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KECEPATAN PUTARAN DAN FREKUENSI GENERATOR PADA KONDISI BEBAN TIDAK SEIMBANG - Asmar; Sasongko Pramono Hadi; - T. Haryono
MEDIA ELEKTRIKA Vol 7, No 1 (2014): MEDIA ELEKTRIKA
Publisher : PSTE UNIMUS

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (201.93 KB) | DOI: 10.26714/me.7.1.2014.%p

Abstract

Load imbalance caused instantaneous power generator contains components sinusiodal. There is a difference of energy between the stator and rotor always. The energy difference must be balanced by the rotor by means of decrease or increase speed. This gives rise to oscillations in the power angle, frequency and rotation speed of the generator. To determine the oscillation amplitude of the power angle, the instantaneous power generator should be expressed as a function of power angle. This is done by the method of symmetrical components. Angle at steady state power is the amount of power angle caused by the active power and the generator power angle caused by sinusiodal components. The frequency and speed of rotation angle based power generator is known. Oscillation frequency and rotation speed of the generator is affected by the power generated by the negative sequence components, generator inertia constant and damping factor. Keywords: Imbalance, symmetrical components, instantaneous power, power angle, frequency, speed of rotation.   
Analyzing Rupiah-USD Exchange Rate Dynamics: A Study with ARCH and GARCH Models Ahmar, Ansari Saleh; Al Idrus, Salim; Asmar, -
JOIV : International Journal on Informatics Visualization Vol 8, No 3-2 (2024): IT for Global Goals: Building a Sustainable Tomorrow
Publisher : Society of Visual Informatics

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62527/joiv.8.3-2.3251

Abstract

The study aims to analyze the volatility of the Rupiah-USD exchange rate and predict future fluctuations using the Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. The exchange rate data, spanning from January 2010 to December 2023, is sourced from Bank Indonesia (BI) and adheres to the Jakarta Interbank Spot Dollar Rate (JISDOR) regulations, focusing solely on business days. ARCH and GARCH models are widely applied in financial time series analysis because they capture and forecast time-varying volatility. This study analyzes historical exchange rate data to evaluate the persistence of volatility and detect any structural breaks that could impact future exchange rate behavior. The findings reveal that both models effectively capture the volatility of the Rupiah-USD exchange rate, but the GARCH (1,1) model demonstrates superior forecasting accuracy. This model's ability to account for long-term volatility clustering makes it particularly useful for predicting exchange rate dynamics. The research contributes to a deeper understanding of the factors driving exchange rate fluctuations, offering valuable insights for policymakers, investors, and businesses. These insights can help stakeholders manage exchange rate risks more effectively within Indonesia's open economy, where global financial conditions and external shocks significantly shape currency movements. The study emphasizes the importance of using advanced econometric models for accurate volatility predictions and informed decision-making.