eprintid: 18718
rev_number: 7
eprint_status: archive
userid: 6
dir: disk0/00/01/87/18
datestamp: 2015-12-18 03:09:10
lastmod: 2015-12-18 03:09:10
status_changed: 2015-12-18 03:09:10
type: article
metadata_visibility: show
creators_name: ZULIANA, Sri Utami
title: PENERAPAN GLOBAL RIDGE-REGRESSION PADA PERAMALAN DATA TIME SERIES NON LINEAR STUDI KASUS : PEMODELAN NILAI TUKAR US DOLAR TERHADAP RUPIAH
ispublished: pub
subjects: jur_kaunia
divisions: artkl
full_text_status: public
keywords: Radial Basis Function Neural Networks (RBFNN), non-linear, time series, global ridge-regression
abstract: Time series modelling has two types i.e. linear and non-linear. Feed Forward
Neural Networks (FFNN) has modelled linear time series well but has found difficulties
to model non-linear time series. Radial Basis Function Neural Networks (RBFNN) give
an alternative to model non-linear time series. This network has Radial Basis Function
in the hidden layer that provides non-linear functions. The RBFNN output is a linear
combination of Radial Basis Functions and output weights. An optimal output has the
least square error. The weights are gotten from regression. Global-ridge regression
adds a regulation parameter to give the optimal weights that produce an optimal
output.
Keyword : Radial Basis Function Neural Networks (RBFNN), non-linear, time series, global ridge-regression
date: 2012-10-01
date_type: published
publication: Kaunia Jurnal Sains dan Teknologi
volume: V.VIII
number: No. 2
publisher: FAK. SAINTEK UIN SUNAN KALIJAGA
pagerange: 107-117
id_number: 2301-8550
refereed: TRUE
issn: 2301-8550
citation:   ZULIANA, Sri Utami  (2012) PENERAPAN GLOBAL RIDGE-REGRESSION PADA PERAMALAN DATA TIME SERIES NON LINEAR STUDI KASUS : PEMODELAN NILAI TUKAR US DOLAR TERHADAP RUPIAH.  Kaunia Jurnal Sains dan Teknologi, V.VIII (No. 2).  pp. 107-117.  ISSN 2301-8550     
document_url: https://digilib.uin-suka.ac.id/id/eprint/18718/1/04-Kaunia-Vol.VIII-No.2-Sri-Utami-Zuliana-Penerapan-Global-ridge-regression-pada-Peramalan-Data-Time-Series-Non-Linear.pdf