Studying the stability of a non-linear autoregressive model (polynomial with hyperbolic cosine function)
Joint Authors
Salim, Abd al-Ghafur Jasim
Abd Allah, Anas Salim Yunus
Source
al- Rafidain Journal of Computer Sciences and Mathematics
Issue
Vol. 11, Issue 1 (31 Mar. 2014), pp.81-91, 11 p.
Publisher
University of Mosul College of Computer Science and Mathematics
Publication Date
2014-03-31
Country of Publication
Iraq
No. of Pages
11
Main Subjects
Topics
Abstract AR
تم في هذا البحث دراسة الصفات الإحصائية لأحد نماذج الانحدار الذاتي غير الخطي بدوال مثلثيه زائدية (متعدد حدود بدالة الجيب تمام الزائدية) و باستخدام طريقة التقريب بالخطية المحلية Local Linearization) approximation method) لإيجاد استقرارية النموذج (النقطة المنفردة و شروط استقراريتها و استقرارية دورة النهاية) حيث بدأنا بالنموذج برتب دنيا (من الرتبة الأولى و الثانية و الثالثة) و عممنا الفكرة.
و حاولنا تطبيق تلك النتائج النظرية باستخدام بعض الأمثلة لتوضيح إحدى الحقائق المهمة التي تقول (إذا كان النموذج يمتلك نقطة غير مستقرة فانه ربما يمتلك دورة نهاية مستقرة).
Abstract EN
In this paper we study the statistical properties of one of a non-linear autoregressive model with hyperbolic triangle function(polynomial with hyperbolic cosine function)by using the local linearization approximation method to find the stability of the model (singular point and its stability conditions and the stability of limit cycle).Where we started by the model of lower order (first and second and third order) and generalized the idea, and we tried to apply these theory results by using some of examples to explain one of important truth that says (if the model has unstable singular point, then it, maybe, has a stable limit cycle).
American Psychological Association (APA)
Salim, Abd al-Ghafur Jasim& Abd Allah, Anas Salim Yunus. 2014. Studying the stability of a non-linear autoregressive model (polynomial with hyperbolic cosine function). al- Rafidain Journal of Computer Sciences and Mathematics،Vol. 11, no. 1, pp.81-91.
https://search.emarefa.net/detail/BIM-376513
Modern Language Association (MLA)
Salim, Abd al-Ghafur Jasim& Abd Allah, Anas Salim Yunus. Studying the stability of a non-linear autoregressive model (polynomial with hyperbolic cosine function). al- Rafidain Journal of Computer Sciences and Mathematics Vol. 11, no. 1 (2014), pp.81-91.
https://search.emarefa.net/detail/BIM-376513
American Medical Association (AMA)
Salim, Abd al-Ghafur Jasim& Abd Allah, Anas Salim Yunus. Studying the stability of a non-linear autoregressive model (polynomial with hyperbolic cosine function). al- Rafidain Journal of Computer Sciences and Mathematics. 2014. Vol. 11, no. 1, pp.81-91.
https://search.emarefa.net/detail/BIM-376513
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 91
Record ID
BIM-376513