in this study, application of adaptive neuro-fuzzy inference system (anfis) in forecasting three perspectives (1, 2, and 4 years) ahead of iran’s agricultural products export was compared with arima as the most common econometrics linear forecasting method. for this purpose, iran’s agricultural products export revenues related to 1959-2010, and forecast performance measures such as r2, mad, and...

investigation of projectiles penetration phenomenon has been carried out in non-cohesive soil (sand) targets under dry, saturated and compacted conditions. analytical studies have been performed on the linear and non-linear soil models to obtain penetration depth formulae for ogival nose projectile and the results are verified by experimental studies. in present work, three ogival nose projecti...

Simulation of electric power systems becomes more and more important in order to, among other things see through scenarios before they become real. Since power systems are more integrated and contain more complex components nowadays, the simulation is today a bigger task than decades ago. In parallel with the expansion of electric power systems, computers have made it possible to create models ...

We consider the filtering problem for linear models where the driving noises may be quite general, non-white and non-Gaussian, and where the observation noise may only be known to belong to a finite family of possible disturbances. Using diffusion approximation methods, we show that a certain nonlinear filter minimizes the asymptotic filter variance. This nonlinear filter is obtained by choosin...

Classical deterministic inventory models consider the demand rate to be either constant or time-dependent but independent from the stock status. However, for a certain type of inventory, the demand rate may be in-fluenced by the stock level. Also in many real-life problems, some products such as fruits, vegetables, phar-maceuticals and volatile liquids continuously deteriorate to evaporation, o...

In this paper, linear Data Envelopment Analysis models are used to estimate Markowitz efficient frontier. Conventional DEA models assume non-negative values for inputs and outputs. however, variance is the only variable in these models that takes non-negative values. Therefore, negative data models which the risk of the assets had been used as an input and expected return was the output are uti...