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FORECASTING FARMER EXCHANGE RATE IN CENTRAL JAVA PROVINCE USING VECTOR INTEGRATED MOVING AVERAGE Trimono, Trimono; Sonhaji, Abdulah; Mukhaiyar, Utriweni
MEDIA STATISTIKA Vol 13, No 2 (2020): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.13.2.182-193

Abstract

Farmer Exchange Rate (FER) is an indicator that can be used to measure the level of farmers welfare. For every agriculture sector, FER is affected by the historical price of harvest from the corresponding sector and historical prices of other agriculture sectors. In Central Java Province, rice & palawija, horticulture, and fisheries are the largest agriculture sectors which is the main livelihood for most of the population. FER forecasting is a crucial thing to determine the level of farmers welfare in the future. One method that can be used to predict the value of a variable that is influenced by the historical value of several variables is Vector Time Series. An empirical study was conducted using FER data from the rice & palawija, horticulture and fisheries sectors for January 2011-June 2017 in Central Java Province. The results obtained show that by using the VIMA(2.1) model, the FER prediction was very accurate, with MAPE values were 1.91% (rice & palawija sector), 2.44% (horticulture sector), and 2.18% (fisheries sector).
Pemanfaatan Tepung Kentucky untuk Menumbuhkan Ekonomi di Tengah Pandemi Covid-19 Rizal, Syamsul; Giantara, Febri; Hervrizal, Hervrizal; Trimono, Trimono; Kusdani, Kusdani; Bainar, Bainar
Jurnal Pendidikan Tambusai Vol. 5 No. 3 (2021): 2021
Publisher : LPPM Universitas Pahlawan Tuanku Tambusai, Riau, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (702.657 KB)

Abstract

Pengabdian kepada Masyarakat yang dilakukan merupakan bentuk usaha perbaikan ekonomi masyarakat di RT 02 RW 02 Kelurahan Agrowisata Rumbai dengan tujuan dari Pengabdian kepada Masyarakat ini adalah untuk mengedukasi masyarakat bagaimana cara memanfaatkan tepung kentucky yang baik dan benar serta mengajarkan memasarkan melalui media online. Metode penelitian yang digunakan adalah PAR dan dianalisis menggunakan pendekatan deskriptif. Hasil yang diperoleh adalah telihatnya perubahan pengetahuan warga tentang bagaimana cara mengolah tepung kentucky menjadi olahan makanan yang tepat dan bermanfaat serta memiliki nilai jual yang tinggi dimasyarakat. Hal ini terlihat dari hasil observasi warga. Selain itu juga ditemukan beberapa warga melanjutkan proses pendampingan ini menjadi bentuk sebuah usaha mikro kecil menengah yang mampu memberikan pemasukan tambahan bagi warga tesebut.
RISK ASSESSMENT OF STOCKS PORTFOLIO THROUGH ENSEMBLE ARMA-GARCH AND VALUE AT RISK (CASE STUDY: INDF.JK AND ICBP.JK STOCK PRICE) Tarno, Tarno; Trimono, Trimono; Maruddani, Di Asih I; Wilandari, Yuciana; Utami, Rianti Siswi
MEDIA STATISTIKA Vol 14, No 2 (2021): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.14.2.125-136

Abstract

Stocks portfolio is a form of investment that can be used to minimize the risk of loss. In a stock portfolio, the Value at Risk (VaR) can be predicted through the portfolio return. If portfolio return variance is heteroskedastic risk prediction can be done by using VaR with ARIMA-GARCH or Ensemble ARIMA-GARCH model approach. Furthermore, the accuracy of VaR is tested through Backtesting test. In this study, the portfolio is formed from PT Indofood CBP Sukses Makmur (ICBP.JK) and PT Indofood Sukses Makmur Tbk (INDF.JK) stocks from 01/01/2018 to 07/30/2021. The results showed that the best model is  Ensemble ARMA-GARCH with MSE 1.3231×10-6. At confidence level of 95% and 1 day holding period, the VaR of the Ensemble ARMA-GARCH was -0.0213. Based on the Backtesting test, it is proven to be very accurate to predict the value of loss risk because the value of the Violation Ratio (VR) is equal to 0.
Geometric Brownian Motion and Value at Risk For Analysis Stock Price Of Bumi Serpong Damai Ltd Trimono Trimono; Di Asih I Maruddani; Prisma Hardi Aji Riyantoko; I Gede Susrama Mas Diyasa
Internasional Journal of Data Science, Engineering, and Anaylitics Vol. 1 No. 1 (2021): International Journal of Data Science, Engineering, and Analytics Vol 1, No 1,
Publisher : International Journal of Data Science, Engineering, and Analytics

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1063.683 KB) | DOI: 10.33005/ijdasea.v1i1.3

