1

Identification of Triple Seasonal Autoregressive Models: A Bayesian Approach

In this paper, we present a Bayesian method to identify the order of TSAR models.

Proposed Open-Circuit Faults Detection Using Control Charts Technique

In this paper, we introduce a real-time fault detection technique based on statistical EWMA control charts for detecting power switch open circuit faults in inverter feeding induction motor drives. The proposed algorithm is able to detect …

Chaotic Analysis of Egyptian Stock Market with the Application to EGX 30 price Index

In this paper we adapt nonlinear dynamic tools from the chaos theory to study the characteristics of the major Egyptian stock market indices, e.g. EGX 30. In particular, we use Brock-Dechert-Scheinkman (BDS) test to detect the nonlinearity and the …

Bayesian Identification Methods for Autoregressive Models: A Comparison Study

In this paper we first review the existing Bayesian identification methods for the autoregressive (AR) models, and we then present an extensive simulation-based comparison of these Bayesian identification methods applied to AR models.

Detecting Nonlinear Structure in Egyptian Stock Market Indices

In this paper we first study the statistical characteristics of the major Egyptian stock market indices, i.e. EGX 100, EGX 70 and EGX 30, using descriptive statistics, stationarity tests and power spectrum analysis. After that, we use …

A New Look at Bayesian Identification of Moving Average Models

In this paper we review the existing Bayesian identification techniques for the moving average (MA) models that can be classified as testing based identification and posterior mass function based identification. In order to improve the Bayesian …

Identification of Double Seasonal Autoregressive Models: A Bayesian Approach

In this paper, we present a Bayesian methodology to identify the order of DSAR models. Assuming the model errors are normally distributed and using two priors, i.e. natural conjugate and Jeffreys’ priors, on the model parameters, we derive the joint …

Gibbs Sampling for Double Seasonal ARMA Models

Gibbs sampling algorithm is introduced for Bayesian inference for multiplicative double seasonal ARMA models.

Composite Indicator to Measure Multidimensional Spatial Inequality in Cairo

There is an increasing global attention to the need to tackle inequality, especially its spatial dimensions. This is because of the negative implications of spatial inequality on the economic growth and poverty. Literature studying spatial inequality …

Gibbs Sampling for Double Seasonal Moving Average Models

Gibbs sampling algorithm is introduced for Bayesian inference for multiplicative double seasonal moving average (DSMA) models.