Studying the Stability of Some Models Combinatory with Application

In  this paper we find the statistical properties (Moments) of the harmonic model with additive noise, The stability of the mixed spectra (linear and non-linear models)  for special case (low order) by using the Ozaki linear approximation method is found .The time series of  the mean monthly tempera...

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Veröffentlicht in:AL-Rafidain journal of computer sciences and mathematics 2010-12, Vol.7 (2), p.139-157
Hauptverfasser: Abdulghafoor Salim, Raad Alhamdani
Format: Artikel
Sprache:ara
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Zusammenfassung:In  this paper we find the statistical properties (Moments) of the harmonic model with additive noise, The stability of the mixed spectra (linear and non-linear models)  for special case (low order) by using the Ozaki linear approximation method is found .The time series of  the mean monthly temperature of Bege City is applied in order to explain the studied method. A mathematical model SARIMA(1,0,0)(2,0,0)s is suggested by the NBIC criterion and other statistical tools (auto-correlation and the residual variance). A one year ahead prediction is made for the studied  time series by using the proposed model .
ISSN:1815-4816
2311-7990
DOI:10.33899/csmj.2010.163903