?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=IMPLEMENTASI+MODEL+BAYESIAN+STRUCTURAL+TIME+SERIES%0D%0A%0D%0ATERHADAP+PREDIKSI+NILAI+EKSPOR+IMPOR+MIGAS+DAN+NON-%0D%0AMIGAS&rft.creator=Claudya%2C++Annisa+R.S%09&rft.subject=510+Matematika&rft.description=Model+Bayesian+Structural+Time+Series+(BSTS)+adalah+salah+satu+model+yang%0D%0Adapat+digunakan+untuk+peramalan+dengan+mempertimbangkan+variabel%0D%0Aindependen.+Pada+model+BSTS+%2C+algoritma+Markov+Chain+Monte+Carlo+(MCMC)%0D%0Adigunakan+untuk+mensimulasikan+distribusi+posterior+yang+menghaluskan+hasil%0D%0Aperamalan+lebih+akurat+dengan+menggabungkan+hasil+dari+sejumlah+besar+model%0D%0Apotensial+melalui+rata-rata+model+Bayesian.+Penelitian+ini+bertujuan+untuk%0D%0Amengevaluasi+penggunaan+model+BSTS+dalam+peramalan+data+Ekspor+Impor%0D%0AMigas+dan+Non-Migas+di+Indonesia+dari+Januari+2009+hingga+Desember+2023.%0D%0APenelitian+ini+memfokuskan+pada+identifikasi+model+BSTS+terbaik+berdasarkan%0D%0Anilai+R-squared%2C+dengan+menggunakan+komponen+tren%2C+musiman%2C+dan+regresi+serta%0D%0Amengidentifikasi+variabel-variabel+yang+signifikan+memengaruhi+nilai+Ekspor%0D%0AImpor+Migas+dan+Non-Migas+menggunakan+nilai+posterior+inclusion+probability.%0D%0AHasil+analisis+menunjukkan+bahwa+model+BSTS+terbaik+mencakup+komponen%0D%0Astate+tren+linear+lokal+dan+musiman%2C+tren+linear+semi+lokal+dan+musiman%2C+serta+level%0D%0Alokal+dan+musiman+dengan+jumlah+musim+yang+tepat+dan+iterasi+MCMC+yang%0D%0Aoptimal.%0D%0A%0D%0AKata+kunci%3A+model+Bayesian+Structural+Time+Series%2C+Markov+Chain+Monte+Carlo%2C%0D%0APrior+Spike+dan+Slab%0D%0A%0D%0ABayesian+Structural+Time+Series+(BSTS)+model+is+one+of+the+models+that+can+be%0D%0Aused+for+forecasting+while+considering+independent+variables.+In+BSTS+model%2C%0D%0AMarkov+Chain+Monte+Carlo+(MCMC)+algorithm+is+employed+to+simulate+the%0D%0Aposterior+distribution%2C+which+smoothens+the+forecasted+results+more+accurately+by%0D%0Acombining+results+from+numerous+potential+models+through+Bayesian+model%0D%0Aaveraging.+This+study+aims+to+evaluate+the+utilization+of+the+BSTS+model+in%0D%0Aforecasting+the+data+of+Oil+and+Non-Oil+Exports+and+Imports+in+Indonesia+from%0D%0AJanuary+2009+to+December+2023.+The+research+focuses+on+identifying+the+best%0D%0ABSTS+model+based+on+the+R-squared+value%2C+utilizing+components+such+as+trends%2C%0D%0Aseasonality%2C+and+regression%2C+and+identifying+significant+variables+that+affect+Oil+and%0D%0ANon-Oil+Exports+and+Imports+using+the+posterior+inclusion+probability.+The%0D%0Aanalysis+results+indicate+that+the+best+BSTS+model+includes+local+linear+trend+and%0D%0Aseasonal+state+components%2C+semi-local+linear+trend+and+seasonal+components%2C+as%0D%0Awell+as+local+level+and+seasonal+components+with+the+appropriate+number+of%0D%0Aseasons+and+optimal+MCMC+iterations.%0D%0AKeywords%3A+Bayesian+Structural+Time+Series+Model%2C+Markov+Chain+Monte+Carlo%2C%0D%0APrior+Spike+dan+Slab.&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2024-06-03&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87234%2F1%2F1.%2520ABSTRAK%2520-%2520Claudya%2520Annisa.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87234%2F2%2F2.%2520SKRIPSI%2520FULL%2520-%2520Claudya%2520Annisa.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F87234%2F3%2F3.%2520SKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN%2520-%2520Claudya%2520Annisa.pdf&rft.identifier=++Claudya%2C+Annisa+R.S+++(2024)+IMPLEMENTASI+MODEL+BAYESIAN+STRUCTURAL+TIME+SERIES+TERHADAP+PREDIKSI+NILAI+EKSPOR+IMPOR+MIGAS+DAN+NON-+MIGAS.++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F87234%2F