5 results on '"Imoh Udo Moffat"'
Search Results
2. Modeling the Effects of Outliers on the Estimation of Linear Stochastic Time Series Model
- Author
-
Emmanuel Alphonsus Akpan and Imoh Udo Moffat
- Subjects
Probabilities. Mathematical statistics ,QA273-280 ,Analysis ,QA299.6-433 - Abstract
This study investigates the effects of outliers on the estimates of ARIMA model parameters with particular attention given to the performance of two outlier detection and modeling methods targeted at achieving more accurate estimates of the parameters. The two methods considered are: an iterative outlier detection aimed at obtaining the joint estimates of model parameters and outlier effects, and an iterative outlier detection with the effects of outliers removed to obtain an outlier free series, after which a successful ARIMA model is entertained. We explored the daily closing share price returns of Fidelity bank, Union bank of Nigeria, and Unity bank from 03/01/2006 to 24/11/2016, with each series consisting of 2690 observations from the Nigerian Stock Exchange. ARIMA (1, 1, 0) models were selected based on the minimum values of Akaike information criteria which fitted well to the outlier contaminated series of the respective banks. Our findings revealed that ARIMA (1, 1, 0) models which fitted adequately to the outlier free series outperformed those of the parameter-outlier effects joint- estimated model. Furthermore, we discovered that outliers biased the estimates of the model parameters by reducing the estimated values of the parameters. The implication is that, in order to achieve more accurate estimates of ARIMA model parameters, it is needful to account for the presence of significant outliers and preference should be given to the approach of cleaning the series of outliers before subsequent entertainment of adequate linear time series models.
- Published
- 2019
3. Modeling Investment Trends: A Logarithmic-Modified Markov Chain Approach
- Author
-
Imoh Udo Moffat, James Augustine Ukpabio, and Emmanuel Alphonsus Akpan
- Subjects
Convergence ,Heteroscdasticity ,Logarithmic transformation ,Markov chain ,Stochastic process ,Transition matrix ,Probabilities. Mathematical statistics ,QA273-280 - Abstract
The study aimed at stabilizing the changing variance using the logarithmic transformation to achieve a significant proportion of stability and a faster rate of convergence of the steady state transition probability in Markov chains. The traditional Markov chain and logarithmic-modified Markov chain were considered. On exploring the yearly data on the stock prices from 2015 to 2018 as obtained from the Nigerian Stock Exchange, it was found that the steady state of logarithmic-modified Markov chain converged faster than the tradition Markov chain with efficiency in tracking the correct cycles where the stock movements are trending irrespective of which cycle it starts at time zero with differences in probability values by 1.1%, 0.7%, −0.41% and −1.37% for accumulation, markup, distribution and mark-down cycles, respectively. Thus, it could be deduced that the logarithmic modification enhances the ability of the Markov chain to tract the variation of the steady state probabilities faster than the traditional counterpart.
- Published
- 2020
- Full Text
- View/download PDF
4. Modelling the Intervention of UAH/USD Exchange Rates as a Result of 2022 Russian Invasion of Ukraine
- Author
-
Ette Harrison Etuk, Obioma Gertrude Onukwube, and Imoh Udo Moffat
- Subjects
Ukrainian Hryvnia (UAH) ,Russian invasion of Ukraine ,United States Dollars (USD) ,exchange rates ,intervention - Abstract
Russia and Ukraine are in a war, with the former invading the latter. This puts the latter under great stress, many have died in the process and many more have been displaced and many more have fled from Ukraine. This has resulted in intervention in many time series related to Ukraine. For example, the time series of the daily exchange rates of Ukrainian Hryvnia (UAH) and United States Dollars (USD) experienced an intervention on the first day of Russian incursion. By Box and Tiao (1975) approach, a realization of the time series from 1 January 2022 to 15 March 2022 is analyzed. The intervention model arrived at is found adequate. It can be the basis for management and planning., {"references":["Box, G. E. P. and Jenkins, G. M. (1976) Time Series Analysis, Forecasting and Control. Holden-Day, San Francisco.","Box, G. E. P. and Tiao, G. C. (1975). Intervention analysis with applications to economic and environmental problems. Journal of the American Statistical Association, Volume 70, No. 349, pp. 70-79.","Etuk, E. H. and Eleki, A. G. (2016). Intervention Analysis of Daily Yuan-Naira Exchange Rates. CARD International Journal of Science and