ESTIMASI PARAMETER MODEL MIXTURE AUTOREGRESSIVE (MAR) MENGGUNAKAN ALGORITMA EKSPEKTASI MAKSIMISASI (EM)
Mixture autoregressive (MAR) Model is a mixture of Gaussian autoregressive (AR) components. The mixture model is capable for modelling of nonlinear time series with multimodal conditional distributions. This paper discusses about the parameters estimation using EM algorithm. All possible mod...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Diponegoro
2013-06-01
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| Series: | Media Statistika |
| Online Access: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/5666 |