new drug, the data of two samples are represent the repeated monthly measures for the level of sugar and some other variables which are taken for patient from the beginning of the experiment, after three months , and after six months from start to give them the new drug, in aim to study the effect of age and sex, which represented the fixed effect, also the visits times, that the repeated monthly measures are taken in these visits for the sugar level and other variables which represented the random effect, the comparison among the best method are held by using statistical standard the Mean Square Error (MSE), it was found in general that the proposed method is the best to estimate the fixed effects because of its lower mean square error compared to other methods, and the Bayes method is the best among these method to estimate the random effect and random errors because of its lower mean square error compared to other methods.

تحليل وقياس اتجاهات الفقر في العراق للمدة 1980 - 2005

Author name: ندوة هلال جودة

Supervisor name: نبيل جعفر عبد الرضا المرسومي

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:

مقارنة طرائق المويجة المتقلصة لتقدير انموذج الانحدار اللامعلمي في حالة عدم تجانس التباين

Author name: نبيلة عبد الهادي فائز الشريف

Supervisor name: ظافر حسين رشيد النجار

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:

مقارنة المقدرات اللا معلمية لتقدير دوال الكثافة الاحتمالية == Comparing Nonparametric Estimators For Probability Density Estimation

Author name: مناف يوسف حمود

Supervisor name: ظافر حسين رشيد النجار

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: ان المسالة المهمة والرئيسة في التطبيقات الاحصائية تتمثل بمعرفة التوزيع الخاص بالمجتمع المطلوب دراسته ومعرفة خصائص ذلك المجتمع كي يتم تمثيل المجتمع تمثيلا سليما من خلال استعمال الاساليب الاحصائية الشائعة.في بعض مسائل الاستدلال الاحصائي المدروسة يتم افتراض | In some problems of statistical inference considered, we assumed that the distribution of random variable being sampled is known except, perhaps for some parameters.In practice, however, the functional form of the distribution is seldom, if ever, known. It is therefore desirable to devise some procedures that are free of or depending on few information or assumption concerning distribution.In this dissertation we demonstrate and study some procedures that are commonly referred to as nonparametric or distribution - free and also semiparametric methods.The term “Distribution - free” refers to to the fact that no assumption are made about the underlying distribution except that the distribution function is absolutely continuous.The term “Nonparametric” refers to the fact that there are no parameters involved in the traditional sense of term parameter used thus far.The term “Semiparametric” refers to combine the parametric term with nonparametric term, which there is few information or assumption about the distribution function.In chapter one we demonstrate an introduction to the problem, the main of the study and the historical review.In chapter two we demonstrate several nonparametric and semiparametric estimators for probability density function and these estimators are “fixed kernel which use fixed bandwidth or smoothing parameter, variable kernel which use variable bandwidth for each observation, semiparametric estimator which combine between two estimators {parametric by using of MLE and nonparametric estimator by using of fixed kernel}”.Beside these estimators we suggest four estimators like semiparametric estimator but the first suggestion combine MLE & variable kernel, the second suggestion combine two nonparametric estimators, the third suggestion combine robust estimator (for the mean & variance) with fixed kernel estimator, Finally we suggest estimator that combine robust estimator with variable kernel.Beside to above we demonstrate several estimators for smoothing parameter or bandwidth one of these estimators suggested from the author.Then we make a comparison between the parametric, nonparametric and semiparametric estimators with respect to bandwidth estimators by using simulation experiments, depending on different distributions (Normal, Lognormal and bimodal), different sample sizes and variances.We find that the best estimator for the density function is the first semiparametric estimator when we are using the 1st & 2nd distributions (Normal & Lognormal) except in few cases where we find the 1st suggested estimator is the best. And when we are using the 3rd distribution (Bimodal) we find that, the 2nd suggested estimator (Nonparametric estimator) are the best except in few cases where the other suggested estimators beside to 1st semiparametric estimator are the best.Also we find that the (BCV) estimator is the best estimator for the smoothing parameter when we are using the 1st distribution (Normal), except in few cases where the OS estimator is the best for h.For the 2nd distribution (Lognormal) we find the (LSCV) estimator is the best estimator for the smoothing parameter.Finally, For the 3rd distribution (Bimodal), We find that the (BCV) estimator is the best estimator for h except when the sample size equal to 100 (n=100), where the (DPI) estimator is the best.

