MILANG Journal of Mathematics and Its Applications
Vol. 4 No. 2 (2005): Journal of Mathematics and Its Applications

PEMODELAN NILAI TUKAR RUPIAH TERHADAP $US MENGGUNAKAN HIDDEN MARKOV*

SETIAWATY, B. (Unknown)
SARI, D. N. (Unknown)

Article Info

Publish Date
01 Dec 2005

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.

Copyrights © 2005




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Journal Info
MILANG Journal of Mathematics and Its Applications
Website

Abbrev

jmap

Publisher

Institut Pertanian Bogor

Subject

Mathematics

Description

MILANG Journal of Mathematics and Its Applications, originally established in 2002 as the Journal of Mathematics and Its Applications (ISSN 1412-677X), transitioned to online publishing in 2018 and was renamed in 2022 to reflect its broadened scope. The name MILANG, a Sundanese word meaning “to ...