COPULA BASED PREDICTION MODEL
Pearson's correlation coefficient is a measure of association which widely used in many fields. However, Pearson's correlation coefficient has limitation to detect non-linear association. Kendall's Tau and Spearman's Rho are measures of association which can detect both linear an...
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id-itb.:167702017-09-27T11:42:59ZCOPULA BASED PREDICTION MODEL (NIM : 10108090); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, OCTAVINA Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/16770 Pearson's correlation coefficient is a measure of association which widely used in many fields. However, Pearson's correlation coefficient has limitation to detect non-linear association. Kendall's Tau and Spearman's Rho are measures of association which can detect both linear and non-linear association and can be stated in a multivariate distribution function model, named copula. A prediction model is established to predict a value for future observation. Generally, the model prediction is based on Pearson's correlation coefficient. However, considering the limitation that Pearson's correlation coefficient has, in this final project will be established a prediction model based on copula. text |
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Institut Teknologi Bandung |
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Institut Teknologi Bandung Library |
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Asia |
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Indonesia Indonesia |
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Institut Teknologi Bandung |
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Indonesia |
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Pearson's correlation coefficient is a measure of association which widely used in many fields. However, Pearson's correlation coefficient has limitation to detect non-linear association. Kendall's Tau and Spearman's Rho are measures of association which can detect both linear and non-linear association and can be stated in a multivariate distribution function model, named copula. A prediction model is established to predict a value for future observation. Generally, the model prediction is based on Pearson's correlation coefficient. However, considering the limitation that Pearson's correlation coefficient has, in this final project will be established a prediction model based on copula. |
| format |
Final Project |
| author |
(NIM : 10108090); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, OCTAVINA |
| spellingShingle |
(NIM : 10108090); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, OCTAVINA COPULA BASED PREDICTION MODEL |
| author_facet |
(NIM : 10108090); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, OCTAVINA |
| author_sort |
(NIM : 10108090); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, OCTAVINA |
| title |
COPULA BASED PREDICTION MODEL |
| title_short |
COPULA BASED PREDICTION MODEL |
| title_full |
COPULA BASED PREDICTION MODEL |
| title_fullStr |
COPULA BASED PREDICTION MODEL |
| title_full_unstemmed |
COPULA BASED PREDICTION MODEL |
| title_sort |
copula based prediction model |
| url |
https://digilib.itb.ac.id/gdl/view/16770 |
| _version_ |
1820745452332515328 |