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SSRN
Working paper
Studies in integrated and cointegrated economic time series
In: Statistical research reports 15
Pel: An Integrated Algorithm For Power Time Series Anomaly Detection
In: COMPELECENG-D-24-04187
SSRN
Nonstationary Nonlinear Quantile Regression
SSRN
Working paper
Aplikasi Prediksi Harga Jahe Merah Metode Time Series Autoregressive Integrated Moving Average
Harga jahe merah naik secara signifikn sebelum wabah Covid-19 harga jahe di pasaran normal berkisar Rp.20.000/kg, tapi selama pandemi harga jahe merah naik secara signifikan. Harga naik secara signifikan tanpa pemberitahuan sebelumnya terjadi karena permintaan yang sangat melonjak baik dalam wilayah Kabupaten Pohuwato maupun diluar wilayah Kabupaten Pohuwato. Tujuan Penelitian ini yaitu membantu pemerintah memprediksi harga jahe merah dipasaran dalam kurung waktu tertentu dengan membuat aplikasi prediksi berbasis Web, bahasa pemrograman PHP dan untuk menganalisis digunakan aplikasi software Statistik R, metode yang digunakan yaitu Time series model ARIMA. Berdasarkan nilai aktual dan nilai hasil prediksi harga jahe merah yang diperoleh, pada model ARIMA didapatkan nilai AIC dengan model terbaik adalah -3048,61, yang merupakan nilai minimun. Aplikasi yang dibuat dapat membantu masyarakat dan pemerintah setempat mendapatkan info perkiraan atau prediksi harga jahe merah dimasa depan. Hasil prediksi harga jahe merah memperlihatkan harga jahe merah turun di bulan Juni yaitu sebesar Rp. 21.932/kgThe price of red ginger had increased significantly. Before the Covid-19 outbreak the price of red ginger on the market was normal. It was around Rp. 20.000/kg but during the pandemic the price of the red ginger increased significantly without any prior notification due to the red ginger was in demand both inside and outside the Pohuwato Regency. The purpose of this research is to help the Government control the prices in the market and to help the public society to get fast information about the estimation of the future prices during the particular time by creating a web-based prediction application using the PHP Programming Language and Data Analysis using the R Statistical Software Application. The research merhod used is the ARIMA time series model based on the actual value and predicted value of the red ginger prices obtained. There is an AIC value in the ARIMA model. The best model is -3048.61 the best model has the minimum AIC value. The application created is able to help the community and local government to get information on the estimated prices of the red ginger in the future. The results of the estimated prices of the red ginger showed the prices decreased in june by Rp. 21.932/kg.
BASE
SSRN
Ecological Time Series
This pioneering volume explores time series analysis and interpretation using a wide range of methods and examples from terrestrial, marine, and freshwater ecology. The book challenges readers to discern interdisciplinary processes that can unify fields as diverse as climatology and epidemiology. The first section of the book explores the basic concepts of environmental analysis, reviews state-of-the-art techniques and methodologies, and offers innovative solutions to analytical problems of longer time series with special attention to climate change, providing the reader with the conceptual and methodological tools to analyze environmental data accurately. The second section examines a variety of time scales used to describe change, and the variability within and between different ecosystems, so that diverse systems may be studied in an integrated way. The final section of the book illustrates key concepts and themes, based on the results of major investigations in various time scales, including studies from arctic sites to human epidemiology. Investigating time series in the context of ecological functions such as population processes, community structure, and patch dynamics, this insightful volume will stimulate cross fertilization among the ecological disciplines. The broad spectrum of ideas and applications examined in this volume makes it a useful resource for all ecologists
Nonlinearity, Nonstationarity, and Spurious Forecasts
In: Journal of Econometrics, Band 142, Heft 1
SSRN
Time Series
In: International journal of forecasting, Band 7, Heft 4, S. 532-533
ISSN: 0169-2070
SSRN
World Affairs Online