Replikasi Signal dengan Menggunakan Metode Bootstrap

01/2008; DOI: 10.9744/jte.7.2.97-100
Source: OAI


Signal can be modeled as a periodic or a nonperiodic stochastic process. Therefore to replicate a signal, we should keep the original character of the signal as well as the random character in it. One of plausible methods for doing such kind of job is bootstrap. However, we should modify the boostrap to accomodate the dependency in the series and their periodicities. As the pre bootraping we need to detect the existence of periodicities in the series. Two methods are given for detecting the existence of periodicities, i.e. the Fisher classical statistic, and the Chiu statistic. At the end we give an illustration. We used simulated data for testing and replicating a signal. Abstract in Bahasa Indonesia : Signal dapat dimodelkan sebagai proses stokastik yang berperiode ataupun tidak berperiode. Untuk itu dalam mereplikasi sebuah signal, kita harus tetap menjaga karakter asli dari signal dan juga sifat keacakannya. Salah satu metode yang mungkin untuk dilakukan adalah bootstrap. Namun demikian, kita harus memodifikasi metode bootrap ini untuk mengakomodasi sifat ketergantungan dari series beserta periodisitasnya. Sebagai langkah awal dalam bootstrap ini diperlukan uji ada tidaknya periodisitas dalam signal. Diberikan dua metode untuk mendeteksi periodisitas, yaitu Fisher statistik dan Chiu statistik dan sebuah ilustrasi dengan menggunakan data simulasi untuk menguji dan mereplikasi sebuah signal. Kata kunci: bootstrap, periodogram, fisher statistic

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Available from: Siana Halim, Jul 02, 2014
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