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Comparative Study of Backpropagation Algorithms in Forecasting Volatility of Crude Oil Price in Nigeria
S. Suleiman,
S. U. Gulumbe,
B. K. Asare,
M. Abubakar
Issue:
Volume 4, Issue 3, June 2016
Pages:
88-96
Received:
5 April 2016
Accepted:
19 April 2016
Published:
7 May 2016
Abstract: This paper explores the application of artificial neural network in volatility forecasting. A recurrent neural network has been integrated in to GARCH model to form the hybrid model called GARCH-Neural model. The emphasis of the research is to investigate the performance of the variants of Backpropagation algorithms in training the proposed GARCH-neural model. In the first place, EGARCH (3, 3) was identified in this paper most preferred model describing crude oil price volatility in Nigeria. Similarly, Levenberg-Marquardt (LM) training algorithms were found to be fastest in convergence and also provide most accurate predictions of the volatility when to other training techniques.
Abstract: This paper explores the application of artificial neural network in volatility forecasting. A recurrent neural network has been integrated in to GARCH model to form the hybrid model called GARCH-Neural model. The emphasis of the research is to investigate the performance of the variants of Backpropagation algorithms in training the proposed GARCH-n...
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Filtering Analysis of Navigation Data Processing for Personnel Positioning System
Lianhong Ding,
Hongqing Sang,
Juntao Li
Issue:
Volume 4, Issue 3, June 2016
Pages:
97-100
Received:
18 April 2016
Accepted:
28 April 2016
Published:
13 May 2016
Abstract: Ultra wideband technology is a more precise indoor positioning technology. But the UWB positioning output would be unstable if the signal from base station were blocked. The low cost inertial positioning is a method to make up a method for indoor navigation. However, the positioning error will accumulate quickly due to the low cost inertial measurement error. To solve this problem, we selected the MPU6050 module as a chip and Simulated test with Extended Kalman Filter and Unscented Kalman Filter algorithms, and carried out the error analysis on both of them. Finally, come to sampling Kalman filter estimation accuracy estimation is more accurate, more suitable for MPU6050 positioning algorithm.
Abstract: Ultra wideband technology is a more precise indoor positioning technology. But the UWB positioning output would be unstable if the signal from base station were blocked. The low cost inertial positioning is a method to make up a method for indoor navigation. However, the positioning error will accumulate quickly due to the low cost inertial measure...
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Short-Term Forecasting of Nigeria Inflation Rates Using Seasonal ARIMA Model
Ekpenyong Emmanuel John,
Udoudo Unyime Patrick
Issue:
Volume 4, Issue 3, June 2016
Pages:
101-107
Received:
29 March 2016
Accepted:
29 April 2016
Published:
25 May 2016
Abstract: This paper considers the analyses and forecasting of the monthly All-items (Year-on-Year change) Inflation Rates in Nigeria. The data used for this study are monthly All-items Inflation rates from 2000 to 2015 collected from the Central Bank of Nigeria. Analyses reveal that the Inflation rates of Nigeria are seasonal and follow a seasonal ARIMA Model, (0, 1, 0) x (0, 1, 1)12. The model is shown to be adequate and the forecast obtained from it are shown to agree closely with the original observations.
Abstract: This paper considers the analyses and forecasting of the monthly All-items (Year-on-Year change) Inflation Rates in Nigeria. The data used for this study are monthly All-items Inflation rates from 2000 to 2015 collected from the Central Bank of Nigeria. Analyses reveal that the Inflation rates of Nigeria are seasonal and follow a seasonal ARIMA Mod...
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Research on Location Problem of Electric Vehicle Charging Stations
Issue:
Volume 4, Issue 3, June 2016
Pages:
108-114
Received:
14 May 2016
Accepted:
25 May 2016
Published:
7 June 2016
Abstract: This paper studies the location problem of electric vehicle charging station in the case that electric vehicles are used as commuter tools. Firstly, according to the length of the commuter road, the number of electric vehicles which would be used as commuter tools on the road, candidate charging stations and the maximum mileage of electric vehicles, a weighted network including two types of edges is constructed. Secondly, the location problem of electric vehicle charging station is transformed into a maximum covering problem of the weighted network. Then an integer nonlinear programming model for the location problem of electric vehicle charging station is formulated, the objective function of the mathematical model is to maximize covering the electric vehicles. A heuristic algorithm is designed to solve the model. Finally, we do simulation using a numerical example. The results show that the mathematical model and algorithm are effective in solving the location problem of electric vehicle charging station.
Abstract: This paper studies the location problem of electric vehicle charging station in the case that electric vehicles are used as commuter tools. Firstly, according to the length of the commuter road, the number of electric vehicles which would be used as commuter tools on the road, candidate charging stations and the maximum mileage of electric vehicles...
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Estimators Proposed by Geometric Mean, Harmonic Mean and Quadratic Mean
Vedat Sağlam,
Tolga Zaman,
Erdinç Yücesoy,
Murat Sağır
Issue:
Volume 4, Issue 3, June 2016
Pages:
115-118
Received:
16 May 2016
Accepted:
26 May 2016
Published:
7 June 2016
Abstract: In the studies in literature up to date arithmetic population mean of auxiliary variable is used to obtain the proportional estimators. In this paper geometric mean, harmonic mean and quadratic mean is used as well as arithmetic population mean. Using geometric mean, harmonic mean and quadratic mean do not affect the variance of ratio estimator (
). However new approaches are obtained for the estimation and variance of the dependent variable when these means are used as well as arithmetic population mean. In the application, the mean number of teaching staff of the departments in Ondokuz Mayıs University is estimated by auxiliary variable which is the number of students in the departments. In addition the variances of proportional estimation method are obtained and interpreted by using population arithmetic mean, geometric mean, harmonic and quadratic mean.
Abstract: In the studies in literature up to date arithmetic population mean of auxiliary variable is used to obtain the proportional estimators. In this paper geometric mean, harmonic mean and quadratic mean is used as well as arithmetic population mean. Using geometric mean, harmonic mean and quadratic mean do not affect the variance of ratio estimator ()....
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