scholarly journals ANALISIS ARIMA DAN WAVELET UNTUK PERAMALAN HARGA CABAI MERAH BESAR DI JAWA TENGAH

2020 ◽  
Vol 9 (3) ◽  
pp. 247-262
Author(s):  
Chrisentia Widya Ardianti ◽  
Rukun Santoso ◽  
Sudarno Sudarno
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Parametric Method ◽  
Haar Wavelet ◽  
Time Span ◽  
Series Data ◽  
Central Java ◽  
The One ◽  
Better Than ◽  
Analysis Of Time Series

Time series is a type of data collected according to the sequence of times in a certain time span. Time series data can be used as a predictor of future conditions. Analysis of time series data, one of the ARIMA units, is a parametric method that requires an assumption to get valid results. Data stationarity is one of the factors that must be fulfilled. Wavelet is a non-parametric method that is able to represent time and frequency information simultaneously, so that it can analyze non-stationary data. This research presents forecasting the price of red chili in Central Java using ARIMA and wavelet with the approach of the Multiscale Autoregressive (MAR) model. The best model is the one with the smallest MSE value. The results showed that the ARIMA(0,1,1) model was said to be the best model with MSE = 2252142. However, because the assumption of normality is not fulfilled, an alternative process is done with wavelet. Wavelet approach results show that the MAR model Haar filter level (j) = 4 with MSE = 2175906 is better than Daubechies 4 filter 4 level (j) = 1 with MSE = 3999669. Therefore, the Haar wavelet is considered better in the time series analysis. Keyword : ARIMA, wavelet, MAR, forecasting, MSE

Dimensionality Reduction for the Analysis of Time Series Data from Wind Turbines

2017 ◽  
pp. 317-339 ◽  
Author(s):  
Jochen Garcke ◽  
Rodrigo Iza-Teran ◽  
Marvin Marks ◽  
Mandar Pathare ◽  
Dirk Schollbach ◽  
...  
Keyword(s):  
Time Series ◽  
Dimensionality Reduction ◽  
Wind Turbines ◽  
Time Series Data ◽  
Series Data ◽  
Analysis Of Time Series

scholarly journals Is Islamic Bank More Stable Than Conventional Bank? Evidence From Islamic Rural Banks in Indonesia

2021 ◽  
Vol 12 (2) ◽  
pp. 294
Author(s):  
Agus Widarjono ◽  
M. B. Hendrie Anto ◽  
Faaza Fakhrunnas
Keyword(s):  
Time Series ◽  
Financial Stability ◽  
Time Series Data ◽  
Series Data ◽  
Z Score ◽  
Profit Rate ◽  
Return On Assets ◽  
Distributed Lag ◽  
Autoregressive Distributed Lag ◽  
Better Than

This study investigates whether Islamic rural banks perform better than conventional rural banks as their competitor in Indonesia. To measure Islamic rural banks' financial performance, we apply financial stability using Z-score and profitability using the return on assets. We use monthly time series data from January 2009 to December 2018. The dynamic regression of the Autoregressive Distributed Lag (ARDL) model is then employed. The results report that the Z-Score of Islamic rural banks is higher than the Z-Score of conventional rural banks. This finding shows that Islamic rural banks are less risky than conventional rural banks. However, the Islamic rural banks' financial stability is very vulnerable to changes in equity, output, and inflation than conventional rural banks. Although the Islamic rural banks' profit rate is lower compared to conventional rural banks, it is considered more stable. The profit of Islamic rural banks is affected by size, equity, domestic output, and inflation.

Italy's disappearing ‘red regions’: a longitudinal analysis

Modern Italy ◽  
2020 ◽  
Vol 25 (3) ◽  
pp. 279-297
Author(s):  
Bruno Bracalente ◽  
Davide Pellegrino ◽  
Antonio Forcina
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Extended Period ◽  
Minimal Change ◽  
Series Data ◽  
Regional Government ◽  
Left Wing ◽  
Recent Period ◽  
Left And Right ◽  
Analysis Of Time Series

Using an analysis of time series data over an extended period, this article describes the waning strength of the left-wing vote in Italy's ‘red regions’. By analysing changes to the provincial share of the vote for successive principal left-wing parties over the period 1953–2018, the degree of continuity in relation to the left's traditional territorial entrenchment is assessed. It becomes clear that after an extended period of minimal change, in more recent years there has been an increasing disruption of previous patterns. A thorough analysis of voter transitions during the 2001–19 period in Umbria, the first red region in which the left lost control of the regional government, shows that in this case the gradual weakening of the traditional left-wing ‘vote of belonging’ has experienced a dramatic acceleration during the more recent period. This has been expressed in a growing rate of abstention, vote-switching according to the type of electoral contest, and a marked propensity to vote for populist movements and parties on both the left and right.

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