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Almasri, Abdullah
Publications (6 of 6) Show all publications
Almasri, A. (2011). A New Approach for testing Periodicity. Communications in Statistics - Theory and Methods, 40(7), 1196-1217
Open this publication in new window or tab >>A New Approach for testing Periodicity
2011 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 40, no 7, p. 1196-1217Article in journal (Refereed) Published
Abstract [en]

This paper describes testing for periodicity in the presence of FD processes. We

propose two approaches for testing the periodicity based on Fisher’s test. The first

one is performed using the periodogram which has been divided into different parts.

The second one is based on the discrete wavelet transform. Properties of the tests are

illustrated by means of Monte Carlo simulations.

Place, publisher, year, edition, pages
Taylor & Francis, 2011
Keywords
Wavelet, Periodicity, Fractional difference Processes, Fisher's test, Periodogram
National Category
Economics
Research subject
Economy, Economics
Identifiers
urn:nbn:se:vxu:diva-6783 (URN)10.1080/03610920903564743 (DOI)
Available from: 2010-01-18 Created: 2010-01-18 Last updated: 2017-12-12Bibliographically approved
Almasri, A. (2010). Tests for Trend: a Simulation Study. Communications in statistics. Simulation and computation, 39(3), 598-611
Open this publication in new window or tab >>Tests for Trend: a Simulation Study
2010 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 39, no 3, p. 598-611Article in journal (Refereed) Published
Abstract [en]

In this study, we use the wavelet analysis to construct a test statistic to test for the existence of a trend in the series. We also propose a new approach for testing the presence of trend based on the periodogram of the data. Since we are also interested in the presence of a long-memory process among the data, we study the properties of our test statistics under different degrees of dependency. We compare the results when using the band periodogram test and the wavelet test with results obtained by applying the ordinary least squares (OLS) method under the same conditions.

Place, publisher, year, edition, pages
Taylor & Francis, 2010
Keywords
Wavelet, Long Memory, Band periodogram, Discrete wavelet transform, Fractional difference processes
National Category
Economics
Research subject
Economy, Economics
Identifiers
urn:nbn:se:vxu:diva-6782 (URN)10.1080/03610910903528327 (DOI)
Available from: 2010-01-18 Created: 2010-01-18 Last updated: 2017-12-12Bibliographically approved
Almasri, A., Locking, H. & Shukur, G. (2009). Wavelet Based Forecasting Approach, with Application. In: Patrick Kellenberger (Ed.), 2009 International Conference on Financial Theory and Engineering: . Paper presented at ICFTE 2009 - The 2009 International Conference on Financial Theory and Engineering.
Open this publication in new window or tab >>Wavelet Based Forecasting Approach, with Application
2009 (English)In: 2009 International Conference on Financial Theory and Engineering / [ed] Patrick Kellenberger, 2009Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we outline a framework for forecasting using maximal overlap discrete wavelet transform (MODWT) based multiresoulution analysis (MRA). This framework has been applied for forecasting the tourism arrival series from Denmark to Norway. We compare forecasted values obtained from modeling the data in the time domain with the forecasted values from the wavelet domain using the traditional Box-Jenkins methodology. In both cases, diagnostic tests have been conducted to insure the specification of the model. The results have shown that the wavelet based forecasts outperforms the traditional Box-Jenkins approach in term of forecasts accuracy.

Keywords
Wavelet; MODWT; MRA; WaveForecasting.
National Category
Economics Probability Theory and Statistics
Research subject
Economy, Economics; Statistics/Econometrics
Identifiers
urn:nbn:se:vxu:diva-6785 (URN)
Conference
ICFTE 2009 - The 2009 International Conference on Financial Theory and Engineering
Available from: 2010-01-18 Created: 2010-01-18 Last updated: 2020-01-24Bibliographically approved
Almasri, A. & Shukur, G. (2008). Clustering using Wavelet Transformation. In: Handbook of Research on Clusters:: Theories, Policies and Case Studies. Edward Elgar
Open this publication in new window or tab >>Clustering using Wavelet Transformation
2008 (English)In: Handbook of Research on Clusters:: Theories, Policies and Case Studies, Edward Elgar , 2008Chapter in book (Other (popular science, discussion, etc.))
Place, publisher, year, edition, pages
Edward Elgar, 2008
Research subject
Economy, Economics
Identifiers
urn:nbn:se:vxu:diva-3315 (URN)
Available from: 2008-03-03 Created: 2008-03-03 Last updated: 2020-01-24Bibliographically approved
Hussain, S., Mohamed, A., Holder, R., Almasri, A. & Shukur, G. (2008). Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies. Communications in statistics. Simulation and computation, 37(10), 1966-1980
Open this publication in new window or tab >>Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies
Show others...
2008 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 37, no 10, p. 1966-1980Article in journal (Refereed) Published
Abstract [en]

In this article, we propose a general framework for performance evaluation of organizations and individuals over time using routinely collected performance variables or indicators. Such variables or indicators are often correlated over time, with missing observations, and often come from heavy-tailed distributions shaped by outliers. Two new double robust and model-free strategies are used for evaluation (ranking) of sampling units. Strategy 1 can handle missing data using residual maximum likelihood (RML) at stage two, while strategy two handles missing data at stage one. Strategy 2 has the advantage that overcomes the problem of multicollinearity. Strategy one requires independent indicators for the construction of the distances, where strategy two does not. Two different domain examples are used to illustrate the application of the two strategies. Example one considers performance monitoring of gynecologists and example two considers the performance of industrial firms.

National Category
Economics
Research subject
Economy, Economics
Identifiers
urn:nbn:se:vxu:diva-3809 (URN)10.1080/03610910802311692 (DOI)
Available from: 2008-12-28 Created: 2008-12-28 Last updated: 2020-01-24Bibliographically approved
Almasri, A., Locking, H. & Shukur, G. (2008). Testing for Climate Change in Sweden During 1850-1999, using Wavelet analysis. Journal of Applied Statistics, 35(4)
Open this publication in new window or tab >>Testing for Climate Change in Sweden During 1850-1999, using Wavelet analysis
2008 (English)In: Journal of Applied Statistics, Vol. 35, no 4Article in journal (Other (popular science, discussion, etc.)) Published
Research subject
Economy, Economics
Identifiers
urn:nbn:se:vxu:diva-3313 (URN)
Available from: 2008-03-03 Created: 2008-03-03 Last updated: 2020-01-24Bibliographically approved
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