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All Journal Al-Jabar : Jurnal Pendidikan Matematika BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Limits: Journal of Mathematics and Its Applications Jambura Journal of Mathematics Jurnal Matematika UNAND InPrime: Indonesian Journal Of Pure And Applied Mathematics Jurnal Statistika dan Matematika (Statmat) Milang Journal of Mathematics and Its Applications MILANG Journal of Mathematics and Its Applications Limits: Journal of Mathematics and Its Applications
Berlian Setiawaty
Departemen Matematika, Fakultas Matematika Dan Ilmu Pengetahuan Alam, Institut Pertanian Bogor
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EQUIVALENT REPRESENTATIONS OF HIDDEN MARKOV MODELS B. SETIAWATY
MILANG Journal of Mathematics and Its Applications Vol. 2 No. 1 (2003): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (128.2 KB) | DOI: 10.29244/jmap.2.1.1-12

Abstract

In this article, we classify the class of hidden Markov models through the laws of the observation processes, since the Markov chains are not observable. Here, we also present some properties regarding this classification.
THE ERGODICITY OF THE OBSERVED PROCESS OF A HIDDEN MARKOV MODEL B. SETIAWATY
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (99.973 KB) | DOI: 10.29244/jmap.3.1.27-34

Abstract

This paper presents some properties of a stationary hidden Markov model. The most important is the ergodicity of the observed process which is essential for limit theorems.
A SURVEY ON THE IDENTIFIABILITY OF FINITE MIXTURES B. SETIAWATY
MILANG Journal of Mathematics and Its Applications Vol. 3 No. 2 (2004): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (165.29 KB) | DOI: 10.29244/jmap.3.2.29-44

Abstract

This paper is a survey on the identifiability of finite mixtures. We collect all the results regarding sufficient conditions for finite mixtures to be identifiable and what kind of distributions family which is identifiable.
IDENTIFIABILITY OF HIDDEN MARKOV MODELS B. SETIAWATY
MILANG Journal of Mathematics and Its Applications Vol. 4 No. 1 (2005): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (117.368 KB) | DOI: 10.29244/jmap.4.1.13-22

Abstract

This paper shows that the identifiability problem for hidden Markov models can be derived from the identifiability of finite mixtures.
PENDUGAAN PARAMETER MODEL HIDDEN MARKOV * B. SETIAWATY; L. KRISTINA
MILANG Journal of Mathematics and Its Applications Vol. 4 No. 1 (2005): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (372.971 KB) | DOI: 10.29244/jmap.4.1.23-40

Abstract

Pendugaan parameter untuk model Hidden Markov Elliott et. al. (1995) dilakukan mengunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization yang melibatkan perubahan ukuran. Dari metode tersebut diperoleh algoritma untuk menduga parameter model.
PEMODELAN NILAI TUKAR RUPIAH TERHADAP $US MENGGUNAKAN HIDDEN MARKOV* B. SETIAWATY; D. N. SARI
MILANG Journal of Mathematics and Its Applications Vol. 4 No. 2 (2005): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (306.056 KB) | DOI: 10.29244/jmap.4.2.21-28

Abstract

Perilaku nilai tukar Rupiah terhadap $US dari tahun 1998 sampai dengan 2005 dicoba dimodelkan dengan menggunakan Hidden Markov (Elliott, et. al. 1995) Pendugaan parameter model dilakukan mengunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization yang melibatkan perubahan ukuran. Hasil yang diperoleh kurang baik karena galat antara nilai harapan dengan nilai sebenarnya cukup besar.
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.
PEMODELAN NILAI TUKAR RUPIAH TERHADAP $US MENGGUNAKAN DERET WAKTU HIDDEN MARKOV HAMILTON* B. SETIAWATY; H. HIRASAWA
MILANG Journal of Mathematics and Its Applications Vol. 5 No. 2 (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 (243.272 KB) | DOI: 10.29244/jmap.5.2.23-30

Abstract

Perilaku nilai tukar Rupiah terhadap $US dari tahun 1998 sampai dengan 2007 dicoba dimodelkan dengan menggunakan deret waktu Hidden Markov. Pendugaan parameter model dilakukan mengunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization. Hasil yang diperoleh cukup baik karena sudah menggambarkan secara umum perilaku nilai tukar Rupiah tetapi galat antara nilai harapan dengan nilai sebenarnya masih cukup besar.
PENDUGAAN PARAMETER DERET WAKTU HIDDEN MARKOV SATU WAKTU SEBELUMNYA B. SETIAWATY; D. H. SANTOSO
MILANG Journal of Mathematics and Its Applications Vol. 6 No. 2 (2007): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (318.66 KB) | DOI: 10.29244/jmap.6.2.23-36

Abstract

Pendugaan parameter deret waktu Hidden Markov satu waktu sebelumnya dilakukan mengunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization. Dari kajian ini diperoleh algoritme untuk menduga parameter model.
PEMODELAN NILAI TUKAR RUPIAH TERHADAP $US MENGGUNAKAN DERET WAKTU HIDDEN MARKOV SATU WAKTU SEBELUMNYA B. SETIAWATY; D. H. SANTOSO; N. K. K. ARDANA
MILANG Journal of Mathematics and Its Applications Vol. 7 No. 2 (2008): Journal of Mathematics and Its Applications
Publisher : Dept. of Mathematics, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (250.999 KB) | DOI: 10.29244/jmap.7.2.1-10

Abstract

Perilaku nilai tukar Rupiah terhadap $US dari tahun 1998 sampai dengan 2007 dicoba dimodelkan dengan menggunakan deret waktu Hidden Markov satu waktu sebelumnya. Pendugaan parameter model dilakukan menggunakan Metode Maximum Likelihood dan pendugaan ulang menggunakan metode Expectation Maximization. Hasil yang diperoleh cukup baik karena sudah menggambarkan secara umum perilaku nilai tukar Rupiah. Galat antara nilai harapan dengan nilai sebenarnya relatif cukup kecil.
Co-Authors A. K. CRENATA Adilla, Indrya Ardana, N. K. Kutha D. A. MUNAWAR D. C. LESMANA D. H. SANTOSO D. N. SARI D. P. ANGGRAINI Donny Citra Lesmana Erliana, Windiani F. BUKHARI Fendy Septyanto Fikri, Miftahul Fikriyah, Laila Qudrah Grifin Ryandi Egeten H. HIRASAWA I Gusti Putu Purnaba Indrya Adilla Istiadi, H. A. F. Kastolan Kastolan Kastolan, Kastolan L. KRISTINA Laila Qudrah Fikriyah M. FIKRI Maharani, Mutiara Muhammad Taufik Abdillah Muhammad Yusuf Sulaiman Muna, Siti Umamah Naili Muwafiqo Zamzami Dhuha N. K. K. ARDANA N. K. Kutha Ardana N. NURHASANAH Nahrul Hayati P. UTARI Putu Purnaba, I Gusti Rafika Septiany Retno Budiarti Ruhiyat Ruhiyat Ruhiyat Ruhiyat Ruhiyat, Ruhiyat S. A. PURNOMO S. F. NIKMAH Septiany, Rafika Sugi Guritman Sulaiman, Muhammad Yusuf Windiani Erliana Windiani Erliana Windiani Erliana Y. ADHARINI Yudasril Yudasril Yudasril Yudasril Yudasril Yudasril, Yudasril