College of Computer Science and Mathematics

Discussion of the master’s thesis in the College of Computer Science and Mathematics -Department of Statistics and Informatics Department entitled:

Measuring The Efficiency of Wave Diagnostics of Seasonal Time Series Models -A Comparative Study 

Master’s thesis by: Bedor Falah Abed

supervised by   Assist. Prof. Dr. Heyam A. A. Hayawi

The aim of this thesis is to evaluate the efficiency of diagnosing the best seasonal model for the time series based on some statistical criteria. The diagnosed seasonal model was estimated through three estimation methods: least squares, exact maximum likelihood, and approximate maximum likelihood. Then, a comparison was made between these three methods.

Then, the wavelet was employed in this by using a wavelet (Samlet, Dubegais, Cofflet) to filter the data with these waves and then compare the results.

On the applied side, the daily maximum temperature series for Mosul city for the year 2023 was analyzed using real data from an agricultural meteorological station. After examining the series’ stability and identifying the appropriate seasonal model, the model parameters were estimated using three estimation methods.

The discussion committee consists of

Assistant Prof. Dr.Hayfa Abdul Jawad Saieed (Chairman)

Assistant Prof. Dr. Najlaa Saad Ibrahim Alshrabi (member)

Lecturer Dr.Salih Muayad Al Bakal (Member)

Assistant Prof. Dr. Heyam Abd Al-Majeed Hayawi (member and supervisor)