Analisis Deret Waktu Univariat Linier
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Analisis Deret Waktu Univariat Linier
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Author : Heni Kusdarwati
language : id
Publisher: Universitas Brawijaya Press
Release Date : 2022-11-30
Analisis Deret Waktu Univariat Linier written by Heni Kusdarwati and has been published by Universitas Brawijaya Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11-30 with Mathematics categories.
Analisis Deret Waktu Univariat Linier merupakan buku ajar statistika yang membahas bagaimana dan hanya satu data deret waktu dapat digali dengan deskriptif dasar, pemodelan dan peramalan sehingga menghasilkan suatu informasi yang bermanfaat. Deskriptif dasar menggunakan plot data deret waktu untuk menggali jenis pola, diagram pencar untuk melihat hubungan deret waktu dengan dirinya sendiri. Maksimum atau minimum, ukuran pemusatan rata-rata dan ukuran penyebaran kisaran di mana statistik deskriptif sangat erat hubungannya dengan analisis lanjutan. Teori statistika tentang nilai harapan, variansi, kovariansi dan korelasi dibutuhkan untuk mencari karateristik model. Memodelkan antara data deret waktu sebagai peubah respon dengan waktu t sebagai peubah bebas dikenaI dengan model deterministik. Jika memodelkan data deret waktu tersebut dengan beda waktu terhadap dirinya sendiri atau kesalahan masa lalu dikenal dengan model stokastik autoregressive moving average (APMA). Jika data deret waktu mengandung pola trend maka model regresi atau APIMA yang akan dipergunakan. Jika data deret waktu mengandung pola musiman maka model yang sesuai adalah model musiman harmonik atau model musiman APIMA. Model deter ministik dan stokastik APMA bersifat Iinier dengan ragam konstan. Secara teori dari model deterministik maupun model stokastik dapat dicari karateristik masing masing model. Dalam terapannya karateristik model tersebut dapat dipakai sebagai alat untuk identifikasi model. Pendugaan parameter model menggunakan metode moment, metode kuadrat terkecil dan maksimum likelihood. Uji diagnostik sisaan model meliputi uji normalitas dan uji autokorelasi. Jika model sudah memenuhi kelayakan maka model dapat digunakan untuk peramalan. Bagaimana penerapan model model tersebut? Diberikan tahapan pemodelan dan contoh analisis menggunakan program tanpa bayar PStudio. Analisis data deret waktu menggunakan script dan luarannya diberi penjelasan dan interpretasi.
Statistika Pendidikan Edisi Kedua Dengan Statistika Al Qur An
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Author : Sri Rizqi Wahyuningrum, M.Si.
language : id
Publisher: Jakad Media Publishing
Release Date :
Statistika Pendidikan Edisi Kedua Dengan Statistika Al Qur An written by Sri Rizqi Wahyuningrum, M.Si. and has been published by Jakad Media Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on with Education categories.
Buku ini memiliki beberapa perbedaan dibanding buku statistika lainnya yang berbahasa Indonesia. Pertama, buku ini memiliki ruang lingkup dari konsep statistika hingga macam-macam data dan probabilitas yang terbagi menjadi dua belas bab. Bab tersebut dimulai dari statistika deskriptif, konsep dan macam-macam data, dan probabilitas. Kedua, penyajian dalam buku ini ringkas dan jelas. Dibandingkan dengan lingkup materinya, buku ini tergolong tipis, jelas dan lugas. Hal ini dapat dilihat dari beberapa hal penting dalam buku ini, seperti teori dasar statistika dan penggunaannya. Teori tersebut diharapkan cukup membekali pembaca khususnya pemula untuk memahami dan menyelesaikan persoalan-persoalan statistika dalam kehidupan sehari-hari dengan benar. Ketiga, dalam bab terakhir dalam buku ini adalah hal yang paling membedakan dari semua buku statistika yang berbahasa Indonesia, yaitu adalah materi tentang Statistika Al-Qur’an.
