creators_name: EFRIZAL, 1317031028
creators_id: efrizalsy0424@gmail.com
type: thesis
datestamp: 2017-10-18 08:39:48
lastmod: 2017-10-18 08:39:48
metadata_visibility: show
title: PERAMALAN BERDASARKAN ALGORITMA KALMAN FILTER MODEL MULTIVARIAT STRUCTURAL TIME SERIES DALAM REPRESENTASI STATE SPACE
ispublished: pub
subjects: QA
full_text_status: restricted
abstract: Algoritma kalman filter mendeskripsikan solusi rekursif untuk masalah pemfilteran linear dari data diskrit. Dalam prosesnya, model structural time series yang telah ditransformasikan ke dalam representasi state space, dimana sebelumnya telah dilakukan analisis terhadap data.penelitian hingga terbentuk model yang layak. Setelah itu, perhitungan kembali dilakukan berdasarkan algoritma kalman filter untuk mendapatkan prediksi dari data deret waktu. Pada akhirnya diperoleh kesimpulan bahwa metode kalman filter memiliki ketepatan peramalan yang lebih tinggi apabila dibandingkan dengan metode selainnya, khususnya dalam peramalan jangka pendek


ABSTRACT :
Kalman filter algorithm describe recursive solution for linear filtering from discrete data. By its procces, the structural time series model have transformated into state space representation, which have analyzed toward research data until suitable model formed. Then, the calculation running again based kalman filter algorithm to obtain the prediction of time series data. Finally, the conclusion  is kalman filter method have higher forecasting accuracy than the other  method, especially for short-term forecasting.
date: 2017-08-18
date_type: published
institution: Universitas Lampung
department: Fakultas Matematika dan Ilmu Pengetahuan Alam
thesis_type: other
citation:   EFRIZAL, 1317031028  (2017) PERAMALAN BERDASARKAN ALGORITMA KALMAN FILTER MODEL MULTIVARIAT STRUCTURAL TIME SERIES DALAM REPRESENTASI STATE SPACE.  Other thesis, Universitas Lampung.   
document_url: http://digilib.unila.ac.id/28660/1/ABSTRAK%20%28ABSTRACT%29.pdf
document_url: http://digilib.unila.ac.id/28660/2/SKRIPSI%20FULL.pdf
document_url: http://digilib.unila.ac.id/28660/3/SKRIPSI%20TANPA%20BAB%20PEMBAHASAN.pdf