Abstract Threshold Autoregressive (TAR) models have been widely used by statisticians for non-linear time series forecasting during the past few decades, due to their simplicity and mathematical properties. On other hand, in community, general-purpose tree-based regression algorithms (forests, gradient-boosting) become popular recently ease of use accuracy. In this paper, we explore close conne...

In recent years there has been a considerable development in modelling nonlinearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$)...

در این تحقیق به مقایسه تحلیلی و عددی آبشار جریان برگشتی مدل R با آبشارهای Q QI سیستم‌­های چندجزیی پایدار پرداخته می‌­شود. راستا برای اولین بار کدهای جهت طراحی منظور کد نرم‌افزار متلب نوشته شده‌­اند. نتایج نشان می‌­دهد که دو جزء 1k 2k از خوراک Nc جزء، تعداد معدودی قابل تعریف است همگی حالات خاصی می­‌باشد. هم‌­چنین یافته‌­ها مجموع مقدار برش جزیی همیشه برابر یک است. طریق داده می‌­شود صورتی میانگین ...

In this paper, we consider a flexible smooth transition autoregressive (STAR) model with multiple regimes and multiple transition variables. This formulation can be interpreted as a time varying linear model where the coefficients are the outputs of a single hidden layer feedforward neural network. This proposal has the major advantage of nesting several nonlinear models, such as, the Self-Exci...

Twenty percent of all childhood deafness is due to mutations in the GJB2 gene (Connexin 26). The aim of our study was to determine the prevalence and spectrum of GJB2 mutations in childhood deafness in Malaysia. We analyzed the GJB2 gene in 51 deaf students from Sekolah Pendidikan Khas Alor Setar, Kedah. Bidirectional sequencing indicates that 25% of our childhood deafness has mutation in their...

Fractal dimension has been found not suitable to be used solely in classifying natural earth terrain. This is due to the fact that surfaces with different texture may portray similar fractal dimensions. Evertsz and Mandelbrot [Evertsz, et. al. 1992] suggested that multifractal dimension may be a more appropriate parameter than fractal dimension in describing geometrical properties of a fractal ...