scholarly journals GENERALIZED SPACE-TIME AUTOREGRESSIVE (GS-TAR) (Studi Kasus Peramalan Harga Saham Syariah Empat Perusahaan di JII)

Factor M ◽  
2019 ◽  
Vol 2 (1) ◽  
Author(s):  
Sulis Setiya Ningsih
Keyword(s):  
Space Time ◽  
Time Model ◽  
Data Space ◽  
Diagnostic Checking ◽  
Space Time Model

Abstrak: Data deret waktu dari beberapa lokasi yang berdekatan seringkali mempunyai hubungan yang saling bergantung. Data yang tidak hanya mempunyai keterkaitan dengan kejadian pada waktu-waktu sebelumnya, tetapi juga mempunyai keterkaitan dengan lokasi lain disebut dengan data space-time. Model Generalized Space-Time Autoregrresive (GS-TAR) adalah suatu model yang banyak digunakan untuk memodelkan dan meramalkan data deret waktu dan lokasi. Adapun tujuan dari penelitian ini yaitu untuk mengaplikasikan model GS-TAR pada studi kasus memodelkan empat perusahaan yang termasuk saham syariah Jakarta Islamic Index (JII). Penelitian ini membahas tentang langkah-langkah analisis data runtun waktu dengan model GS-TAR. Metode ini terdiri dari beberapa tahap, yaitu uji stasioneritas, identifikasi model, estimasi parameter, diagnostic checking dan peramalan. Model runtun waktu GS-TAR (1;1) dapat melakukan peramalan harga saham syariah dengan baik. Hasil peramalan empat perusahaan yang diperoleh menunjukkan bahwa data dari hasil peramalan mendekati data aktual. Kata kunci : Model GS-TAR, Peramalan, Saham Syariah, Space-Time

scholarly journals GENERALIZED SPACE-TIME AUTOREGRESSIVE (GS-TAR) (Studi Kasus Peramalan Harga Saham Syariah Empat Perusahaan di JII)

Factor M ◽  
2019 ◽  
Vol 2 (1) ◽  
Author(s):  
Sulis Setiya Ningsih
Keyword(s):  
Space Time ◽  
Time Model ◽  
Data Space ◽  
Diagnostic Checking ◽  
Space Time Model

Abstrak: Data deret waktu dari beberapa lokasi yang berdekatan seringkali mempunyai hubungan yang saling bergantung. Data yang tidak hanya mempunyai keterkaitan dengan kejadian pada waktu-waktu sebelumnya, tetapi juga mempunyai keterkaitan dengan lokasi lain disebut dengan data space-time. Model Generalized Space-Time Autoregrresive (GS-TAR) adalah suatu model yang banyak digunakan untuk memodelkan dan meramalkan data deret waktu dan lokasi. Adapun tujuan dari penelitian ini yaitu untuk mengaplikasikan model GS-TAR pada studi kasus memodelkan empat perusahaan yang termasuk saham syariah Jakarta Islamic Index (JII). Penelitian ini membahas tentang langkah-langkah analisis data runtun waktu dengan model GS-TAR. Metode ini terdiri dari beberapa tahap, yaitu uji stasioneritas, identifikasi model, estimasi parameter, diagnostic checking dan peramalan. Model runtun waktu GS-TAR (1;1) dapat melakukan peramalan harga saham syariah dengan baik. Hasil peramalan empat perusahaan yang diperoleh menunjukkan bahwa data dari hasil peramalan mendekati data aktual. Kata kunci : Model GS-TAR, Peramalan, Saham Syariah, Space-Time

Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure

2021 ◽  
Vol 58 (1) ◽  
pp. 42-67 ◽  
Author(s):  
Mads Stehr ◽  
Anders Rønn-Nielsen
Keyword(s):  
Space Time ◽  
Time Interval ◽  
Lévy Measure ◽  
Infinitely Divisible ◽  
Time Model ◽  
Spatial Object ◽  
Tail Behaviour ◽  
Fixed Radius ◽  
The Right ◽  
Space Time Model

AbstractWe consider a space-time random field on ${{\mathbb{R}^d} \times {\mathbb{R}}}$ given as an integral of a kernel function with respect to a Lévy basis with a convolution equivalent Lévy measure. The field obeys causality in time and is thereby not continuous along the time axis. For a large class of such random fields we study the tail behaviour of certain functionals of the field. It turns out that the tail is asymptotically equivalent to the right tail of the underlying Lévy measure. Particular examples are the asymptotic probability that there is a time point and a rotation of a spatial object with fixed radius, in which the field exceeds the level x, and that there is a time interval and a rotation of a spatial object with fixed radius, in which the average of the field exceeds the level x.

