Identification model of long memory in use electricity chargers in Java

Identification model of long memory in use electricity chargers in Java - Bali

Walid, Mipa Matematika and Subanar, - and Dedi Rosadi, - and Suhartono, - (2015) Identification model of long memory in use electricity chargers in Java - Bali. In: International Conference on Mathematics, Science, and Education 2015 (ICMSE 2015, Semarang.

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Abstract

In this article will discuss the identification of long memory models using a modified method Rescale Range. This method implemented several measures, among others: make a plot of time series and choose the appropriate transformation to stabilize the variance in the event data is not stationary in variants. Analysis of the autocorelation function (acf) and partial autocorelation function (pacf) to study the behavior and properties of other statistics. Furthermore, estimates the value of the parameter differentiating d by determining the average value, the adjusted mean, standard deviation, deviation cumulative and cumulative deviation range and ends with the determination of the value of Hurst using Ordinary Least Square method (OLS).

Item Type:	Conference or Workshop Item (Paper)
Uncontrolled Keywords:	ACF and PACF, Long Memory, Ordinary Least Square (OLS), Stasionarity
Subjects:	Q Science > QA Mathematics
Fakultas:	Fakultas Matematika dan Ilmu Pengetahuan Alam > Matematika, S1
Depositing User:	mahargjo hapsoro adi
Date Deposited:	03 Jul 2020 18:16
Last Modified:	09 Jul 2020 12:47
URI:	http://lib.unnes.ac.id/id/eprint/37167

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