Displaying all 9 publications

  1. Mohd Khairul Bazli Mohd Aziz, Fadhilah Yusof, Zalina Mohd Daud, Zulkifli Yusop, Mohammad Afif Kasno
    MATEMATIKA, 2019;35(2):157-170.
    The well-known geostatistics method (variance-reduction method) is commonly used to determine the optimal rain gauge network. The main problem in geostatistics method to determine the best semivariogram model in order to be used in estimating the variance. An optimal choice of the semivariogram model is an important point for a good data evaluation process. Three different semivariogram models which are Spherical, Gaussian and Exponential are used and their performances are compared in this study. Cross validation technique is applied to compute the errors of the semivariograms. Rain-fall data for the period of 1975 – 2008 from the existing 84 rain gauge stations covering the state of Johor are used in this study. The result shows that the exponential model is the best semivariogram model and chosen to determine the optimal number and location of rain gauge station.
  2. Siti Mariam Norrulashikin, Fadhilah Yusof, Ibrahim Lawal Kane
    Sains Malaysiana, 2018;47:409-417.
    The vector autoregressive (VAR) approach is useful in many situations involving model development for multivariables
    time series. VAR model was utilised in this study and applied in modelling and forecasting four meteorological variables.
    The variables are n rainfall data, humidity, wind speed and temperature. However, the model failed to address the
    heteroscedasticity problem found in the variables, as such, multivariate GARCH, namely, dynamic conditional correlation
    (DCC) was incorporated in the VAR model to confiscate the problem of heteroscedasticity. The results showed that the use
    of the VAR coupled with the recognition of time-varying variances DCC produced good forecasts over long forecasting
    horizons as compared with VAR model alone.
  3. Siti Rohani Mohd Nor, Fadhilah Yusof, Arifah Bahar
    MATEMATIKA, 2018;34(2):227-233.
    The incorporation of non-linear pattern of early ages has led to new research
    directions on improving the existing stochastic mortalitymodel structure. Several authors
    have outlined the importance of encompassing the full age range in dealing with longevity
    risk exposure, by not ignoring the dependence between young and old ages. In this study,
    we consider the two extensions of the Cairns, Blake and Dowd model that incorporate the
    irregularity profile seen at the mortality of lower ages, which are the Plat, and the O’Hare
    and Li models respectively. The models’ performances in terms of in-sample fitting and
    out-sample forecasts were examined and compared. The results indicated that the O’Hare
    and Li model performs better as compared to the Plat model.
  4. Haneef Zulkifle, Fadhilah Yusof, Siti Rohani Mohd Nor
    MATEMATIKA, 2019;35(301):65-77.
    Abstract Demographers and actuaries are very much conscious of the trend of mortality in their own country or in the world in general. This is because mortality is the basis for longevity risk evaluation. Mortality is showing a declining trend and it is expected to further decline in the future. This will lead to continuous increase in life expectancy. Several stochastic models have been developed throughout the years to capture mortality and its variability. This includes Lee Carter (LC) model which has been extended by various researchers. This paper will be focusing on comparing LC model and another mortality model proposed by Cairns, Blake and Dowd (CBD). The LC uses the log of central rate of mortality and CBD uses logit of the mortality odds as dependent variable. Analysis of comparison is done using a few techniques including Akaike information criteria (AIC) and Bayesian information criterion (BIC). From the overall results, there is no model better than the other in every aspect tested. We illustrate this via visual inspection and in sample and outof sample analysis using Malaysian mortality data from 1980 to 2017.
  5. Siti Mariam Norrulashikin, Fadhilah Yusof, Kane, Ibrahim Lawal
    MATEMATIKA, 2018;34(1):73-85.
    Simulation is used to measure the robustness and the efficiency of the forecasting
    techniques performance over complex systems. A method for simulating multivariate
    time series was presented in this study using vector autoregressive base-process. By
    applying the methodology to the multivariable meteorological time series, a simulation
    study was carried out to check for the model performance. MAPE and MAE performance
    measurements were used and the results show that the proposed method that consider
    persistency in volatility gives better performance and the accuracy error is six time smaller
    than the normal hybrid model.
  6. Mohsen Salarpour, Milad Jajarmizadeh, Zulkifli Yusop, Fadhilah Yusof
    Sains Malaysiana, 2014;43:1865-1871.
