Science Journal of Applied Mathematics and Statistics

Volume 2, Issue 1, February 2014

  • Comparative Study of Portmanteau Tests for the Residuals Autocorrelation in ARMA Models

    Samir K. Safi, Alaa A. Al-Reqep

    Issue: Volume 2, Issue 1, February 2014
    Pages: 1-13
    Received: 07 November 2013
    Accepted:
    Published: 10 December 2013
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    Abstract: The portmanteau statistic for testing the adequacy of an autoregressive moving average (ARMA) model is based on the first m autocorrelations of the residuals from the fitted model. We consider some of portmanteau tests for univariate linear time series such as Box and Pierce [2], Ljung and Box [9], Monti [12], Peña and Rodríguez [13 and 14], Gener... Show More
  • Fuzzy Goal Programming to Optimization the Multi-Objective Problem

    Azzabi Lotfi, Ayadi Dorra, Bachar Kaddour, Kobi Abdessamad

    Issue: Volume 2, Issue 1, February 2014
    Pages: 14-19
    Received: 13 November 2013
    Accepted:
    Published: 20 February 2014
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    Abstract: Many present-day problems are multi-objective in nature and their solution requires consideration of conflicting objectives. Usually, they have a number of potentially Pareto-optimal solutions. An extensive knowledge of the problem is required in discriminating between solutions, eliminating the unwanted ones and accepting the required solution(s) ... Show More
  • Robust Covariance Estimator for Small-Sample Adjustment in the Generalized Estimating Equations: A Simulation Study

    Masahiko Gosho, Yasunori Sato, Hisao Takeuchi

    Issue: Volume 2, Issue 1, February 2014
    Pages: 20-25
    Received: 21 January 2014
    Accepted:
    Published: 20 February 2014
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    Abstract: The robust or sandwich estimator is common to estimate the covariance matrix of the estimated regression parameter for generalized estimating equation (GEE) method to analyze longitudinal data. However, the robust estimator would underestimate the variance under a small sample size. We propose an alternative covariance estimator to the robust estim... Show More
  • Mathematical Problem Appearing in Industrial Lumber Drying: A Review

    Edi Cahyono

    Issue: Volume 2, Issue 1, February 2014
    Pages: 26-30
    Received: 21 February 2014
    Accepted:
    Published: 20 March 2014
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    Abstract: This article is a review of our work on the modeling of lumber drying that we have started in 2003. We consider a lumber drying process in a kiln chamber where from mathematical point of views, this is an initial and boundary value problem. The Moisture Content (MC) is measured at the center of the lumber by applying a nail that thousands times of ... Show More
  • Modelling and Forecasting Malaria Mortality Rate using SARIMA Models (A Case Study of Aboh Mbaise General Hospital, Imo State Nigeria)

    Ekezie Dan Dan, Opara Jude, Okenwe Idochi

    Issue: Volume 2, Issue 1, February 2014
    Pages: 31-41
    Received: 30 January 2014
    Accepted:
    Published: 20 March 2014
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    Abstract: This paper examined the modeling and forecasting malaria mortality rate using SARIMA Models. Among the most effective approaches for analysing time series data is the method propounded by Box and Jenkins, the Autoregressive Integrated Moving Average (ARIMA). In this paper, we employed Box-Jenkins methodology to build ARIMA model for malaria mortali... Show More