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Showing 57 results for Prediction

Sediqeh Soleimanifard, Nafiseh Jahanbakhshian, Somayeh Niknia,
Volume 0, Issue 0 (1-2024)
Abstract

The present study investigates the effect of baking temperatures (140, 160, 180, 200, and 220℃) on texture kinetics. It also explores a statistical classification meta-algorithm, called Adaptive Boosting (AdaBoost), to predict texture changes during conventional cake baking. The experimental results indicated that texture properties were significantly affected by baking temperature and time. As time and temperature increased, there was an increase in hardness, cohesiveness, gumminess, and chewiness and a decrease in springiness. However, the impact of time and temperature on resilience was inconsistent, as it was maximum in the last quarter of the process. The predicted results revealed that the AdaBoost algorithm accurately predicted the texture properties with a high coefficient of determination (R2 > 0.989) and minimal root mean square error (RMSE < 0.0019) across all textural properties. Therefore, it can serve as an efficient tool for predicting the texture properties of cakes during baking. Furthermore, the proposed methodology can be extended to predict the texture properties of other baked goods.
 
Poly Saha, Shishir Rizal, Jhuma Datta,
Volume 0, Issue 0 (1-2024)
Abstract

Powdery mildew (PM) of chilli is one of the major diseases affecting the yield and quality of chilli. Pathogen perpetuates in the infected crop debris and produce airborne conidia for rapid secondary spread. Prophylactic application of fungicides is admissible to keep the disease under threshold. Therefore, an experiment was designed to determine bio-efficacy and phytotoxicity of different doses of a new molecule combination (i.e KK-21: Sulphur 84% + Azoxystrobin 6% SC) along with optimization of its number of sprayings. This molecule was also compared with the most popularly used fungicides against PM of chilli. Additionally, influence of weather variables on the initiation and progression of the disease were also studied and prediction model developed by stepwise regression equation for timely forecasting and managing the disease. Study revealed, depending upon the prevailing weather the disease first appears between 44 to 64 days after transplanting then progress gradually at a rate varied from 0.0012 to 0.0139. Among the fungicides applied, three spraying of KK-21 @ 2500 ml/ha at 15 DI just after initiation of the disease was most effective with lowest disease severity index (5.00) and highest yield 150.24 q ha-1 and no phytotoxic effect was recorded even at higher dose. Result also showed, maximum temperature and relative humidity had significantly positive and negative correlation with the disease severity and the prediction equation demonstrated that these two factors could explain 78.2 - 87.6% of the variation in disease severity.

Volume 1, Issue 1 (3-2013)
Abstract

Aims: Most of the world population who is at work and production age does not have appropriate and regular physical activity for various reasons. Accordingly, the researchers tried to evaluate the effect of physical activity predictors of employees through the path analysis based on the Pender's Health Promotion Model (HPM). Methods and Materials: We conducted this study on 359 employees of the milk and milk powder production factories in Mashhad. A questionnaire consisted of items related to the structure of the Pender's Health Promotion Model (Perceived Benefits, Perceived Barriers,  Prior Related Behavior, Perceived Self-Efficacy, Activity Related Affect, Personal Factors, Interpersonal Influences and Situational Influences) and the IPAQ standard questionnaire related to the physical activity were designed and applied in interviews as data collection instruments. Findings: One fourth of the employees had proper physical activity. Generally, structures of the Pender's Health Promotion Model predicted 34.8 % of the physical activity behavior variance. Regression analysis has shown that the predictability of Prior Related Behavior, Perceived Self-Efficacy, Personal Factors, Activity Related Affect and Interpersonal Influences are significant and Situational Influences are nearly significant. Prior Related Behavior (β = 0.45, P < 0.000) and Self-Efficacy (β = 0.17, PConclusions: The findings of the study revealed that HPM is efficient in identifying and predicting the physical activity behavior. This pattern can be used as a framework for planning and implementing educational interventions in order to improve the physical activity of the adult employees.

Volume 1, Issue 1 (12-2010)
Abstract

We present a method to predict the flexible and rigid regions based on sequence. We use the free energy of two consequent amino acids to define a factor for distinguishing flexible regions from the rigid ones. Using statistical analysis of this free energy, we assign a normalized number between zero to one hundred which we call it flexibility number. Taking the effects of up to four neighbors of an amino acid, into account, resulted in an efficient prediction of flexible and rigid regions of a protein.

