Identifikasi dan Estimasi Runtun Waktu Model AR Menggunakan Algoritma Simulated Annealing
When fitting a Autoregressive (AR) model to real data, the correct model order and the model parameter often unknown. Our aim is to find estimators of the order and the parameter based on the data. In this paper the model identification and parameter estimation for AR model is posed within a Bayesia...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas Islam Indonesia
2012-02-01
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| Series: | Eksakta: Jurnal Ilmu-Ilmu MIPA |
| Online Access: | http://journal.uii.ac.id/index.php/Eksakta/article/view/2393 |