3 articles for “Ani Shabri”

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Research ArticleOpen accessIn the author namesDAILY CRUDE OIL PRICE FORECASTING MODEL USING ARIMA, GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTIC AND SUPPORT VECTOR MACHINESRana Abdullah Ahmed, Ani Bin ShabriCrude oil price forecasting is gaining increased interest globally. This interest is due mainly to the economic value attached to the product. For this reason, new forecasting methods are proposed in the literature. This paper proposes a novel technique for forecasting crude oil price based on Support Vector Machines (SVM). The study adopts the data on crude oil price of … …American Journal of Applied Sciences, Vol. 11, Issue 3 · 11 Jan 2014 · 8,725 accessesView PDF Cite

Research ArticleOpen accessIn the author namesEstimation of the Extreme Value Type I Distribution by the Method of LQ-MomentsAni Shabri, Abdul Aziz JemainProblem statement: The study evaluated the effectiveness of the various quantile estimators of the LQ-moments method for estimating parameters of the Extreme Value Type 1 (EV1) distribution. Approach: The performances of the LQ-moments were analyzed and compared against a widely used method of L-moments by using simulated samples of both EV1 and generalized Lambda distribution, focusing on small and moderate … …Journal of Mathematics and Statistics, Vol. 5, Issue 4 · 31 Dec 2009 · 7,040 accessesView PDF Cite

Research ArticleOpen accessIn the author namesLQ-Moments: Application to the Log-Normal distributionAni Shabri, Abdul A. JemainMudolkar and Hutson (1998) extended L-moments to new moment like entitles called LQmoments (LQMOM). The LQMOM are constructed by using functional defining the quick estimators, where the parameters of quick estimator take the values p = 0, α = 1 for the median, p = 1/4, α = 1/4 for the trimean and p = 0.3, α = 1/3 for … …Journal of Mathematics and Statistics, Vol. 2, Issue 3 · 30 Sep 2006 · 6,998 accessesView PDF Cite