scholarly journals Peramalan Indeks Saham LQ45 pada Masa Pandemi COVID-19 Menggunakan Analisis Intervensi

2021 ◽  
Vol 5 (2) ◽  
pp. 251-259
Author(s):  
Sherina Arthariani Zukrianto ◽  
Widyanti Rahayu ◽  
Dania Siregar
Keyword(s):  
White Noise ◽  
Arima Model ◽  
Normal Model

Analisis intervensi merupakan metode pemodelan deret waktu yang dipengaruhi oleh suatu peristiwa yang menyebabkan data deret waktu mengalami fluktuatif. Metode analisis intervensi memiliki tujuan untuk mengukur besar dan lamanya efek dari suatu intervensi pada data deret waktu. Terdapat dua jenis variabel analisis intervensi, yaitu fungsi step dan fungsi pulse. Tujuan penelitian ini untuk memodelkan dan meramalkan model intervensi fungsi step pada indeks saham LQ45 dengan waktu intervensi yang diketahui. Deret waktu LQ45 dipengaruhi oleh suatu intervensi, yaitu pandemi COVID-19. Prosedur dalam melakukan metode analisis intervensi diawali dengan mengelompokkan data menjadi dua kelompok, yaitu data sebelum intervensi dan data saat intervensi sampai data terakhir. Data sebelum intervensi digunakan untuk pemodelan ARIMA. Model ARIMA yang didapatkan dari data sebelum terjadinya intervensi digunakan sebagai informasi untuk melakukan identifikasi orde intervensi. Selanjutnya dilakukan estimasi parameter dan pemeriksaan uji asumsi white noise serta uji asumsi berdistribusi normal. Model intervensi yang telah memenuhi kedua asumsi tersebut dapat digunakan untuk peramalan. Peramalan dari indeks saham LQ45 menghasilkan nilai indeks saham LQ45 yang cenderung konstan dan berkisar pada level indeks saham sebesar 883 – 884. Hasil peramalan indeks saham LQ45 sudah sangat baik dengan nilai galat sebesar 7%.

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

Auditory Selective Attention in Cerebral-Palsied Individuals

1985 ◽  
Vol 16 (4) ◽  
pp. 260-266 ◽  
Author(s):  
Lee Ann Laraway
Keyword(s):  
Selective Attention ◽  
White Noise ◽  
Normal Subjects ◽  
Auditory Selective Attention ◽  
Normal Individuals ◽  
Significant Difference

The purpose of this study was to determine whether there is a statistically significant difference between the auditory selective attention abilities of normal and cerebral-palsied individuals. Twenty-three cerebral-palsied and 23 normal subjects between the ages of 5 and 21 were asked to repeat a series of 30 items consisting of from 2 to 4 digits in the presence of intermittent white noise. Results of the study indicate that cerebral-palsied individuals perform significantly poorer than normal individuals when the stimulus is accompanied by noise. Noise was not a significant factor in the performance of the normal subjects regardless of age.

White Noise and Stuttering

1961 ◽  
Vol 4 (1) ◽  
pp. 72-72 ◽  
Author(s):  
Samuel Sutton ◽  
Richard Allen Chase
Keyword(s):  
White Noise

Infant Responses to Recorded Sounds

1968 ◽  
Vol 11 (4) ◽  
pp. 811-816 ◽  
Author(s):  
Maurice I. Mendel
Keyword(s):  
White Noise ◽  
Narrow Band ◽  
Limited Bandwidth ◽  
Broadband Spectrum ◽  
Continuous Band

Thirty infants, ranging in age from 4 to 11 months, were tested with five different recorded sounds that varied in bandwidth and temporal configuration: a continuous band of white noise, the same band of noise interrupted twice per second, the crinkling of onionskin paper, a narrow band of noise centered at 3000 Hz, and a warbled 3000 Hz tone. With loudness and duration of the stimuli held constant, more responses occurred to sounds composed of a broadband spectrum than to those of a limited bandwidth. Temporal configuration of the sound had no effect on the number of responses elicited.

