Bayesian estimation of seasonal time series : (رقم التسجيلة. 56152)
[ عرض عادي ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 02658cam a2200337 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223031458.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160424s2015 ua f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.03.01.M.Sc.2015.Su.B |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Suzan Ahmed Abdelaziz |
| 245 10 - TITLE STATEMENT | |
| Title | Bayesian estimation of seasonal time series : |
| Remainder of title | A comparative study / |
| Statement of responsibility, etc. | Suzan Ahmed Abdelaziz ; Supervised Samir M. Shaarawy , Rasha Elsouda |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | ا{uئإؤئ}{uئإ٩٧}{uئإؤ٨}د{uئإئ٣}ر ا{uئإؤئ}{uئإ٩١}{uئإ٨إ}{uئإئ٣}زى {uئإؤئ}{uئإإ٠}{uئإآ٣}{uئإئأ}{uئإآ٣}{uئإؤؤ} ا{uئإؤئ}ز{uئإإ٣}{uئإإ٧}{uئإئ٣}{uئإ٩٤} ا{uئإؤئ}{uئإإ٣}و{uئإآ٣}{uئإإ٣}{uئإئ٣}{uئإ٩٤} : |
| Remainder of title | دار{uئإآ٣}{uئإ٩٤} {uئإإ٣}{uئإؤ٨}{uئإ٨إ}ر{uئإإ٧}{uئإ٩٤} |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Suzan Ahmed Abdelaziz , |
| Date of publication, distribution, etc. | 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 119 P. ; |
| Dimensions | 25cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This study is mainly interested in the estimation of different time series models. The posterior density is the bayesian tools to implement estimation. Three well known approximations are used. The approximations were proposed by (newbold (1973)), (zellner and reynolds (1978)) and (broemeling and shaarawy (1988)), denoted by (N), (Z - R) and (B - S) respectively. Different mixed seasonal time series of different lengths and values of the parameters as well as different goodness criteria are used for illustration. The study applied the three approximations of seasonal ARMA models numerically. All the three approximate posterior densities of the coefficient's vector follow multivariatet distributions with the same degrees of freedom. On the other hand, the three approximate posterior densities of the precision follow gamma distributions whatever the prior be either normal - gamma or Jeffreys'. The study showed that the MAD values of the three approximate posterior densities increases with the increase in the time series length 'n'. The moments of the exact and the three approximate posterior densities are approximately identical |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Bayesian time series analysis |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Posterior analysis |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | SARMA models |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Rasha Elsouda , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Samir Mustafa Shaarawy , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Samia |
| Reviser | Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.03.01.M.Sc.2015.Su.B | 01010110068618000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.03.01.M.Sc.2015.Su.B | 01020110068618000 | 22.09.2023 | CD - Rom | 68618.CD |