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SELAMAT DATANG DI
TIME SERIES ANALYSISProf. Dr. Sukiyono
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1.Proses
2.Tn! !n conto"ny
#.De$nisi Deret %ktu
&.Tu'un n(is !eret %ktu
TOPIK 1: PENDAHULUAN
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)"t Do )e Stu!y* A++un yn ter'!i sekitr kit !(" sutu +roses
yn ter'!i !(- sutu siste- tertentu. e/er+conto" !("0
Peru/"n cuc siste-0 At-os+"ere /u-i
Peru/"n ni(i tukr ru+i" ti+ "ri siste-0 Psr$nnsi(
Peru/"n +ro!uksi +!i -usi-n siste-0 +ertnin
Proses !(" +eru/"n /er/sis %ktu !ri sutusiste-.
3ttn0 /entuk !ri sutu siste- yn s- !+t !icirikno(e" stu tu /e/er+ 4ri/e(0
3uc !icirikn o(e" te-+ertur u!r, teknnt"-os+"ere, r" nin !n se/iny.
Pertnin !icirikn o(e" (us ("n, +u+uk, /i/it, +estisi!,!n ten ker'.
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3onto" Pe-srnPen'u(n Minu-n Anu
-ont"s
Siste-0 Perus"nStte 4ri/(e0 Pen'u(n /u(nn nur
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3onto" i!n kese"tn05u-n E(ectrocr!ior--e E3G
Pengkuran aktiiftias elektrik pada jantumanusia
)ktu
4 o
( t s e
~ 1 detik
Siste-0 cr!io4scu(r syste- of "u-n
Proses0 Detk 6ntunStte 4ri/(e0 4o(tse ntr 2 titik +! /in -nusi
Time Series Analysis by N. Jan
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Siste-, Proses !n Sin(
Sistem
State variable 1
State variable 2
Signals
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)"t is Ti-e Series*)"t is Ti-e Series*
Set !t nu-erik yn -e-i(iki 'rk -ert
Penu-+u(n sutu o/ser4si sutu 4ri/e( yntu !i(kukn secr /erurutn -enurut %ktu. Di+ero(e" !enn cr o/ser4si sutu 4ri/e( +! +er
%ktu yn reu(r.
Per-(n 7orecst !i!srkn "ny +! ni(i((u se/e(u-ny Denn su-si /"% fktor yn -e-+enru"i -s (
sekrn !n kn !tn kn /er(n'ut.
conto" T"un 0 1889188:188;188< 1888
+en'u(n0 ;
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Ti-e Series 4s. 3ross Section(Dt
Ti-e series !t is a sequencof observationsDiku-+u(kn !ri sutu +roses
Denn 'rk +erio!e %ktu yns-.
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Se/(ikny, /tsn !ite-+tkn +!!t on cross-sectional , tu'un ut-+er-(n !enn !t !eret %ktu !
ektr+o(si -e(e/i"i /ts kisrn 4rie=+(ntoryny
Ti-e Series 4s. 3ross Section(Dt
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Ti-e Series 4s. 3ross SectionDt Ti-e series !(" !in-is, yn /eru/"
se+n'n %ktu.
Ketik /eker' !enn !t !eret %ktu,+unckny !(" ketik !t !i+(otse"in +ene(iti !+t -enn(is !t
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Ko-+onen Deret)ktu
Ko-+onen Deret)ktu
Trend
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Ko-+onen Deret )ktuKo-+onen Deret )ktu
Trend Cyclical
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Ko-+onen Deret )ktuKo-+onen Deret )ktu
Trend
Seasonal
Cyclical
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Ti-e Series3o-+onents
Ti-e Series3o-+onents
Trend
Seasonal
Cyclical
Irregular
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Ko-+onen Tren Tren!3o-+onent
Ko-+onen Tren Tren!3o-+onent
Persistent, secr u-u- /er+o( u+%r! tu!o%n%r!
Dise//kn o(e" +o+u(si, tekno(oi !nse/iny
Dursiny /e/er+ t"un
Mo., Qtr., Yr.
Response
© 1984-1994 T/Maker
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Tren! 3o-+onent
Pererknny >+%r! tu Do%n%r! Dt !i-/i( (e/i" !ri stu t"un
Sales
Time
U p w a rd
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Ko-+onen sik(is 3yc(ic(3o-+onent
Ko-+onen sik(is 3yc(ic(3o-+onent
Pererkn nik turun yn /eru(n u(Dise/e/kn o(e" interksi fktor fktor y
-e-+enru"i ekono-i
isny /er!ursi 2 ? 1@ t"un
Mo., Qtr., Yr.
Response
Cycle
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Ko-+onen sik(is 3yc(ic(3o-+onent
>+%r! or Do%n%r! S%ins Munkin +nn'nny /er4risi
isny /erk"ir !(- 2 ? 1@ t"un
Sales
Tim
C yc le
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Ko-+onen -usi-n Seson(3o-+onent
Ko-+onen -usi-n Seson(3o-+onent
Po( uktusi nik !n turun yn reu(e
Dise//kn o(e" -usi-, ke/isn, !nse/iny.
Ter'!i !(- 1 t"un
Mo., Qtr.
Response
Summer
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Ko-+onen -usi-n
Upward or Downward Swings
Regular Patterns
Obsered !it"in One #ear
Sales
Time (Monthly or Quarterly)
! i n te r
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Irreu(r 3o-+onentIrreu(r 3o-+onent
$rratic% unsystematic% &residual' (uctuations Due to random ariation or unforeseen eents
)ogok buru"
Perang
*ecelakaan
+lam ,bencana alam- S"ort duration . nonrepeating
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T"t B s A(( ....
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