this paper attempts to compare the forecasting performance of the arima model and hybrid arma-garch models by using daily data of the iran’s exchange rate against the u.s. dollar (irr/usd) for the period of 20 march 2014 to 20 june 2015. the period of 20 march 2014 to 19 april 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

data envelopment analysis (dea) is a method to measure relative efficiency of a set of decision-making units (dmus) which uses multiple inputs and produces multiple outputs. in the conventional dea, crisp inputs and outputs are fundamentally necessary. but the observed values of inputs and outputs in real-world problems are sometimes imprecise. thus, performance measurement often needs to be do...

This paper revisits the recent works of Suwignjo, Bititci and Carrie (SBC) (Int. J. Prod. Econom. 64 (2000) 231) and Bititci, Suwignjo and Carrie (BSC) (Int. J. Prod. Econom. 69 (2001) 15). We show how a generalizable analytical hierarchy technique based on Saaty’s systems-with-feedback approach, also known as the analytical network process (ANP), can be applied, as an alternative methodology, ...

This paper addresses the problem of real-time estimation of urban arterial network performance. A number of analytical time-dependent models have been formulated and implemented for the on-line estimation of arterial link and system travel times. The proposed models provide alternative ways of incorporating the contribution of various network and operational characteristics to the travel time. ...

Software Performance Engineering (SPE) provides a systematic, quantitative approach to constructing software systems that meet performance objectives. It prescribes ways to build performance into new systems rather than try to fix them later. Performance is a pervasive quality of software systems; everything affects it, from the software itself to all underlying layers, such as operating system...

ECTS credit of a course signifies the workload of an average student in terms of hoursin order to complete the course successfully. Initially, the credits are determined by the instructor with respect to his/her experience and then monitored through regularly conducted questionnaires answered by students. However, application of these questionnaires embraces a plethora of issues. Should the que...