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Browsing by Author "Band, Shahab S."

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    Citation - WoS: 19
    Citation - Scopus: 20
    Fuzzy Clustering To Classify Several Time Series Models With Fractional Brownian Motion Errors
    (Elsevier, 2021) Baleanu, Dumitru; Qasem, Sultan Noman; Mosavi, Amirhosein; Band, Shahab S.; Mahmoudi, Mohammad Reza; 56389
    In real world problems, scientists aim to classify and cluster several time series processes that can be used for a dataset. In this research, for the first time, based on fuzzy clustering method, an approach is applied to classify and cluster several time series models with fractional Brownian motion errors as candidates to fit on a dataset. The ability of the introduced technique is studied using simulation and real world example. (C) 2020 The Authors. Published by Elsevier B.V.
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    Article
    Citation - WoS: 1
    Citation - Scopus: 2
    Testing the Equality of Several Independent Stationary and Non-Stationary Time Series Models with Fractional Brownian Motion Errors
    (Elsevier, 2021) Mahmoudi, Mohammad Reza; Baleanu, Dumitru; Qasem, Sultan Noman; Mosavi, Amirhosein; Band, Shahab S.
    This work is devoted to apply the parametric and nonparametric techniques to construct test of hypothesis about the equality of the probabilistic behaviors of several time series models with fractional Brownian motion errors fitted on several independent datasets. The accuracy and power of the introduced method are studied using the simulated and real datasets. The results indicate that the introduced approach is more powerful than other alternative approaches, in non-stationary cases. (C) 2020 The Authors. Published by Elsevier B.V. on behalf of Faculty of Engineering, Alexandria University. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).