Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi
Syahri Ramadhani
Institut Teknologi Bandung
Mathematics

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
The Generalized STAR Modeling with Heteroscedastic Effects Utriweni Mukhaiyar; Syahri Ramadhani
CAUCHY: Jurnal Matematika Murni dan Aplikasi Vol 7, No 2 (2022): CAUCHY: Jurnal Matematika Murni dan Aplikasi
Publisher : Mathematics Department, Universitas Islam Negeri Maulana Malik Ibrahim Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/ca.v7i2.13097

Abstract

In general, the Generalized Space Time Autoregressive (GSTAR) model of space-time assumes constant error variance. In this study, a GSTAR model was built with an error variance that was not constant or had a heteroscedasticity effect, namely the combination of GSTAR–Autoregressive Conditional Heteroskedasticity (ARCH). The parameters of the GSTAR–ARCH model were estimated using the Generalized Least Square (GLS) method to obtain an efficient parameter estimation. As a case study, the GSTAR–ARCH model was applied to the daily mean wind speed data of New Orleans, Florida and Mississippi to predict the occurrence of Hurricane Katrina that occurred in 2005. The results obtained show that the GSTAR model (3;0,0,1)–ARCH(1) predicts Hurricane Katrina very well.
Co-Authors Utriweni Mukhaiyar