ACADSTAFF UGM
| Title | : | The adequateness of wavelet based model for time series |
| Author | : |
RUKUN SANTOSO (1) Prof. Drs. Subanar, Ph.D. (2) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (3) Suhartono (4) |
| Date | : | 10 2013 |
| Keyword | : | - - |
| Abstract | : | In general, time series is modeled as summation of known information i.e. historical information components, and unknown information i.e. random component. In wavelet based model, time series is represented as linear model of wavelet coefficients. Wavelet based model captures the time series feature perfectly when the historical information components dominate the process. In other hand, it has low enforcement when the random component dominates the process. This paper proposes an effort to develop the adequateness of wavelet based model, when the random component dominated the process. By weighted summation, the data is carried to the new form which has higher dependencies. Consequently, wavelet based model will work better. Finally, it is hoped that the better prediction of wavelet based model will be carried to the original prediction in reverting process. |
| Group of Knowledge | : | |
| Level | : | Internasional |
| Status | : |
Published
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