Statistical techniques have disadvantages in handling the non-linear pattern. Soft computing (SC) techniques such as artificial neural networks are considered to be better for prediction of data with non-linear patterns. In the real-life, timeseries data comprise complex pattern, and hence it may be difficult to obtain high prediction accuracy rates using the statistical or SC techniques indivi...

We consider the wavelet-based estimators of mean regression function with long memory infinite moving average errors and investigate their asymptotic rates of convergence of estimators based on thresholding of empirical wavelet coefficients. We show that these estimators achieve nearly optimal minimax convergence rates within a logarithmic term over a large class of non-smooth functions that in...

Gula Merah berasal dari air nira yang disadap langsung pohon kelapa dan kemudian dilakukan proses memasak. Perubahan musim memberikan dampak berupa dihasilkan oleh tidak stabil karena itu kuantitas produksi serta penjualan gula merah juga terdampak. Adanya permasalahan tersebut maka penelitian ini membahas tentang analisis forecasting di Kecamatan Jatilawang menggunakan Metode Weighted Moving A...

2 Moving average models Definition. The moving average model of order q, or MA(q), is defined to be Xt = t + θ1 t−1 + θ2 t−2 + · · ·+ θq t−q, where t i.i.d. ∼ N(0, σ). Remarks: 1. Without loss of generality, we assume the mean of the process to be zero. 2. Here θ1, . . . , θq (θq 6= 0) are the parameters of the model. 3. Sometimes it suffices to assume that t ∼WN(0, σ). Here we assume normality...