Penganggaran Parameter bagi Model BL(p, 0, 1, 1) dengan Pendekatan Bayesian

Bilinear model is one of the nonlinear models for time series data, which is denoted by BL(p, q, r, s). The ARMA model is a special case of Bilinear model when the value r and s are zero. This model is believed to suit best for hydrology and meteorology data. A few estimation methods have been suggested to estimate the parameters. In this paper, the bayesian approach is used. Butthe residual must be known first. For that the Least Square methods is chosen. The sunspot data is used as an illustration.