A Deterministic Sea-Clutter Space–Time Model Based on Physical Sea Surface

2016 ◽  
Vol 54 (11) ◽  
pp. 6659-6673 ◽  
Author(s):  
Zhihui Xin ◽  
Guisheng Liao ◽  
Zhiwei Yang ◽  
Yuhong Zhang ◽  
Hongxing Dang
Keyword(s):  
Space Time ◽  
Sea Surface ◽  
Sea Clutter ◽  
Time Model ◽  
Model Based ◽  
Space Time Model

Beyond Gödel’s Time

2018 ◽  
Vol 4 (1) ◽  
Author(s):  
Peter Riggs
Keyword(s):  
Theoretical Model ◽  
Space Time ◽  
Time Model ◽  
Space Time Model

The Gödel space-time model displays an intrinsic rotation of matter, which is responsible for some fascinating characteristics. It is a theoretical model of a possible, though not the actual, universe.

Theory of the Stationary Self-Consistent Universe

2021 ◽  
Author(s):  
Alexander Shamailovich Avshalumov
Keyword(s):  
Quantum Physics ◽  
Space Time ◽  
Theoretical Physics ◽  
Time Model ◽  
Zero Curvature ◽  
Modern Cosmology ◽  
Simultaneous Existence ◽  
Three Space ◽  
Space Time Model ◽  
The Universe

Since the creation of GR and subsequent works in cosmology, the question of the curvature of space in the Universe is considered one of the most important and debated to this day. This is evident, because the curvature of space depends whether the Universe expands, contracts or is static. These discussions allowed the author to propose a paradoxical idea: simultaneous existence in the Universe of three interconnected space-times (positive, negative and zero curvature) and on this basis, to develop a theory in which each space-time plays its own role and develops in a strict accordance with its sign of curvature. The three space-time model of the structure of the Universe, proposed by the author, allows to solve many fundamental problems of modern cosmology and theoretical physics and creates the basis for building a unified physical theory (including one that unites GR and quantum physics).

scholarly journals A Space-Time Model with Application to Annual Temperature Anomalies;

2003 ◽  
Vol 10 (1) ◽  
pp. 19-30
Author(s):  
Eui-Kyoo Lee ◽  
Myung-Sang Moon ◽  
Richard F. Gunst
Keyword(s):  
Space Time ◽  
Time Model ◽  
Temperature Anomalies ◽  
Space Time Model

INFLATIONARY SCENARIO IN BRANS–DICKE THEORY FOR BIANCHI VI0 SPACE–TIME MODEL

2003 ◽  
Vol 12 (01) ◽  
pp. 129-143 ◽  
Author(s):  
SUBENOY CHAKRABORTY ◽  
ARABINDA GHOSH
Keyword(s):  
Equation Of State ◽  
Perfect Fluid ◽  
Analytical Solutions ◽  
Fluid Model ◽  
Space Time ◽  
Time Model ◽  
Exact Analytical Solutions ◽  
Exponential Expansion ◽  
Barotropic Equation ◽  
Space Time Model

We have investigated perfect fluid model in Brans–Dicke theory for Bianchi VI 0 space–time and have obtained exact analytical solutions considering barotropic equation of state. These solutions have been analyzed for different values of the parameters involved and some of them have shown a period of exponential expansion.

scholarly journals A joint Bayesian space–time model to integrate spatially misaligned air pollution data in R‐INLA

2020 ◽  
Vol 31 (8) ◽  
Author(s):  
C. Forlani ◽  
S. Bhatt ◽  
M. Cameletti ◽  
E. Krainski ◽  
M. Blangiardo
Keyword(s):  
Air Pollution ◽  
Space Time ◽  
Time Model ◽  
Space Time Model
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