Stability Conditions for a Nonlinear Time Series Model

This research aims to determine whether the proposed time series model is stable or not. To achieve this, Ozaki’s approximation method was utilized, where the nonlinear part is a function that approaches zero, similar to Ozaki’s imposed function. The study produced examples of both stable and unstab...

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Main Authors: Anas S. Youns, Salim M. Ahmad
Format: Article
Language:English
Published: Wiley 2023-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2023/5575771
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author Anas S. Youns
Salim M. Ahmad
author_facet Anas S. Youns
Salim M. Ahmad
author_sort Anas S. Youns
collection DOAJ
description This research aims to determine whether the proposed time series model is stable or not. To achieve this, Ozaki’s approximation method was utilized, where the nonlinear part is a function that approaches zero, similar to Ozaki’s imposed function. The study produced examples of both stable and unstable models, and it was discovered that the stability and instability of the model are affected by the enforced optional constants. The researchers used the approximation method to obtain an asymptotic linear model that satisfied the singular point of the proposed model. The study first identified the singular points of the suggested model and then focused on determining the stability conditions, which was the main objective of the study. Last, the stability conditions of the limit cycle were established.
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series International Journal of Mathematics and Mathematical Sciences
spelling doaj-art-592eec9f64954c6887990150620803362025-02-03T06:45:11ZengWileyInternational Journal of Mathematics and Mathematical Sciences1687-04252023-01-01202310.1155/2023/5575771Stability Conditions for a Nonlinear Time Series ModelAnas S. Youns0Salim M. Ahmad1Department of MathematicsDepartment of MathematicsThis research aims to determine whether the proposed time series model is stable or not. To achieve this, Ozaki’s approximation method was utilized, where the nonlinear part is a function that approaches zero, similar to Ozaki’s imposed function. The study produced examples of both stable and unstable models, and it was discovered that the stability and instability of the model are affected by the enforced optional constants. The researchers used the approximation method to obtain an asymptotic linear model that satisfied the singular point of the proposed model. The study first identified the singular points of the suggested model and then focused on determining the stability conditions, which was the main objective of the study. Last, the stability conditions of the limit cycle were established.http://dx.doi.org/10.1155/2023/5575771
spellingShingle Anas S. Youns
Salim M. Ahmad
Stability Conditions for a Nonlinear Time Series Model
International Journal of Mathematics and Mathematical Sciences
title Stability Conditions for a Nonlinear Time Series Model
title_full Stability Conditions for a Nonlinear Time Series Model
title_fullStr Stability Conditions for a Nonlinear Time Series Model
title_full_unstemmed Stability Conditions for a Nonlinear Time Series Model
title_short Stability Conditions for a Nonlinear Time Series Model
title_sort stability conditions for a nonlinear time series model
url http://dx.doi.org/10.1155/2023/5575771
work_keys_str_mv AT anassyouns stabilityconditionsforanonlineartimeseriesmodel
AT salimmahmad stabilityconditionsforanonlineartimeseriesmodel