مقارنة بين مقدرات التقلص البيزية ومقدرات التقلص لتباين التوزيع الطبيعي باستخدام المحاكاة == Comparison Between Bayesian Shrinkage Estimators And Shrinkage Estimators For The Variance of Normal Distribution By Using Simulation

Author name: محمد حسين عبد الحميد جواد البيرماني

Supervisor name: اموري هادي كاظم الحسناوي

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:

تحليل الموجة الصغيرة Wavelet لتقدير منحنى الانحدار اللا معلمي == Wavelet Analysis For Estimating Nonparametric Regression Curve

Author name: محمد حبيب كاظم الشاروط

Supervisor name: ظافر حسين رشيد النجار | نوري فرحان المياحي

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:

دراسة مقارنة لطرق التقدير الحصينة لدالة البقاء مع تطبيق عملي على مرضى سرطان الدم في اليمن == A Comparative Study of The Robust Estimation Methods of Survival Function With Practical Application On Blood Cancer Patients In Yemen

Author name: ماجد هبة الله علي شريم

Supervisor name: هلال عبود البياتي

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: ان معظم البحوث في موضوع المعولية اودالة البقاء يوجد عليها بعض الماخذ في عملية التحليل الاحصائي الدقيق الذي يهدف الى الحصول على مقدرات ذات مستوى عالي من الكفاءة. وتبرز اهمية الحاجة الى طرائق التقدير الكفوءة هذه التي تسمى بالطرائق الحصينة (Robust Methods) | Most of researches in the subject of reliability contain clear decrease in the processes of accurate statistical analysis which aims at getting estimators of a high level of efficiency and the important of the necessity to many efficient estimation methods, which are called robust methods, appears when the data of the studied phenomenon are contaminated , it means the observations contains outliers which may produce estimators which result in increasing (decreasing) in the (MSE).A matter which leads to unconfirmed statistical inference.From this point was the goal behind this research in reaching robust estimators of the survival function through studying some robust and classical methods and bayes methods in contaminated weibull distribution , and that is by assuming three levels of contamination. namely,(? = 0 , 0.15 ,0.30 ).Also , a robust method proposed to estimate the survival function for contaminated weibull distribution.In this study , the method of simulation was used to compare between the studied estimation methods of all levels of contamination.In this thesis , the researcher concluded the success of the proposed method in estimating the survival function in comparison with other methods depending on the measures : (IMSE) and (IMAPE) so, the researcher specified a chapter for applying and using the proposed method on real data to estimate the survival function s(t).

التحليل الجيبي المتقطع والمويجي المتقطع واستخدامهما في عمليات الاخفاء للصوت والصورة == Discrete Cosine Transform & Discrete Wavelet Transform In The Hiding Process For The Speech And The Image

Author name: ليلى مطر ناصر المحنة

Supervisor name: خميس عواد زيدان

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: للاهمية المتزايدة للتحويلات الرياضية ومدى مساهمتها في حل العديد من المشاكل العلمية، وكذلك موضوع الاخفاء steganography، الذي اخذ مفهومة يتطور واستخدامه يتزايد يوما بعد يوم لما له من اهمية كبيرة في توفير الحصانة والسرية للبيانات الرقمية لاي وسط كانت وكذلك | Because of the increasing of importance of the Mathematical transformation and its solutions for the scientific problems, and also. The steganography which it is develop ,more and more, with its expanding in performing security and Robustness for the digital data for any media and for decreasing the capacity of the Storage and increasing the speed in transmitting and receiving, we use in this thesis the discrete cosine transform and the discrete wavelet transform as a comparative study through the hiding methods, which its applied in the time domain and frequency domain, and applied the statistical term MSE which is always used for comparative, and added another term MAPE as a support term and then calculate the PSNR to measure the quality for the images and sounds after reconstruction depending on the two terms, the colored image are applied because of its high specifications for its large area in the storage through hiding processes, which its depend on the (LSB) method of hiding. And in this thesis it is proposed a methods for designing new coefficients depending on the filters Haar and DB - 4, and the design depended on a mathematical and logical methods, and as an application for the comparative and proposed methods it depended on a sample of (24) persons which we took their images and speeches to apply the Process by hiding the speech through the image for every person, and then applied the transformations depending on the proposed Algorithms, the program is designed by the researcher using Matlab language, and then the comparative applied between the used methods which showed high quality in reconstruction and performed a proposed methods in the security depending on the mathematical transform and not only on the methods of cyphering for data through hiding and this methods for cyphering the mathematical transform give a high robustness for hiding data.

الدمج بين الطرائق الاعتيادية والغلاف الطيفي بالتحويلات للاستقرارية باعتماد القطع والنافذة المثلى

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

First pages:

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

First pages:

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

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

First pages:

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

First pages:

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

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.

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

Author name: غياث حميد مجيد

Supervisor name: فارس طاھر حسن الكواز

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: 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