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Minggu, 16 November 2008

Estimasi Model Regresi Non Linier dg Genetic Algoritma

Pada umumnya estimasi dalam Model Non Linier mengunakan metoda OLS (Ordinary Least Square) atau ML (Maximum Likelihood) dengan Algoritma Konvesional Gause-Newton; Newton-Rhapson; Marquardt-Levenberg; Berndt, Hall, Hall & Hausman atau Metoda Quadratic-Hill Climbing. Metoda Algoritma tersebut tidak akan menghasilkan global minimum/ maksimum. Dalam paper ini akan menjelaskan pendekatan baru yaitu Genetic Algoritma yang lebih menjamin global Maksimal/ minimal. Simulasi Monte Carlo digunakan untuk menjamin Robusness hasil estimasi. Komputasi yang digunakan dengan menggunakan MATLAB.
Download bila Anda ingin mendapatkan paper lengkap : Genetic Algoritma.pdf

8 komentar:

Anonim mengatakan...

lampiran programnya yang mana ya? kok di dokumen pdf ga ada? tolong balas ke statistikagakure_42@yahoo.co.id
terima kasih...

SANJOYO mengatakan...

@Anonim
Silahkan download programnya pada Source code MATLAB 7 file.m

Wass.

Anonim mengatakan...

maaf pak nanya lagi. Untuk sintax pada file nextpopu bagian ELITISM, itu yang tertulis cuma untuk least square saja atau untuk maksimum likelihood juga? Atau sintax ML-nya berbeda? Terima kasih...

firdaus
statistikagakure_42@yahoo.co.id

SANJOYO mengatakan...

@Firdaus,

Silahkan Download untuk Maximum likelihood.

Wass.

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manshabara zafira mengatakan...

Gimana cara download program file.m, soalnya minta request access

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