Pemodelan Data Time Series dengan Pendekatan Regresi Nonparametrik B-Spline

AKSIOMA : Jurnal Matematika dan Pendidikan Matematika

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Title Pemodelan Data Time Series dengan Pendekatan Regresi Nonparametrik B-Spline
 
Creator Rahasia, Zulaiha
Resmawan, Resmawan
Isa, Dewi Rahmawaty
 
Description Spline is one of the nonparametric approach, to adjust data so the final model has good flexibility. The purpose of this research is to model the time series data in the form of currency exchange rates by using the nonparametric B-spline approach. In B-spline modelling, determination of the order for the model, and the number and the placement of the knot are the criteria that must be considered. The best B-spline model obtained based on the selection of the optimal knot points with minimum Generalized Cross Validation (GCV) criteria. The modelling in this research use data on the exchange rate of the rupiah toward the US dollar in the period January 2014 - December 2018. The best B-spline model obtained by the 2 point knot approach, at points 11935.10 and 12438.29, with GCV valueequals to 55683.09.Keywords: Nonparametric Regression; B-Spline; Generalized Cross Validation
 
Publisher Universitas PGRI Semarang
 
Contributor
 
Date 2020-07-15
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://journal.upgris.ac.id/index.php/aksioma/article/view/4903
10.26877/aks.v11i1.4903
 
Source AKSIOMA : Jurnal Matematika dan Pendidikan Matematika; Vol 11, No 1 (2020): AKSIOMA: Jurnal Matematika dan Pendidikan Matematika; 9-16
2579-7646
2086-2725
 
Language eng
 
Relation http://journal.upgris.ac.id/index.php/aksioma/article/view/4903/3282
 
Rights Copyright (c) 2020 AKSIOMA : Jurnal Matematika dan Pendidikan Matematika
http://creativecommons.org/licenses/by-nc-sa/4.0
 

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