Pengantar Analisis Deret Waktu (K)
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General
Announcements
Announcements
Main references
Ebook
Section 3
Introduction to Time Series Analysis
Simple Time Series Models
Naive Model
Box-Jenkins Procedure & Stationary Concept
time series regression with and without calendar variation
ACF PACF Teoritis
ARIMA Simulation
Theoretical ACF and PACF of ARMA Model
spectral density (frequency domain) and White Noise
Unit Root Test
Spectral Density, Filtering, and White Noise
slides
Parameter Estimation of ARIMA
Case Study ARIMA
Subset ARIMA di SAS
slide-1
slide-2
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slide-4
slide-5
Studi simulasi
Simulasi dengan MINITAB - seasonal additive and multiplicative
Seasonal model
Seasonal ARIMA
Unit root test
Section 9
AEP_hourly.csv
Multiple and Complex Seasonal Model
DHR with Calendar Variation for Turkey short-term electricity load forecasting
Model Intervensi dan Model dengan Variabel Eksogen
Intervention Models 1
Intervention Models 2
Intervention Models 3
Intervention Models 4
simulation_data
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Pengantar Analisis Deret Waktu (K)
Assignments
Modelling Seasonal Time Series Data (Case Study: Energy Consumption)
Seasonal Time Series Analysis using R
New Materials
Additional Materials
Lecture Videos
Time Series - Calendar Variation
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[Video] Panduan Membuat Video Asinkronus dengan Power Point
Panduan Mahasiswa
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Pengantar Analisis Deret Waktu (K)
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Institut Teknologi Sepuluh Nopember
Sarjana
Fakultas Sains dan Analitika Data
S-1 STATISTIKA KELAS INTERNASIONAL
Semester Gasal 2024/2025
Pengantar Analisis Deret Waktu (K)
Summary
Pengantar Analisis Deret Waktu (K)
Teacher:
Dedy Dwi Prastyo
Teacher:
Novri Suhermi