Advanced Innovation Research, Volume 1, Number 1. http://www.casirmediapublishing.com","Giordano, G., Blanchini, F., Bruno, R., Colaneri, P., Fillipo, A. D., Matteo, A. D. and Colaneri, M. (2020). Modelling the covid-19 epidemic nd implementation in Italy. Nature Medicine 26, 855-860.","Helfenstein, U. (1991). The use of transfer function models, intervention analysis and related time series methods in epidemiology. Int J Epidemiology, 1991 Sep., 20(3): 808-815. Doi:10.1093/ije/20.3.808. PMID: 1955267.","Ma, Z., Kuller, L. H., Fisher, M. A. and Ostroff, S. M. (2013). Use of interrupted time series method to evaluate the impact of cigarette excise tax increases in Pennsylvania, 2000-2009. Preventing Chronic Disease, 2013;10:120268. DOI: http://dx.doi.org/10.5888/pcd10.120268","Mohammed, H., Abdul-Aziz, A. R. and Saeed, B. I. I. (2016). Modeling the Ghanaian inflation rates using interrupted Time Series Analysis Approach. Mathematical Theory and Modelling, Volume 6, No. 2. https://www.iiste.org","Oreko, B. U., Nwobi-Okoye, C. C., Okyl, S. and Igboanugo, A. C. (2017). Modeling the impact of intervention measures on total accident cases in Nigeria using Box-Jenkins methodology: A case study of federal road safety commission. Cogent Engineering, Volume 4, Issue 1. https://doi.org/10.1080/23311916.2017.1345043","Ray, M., Ramasubramanian, V., Kumar, A. and Rai, A. (2014). Application of Time Series Intervention Modelling and Forecasting Cotton Yield. Statistics and Applications, Volume 12, Nos. 1&2, pp. 61-70.","Yaacob, W.F.W., Husin, W.Z.W., Aziz, N. A., and Nordin, N. I. (2011). An Intervention Model of Road Accidents: The Case of OPS Sikap Intervention. Journal of Applied Sciences, 11: 1105-1112."]}
- Published
- 2022
- Full Text
- View/download PDF
5. Potential health implications of exposure to non-combusted liquefied petroleum gas on vendors
- Author
-
Ukeme Sambo Abara, Emmanuel Alphonsus Akpan, Nkereuwem Sunday Etukudoh, Imoh Udo Moffat, and Williams Peter Udoh
- Subjects
Respiratory diseases ,Lung Functions ,Occupational health ,INNSPUB-JBES ,health care economics and organizations ,Environmental pollution ,LPG ,Environmental Sciences ,respiratory tract diseases - Abstract
Exposures to environmental pollutants have been associated with respiratory diseases in humans and Continuous exposure to non-combusted liquefied petroleum gas (LPG) is suspected as a leading hazardous factor that might result in the development of impaired pulmonary functions. The study is aimed at assessing the effects of chronic exposure to non-combusted LPG on the prevalence of respiratory symptoms and appraising the potential pulmonary impairments among LPG vendors. Seventy five (75) apparently healthy LPG vendors and Seventy five (75) apparently healthy non LPG vendors, aged 18 to 50 years were recruited into this study. The Forced expiratory volume in 1second (FEV1), forced vital capacity (FVC) and peak expiratory flow (PEF) were obtained using a Spirometer while FEV1/FVC was calculated. Independent t-test was applied to determine the mean difference between the exposed and control groups at 5% level of significance. Chi-square test/Fisher’s exact test was used to investigate all forms of associations in the study. The prevalence of respiratory symptoms in LPG vendors was highest in nasal irritation/sneezing (56%), followed by cough (53.3%), wheeze (40%) and chest tightness (26.7%), respectively. Only the symptoms of nasal irritation/sneezing and cough showed significant association with the LPG vendors (P). Association between respiratory symptoms and age, association between respiratory symptoms and duration of exposure were not significant (P >0.05). There was a recorded significant decrease in FEV1, FVC, PEF except FEV1/FVC for the LPG vendors (P ) compared to the non LPG vendors. The health implications of exposure to LPG are high prevalence rate of respiratory symptoms (nasal irritation/sneezing and cough) and impaired pulmonary functions. Journal Name: Journal of Biodiversity and Environmental Sciences | JBES, {"references":["Ajah J. 2013. Households' access and preference to cooking fuels in Abuja, Nigeria. Journal of Environmental Science and Technology 6, 91-98. https://doi.org/10.3923/jest.2013.91.98","Alphonsus RI, Adesuwa QA. 2014. Household Cooking Fuel Use among Residents of a Sub-Urban Community in Nigeria: Implications for Indoor Air Pollution. Eurasian Journal of Medicine 46, 203-208. https://doi.org/10.5152/eajm.2014.0051","Cecelski E, Matingamm. 