Volume 1, Issue 4 (6-2003)
Abstract

 Dialogue and its function in the globalization is one of common concepts in societies and cultures and obligation of acceptance of dialogue in that is always recommended. Dialogue is one of reaction of cultural elements that can appear in the various realms that its condition of appearance is acceptance of believes of common universal. One of the realms, in the verbal communication realm, is religious and mystical apocalypses that this realm is accepted as one of the religion dimensions.
 This research in the realm universal apocalypses (Zoroastrians, Old and New Testament, Islamic Sufism) analyses the meaning of second of word (Apocalypse) in addition to attention meaning of first (revelation). Nevertheless, this research considers the relation of apocalypse with other similar terms like Myth, Eschatology, and millennium. The research, in addition to analyse structure of Apocalypse in the religious texts of West and East, study Motifs and themes of this term in the scripture and heaven religions.

 

Volume 2, Issue 3 (8-2014)
Abstract

It was not just the uneducated human in ancient times who believed in an invisible magic powers in the world, and people have always believed in “ANIMISM” and “FITSH”. From many long time ago, people used to think that some objects, animals, and sky and stars have these invisible magic powers.  Because of his little amount of knowledge, he had no chance of understanding the scientific rules that run the world. So he began to believe       in the influence of these invisible magic powers over his daily life in order to make reason for bad events of his life or even to prevent them. He had to adjust every little things of his life to these believes. In Iranian religion before Islam, like other ancient religions, many superstitions looked legal and rightful, and also believing in the influence of sky and stars on days and years;  in astrology, and in prediction  was very usual.  In this research, different kinds of prediction  according to the middle Persian texts will be studied: prediction based  on inspiration, influence of sky and stars on days and years, the things that should be done and not should be done on specific days, soothsaying texts based on numbers in a Zoroastrian Omen Manuscript, including: the  number omen with numbers1-5, the omen of JAMASP E HAKIM, and omen of ANAAMOL.

Volume 2, Issue 4 (12-2014)
Abstract

Precipitation data is of utmost importance to carry out many hydro-meteorological studies. Observed warming over several decades has been linked to changes in the large-scale hydrological cycle such as: increasing atmospheric water vapour content, changing precipitation patterns, intensity and extremes, reduced snow cover and widespread melting of ice, and changes in soil moisture and runoff. Precipitation changes show substantial spatial and inter-decadal variability. General Circulation Models (GCMs), representing physical processes in the atmosphere, ocean, cryosphere and land surface, are the most advanced tools currently available for simulating the response of the global climate system. Recent interest in global warming has also increased concerns about the possible changes in rainfall amount including floods and drought patterns. This study is based on statistical downscaling, which provide good example of focusing on predicting the rainfall using the input of coarse GCM outputs. In this study, we have used GCM outputs for predicting the rainfall. It is obtained from the study that predicted rain values are higher for the first 30 years in compared to remaining prediction periods. The result has shown that winter rainfall may highly decrease in compared to monsoon, post monsoon and pre-monsoon seasons

Volume 4, Issue 15 (12-2007)
Abstract

In response to recent concerns regarding the enumeration of microbial load of raw milk in shorter time and lower cost and the need to ensure that milk destined for dairy plants has met the acceptable load therefore the mathematical models have been developed . The aims of the present study were to examine various factors (e.g.pH, Eh, fecal coliform and milk fat) as a possible indicators of microbial load in different seasons and to assess the use of mathematical models for such correlation. Raw milk was Collected from various industrial farms in Mashhad city at two different seasons-spring and summer-and the best model for prediction of total count in raw milk using various factors was then conducted by mathematical models. The result indicated that multiple linear regression model was the best equation (R2 = 0.65). The result also showed that the equations for two different seasons - spring and summer - were different, as interaction between fecal coliform and pH was the main determined factor of model in spring season equation. Also in summer season equation, fat and interaction between fecal coliform and fat were the main factors, but fat factor had the most effect in equation. In this study most of the effective factors in microbial quality and their effects for prediction of raw milk are investigated.