Teori Dan Praktik Analisis Data Univariat Dengan Past
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Author : Evellin Dewi Lusiana
language : id
Publisher: Universitas Brawijaya Press
Release Date : 2020-07-31
Teori Dan Praktik Analisis Data Univariat Dengan Past written by Evellin Dewi Lusiana and has been published by Universitas Brawijaya Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-07-31 with Mathematics categories.
Analisis data merupakan salah satu bagian yang harus ada dalam setiap penelitian (mahasiswa) khususnya di bidang life science. Materi perkuliahan yang mendukung atau berkaitan erat dengan analisis data adalah Statistika. Mata kuliah ini hampir selalu ada di setiap bidang studi. Statistika umumnya diajarkan secara teoritis di kelas, serta ada beberapa yang memberikan praktek dengan menggunakan paket software untuk mempermudah proses analisis agar menjadi lebih efektif dan efisien. Buku ini berisi pembahasan mengenai teori analisis data univariat yang diperuntukan untuk menunjang kegiatan mata kuliah Statistika pada tingkat S1, beserta praktiknya dengan menggunakan software PAST. Contoh-contoh pembahasan dalam buku ini mengambil tema life science khususnya sumber daya perairan. Dalam setiap bahasan dilengkapi dengan panduan praktik analisis univariat dengan menggunakan software PAST. Hal ini akan menambah ketrampilan komputasi statistika bagi pembaca serta memungkinkan analisis data dilakukan secara lebih efektif dan efisien. Software PAST adalah software yang tersedia secara gratis baik bagi pengguna sistem operasi Windows dan MacOS. Dengan keunggulan cara penggunaan yang sederhana dan praktis, PAST secara khusus diperuntukan untuk mendukung penelitian-penelitian di bidang life science (biologi, perikanan, pertanian, lingkungan, dsb). Oleh karena itu, buku ini sangat tepat untuk digunakan oleh pembaca yang memiliki latar belakang pendidikan tersebut.
Time Series Analysis
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Author : William W. S. Wei
language : en
Publisher: Addison-Wesley Longman
Release Date : 2006
Time Series Analysis written by William W. S. Wei and has been published by Addison-Wesley Longman this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Time-series analysis categories.
With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Overview. Fundamental Concepts. Stationary Time Series Models. Nonstationary Time Series Models. Forecasting. Model Identification. Parameter Estimation, Diagnostic Checking, and Model Selection. Seasonal Time Series Models. Testing for a Unit Root. Intervention Analysis and Outlier Detection. Fourier Analysis. Spectral Theory of Stationary Processes. Estimation of the Spectrum. Transfer Function Models. Time Series Regression and GARCH Models. Vector Time Series Models. More on Vector Time Series. State Space Models and the Kalman Filter. Long Memory and Nonlinear Processes. Aggregation and Systematic Sampling in Time Series. For all readers interested in time series analysis.
Kombinasi Metode Sarima Dengan Parcd Untuk Prediksi Kasus Covid 19
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Author : Dr.Eng.Imam Tahyudin, MM
language : id
Publisher: Zahira Media Publisher
Release Date : 2021-06-14
Kombinasi Metode Sarima Dengan Parcd Untuk Prediksi Kasus Covid 19 written by Dr.Eng.Imam Tahyudin, MM and has been published by Zahira Media Publisher this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-14 with Computers categories.
Studi tentang kombinasi metode SARIMA dengan metode PARCD menarik untuk dilakukan. Metode kombinasi ini berpotensi kuat dan sesuai untuk menjadi solusi karena data yang diperoleh adalah tipe numerik dan data yang disimpan berdasarkan runtun waktu. Selain itu, metode yang diusulkan ini mampu mengantisipasi dataset baik linier atau non linier. Masing-masing metode memiliki keunggulan masing-masing. Berdasarkan beberapa penelitian sebelumnya metode SARIMA mempunyai keunggulan untuk menyelesaikan dataset linier sedangkan metode PARCD unggul dalam menyelesaikan dataset nonlinier. Selain itu kedua metode telah terbukti mempunyai nilai akurasi dibandingkan beberapa metode lain yang dibandingkan. Pada buku ini mencoba untuk mengkombiansikan keduanya melalui beberapa tahap diantaranya yaitu tahap penerapan metode SARIMA menggunakan dataset linier kemudian dataset residual (data nonlinier) digunakan untuk dianalisis menggunakan metode PARCD. Pada buku referensi ini digunakan dataset pasien covid-19 di Amerika serikat.
