PEMODELAN DATA RUNTUN WAKTU DENGAN VECTOR AUTO REGRESSIVE MOVING AVERAGE WITH EXOGENOUS VARIABLE (VARMAX)

    zefri mario sandy Indrawan, - (2011) PEMODELAN DATA RUNTUN WAKTU DENGAN VECTOR AUTO REGRESSIVE MOVING AVERAGE WITH EXOGENOUS VARIABLE (VARMAX). S1 thesis, Universitas Pendidikan Indonesia.

    Abstract

    Bentuk umum model VARMA (Vetor Auto Regressive Moving Average) ,Φ(B) Y_t=Θ(B) a_t ; Φ(B)=I-Φ_1 B-…-Φ_p B^p dan Θ(B)=I+Θ_1 B+Y43;+Θ_q B^q matriks m×m ; Y_t matriks m×1 ; dan a_t adalah multivariate white noise dalam hubungan dengan variabel eksogen X_t diperoleh hubungan sebagai berikut Φ(B) Y_t=β(B)X_t+Θ(B) a_t . Melalui kajian atas data curah hujan dan debit air di DAS Cidanau Banten menggunakan model VARMAX diperoleh hubungan [`32;({10;CH{11;_t@Q_t )]=[`32;({10;CH{11;_(t-1)@Q_(t-1) )]+[`32;(1,10234&-0,46253@0,90398&-0,10611)][`32;({10;CH{11;_(t-1)-{10;CH{11;_(t-2)@Q_(t-1)-Q_(t-2) )]+[`32;(0,79098@0,72265)] {10;ET{11;_(t-1) Kata Kunci : model runtun waktu, model VARMAX

    Baca Full Text klik disini
    [thumbnail of s_d0151_0607208_title.pdf] Text
    s_d0151_0607208_title.pdf
    Download (314kB)
    [thumbnail of s_d0151_0607208_chapter1.pdf] Text
    s_d0151_0607208_chapter1.pdf
    Download (267kB)
    [thumbnail of s_d0151_0607208_chapter2.pdf] Text
    s_d0151_0607208_chapter2.pdf
    Restricted to Staf Perpustakaan
    Download (433kB)
    [thumbnail of s_d0151_0607208_chapter3.pdf] Text
    s_d0151_0607208_chapter3.pdf
    Download (337kB)
    [thumbnail of s_d0151_0607208_chapter4.pdf] Text
    s_d0151_0607208_chapter4.pdf
    Restricted to Staf Perpustakaan
    Download (362kB)
    [thumbnail of s_d0151_0607208_chapter5.pdf] Text
    s_d0151_0607208_chapter5.pdf
    Download (260kB)
    [thumbnail of s_d0151_0607208_bibliography.pdf] Text
    s_d0151_0607208_bibliography.pdf
    Download (250kB)
    Official URL: httpl://repositery.upi.edu
    Item Type: Thesis (S1)
    Additional Information: ID ISNTA Dosen Pembimbing : Entit Puspita : 5986409
    Uncontrolled Keywords: VECTOR AUTO REGRESSIVE MOVING AVERAGE WITH EXOGENOUS VARIABLE (VARMAX)
    Subjects: L Education > L Education (General)
    Q Science > QA Mathematics
    Divisions: Fakultas Pendidikan Matematika dan Ilmu Pengetahuan Alam > Program Studi Matematika - S1
    Depositing User: Imas Aulia
    Date Deposited: 30 Oct 2023 02:41
    Last Modified: 30 Oct 2023 02:41
    URI: http://repository.upi.edu/id/eprint/110752

    Actions (login required)

    View Item View Item