Volume 5, Issue 18 (12-2017)
Abstract

Folk tales reporter's stories and adventures of people from different social classes and generally low reputation who accidentally faced with incidents, exemplary events, wisdom and wonderful the stories portray the culture of each nation and stems from people's dreams and fantasies. Actually, beliefs and practices of early humans is the source of these stories the emergence of supernatural forces
such as palaces, mysterious, magical gardens, wells and dark spaces, demons, fairies, dragons, magic, lightning, Happiness and unlucky, various sleep, anesthesia and geomancy and astrolabe and etc are the most important elements of creating an Iranian story and all the stories which was written by the novelist in the East territories such as India. Amir Arsalaan e naamdaar story is familiar among folk tales which is the last Persian folk tale features an ancient story
The story mentioned the main features of Persian folk tale, especially magic the magic tricks that some people did in stories and can change the laws of nature through tricks and do extraordinary things. In these stories, wizards can they spell people neutralize other spells change the appearance of people and objects or predict future events. The authors plan to study magic and witchcraft in this book as a folk tale features

Volume 6, Issue 1 (12-2006)
Abstract

In this paper the reflection coefficient of electromagnetic wave incidence on the walls of the buildings and obstacles that occurs in mobile communication path was modified by solving the Riccati nonlinear equations. For this purpose, the building walls are assumed inhomogeneous layers where their permittivity changes as function of the wall thickness. Using this reflection coefficient, a new propagation model based on urn and GID (uniform geometrical theory of diffraction and geometrical theory of diffraction) for multiple diffraction paths is proposed. Using this model, the diffraction loss as well as the path loss for a row of buildings with two in homogeneous faces is calculated and compared with measured data. Comparison of theoretical and measured results reveals that the modified reflection coefficient can adequately predict the reflective properties of the building walls. Moreover, results obtained with the proposed UID model are in good agreement with the measurement data. Therefore, the modified reflection coefficients well as the new UID model can be used for estimation of multipath signals strength, diffraction loss and also path delay in ray tracing algorithms used in mobile communication, radar and radio links.

Volume 6, Issue 2 (9-2016)
Abstract

It seems that the issue of exclusion of cities and its management after collapsing physical walls of city is regarded as an important issue toward development and guidance of city. For achieving to this goal the required conditions and tools shall be provided.One of the most paramount points which should be taken into consideration in physical and spatial Organization of Iranian – Islamic metropolitans is the transformation of villas and villages and existing cities in connection with metropolitans. Regarding the fact that the expansion of urbanism as a demographic phenomenon has been closely entwined with the activities done in the cities, and considering the fact that the expansion of physical boundaries of the cities occurs due to the accumulation of population, each and every single kind of control over the privacy of the metropolitans is according to the study of the bilateral relationship existing between population and activity in the scope of the city privacy. This research relies on a descriptive- analysis approach and by using the population prediction models and activity prediction models scrutinize the current situation of activities and population of Tehran and probe into its further changes. The results of this research reveals the fact that the population and activity growth is still continuing in Tehran and its suburbs, and the reduction in the number of habitats and workshops in some periods of census does not mean the evacuation of settlements or the factory closures, but it discloses The phenomenon of early disruption of rural areas and their merger, the expansion of Tehran, and an alteration in the statistical area at the time of census. Spatial organization of centers of work & activity in Tehran by its environmental condition, settlement patterns, economic activities (and their changes), and social processes. A large number of factors affect the city’s spatial organization and the dispersal of activities, the most important of which are the city’s environmental, historical, socio-economic, transportation, and economic structures. In recent years, due to a lack of governmental control, interference of decisions made by authorities, and the adoption of uncoordinated policies of land management, Tehran has experienced irreparable bioenvironmental damages; farming lands have been sold illegally and turned into residential areas and more and more unofficial settlements have appeared to accommodate low income groups. The spatial distribution of the people migrating to Tehran in various periods shows that due to the social and economic changes happening in the country, the number and origin of migrants have also changed. During the years 1976 to 1986, migration from villages to cities did not cease. The villagers suffering from the consequences of the Land Reform made before the revolution and the consequences of the imposed war after the revolution continued to rush to cities. The migrants came to Tehran from the south and the northwest. The greatest number of migrants came to the city of Tehran were from Tehran province A glance at the map of Tehran and its surrounding settlements shows that most of these settlements, situated in the fertile plain of the south and southwest of Tehran and the west of Karaj, have a population of over 5000 (potential candidates for becoming a city) or a population of between 2000 to 5000. Settlements on this plain have always had the potential for turning into a city. It has good soil, a moderate slope, and easy access to water and main roads. In addition to population, many large industrial units are settled there; it will also be the main center for population settlement and industrial development in the future. The mountainous areas and the heights, which have surrounded the northern half of Tehran like a wall, and the dry areas in the Southwest cannot compete with the plain in attracting business activities and population. With the expansion of national and regional road networks connecting Tehran to other cities and the settlement of new industries and other activities requiring large and cheap land around Tehran, as well as the transfer of certain businesses to outer areas, the surrounding cities and settlements have rapidly expanded and developed, attracting a large population in recent decades. These settlements todayform a great part of Tehran province. Thus the greatest population density around Tehran is observed in the southern areas and in such cities as Islam Shahr, Pakdasht, Rey, and the areas along Tehran-Karaj highway and the city of Shahreyar. Islamshahr, Ghods and Gharchak, the largest cities of the province after Tehran and Karaj, were originally unofficial settlements that later turned into cities. These cities played two important roles in business activities and population settlement; first, business activities have moved closed the city to its infrastructural facilities and as a result, the population has moved closer to work place to make maximal use of urban services. Second, low income groups have been forced to move from the city to the settlements in order to avoid expensive housing and work places. As a result, high income families have moved to the northern areas with better climate and the low income families have moved to surrounding settlements where they can find cheap land and services for the poor. A study of the residential areas of the low income population in the marginal areas of Tehran in recent decades shows that, unlike in industrial and developed countries, in Tehran it is the low income groups that have moved considerably. They have left the central areas due to the high costs of living and have migrated to the marginal areas where housing is cheap. They have settled in scattered villages and estates, where they are deprived of the minimum urban services and infrastructure. They have increased the costs of urban management for organizing these unofficial settlements and improving living and bioenvironmental conditions. The dramatic increase in the trend of absorption of population in the villages from one side, and the reduction in the number of rural zones around the metropolitans and large cities such as Karaj, Islamshahr, Varamin, Shahryiar, malard, golestan and Ghale-hassankhan(Qods) has a close similarity with the sharp trend of absorption of population of the villages located in the suburb of Tehran and the reduction in the number of rural zones Between 55-1345 and 65-1355.consequently, according to the Aforementioned point, it could be mentioned that the big cities around Tehran and their surroundings are experiencing the trend similar to The one Tehran and its suburbs have experienced in the last four Decades. However, the difference here is that, they are not passing their evolutionary period. Thus, in near future, it does not seem Strange if the metropolitan phenomenon occurs, and the challenges like the ones which exist in Tehran happen in other big cities located Nearby Tehran. In this regard, it is suggested that instead of Developing the borders of the urban space of Tehran as a metropolitan to the other sides of the borders of the provinces of Robatkarim and Shahriar, the functional chains of the associated cities are recognized, and a revision is done in bordering Tehran. Finally, by using the SWOT model in conjunction with the acquired findings through the research, practical strategies for an efficient management of both population and activity of the privacy of Tehran, as a metropolitan have been proposed.

