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Predict of the monthly water volumes incoming in AL-ROOS River in the Syrian Coast by using the time series analysis

التنبؤ بحجوم المياه الشهرية الواردة عبر نهر الروس في الساحل السوري باستخدام تحليل السلاسل الزمنية

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 Publication date 2016
and research's language is العربية
 Created by Shamra Editor




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The study and design of water dams depend essential on prediction of water volumes or future predicted in rivers, by using the time series analysis of the historical measurements. The research aims to make statistical study of monthly water volumes incoming in AL-Aroos River in Syrian coastal and future prediction of these volumes. And the Box-Jenkins models is adopt to analysis the time series data, because of its high accuracy. We attend the monthly water volumes for 15 years. And after doing the wanted tests on model residuals we found that the best model to represent the data is SARIMA(0,1,2) (1,2,1)12 , and after dividing the data to 14 years to build the model and one year to test it , and depending on the smallest of weighted mean of criteria RMSE, MAP, MAE,. The best predicted model is SARIMA (1,1,0) (0,1,1)12 and the model give the nearest predicted of measured data actually.

References used
THAFER, R. MUTTER, 2008, "Apposed technique for the problem of selecting the best forecasting model in time series: A case study", J. Iraqi Journal of Statistical Science., 1-20.IRAQ
SAWSAN, M. ALI, 2013, " Time series analysis of Baghdad rain fall using ARIMA method ", Iraqi journal of science, vol. 54 supplement No.4, pp:1136-1142, Baghdad –Iraq
SEVINC, O. Assessment ofclimate change effects in Aegean river basins: the case of Gediz and Buyuk Menderes basins.climatic change journal ISSN:0165 - 0009 (print) 1573-1480 (0nline), 2009, 253-283
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The study and design of water-intakes on springs is based on the analysis of time series of historical measurements to achieve prediction of incoming water volumes or future expected. The research aims to model the monthly water flows of AL-SIN Sp ring in Syrian Coast and future expectations of these flows, by adopting the Box-Jenkins models to analyze the time series data, due to its reliable accuracy. Monthly water flows, thus, monthly volumes, for 101 month (from June 2008 to October 2016) were processed. Performing the stability of the time series on variance and median and non-seasonality and making the wanted tests on model residuals, we found that the best model to represent the data is SARIMA(2,0,1) (2,1,0)12 , and after dividing the data into 81 month to build the model and 20 month to test it. Depending on the smallest of weighted mean of criteria RMSE, MAP, MAE,. The best predicted model was SARIMA (3,1,0) (1,1,0)12 and the model gave the nearest predicted values to actually measured data in spring.
حظيت نمذجة وتوقع السلاسل الزمنية بأهمية كبيرة في العديد من المجالات التطبيقية كالتنبؤ بالطقس وأسعار العملات ومعدلات استهلاك الوقود والكهرباء، إن توقع السلاسل الزمنية من شأنه أن يزود المنظمات والشركات بالمعلومات الضرورية لاتخاذ القرارات الهامة، وبسبب أهمية هذا المجال من الناحية التطبيقية فإن الكثير من الأعمال البحثية التي جرت ضمنه خلال السنوات الماضية، إضافةً إلى العدد الكبير من النماذج والخوارزميات التي تم اقتراحها في أدب البحث العلمي والتي كان هدفها تحسين كل من الدقة والكفاءة في نمذجة وتوقع السلاسل الزمنية.
This study aimed to analyze the status of shares related to the banking sector in Amman Stock Exchange, through the use of time series analysis, relying on the achievement of the following objectives: 1- Analysis of the status of shares related to the banking sector in Amman Stock Exchange, through the use of time series analysis. 2- Access to an efficient market through the application of the conditions existing in the market. 3- Analysis of the status of the general trend of stock prices in Amman Stock Exchange, through the turnover rate of shares over twelve months for eight years starting from 2000-2007 in order to find the variables affecting performance. 4- Identifying the most important components of the time series affecting stock prices in Amman Stock Exchange (seasonal, periodical, and random), in addition to identifying which of these components are responsible for stock price changes. 5- Trying to determine the general tendency of the time series of stock prices for the coming period through the use of the model of basic components. This study was based on three major hypotheses. The study sample consisted of the banks listed in Amman Stock Exchange with a total of 17 banks. Furthermore, Microsoft Office Excel had been used to analyze the data of turnover rate of shares in Amman Stock Exchange to reach conclusions. The study came to a number of conclusions such as: • Results showed that the influence of irregular variables on the turnover rate of shares related to the banking sector, listed in Amman Stock Exchange, was clear, in addition to the impact of changes related to the general trend as well as the seasonal and periodical changes. • Results showed that the size of circulation plays a major role in changing the direction of prices. Thus, in the case of higher prices, increased circulation is desired, while decreased circulation will be the case for low prices. Based on the above conclusions, the researcher presented a series of suitable recommendations for the use of analysis model of time series in analyzing the status of shares in Amman Stock Exchange.
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