- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
Estimations of AR(p) Model using Wave Shrink | ||
| IRAQI JOURNAL OF STATISTICAL SCIENCES | ||
| Article 16, Volume 10, Issue 1, 2010, Pages 97-114 PDF (0 K) | ||
| DOI: 10.33899/iqjoss.2010.029091 | ||
| Abstract | ||
| In this research, A proposed method was used to shrink the wavelet, in order to deals with the problem of noise (or contamination) that may encounter the time series data, and trying to find the best estimation for the parameters of the autoregressive model of order (p) by getting the least possible value (best value) of the estimated statistical criteria's values for the proposed models (of less contamination) as the final prediction error, loss function and The Mean Absolute Prediction Error, and comparing them with the estimated statistical criteria's for the autoregressive model from order (p) that estimated by the classical method. In the application side of the research, the analysis of the time series observations of the quantity of the annual rainfall in Erbil city for the period (1992-2007) was discussed depending on the use of MATLAB software, in addition to write code using MATLAB language. | ||
|
Statistics Article View: 331 PDF Download: 300 |
||