2014. Cooking with Gas: Why women in developing countries want LPG and how they can get it. WLPGA 17-20.","Corbo GM, Forastiere F, Agabiti N, Dell'Orco V, Pistelli R, AebischermL, Valente S, Perucci C. 2001. Effect of Gas Cooking on Lung Function in Adolescents: Modifying Roe of Sex and Immunoglobulin E. Thorax 56, 536-540.","Fedak KM, Good N, Walker ES, Balmes J, Brook RD, ClarkmL, Cole-Hunter T, Devlin R, L'Orange C, Luckasen G, Mehaffy J, Shelton R, Wilson A, Volckens J, peel JL. 2019. Acute Effects on Blood Pressure Following Controlled Exposure to Cookstove Air Pollution in the STOVES Study. Journal of American Heart Association 8, 1-10. https://www. ahajournals.org/doi/suppl/10.1161/JAHA.119.012246","Ferkol T, Schraufnagel D. 2014. The Global Burden of Respiratory Disease. Annals of American Thoraxic Society 11, 404-406.","Ghulam S, Muhamed Y, Shafi M, Tanzeel-Ahmed R, Muhammad S, Yahauzib M, Basher A, Munir A. 2017. Spirometric evaluation of lung function of coal workers, working at Mach (Bolam District). Indo American Journal of Pharmaceutical Research 7, 866-5667.","Kaur-Sidhu M, Ravindra K, Mor S, John Siby, Aggarwal AN. 2019. Respiratory Health States of Rural Women Exposed to Liquefied Petroleum Gas and Solid Biomass Fuel Emissions. Air, Soil and Water Research 12, 1-8. https://doi.org/10.1177%2F1178622119874314","Kim KY, Lee E, Kim Y. 2019. The Association between Bisphenol A Exposure and Obsity in Children-A Systematic Review with Meta-Analysis. International Journal of Environmental Research and Public Health 16, 2521.","Miller MR, Hankinson J, Brusasco V, Burgos F, Casaburi R, Coates A, Crapo R, Enright P, van der Grinten CPM, Gustafsson P, Jensen R, Johnson DC, Maclntyre N,mcKay R, Navajas D, Pedersen OF, Pellegrino R, Viegi G, Wanger J. 2005. Standardization of Spirometry. European Respiratory Journal 26, 319-338.","Moitra S, Blanc PD, Brashier BB. 2014. Airflow Obstruction among Street Vendors who refill Cigarette Lighters with Liquefied Petroleum Gas. International Journal of Tuberculosis and Lung Disease 18, 1126-1131. https://doi.org/10.5588/ijtld.14.0016","Moore VC. 2012. Spirometry: Step by step. Breathe 8, 233-240. https://doi.org/10.1183/20734735.0021","Moran SE, Strachan DP, Johnston ID, Anderson HR. 1999. Effects of Exposure to Gas Cooking in Childhood and Adulthood on Respiratory Symptoms, Allergic and Sensitization and Lung Function in Young British Adults. Chemical Experimental Allergy 29, 1033-1041","Nazurah bt Abdul Wahid NN, Balalla NBP, Koh D. 2014. Respiratory symptoms of vendors in an open-air hawker center in Brunei Darussalam. Frontier in Public Health 2, 167.","Pena MB, Romero KM, Velazquez EJ, Davila-Roman VG, Gilman RH, Wise RA, Miranda JJ, Checkley W. 2015. Relationship between Daily Exposure to Biomass Fuel Smoke and Blood Pressure in High-Altitude Peru. Hypertension 65,1134-1140. https://doi.org/10.1161/HYPERTENSIONAHA.114.","Petty TL, Enright PI. 2003. Simple Office Spirometry for Primary Care Practitioners. National Lung Health Education Program (NLHEP). Alphamedica, Inc. USA p. 9-29.","Quinn AK, Ae-Ngibise KA, Jack DW, Boamah EA, Enuameh Y, Mujtaba MN, Chillrud SN, Wylie BJ, Owusu-Agyei S, Kinney PL, Asante KP. 2016. Association of Carbon Monoxide Exposure With Blood Pressure Among Pregnant Women in Rural Ghana: Evidence From GRAPHS. International Journal of Hygiene and Environmental Health 219, 176-183. https://doi.org/10.1016/j.ijheh.2015.10.004","Rehfuess, Eva & World Health Organization. 2006. Fuel for Life: Household Energy and Health. World Health Organization. Available from https://apps.who.int/handle/10665/43421 (Accessed April 20, 2020).","Sirdahmm, Al Laham NA, El Madhoun RA. 2013. Possible Health Effects of Liquefied Petroleum Gas on Workers at Filling and Distribution Stations of Gaza Governorates. Eastern Mediterranean Health Journal 17, 289-294.","Svedahl S, Svendsen K, Qvenild T, Sjaastad AK, Hilt B. 2009. Short Term Exposure to Cooking Fumes and Pulmonary Function. Journal of Occupational Medicine and Toxicology 4, 9. https://doi.org/10.1186/1745-6673-4-9","Thompson LM. 2018. Cooking with GAS: How children in the developing world benefit from switching to LPG. Prepared for the World LPG Association. WLPGA 8-34.","Vainiotaloa S, Matveinena K. 1993. Cooking Fumes as a Hygienic Problem in the Food and Catering Industries. American Industrial Hygene Association Journal 54, 376-82.","Willers SM, Brunekreef B, Oldenwening M, Smit HA, Kerkhof M, Gerritsen J, De Jongste JC, De Vries H. 2006. Gas Cooking, Kitchen Ventilation, and Asthma, Allergic Symptoms and Sensitizationin Young Children- the PIAMA Study. Allergy 61, 563-568. https://doi.org/10.1111/j.1398-9995.2006.01037.x","World Health Organization. 2014. WHO Guidelines for Indoor Air Quality: Household Fuel Combustion. Available from www.who.int/airpollution/guidelines /household-fuel-combustion/IAQHHFC_guidelines,pdf (Accessed April 25, 2020)."]}
- Published
- 2021
- Full Text
- View/download PDF
Catalog
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.