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Y. ADHARINI
Bogor Agricultural University
Agriculture, Biological Sciences & Forestry Computer Science & IT Control & Systems Engineering Earth & Planetary Sciences Mathematics

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PENDUGAAN PARAMETER DERET WAKTU HIDDEN MARKOV HAMILTON* B. SETIAWATY; Y. ADHARINI; H. HIRASAWA
MILANG Journal of Mathematics and Its Applications Vol. 5 No. 1 (2006): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (303.839 KB) | DOI: 10.29244/jmap.5.1.13-26

Abstract

Pendugaan parameter untuk model deret waktu Hidden Markov Hamilton (1994) dilakukan mengunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization. Dari kajian ini diperoleh algoritma untuk menduga parameter model.
Co-Authors Berlian Setiawaty H. HIRASAWA