Volume 7, Issue 1 (5-2017)
Abstract

Based on social identity and attribution theory and the results of hitherto empirical researchs, the relationship between corporate social responsibility and behavioral outcomes is explainable But the relationship between CSR with the expected don’t seem so clear. In other words, the mechanism of employee behavior variant in regard to corporate social responsibility remains unclear. The purpose of this causal-relationship research was to identify the variables affecting the relationship between CSR and agriculture experts' job commitment. Based on Cochran formula, 135 of them were selected through quota sampling method. The main method was prediction orientation segmentation algorithms to identify the unknown variables affecting the relationship between two variables. The results showed that the effect of corporate social responsibility in development of employee commitment is relatively complex, evolutionary and gradually. This means that to achieve the desired results of corporate social responsibility, the continuation of the goals of its dimensions can play an important role in employees attribution. It also became clear with over time of employee resident at organization, their interpretation of CSR and as a result its effect on their commitment, would be differ. Thus, indirectly, it could be said that social identity theory can play intermediate variable role in study of CSR effects.

Volume 7, Issue 3 (7-2019)
Abstract

Aims: One of the most important factors in public health is oral and dental health. Determining the level of knowledge and attitude and the applicable criteria are effective factors in reducing dental problems. This study was conducted to determine the effective factors on oral hygiene based on the Health Belief Model (HBM) in students of Paramedicine, Qazvin University of Medical Sciences.
Materials & Methods: This is a descriptive-analytical. The present study was conducted on 300 students that were selected by using a multi-stage random sampling method. The data collection tool was based on a standard questionnaire of health belief model. The obtained data were analyzed by SPSS 20 software, descriptive statistics, and Pearson coefficient tests, variance analysis, Turkey test, and linear regression logistic regression was taken as a significant level of 0.05.
Findings: The mean of health behaviors among students was moderate (52.38±5.95). The regression analysis showed that constructs perceived barriers, self-efficacy and perceived benefits predict tooth decay prevention behaviors (p≤0.05). Pearson's test showed a positive and significant relationship between perceived barriers and behavior (r=-0.471, p=0.00).
Conclusion: In order to promote health behaviors among the student’s perceived barrier self-efficacy and perceived benefits, as the most important predictors of student behavior for holding educational courses should be used.


