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Showing 3 results for Safaei
Hamidreza Mostafaei, Maryam Safaei,
Volume 3, Issue 2 (3-2010)
Abstract
In 2002 the enforcement on policy unification of exchange rate caused dramatic decrease in the nominal price of Iran's Rial against U.S.dollar per on unit.For this reason due to the existence of unexpected and large change we cannot use the linear time series models for surveying the fluctuations of the rate of Iran's Rial change against U.S. dollar per on unit. In this paper we compare Self-Exciting threshold autoregressive and Markov switching autoregressive model. then it will be show that only the Markov switching autoregressive model being able to show the behaviors of Iran's exchange rate.
Maryam Safaei,
Volume 5, Issue 1 (9-2011)
Abstract
This paper offers a method of the estimation of the transition probability for the behaviors of financial time series by Markov Switching Autoregressive model. Using this model, the behaviors of fluctuations of exchange rate form two regimes low and high changes rate are considered. Results of prediction show that the persistence probability of regimes will be decreased. Thus, the probability of transition to other regime will be increased if process were in a specific regime.
Fatemeh Safaei, Jafar Ahmadi,
Volume 9, Issue 1 (9-2015)
Abstract
Consider a repairable system where two types of failures occur with different rate functions. The choice of minimal repair or replacement depends on the types of failures. The length of replacement cycle becomes optimal in terms of the cost function and the concept of discounted cost. In this paper, for two repairable systems the optimal replacement cycles are compared based on failure rate functions and probability of minimal repairs. Based on our results, one can make a decision for the period of replacement times. In order to illustrate the obtained results, numerical examples and simulation study are given.
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