zefri mario sandy Indrawan, - (2011) PEMODELAN DATA RUNTUN WAKTU DENGAN VECTOR AUTO REGRESSIVE MOVING AVERAGE WITH EXOGENOUS VARIABLE (VARMAX). S1 thesis, Universitas Pendidikan Indonesia.
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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
Item Type: | Thesis (S1) |
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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 > Jurusan Pendidikan Matematika |
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 |
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