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All Journal Telematika Jurnal Edukasi dan Penelitian Informatika (JEPIN) INTEKNA BAREKENG: Jurnal Ilmu Matematika dan Terapan Budapest International Research and Critics Institute-Journal (BIRCI-Journal): Humanities and Social Sciences Jurnal WIDYA LAKSMI (Jurnal Pengabdian Kepada Masyarakat) Info Kripto
Herman Kabetta
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Religion Arts Humanities Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Mathematics Mechanical Engineering Physics Social Sciences Transportation Other

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Garch Modeling for Volatil Data: Air Pollution Standard Index in DKI Jakarta as A Parameter in Secure Smart City Development Qomariasih, Nurul; Kabetta, Herman; Buana, I Komang Setia; Pramadi, Yogha Restu
Budapest International Research and Critics Institute-Journal (BIRCI-Journal) Vol 4, No 4 (2021): Budapest International Research and Critics Institute November
Publisher : Budapest International Research and Critics University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33258/birci.v4i4.3463

Abstract

The DKI Jakarta government has the Jakarta Kini Application (JAKI) which was developed by the Jakarta smart city management unit. There is a JakISPU feature that displays the air pollution standard index (ISPU) in real-time, but the ISPU forecast value is not presented to prevent the ISPU from worsening in the future. This study presents a model for the concentration value of the ISPU parameter which has high volatility. The model obtained is expected to be used for forecasting the ISPU concentration value in the next few days. The resulting model is the SO2 arch garch model, namely and arch garch. Model NO2 that is . The model formed is free from the assumption of heteroscedasticity.
Co-Authors Amin Rulloh, Amin Carita, Sa'aadah Sajjana Dewi Erla Mahmudah, Dewi Erla Girinoto Girinoto, Girinoto Hermawan Setiawan I Komang Setia Buana Buana I Komang Setia Buana, I Komang Nurul Qomariasih Pramadi, Yogha Restu Qolbi, Nilam Qomariasih, Nurul Raden Budiarto Hadiprakoso Ray Novita Yasa Setyawan, Faizal Gani Tio Hana Lolita Boru Lumban Tobing Wicaksono, Herlambang Rafli