Jurnal Matematika: MANTIK
Vol. 4 No. 2 (2018): Mathematics and Applied Mathematics

Regresi Nonparametrik dengan Pendekatan Deret Fourier pada Data Debit Air Sungai Citarum

Intaniah Ratna Nur Wisisono (Universitas Padjadjaran)
Ade Irma Nurwahidah (Universitas Padjadjaran)
Yudhie Andriyana (Universitas Padjadjaran)



Article Info

Publish Date
31 Oct 2018

Abstract

River discharge is one of the factors that affect the occurrence of floods. It varies over time and hence we need to predict the flood risk. Since the plot of the data changes periodically showing a sines and cosines pattern, a nonparametric technique using Fourier series approach may be interesting to be applied. Fourier series can be estimated using OLS (Ordinary Least Square). In a Fourier series, nonparametric regression the level of subtlety of its function is determined by their bandwidth (K). Optimal bandwidth determined using the GCV (Generalized Cross Validation) method. From the calculation results, we have optimal bandwidth which is equal to 16 with R2 is 0.7295 which means that 72.95% of the total variance in the river discharge variable can be explained by the Fourier series nonparametric regression model. Comparing to a classical time series technique, ARIMA Box Jenkins, we obtained ARIMA (1,0,0) with RMSE 83.10 while using Fourier series approach generate a smaller RMSE 50.51.

Copyrights © 2018






Journal Info

Abbrev

mantik

Publisher

Subject

Mathematics

Description

Jurnal Matematika MANTIK is a mathematical journal published biannually by the Mathematics Department, Faculty of Science and Technology, UIN Sunan Ampel Surabaya. Journal includes research papers, literature studies, analysis, and problem-solving in Mathematics (Algebra, Analysis, Statistics, ...