Volume 8, Issue 1 (3-2020)
Abstract

Aims: Time prediction of the main failure is of great assistance in managing the risk involved in landslide occurrence. The complexity of subsurface structure, lack of sufficient information about the slip surface, and complexity of seasonal factors make the prediction more difficult. Most of the solutions proposed for modeling the prediction of the main failure are not efficient and are associated with considerable errors due to the oversimplification. It makes the simultaneous incorporation of all effective factors nearly impossible. In this study, a reliable method was proposed for selecting the appropriate time to analyze the landslide movement and providing the speed threshold leading to the main landslide occurrence in a large-scale rockslide in the Anguran Open-Pit Mine.
Materials & Methods: In this study, the data set of two years movement of a reliable creep type landslide in Anguran Mine (Zanjan, Iran) were implemented to modify the prediction method suggested by the previous study. The method of this study was a careful comparison of accelerator factors and landslide motion.
Findings: The independence of the movement speed from the effective factors such as precipitation could be a reliable situation that can be used to predict the critical condition of landslide motion toward final and rapid failure. In this rockslide, 1.5 million m3 block of stone slid into the open pit.
Conclusion: The employed method presented in this study allows predicting the occurrence of a final rockslide within a reasonable interval of time and preventing the damage occurred through the timely evacuation of workers and equipment.
 


Volume 8, Issue 1 (3-2020)
Abstract

Aims: The aim of the present study was to determine the most important environmental factors affecting aboveground net primary production (ANPP) of plants along the altitude gradient in QezelOzan-Kosar rangelands, Iran.
Materials & Methods: Eight sites along the altitude gradient were selected, in each of which three transects parallel and perpendicular to the slope were established. Along each transect (totally 240 plots), ANPP and soil samples were measured. Using digital elevation model (DEM) map, the maps of slope, aspect, elevation, topographic index (CTI), stream power index (SPI), plan curvature (PC), precipitation and temperature were extracted. The soil parameters measured in soil laboratory. To determine the important effective factors, principal component analysis (PCA) was used. Moreover, the ANPP prediction equation was simulated using the parameter which had the greatest impact and correlation with ANPP (precipitation), using 2nd-order polynomial model and mapped further.
Findings: The results of PCA revealed that six components had the highest effect on the ANPP variations (76.35% of ANPP variations). The result of simulated equation and map indicated acceptable accuracy (R2= 0.95, RMSE= 0.73).
Conclusion: The results of the present study highlight the importance of topographic, climatic, and soil factors in ANPP variations, and can be used to manage QezelOzan-Kosar rangelands for establishing balance between biomass and carbon of the ecosystem and ecosystem supply and demand.


Volume 9, Issue 4 (12-2018)
Abstract

Aims: Information of the protein structure is essential to understand the protein functions. Flexibility is one of the most important characteristics related to protein functions. Knowledge about flexibility of the protein structures can be helpful to improve protein structure prediction and comprehend their function. This study was conducted with the aim of investigating the flexibility prediction of protein structures, using support vector machine.
Materials and Methods: In this study, a balanced dataset containing 95 proteins was used. The features used in the present study for modeling amino acids formed a 33-dimensional vector. Some of them were obtained by crawling a window with the length of 17 focusing on the target amino acid on the protein chain, and some were only related to the target amino acid. To define the flexibility factor, the characteristics based on the information derived from the two-dimensional angular variations was used. The information was calculated for each amino acid by considering the position of each amino acid alone and for the adjacent amino acid pairs in a seventeenth window, and the support vector machine method was used for prediction.
Findings: The accuracy was 73.1%, F-measure was 71%, precision was 73%, and sensitivity was 73.2%. Acceptable superiority of the proposed method was confirmed in comparison with the current methods. The angular representation of each protein was able to accurately demonstrate the 3D characteristics and properties of the protein structure.
Conclusion: The accuracy is 73.1%, F-measure is 71%, precision is 73%, and sensitivity is 73.2% and angular aspect is the best descriptor for flexibility prediction. Angular representation of each protein can accurately reflect the 3D characteristics and properties of the protein structure.
 


