Pemodelan Vector Autoregressive - Support Vector Regression (Var-Svr) Dengan Radial Basis Function Sebagai Fungsi Kernel

Rahma, Dinda Barristya (2021) Pemodelan Vector Autoregressive - Support Vector Regression (Var-Svr) Dengan Radial Basis Function Sebagai Fungsi Kernel. Sarjana thesis, Universitas Brawijaya.

Abstract

Variabel inflasi dan IHK merupakan salah satu variabel ekonomi di suatu negara yang banyak memiliki peran dalam aktivitas perekenomian, tak terkecuali negara Indonesia. Variabel ekonomi terkadang memiliki hubungan kausalitas bilateral yang umumnya dianalisis menggunakan model Vector Autoregressive (VAR).

English Abstract

nflation and CPI variables are one of the economic variables in a country that have many roles in economic activity, including Indonesia. Economic variables sometimes have bilateral causality which is generally analyzed using the Vector Autoregressive (VAR) model. However, in reality, there are not a few economic variables that have a nonlinear relationship, so a simple VAR model is not sufficient to describe this nonlinearity

Item Type: Thesis (Sarjana)
Identification Number: 0520090365
Uncontrolled Keywords: IHK, Support Vector Regression, Inflasi, VAR-SVR, Vector Autoregressive.,CPI, Inflation, Support Vector Regression, VAR-SVR, Vector Autoregressive
Subjects: 500 Natural sciences and mathematics > 519 Probabilities and applied mathematics
Depositing User: Unnamed user with username nova
Date Deposited: 11 Aug 2022 07:38
Last Modified: 11 Aug 2022 07:38
URI: http://repository.ub.ac.id/id/eprint/193175
[thumbnail of DALAM MASA EMBARGO] Text (DALAM MASA EMBARGO)
Dinda Barristya Rahma.pdf
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