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A modified approach by using prediction to build a best threshold in ARX model with practical application
Other Title(s)
طريقة مطورة باستخدام التنبؤ في بناء أفضل انموذج عتبة ل ARX مع تطبيق عملي
Joint Authors
Jumah, Ahlam Ahmad
al-Muhanna, Firas Ahmad Muhammad
Source
Issue
Vol. 16, Issue 4 (sup) (31 Dec. 2019), pp.1049-1063, 15 p.
Publisher
University of Baghdad College of Science for Women
Publication Date
2019-12-31
Country of Publication
Iraq
No. of Pages
15
Main Subjects
Abstract EN
The proposal of nonlinear models is one of the most important methods in time series analysis, which has a wide potential for predicting various phenomena, including physical, engineering and economic, by studying the characteristics of random disturbances in order to arrive at accurate predictions.
In this, the autoregressive model with exogenous variable was built using a threshold as the first method, using two proposed approaches that were used to determine the best cutting point of [the predictability forward (forecasting) and the predictability in the time series (prediction), through the threshold point indicator].
B-J seasonal models are used as a second method based on the principle of the two proposed approaches in determining the best seasonal model.
Then they are compared with the obtained models from two methods that mentioned above of the two approaches within a group of the criteria as AIC, MDL, Loss Function, BIC, FPE, MSE, in addition the proposed weighted comparison criteria to determine the best model for representing the wind speed data as input variable, soil and dust as an output variable, in Baghdad Station from January 1956 to December 2012.
American Psychological Association (APA)
Jumah, Ahlam Ahmad& al-Muhanna, Firas Ahmad Muhammad. 2019. A modified approach by using prediction to build a best threshold in ARX model with practical application. Baghdad Science Journal،Vol. 16, no. 4 (sup), pp.1049-1063.
https://search.emarefa.net/detail/BIM-935405
Modern Language Association (MLA)
Jumah, Ahlam Ahmad& al-Muhanna, Firas Ahmad Muhammad. A modified approach by using prediction to build a best threshold in ARX model with practical application. Baghdad Science Journal Vol. 16, no. 4 (Supplement) (2019), pp.1049-1063.
https://search.emarefa.net/detail/BIM-935405
American Medical Association (AMA)
Jumah, Ahlam Ahmad& al-Muhanna, Firas Ahmad Muhammad. A modified approach by using prediction to build a best threshold in ARX model with practical application. Baghdad Science Journal. 2019. Vol. 16, no. 4 (sup), pp.1049-1063.
https://search.emarefa.net/detail/BIM-935405
Data Type
Journal Articles
Language
English
Notes
Text in English ; abstracts in English and Arabic.
Record ID
BIM-935405