Damage Risk: An Evaluation of the Effects of Exposure to 85 versus 90 dBA of Noise

1976 ◽  
Vol 19 (2) ◽  
pp. 216-224 ◽  
Author(s):  
James T. Yates ◽  
Jerry D. Ramsey ◽  
Jay W. Holland
Keyword(s):  
White Noise ◽  
Statistical Difference ◽  
Noise Exposure ◽  
Threshold Shift ◽  
Temporary Threshold Shift ◽  
Noise Levels ◽  
Potential Damage ◽  
Full Day ◽  
Damage Risk

The purpose of this study was to compare the damage risk of 85 and 90 dBA of white noise for equivalent full-day exposures. The damage risk of the two noise levels was determined by comparing the temporary threshold shift (TTS) of 12 subjects exposed to either 85 or 90 dBA of white noise for equivalent half- and full-day exposures. TTS was determined by comparing the pre- and postexposure binaural audiograms of each subject at 1, 2, 3, 4, 6, and 8 kHz. It was concluded that the potential damage risk, that is, hazardous effect, of 90 dBA is greater than 85 dBA of noise for equivalent full-day exposures. The statistical difference between the overall effects of equivalent exposures to 85 dBA as compared to 90 dBA of noise could not be traced to any one frequency. The damage risk of a full-day exposure to 85 dBA is equivalent to that of a half-day exposure to 90 dBA of noise. Within the limits of this study, TTS t was as effective as TTS 2 for estimating the damage risk of noise exposure.

Effect of Consonant-Vowel Ratio Modification on Amplitude Envelope Cues for Consonant Recognition

1991 ◽  
Vol 34 (2) ◽  
pp. 415-426 ◽  
Author(s):  
Richard L. Freyman ◽  
G. Patrick Nerbonne ◽  
Heather A. Cote
Keyword(s):  
White Noise ◽  
Intensity Ratio ◽  
Recognition Performance ◽  
Amplitude Envelope ◽  
Signal To Noise ◽  
Noise Masking ◽  
Spectral Cues ◽  
Consonant Recognition ◽  
Nonlinear Amplification ◽  
Speech Envelope

This investigation examined the degree to which modification of the consonant-vowel (C-V) intensity ratio affected consonant recognition under conditions in which listeners were forced to rely more heavily on waveform envelope cues than on spectral cues. The stimuli were 22 vowel-consonant-vowel utterances, which had been mixed at six different signal-to-noise ratios with white noise that had been modulated by the speech waveform envelope. The resulting waveforms preserved the gross speech envelope shape, but spectral cues were limited by the white-noise masking. In a second stimulus set, the consonant portion of each utterance was amplified by 10 dB. Sixteen subjects with normal hearing listened to the unmodified stimuli, and 16 listened to the amplified-consonant stimuli. Recognition performance was reduced in the amplified-consonant condition for some consonants, presumably because waveform envelope cues had been distorted. However, for other consonants, especially the voiced stops, consonant amplification improved recognition. Patterns of errors were altered for several consonant groups, including some that showed only small changes in recognition scores. The results indicate that when spectral cues are compromised, nonlinear amplification can alter waveform envelope cues for consonant recognition.

The Effects of Significant International Sports Events on Hungarian Suicide Rates

Crisis ◽  
2016 ◽  
Vol 37 (2) ◽  
pp. 148-154 ◽  
Author(s):  
Karoly Bozsonyi ◽  
Peter Osvath ◽  
Sandor Fekete ◽  
Lajos Bálint
Keyword(s):  
Significant Relationship ◽  
Olympic Games ◽  
Arima Model ◽  
Age Groups ◽  
The Elderly ◽  
Intervention Analysis ◽  
Middle Aged ◽  
Sports Events ◽  
Sport Events ◽  
The Olympic Games

Abstract. Background: Several studies found a significant relationship between important sport events and suicidal behavior. Aims: We set out to investigate whether there is a significant relationship between the raw suicide rate and the most important international sports events (Olympic Games, FIFA World Cup, UEFA European Championship) in such an achievement-oriented society as the Hungarian one, where these sport events receive great attention. Method: We examined suicide cases occurring over 15,706 days between January 1, 1970, and December 31, 2012 (43 years), separately for each gender. Because of the age-specific characteristics of suicide, the effects of these sport events were analyzed for the middle-aged (30–59 years old) and the elderly (over 60 years old) generations as well as for gender-specific population groups. The role of international sport events was examined with the help of time-series intervention analysis after cyclical and seasonal components were removed. Intervention analysis was based on the ARIMA model. Results: Our results showed that only the Olympic Games had a significant effect in the middle-aged population. Neither in the older male nor in any of the female age groups was a relationship between suicide and Olympic Games detected. Conclusion: The Olympic Games seem to decrease the rate of suicide among middle-aged men, slightly but significantly.

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