Volume 10, Issue 3 (2014) | Journal of Mathematics and Statistics

COMBINING LONG MEMORY AND NONLINEAR MODEL OUTPUTS FOR INFLATION FORECAST

Heri Kuswanto — 2014-07-07

Journal of Mathematics and Statistics, Published online: 7 July 2014; doi:10.3844/jmssp.2014.281.292

Long memory and nonlinearity have been proven as two models that are easily to be mistaken. In other words, nonlinearity is a strong candidate of spurious long memory by introducing a certain degree o...

A MIXTURE DROPOUT MECHANISM IN A LONGITUDINAL STUDY WITH TWO TIME POINTS: A METHADONE STUDY

Zohreh Toghrayee — 2014-04-26

Journal of Mathematics and Statistics, Published online: 26 April 2014; doi:10.3844/jmssp.2014.293.303

One of the most important issues that confront statisticians in longitudinal studies is dropouts. A variety of reasons may lead to withdrawal from a study and produce two different missingness mechani...

H-RABIN CRYPTOSYSTEM

Hayder Raheem Hashim — 2014-05-10

Journal of Mathematics and Statistics, Published online: 10 May 2014; doi:10.3844/jmssp.2014.304.308

Cryptography is the science of using mathematics that's used to hide information or data that is being sent between participants in a way that prevents other people from reading it. The need of exchan...

SELECTING THE COVARIANCE STRUCTURE IN MIXED MODEL USING STATISTICAL METHODS CALIBRATION

Ali Hussein AL-Marshadi — 2014-07-08

Journal of Mathematics and Statistics, Published online: 8 July 2014; doi:10.3844/jmssp.2014.309.315

In this article the analysis of experiment of repeated measures design is considered which is used often in different fields of studies. In order to analyze the experiment of repeated measures design ...

ANALISIS OF THE NONLINEAR DISTRIBUTED CONTROL SYSTEM'S SUSTAINABILITY

Alexander B. Chernyshev — 2014-07-11

Journal of Mathematics and Statistics, Published online: 11 July 2014; doi:10.3844/jmssp.2014.316.321

Systems' stability is the topical issue of control systems' development province. In this study the research of methodology of the nonlinear distributed control systems' stability assessment is conduc...

HIDDEN MARKOV MODELS WITH COVARIATES FOR ANALYSIS OF DEFECTIVE INDUSTRIAL MACHINE PARTS

Pornpit Sirima — 2014-07-26

Journal of Mathematics and Statistics, Published online: 26 July 2014; doi:10.3844/jmssp.2014.322.330

Monthly counts of industrial machine part errors are modeled using a two-state Hidden Markov Model (HMM) in order to describe the effect of machine part error correction and the amount of time spent o...

USING COLUMN GENERATION TECHNIQUE TO ESTIMATE PROBABILITY STATISTICS IN TRANSITION MATRIX OF LARGE SCALE MARKOV CHAIN WITH LEAST ABSOLUTE DEVIATION CRITERIA

Wanida Lerspipatthananon — 2014-09-23

Journal of Mathematics and Statistics, Published online: 23 September 2014; doi:10.3844/jmssp.2014.331.338

The Least Absolute Deviation (LAD) method is the one of many methods used to estimate transition probability matrix of Markov Chain. It can be formulated as a Linear Programming Problem (LP) and solve...

ASYMPTOTIC BEHAVIOR OF FINITE-TIME RUIN PROBABILITY IN A BY-CLAIM RISK MODEL WITH CONSTANT INTEREST RATE

Lei Wang — 2014-08-05

Journal of Mathematics and Statistics, Published online: 5 August 2014; doi:10.3844/jmssp.2014.339.357

This study investigates the ruin probability of a renewal risk model with constant interest rate and by-claim parts. We assume that the claim size and the inter-arrival time satisfy a certain dependen...

IDENTIFICATION OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS WITH R

Hazem I. El Shekh Ahmed — 2014-09-15

Journal of Mathematics and Statistics, Published online: 15 September 2014; doi:10.3844/jmssp.2014.358.367

Periodic autoregressive moving average PARMA process extend the classical autoregressive moving average ARMA process by allowing the parameters to vary with seasons. Model identification is the identi...

PROBABILISTIC PERIODIC REVIEW M, N> INVENTORYMODELUSING LAGRANGE TECHNIQUE AND FUZZY ADAPTIVE PARTICLE SWARM OPTIMIZATION

H. A. Fergany — 2014-08-11

Journal of Mathematics and Statistics, Published online: 11 August 2014; doi:10.3844/jmssp.2014.368.383

The integration between inventory model and Artificial Intelligent (AI) represents the rich area of research since last decade. In this study we investigate probabilistic periodic review

STOCHASTIC REPAIR AND REPLACEMENT OF A STANDBY SYSTEM

Mohammed A. Hajeeh — 2014-10-09

Journal of Mathematics and Statistics, Published online: 9 October 2014; doi:10.3844/jmssp.2014.384.389

Mechanical systems deteriorate over time and do not perform according to their intended functions and eventually fail due to the failure of one or more their components or units. Failed components are...

A MATHEMATICAL ANALYSIS OF THE INCLUSION OF INSTITUTIONAL BETTING FUNDS INTO STOCK MARKET: THE CASE OF TECHNICAL AND FUNDAMENTAL PAYOFF MODELS IN HORSERACE BETTING

Craig George Leslie Hopf — 2014-08-23

Journal of Mathematics and Statistics, Published online: 23 August 2014; doi:10.3844/jmssp.2014.390.400

Horserace win and place returns have yet to be considered seriously as portfolio inputs in financial trading markets. However there exist technical and fundamental stochastic models of parametric and ...

LOCAL FRACTIONAL VARIATIONAL ITERATION METHOD FOR SOLVING VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS WITHIN LOCAL FRACTIONAL OPERATORS

Ammar Ali Neamah — 2014-10-09

Journal of Mathematics and Statistics, Published online: 9 October 2014; doi:10.3844/jmssp.2014.401.407

The paper uses the Local fractional variational Iteration Method for solving the second kind Volterra integro-differential equations within the local fractional integral operators. The analytical solu...

METHODS OF COMPLEX OBJECT'S TRANSFER FUNCTION CALCULATION FOR DISTRIBUTED CONTROL SYSTEM

Alexander V. Martirosyan — 2014-10-09

Journal of Mathematics and Statistics, Published online: 9 October 2014; doi:10.3844/jmssp.2014.408.413

One of the ways of solving the stable operation mode of the mineral water field's setting problem is the development and implementation of the hydromineral recourses distributed control system. In thi...

MODEL SELECTION VIA ROBUST VERSION OF R-SQUARED

Shokrya Saleh — 2014-10-09

Journal of Mathematics and Statistics, Published online: 9 October 2014; doi:10.3844/jmssp.2014.414.420

R-squared (R2) is a popular method for variable selection in linear regression models. R2 based on Least Squares (LS) regression minimizes the sum of the squared residuals; LS is sensitive to outlier ...