Friday, February 24th, 2017
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THE SHIFT INVARIANT DISCRETE WAVELET TRANSFORM (SIDWT) WITH INFLATION TIME SERIES APPLICATION
Abstract Analysis of time series used in many areas, one of which is in the field economy. In this research using time series on inflation using Shift Invariant Discrete Wavelet Transform (SIDWT).Time series decomposition using transformation wavelet namely SIDWT with Haar filter and D4. Results of the transformation, coefficient ofRead More
PREDICTION OF CRUDE OIL PRICES USING SUPPORT VECTOR REGRESSION (SVR) WITH GRID SEARCH –CROSS VALIDATION ALGORITHM
Abstract The aim of this research is forecasting crude oil prices using Support Vector Regression (SVR). Algorithm to determine the optimal parameters in the model using the SVR is a grid search algorithm. This algorithm divides the range of parameters to be optimized into the grid and across all pointsRead More
TIME SERIES ANALYSIS USING COPULA GAUSS AND AR(1)-N.GARCH(1,1)
Abstract In this case, the Gauss Copula is used to connect the data that correlates with the time and with other data sets. Most often, practitioners rely only on the linear correlation to describe the degree of dependence between two or more variables; an approach that can lead to quiteRead More
Data Mining Untuk Permasalahan Bisnis dan Keuangan
Dewasa ini para pelaku bisnis dituntut untuk memiliki suatu ide berinovasi dalam mengatasi persaingan antar pelaku bisnis yang semakin kompetitif untuk memasuki dan mempertahankan pasar. Sudah sewajarnya dalam pelaku bisnis akan mengalami tumbuh dan berkembang, namun adapula yang gulung tikar. Karena itu dibutuhkan suatu keputusan bisnis yang implementasinya berupa perencanaanRead More