Volume 9, Issue 4 (3-2020)
Abstract

The main purpose of this study is to predict the behavior of employees according to perception of possible changes in their organizational resources. This research aims to discover the latent behavioral intentions which individuals showing in common, within an organizational ecosystem through an objective approach. Using sequential exploration strategy, the research was implemented through 5 main steps and research model has been verified by means of experimental and empirical methods. The ecosystem studied in this study, was Iranian state and semi-state banks, which were precisely studied in 416 subjects. Also, in order to obtain a model for predicting the organizational behavior of employees, at first, behavioral intentions were typologized by conservation of resources approach, and then modeled with fixed and random effects in form of mixed equations. Results showed that predictions of human behaviors at the ecological level of resources have great commonalities that can be identified by a resource-based approach. The results also showed that the behavioral intentions of employees in Iranian state and semi-state banks in threatenedsocial support is to be passive, andin the presence of positive or negative perceptual interaction from leader, this tendency could change from " being passive” to "trying to retain" in both cases. Identifying the boundary points of changing behavioral intentions and the distance of employees’“behavioral intention" from these points was another finding of this study that could be a guide for regulating effective interventions of leadersin the studied ecosystem.


Volume 10, Issue 2 (7-2010)
Abstract

One of the main issues in financial management is choosing the best way of utilizing investment. Investors would like to invest their capitals in a way to minimize their risks. Bankruptcy is one of the risk factors which affect the decision of investors. Prediction of bankruptcy can help investors to reduce the risks in the capital markets and recognize the best opportunities for alternative investment. This study aims to predict the bankruptcy of companies by using the technique of Artificial Neural Network (ANN). Moreover, discriminant Analysis and logestic regression techniques are employed to compare the results. The data used in this study covers the firms in the Kerman Province of Iran over the period 1975- 2007. The results show that ANN model perfom much better than the discriminant analysis and logestic regression techniques. Moreover, the results confirm that the accuracy of ANN model is higher than the discriminant analysis and logestic regression techniques for predicting of bankruptcy. The analysis also shows that none of the firms will bankrupt in the year after the period covered in this study.
S. R. Hassan-Beygi, B. Ghobadian, R. Amiri Chayjan, M. H. Kianmehr,
Volume 11, Issue 2 (4-2009)
Abstract

The use of neural networks methodology is not as common in the investigation and pre-diction noise as statistical analysis. The application of artificial neural networks for pre-diction of power tiller noise is set out in the present paper. The sound pressure signals for noise analysis were obtained in a field experiment using a 13-hp power tiller. During measurement and recording of the sound pressure signals of the power tiller, the engine speeds and gear ratios were varied to cover the most normal range of the power tiller op-eration in transportation conditions for the asphalt, dirt rural roads, and grassland. Sig-nals recorded in the time domain were converted to the frequency domain with the help of a specially developed Fast Fourier Transform (FFT) program. The narrow band signals were further processed to obtain overall sound pressure levels in A-weighting. Altogether, 48 patterns were generated for training and evaluation of artificial neural networks. Arti-ficial neural networks were designed based on three neurons in the input layer and one neuron in the output layer. The results showed that multi layer perceptron networks with a training algorithm of back propagation were best for accurate prediction of power tiller overall noise. The minimum RMSE and R2 for the four-layer perceptron network with a sigmoid activation function, Extended Delta-Bar-Delta (Ext. DBD) learning rule with three neurons in the first hidden layer and two neurons in the second hidden layer, were 0.0198 and 0.992, respectively.

Volume 13, Issue 1 (4-2013)
Abstract

In this paper, it is tried to propose a robust model for predicting inflation in Iran among alternative models. For doing this, monthly data from April 1990 to the end of September 2009 is used. Firstly, it is tried to determine whether the CPI data is chaotic or stochastic. It is shown that it is chaotic rather than stochastic. Therefore, it is predictable. Then, a stochastic differential equation model is estimated (specifically a geometric Brownian motion) for CPI in Iran. In order to compare the prediction power of the model other alternative models of prediction like ARMA, non-linear GARCH, EGARCH, TGARCH are also used to extrapolate inflation during a six month prediction period. Based on RMSE, MAE, U-Tail, it is revealed that stochastic differential equation model is much more robust than the alternative models mentioned above.

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