Fuzzy Logic of Non-Stationary Time Series Models with an Application

فاضل عباس الطائي · IRAQI JOURNAL OF STATISTICAL SCIENCES · 2010

‫ــــــــــــــــــــــــــــــــــــــــ‬ ‫ﺍﻟﻤﻠﺨﺹ‬ ‫ﺇﺩﺨﺎل‬ ‫ﻭﺇﻤﻜﺎﻨﻴﺔ‬ ‫ﺍﻟﻤﺴﺘﻘﺭﺓ‬ ‫ﻏﻴﺭ‬ ‫ﺍﻟﺯﻤﻨﻴﺔ‬ ‫ﺍﻟﺴﻠﺴﻠﺔ‬ ‫ﺩﺭﺍﺴﺔ‬ ‫ﻓﻲ‬ ‫ﺍﻟﺒﺤﺙ‬ ‫ﻴﺘﻠﺨﺹ‬ ‫ﻟﺘﺤﺴﻴﻥ‬ ‫ﻭﺫﻟﻙ‬ ‫ﻋﻠﻴﻬﺎ‬ ‫ﺍﻟﻤﻀﺒﺏ‬ ‫ﺍﻟﻤﻨﻁﻕ‬ ‫ﺍﻟﺘﻜﻬﻥ‬ ‫ﺃﺴﺎﻟﻴﺏ‬ ) ‫ﺍﻟﺘﻨﺒﺅ‬ .(‫ﺭﺒـﻁ‬ ‫ﺘـﻡ‬ ‫ﻓﻘﺩ‬ ‫ﺍﻟﻤﺴﺘﻘﺭﺓ‬ ‫ﻏﻴﺭ‬ ‫ﺍﻟﺯﻤﻨﻴﺔ‬ ‫ﺍﻟﺴﻠﺴﻠﺔ‬ ) ‫ﺍﻟﻤﺘﺤـﺭﻙ‬ ‫ﻭﺍﻟﻤﺘﻭﺴـﻁ‬ ‫ﺍﻟﺫﺍﺘﻲ‬ ‫ﺍﻻﻨﺤﺩﺍﺭ‬ ‫ﻨﻤﻭﺫﺝ‬ ‫ﺍﻟﻤﻨﺩﻤﺠﺔ‬ ‫ﺍﻟﻤﺨﺘﻠﻁﺔ‬ ( ‫ﻤﻌﻠﻤـﺎﺕ‬ ‫ﺘﻘﺩﻴﺭ‬ ‫ﻋﻠﻰ‬ ‫ﻟﻠﺤﺼﻭل‬ ‫ﻭﺫﻟﻙ‬ ‫ﺍﻟﻤﻀﺒﺏ‬ ‫ﺍﻟﻤﻨﻁﻕ‬ ‫ﻤﻊ‬ ‫ﻤﻀﺒﺒﺔ‬ ‫ﺯﻤﻨﻴﺔ‬ ‫ﺴﻠﺴﻠﺔ‬ ‫ﻨﻤﻭﺫﺝ‬ ) ‫ﺍﻟﻤﺘﺤﺭﻜـﺔ‬ ‫ﻭﺍﻟﻤﺘﻭﺴﻁﺎﺕ‬ ‫ﺍﻟﺫﺍﺘﻲ‬ ‫ﺍﻻﻨﺤﺩﺍﺭ‬ ‫ﻨﻤﻭﺫﺝ‬ ‫ﺍﻟ‬ ‫ﺍﻟﻤﻨﺩﻤﺠﺔ‬ ‫ﺍﻟﻤﺨﺘﻠﻁﺔ‬ ‫ﻤﻀﺒﺒﺔ‬ .(‫ﺍﻟﺸﻬﺭﻴﺔ‬ ‫ﺍﻟﻤﻌﺩﻻﺕ‬ ‫ﺒﻴﺎﻨﺎﺕ‬ ‫ﻋﻠﻰ‬ ‫ﺫﻟﻙ‬ ‫ﺘﻁﺒﻴﻕ‬ ‫ﻭﺘﻡ‬ ‫ﺍﻷﺠﻨﺒﻴﺔ‬ ‫ﺍﻟﻌﻤﻠﺔ‬ ‫ﻭﻤﺒﻴﻌﺎﺕ‬ ‫ﻟﻤﺸﺘﺭﻴﺎﺕ‬ ) ‫ﺍﻟﺩﻭﻻﺭ‬ ( ‫ﺍﻟﺒﻨـﻙ‬ ‫ﻓـﻲ‬ ‫ﺍﻟﻴـﻭﻤﻲ‬ ‫ﻟﻠﻤـﺯﺍﺩ‬ ‫ﺍﻟﻌﺭ‬ ‫ﺍﻟﻤﺭﻜﺯﻱ‬ ‫ﺍ‬ ‫ﻗﻲ‬ , ‫ﺍﻟﻤﺘﺤﺭﻜﺔ‬ ‫ﻭﺍﻟﻤﺘﻭﺴﻁﺎﺕ‬ ‫ﺍﻟﺫﺍﺘﻲ‬ ‫ﺍﻻﻨﺤﺩﺍﺭ‬ ‫ﻨﻤﻭﺫﺝ‬ ‫ﺃﻋﻁﻰ‬ ‫ﻭﻗﺩ‬ ‫ﻤﻼ‬ ‫ﺃﻜﺜﺭ‬ ‫ﺘﻨﺒﺅﺍﺕ‬ ‫ﺍﻟﺯﻤﻨﻴﺔ‬ ‫ﻟﻠﺴﻼﺴل‬ ‫ﺍﻟﻤﻀﺒﺒﺔ‬ ‫ﺍﻟﻤﺘﻜﺎﻤﻠﺔ‬ ‫ﺍﻟﻤﺨﺘﻠﻁﺔ‬ ‫ﺀ‬ ‫ﺘﻠـﻙ‬ ‫ﻤـﻥ‬ ‫ﻤﺔ‬ ‫ﺍﻟﺘ‬ ‫ﺍﻟﺫﺍﺘﻲ‬ ‫ﺍﻻﻨﺤﺩﺍﺭ‬ ‫ﻨﻤﻭﺫﺝ‬ ‫ﻗﺩﻤﻬﺎ‬

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