Analysis Of Financial Time Series
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Author : Ruey S. Tsay
language : en
Publisher: Wiley-Interscience
Release Date : 2001-11-01
Analysis Of Financial Time Series written by Ruey S. Tsay and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-11-01 with Business & Economics categories.
Fundamental topics and new methods in time series analysis Analysis of Financial Time Series provides a comprehensive and systematic introduction to financial econometric models and their application to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described. The author begins with basic characteristics of financial time series data before covering three main topics: analysis and application of univariate financial time series; the return series of multiple assets; and Bayesian inference in finance methods. Timely topics and recent results include: Value at Risk (VaR) High-frequency financial data analysis Markov Chain Monte Carlo (MCMC) methods Derivative pricing using jump diffusion with closed-form formulas VaR calculation using extreme value theory based on a non-homogeneous two-dimensional Poisson process Multivariate volatility models with time-varying correlations Ideal as a fundamental introduction to time series for MBA students or as a reference for researchers and practitioners in business and finance, Analysis of Financial Time Series offers an in-depth and up-to-date account of these vital methods.
Global Tensions In Financial Markets
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Author : John W. Kensinger
language : en
Publisher: Emerald Group Publishing
Release Date : 2018-03-30
Global Tensions In Financial Markets written by John W. Kensinger and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-30 with Business & Economics categories.
The volume first investigates the impact of macroeconomic variables on equity values in emerging economies as compared with developed economies. Next it affirms the efficiency of the Midcontinent Independent System Operator electricity exchange. Finally it investigates efforts to stimulate emerging nations around the world.
Introduction To Time Series Analysis And Forecasting
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Author : Douglas C. Montgomery
language : en
Publisher: John Wiley & Sons
Release Date : 2015-04-21
Introduction To Time Series Analysis And Forecasting written by Douglas C. Montgomery and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-21 with Mathematics categories.
Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.
Introduction To Statistical Modelling
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Author : Annette J. Dobson
language : en
Publisher: Springer
Release Date : 2013-11-11
Introduction To Statistical Modelling written by Annette J. Dobson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
This book is about generalized linear models as described by NeIder and Wedderburn (1972). This approach provides a unified theoretical and computational framework for the most commonly used statistical methods: regression, analysis of variance and covariance, logistic regression, log-linear models for contingency tables and several more specialized techniques. More advanced expositions of the subject are given by McCullagh and NeIder (1983) and Andersen (1980). The emphasis is on the use of statistical models to investigate substantive questions rather than to produce mathematical descriptions of the data. Therefore parameter estimation and hypothesis testing are stressed. I have assumed that the reader is familiar with the most commonly used statistical concepts and methods and has some basic knowledge of calculus and matrix algebra. Short numerical examples are used to illustrate the main points. In writing this book I have been helped greatly by the comments and criticism of my students and colleagues, especially Anne Young. However, the choice of material, and the obscurities and errors are my responsibility and I apologize to the reader for any irritation caused by them. For typing the manuscript under difficult conditions I am grateful to Anne McKim, Jan Garnsey, Cath Claydon and Julie Latimer.
Nonparametric Regression And Spline Smoothing Second Edition
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Author : Randall L. Eubank
language : en
Publisher: CRC Press
Release Date : 1999-02-09
Nonparametric Regression And Spline Smoothing Second Edition written by Randall L. Eubank and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-02-09 with Mathematics categories.
Provides a unified account of the most popular approaches to nonparametric regression smoothing. This edition contains discussions of boundary corrections for trigonometric series estimators; detailed asymptotics for polynomial regression; testing goodness-of-fit; estimation in partially linear models; practical aspects, problems and methods for confidence intervals and bands; local polynomial regression; and form and asymptotic properties of linear smoothing splines.