    The modeling of rainfall-runoff relationship in a watershed is very important in designing hydraulic structures, controlling flood and managing storm water. Artificial Neural Networks (ANNs) are known as having the ability to model nonlinear mechanisms. This study aimed at developing a Generalized Feed Forward (GFF) network model for predicting annual flood (depth) of Johor River in Peninsular Malaysia. In order to avoid over training, cross-validation technique was performed for optimizing the model. In addition, predictive uncertainty index was used to protect of over parameterization. The governing training algorithm was back propagation with momentum term and tangent hyperbolic types was used as transfer function for hidden and output layers. The results showed that the optimum architecture was derived by linear tangent hyperbolic transfer function for both hidden and output layers. The values of Nash and Sutcliffe (NS) and root mean square error (RMSE) obtained 0.98 and 5.92 for the test period. Cross validation evaluation showed 9 process elements is adequate in hidden layer for optimum generalization by considering the predictive uncertainty index obtained (0.14) for test period which is acceptable.
  7. Arifah Bahar, Siti Rohani Mohd Nor, Fadhilah Yusof
    Sains Malaysiana, 2018;47:1337-1347.
    The growing number of multi-population mortality models in the recent years signifies the mortality improvement in
    developed countries. In this case, there exists a narrowing gap of sex-differential in life expectancy between populations;
    hence multi-population mortality models are designed to assimilate the correlation between populations. The present
    study considers two extensions of the single-population Lee-Carter model, namely the independent model and augmented
    common factor model. The independent model incorporates the information between male and female separately
    whereas the augmented common factor model incorporates the information between male and female simultaneously.
    The methods are demonstrated in two perspectives: First is by applying them to Malaysian mortality data and second
    is by comparing the significance of the methods to the annuity pricing. The performances of the two methods are then
    compared in which has been found that the augmented common factor model is more superior in terms of historical fit,
    forecast performance, and annuity pricing.
  8. 'Aaishah Radziah Jamaludin, Fadhilah Yusof, Suhartono
    MATEMATIKA, 2020;36(1):15-30.
    Johor Bahru with its rapid development where pollution is an issue that needs to be considered because it has contributed to the number of asthma cases in this area. Therefore, the goal of this study is to investigate the behaviour of asthma disease in Johor Bahru by count analysis approach namely; Poisson Integer Generalized Autoregressive Conditional Heteroscedasticity (Poisson-INGARCH) and Negative Binomial INGARCH (NB-INGARCH) with identity and log link function. Intervention analysis was conducted since the outbreak in the asthma data for the period of July 2012 to July 2013. This occurs perhaps due to the extremely bad haze in Johor Bahru from Indonesian fires. The estimation of the parameter will be done by quasi-maximum likelihood estimation. Model assessment was evaluated from the Pearson residuals, cumulative periodogram, the probability integral transform (PIT) histogram, log-likelihood value, Akaike’s Information Criterion (AIC) and Bayesian information criterion (BIC). Our result shows that NB-INGARCH with identity and log link function is adequate in representing the asthma data with uncorrelated Pearson residuals, higher in log likelihood, the PIT exhibits normality yet the lowest AIC and BIC. However, in terms of forecasting accuracy, NB-INGARCH with identity link function performed better with the smaller RMSE (8.54) for the sample data. Therefore, NB-INGARCH with identity link function can be applied as the prediction model for asthma disease in Johor Bahru. Ideally, this outcome can assist the Department of Health in executing counteractive action and early planning to curb asthma diseases in Johor Bahru.
  9. Zulkifli Yusop, Harisaweni, Fadhilah Yusof
    Sains Malaysiana, 2016;45:87-97.
    Rainfall intensity is the main input variable in various hydrological analysis and modeling. Unfortunately, the quality of rainfall data is often poor and reliable data records are available at coarse intervals such as yearly, monthly and daily. Short interval rainfall records are scarce because of high cost and low reliability of the measurement and the monitoring systems. One way to solve this problem is by disaggregating the coarse intervals to generate the short one using the stochastic method. This paper describes the use of the Bartlett Lewis Rectangular Pulse (BLRP) model. The method was used to disaggregate 10 years of daily data for generating hourly data from 5 rainfall stations in Kelantan as representative area affected by monsoon period and 5 rainfall stations in Damansara affected by inter-monsoon period. The models were evaluated on their ability to reproduce standard and extreme rainfall model statistics derived from the historical record over disaggregation simulation results. The disaggregation of daily to hourly rainfall produced monthly and daily means and variances that closely match the historical records. However, for the disaggregation of daily to hourly rainfall, the standard deviation values are lower than the historical ones. Despite the marked differences in the standard deviation, both data series exhibit similar patterns and the model adequately preserve the trends of all the properties used in evaluating its performances.
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