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...

This paper proposes a linear programming algorithm for computing the stationary distribution of semimartingale reflected Brownian motion (SRBM), which arises as an approximation of certain queueing networks operating in heavy-traffic. Our algorithm is based on a Basic Adjoint Relationship (BAR) which characterizes the stationary distribution. Approximating the state space with a finite grid of ...

Purpose To evaluate the use of smartphone-based virtual reality to objectively assess activity limitation in glaucoma. Methods Cross-sectional study of 93 patients (54 mild, 22 moderate, 17 severe glaucoma). Sociodemographics, visual parameters, Glaucoma Activity Limitation-9 and Visual Function Questionnaire - Utility Index (VFQ-UI) were collected. Mean age was 67.4 ± 13.2 years; 52.7% were ...

In this contribution we generalize the test of sphericity as a test of stationarity for time-series. The sphericity statistics is in our case a measure of distance between the empirical correlations calculated on two contiguous segments of the same process. We prove that under the hypothesis of stationarity the logarithm of the sphericity converges in distribution to a quadratic form in a multi...

An exploratory study of the bispectrum of economic time series, " Appl. Bispectra of ocean waves in time series analysis, " ed. by M. Rosenblatt, pp. 125-139, 1963. M. J. Hinich, " Testing for Gaussianity and linearity of a stationary time series, " J. Real time bispectral analysis of Gear noise and its applications to contactless diagnosis, ". I. A test for linearity of stationary time series,...

background over the last decade there has been an increase in healthcare expenditures while at the same time the inequity in distribution of resources has grown. these two issues have urged the researchers to review the determinants of healthcare expenditures. in this study, we surveyed the determinants of health expenditures in economic cooperation organization (eco) countries.   methods we us...

We explore the upper bound of Lyapunov exponent for test particles that maintain equilibrium in radial direction near charged black brane with hyperscaling violating factor. The influences parameters (hyperscaling violation $\theta$ and dynamical $z$) are investigated. show can violate chaos bound. is more easily violated near-extremal branes. When null energy condition ($T_{\mu\nu}\xi^\mu\xi^\...

Traditionally, the strong uncorrelating transformation (SUT) is applied to the zero-lag sample autocovariance and pseudoautocovariance matrices of the observed mixtures for separating complexvalued stationary sources. The performance of the SUT in that context has been recently analyzed. In this work we extend the analysis to the case where the SUT is applied to “generalized” covariance and pse...