Abstract

Investment is one of the activities that last actually attractive to the people of Indonesia. One of the most widely traded financial assets in the capital market is stocks. Stock prices frequently experience challenges to predict changes, so they can increase or decrease at any time. One method that can be applied to predict stock prices is GBM. Then, the risk can be measured using the VaR risk measure. The GBM model is determined to be accurate in predicting the stock price of BSDE.JK, with a MAPE value of 5.17%. By using VaR-HS and VaR CFE, the prediction of risk of loss at the 95% confidence level for the period 06/07/21 is -0.0597 and -0.0623
Negative Binomial Time Series Regression – Random Forest Ensemble in Intermittent Data Amri Muhaimin; Prismahardi Aji Riyantoko; Hendri Prabowo; Trimono Trimono
Internasional Journal of Data Science, Engineering, and Anaylitics Vol. 1 No. 2 (2021): International Journal of Data Science, Engineering, and Analytics Vol 1, No 2,
Publisher : International Journal of Data Science, Engineering, and Analytics

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (331.85 KB) | DOI: 10.33005/ijdasea.v1i2.10

Abstract

Intermittent dataset is a unique data that will be challenging to forecast. Because the data is containing a lot of zeros. The kind of intermittent data can be sales data and rainfall data. Because both sometimes no data recorded in a certain period. In this research, the model is created to overcome the problem. The approach that is used in this research is the ensemble method. Mostly the intermittent data comes from the Negative Binomial because the variance is over the mean. We use two datasets, which are rainfall and sales data. So, our approach is creating the base model from the time series regression with Negative Binomial based, and then we augmented the base model with a tree-based model which is random forest. Furthermore, we compare the result with the benchmark method which is The Croston method and Single Exponential Smoothing (SES). As the result, our approach can overcome the benchmark based on metric value by 1.79 and 7.18.
Water Availability Forecasting Using Univariate and Multivariate Prophet Time Series Model for ACEA (European Automobile Manufacturers Association) Prismahardi Aji Riyantoko; Tresna Maulana Fahrudin; Kartika Maulida Hindrayani; Amri Muhaimin; Trimono
Internasional Journal of Data Science, Engineering, and Anaylitics Vol. 1 No. 2 (2021): International Journal of Data Science, Engineering, and Analytics Vol 1, No 2,
Publisher : International Journal of Data Science, Engineering, and Analytics

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1292.381 KB) | DOI: 10.33005/ijdasea.v1i2.12

Abstract

Time series is one of method to forecasting the data. The ACEA company has competition with opened the data in the Water Availability and uses the data to forecast. The dataset namely, Aquifers-Petrignano in Italy in water resources field has five parameters e.g. rainfall, temperature, depth to groundwater, drainage volume, and river hydrometry. In our research will be forecast the depth to groundwater data using univariate and multivariate approach of time series using Prophet Method. Prophet method is one of library which develop by Facebook team. We also use the other approach to making the data clean, or the data ready to forecast. We use handle missing data, transforming, differencing, decomposition time series, determine lag, stationary approach, and Augmented Dickey-Fuller (ADF). The all approach will be uses to make sure that the data not appearing the problem while we tried to forecast. In the other describe, we already get the results using univariate and multivariate Prophet method. The multivariate approach has presented the value of MAE 0.82 and RMSE 0.99, it’s better than while we forecast using univariate Prophet.
Metric Comparison For Text Classification Amri Muhaimin; Tresna Maulana Fahrudin; Trimono; Prismahardi Aji Riyantoko; Kartika Maulida Hindrayani
Internasional Journal of Data Science, Engineering, and Anaylitics Vol. 2 No. 1 (2022): International Journal of Data Science, Engineering, and Analytics Vol 2, No 1,
Publisher : International Journal of Data Science, Engineering, and Analytics

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/ijdasea.v2i1.34

Abstract

Text classifications have been popular in recent years. To classify the text, the first step that needs to be done is to convert the text into some value. Some values that can be used, such as Term Frequencies, Inverse Document Frequencies, Term Frequencies – Inverse Document Frequencies, and Frequency of the word itself. This study aims to get which metric value is best in text classification. The method used is Naïve Bayes, Logistic Regression, and Random Forest. The evaluation score that is used is accuracy and Area Under Curve value. It comes out that some metric values produce similar evaluation scores. Another finding is that Random Forest is the best method among others, also the best metric for text classification is Term Frequencies – Inverse Document Frequencies.
IMPLEMENTATION OF STOCHASTIC MODEL FOR RISK ASSESSMENT ON INDONESIAN STOCK EXCHANGE Di Asih I Maruddani; Trimono Trimono; Mas'ad Mas'ad
MEDIA STATISTIKA Vol 15, No 2 (2022): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.15.2.151-162

Abstract

Currently, financial assets become an alternative choice for investors in Indonesia to get maximum profits. The Indonesia Stock Exchange is the official capital market in Indonesia which is a place for trading financial assets. Stocks are listed as the most preferred financial asset by investors. In reality, stock investment is not a risk-free investment. The main risk that investors should face is the loss risk. This kind of risk can occur at any time. From that problem, this study aims to do risk assessment on the Indonesian stock market. The evaluation will be started with stock price index prediction using the Stochastic model (Geometric Brownian Motion Model and Jump Diffusion). Then, the result from that processes will be used to get loss risk prediction through the Adjusted Expected Shortfall model. By using the historical price of JKSE index from 01/08/21 to 31/08/22, Jump Diffusion is the best model to predict the JKSE index with MAPE value is 1.08%. Then, at the 95% confidence level and 1-day holding period, the expected loss risk using Adjusted Expected Shortfall model on 09/01/2022 is -0.02978.
Stock Price Modeling with Geometric Brownian Motion and Value with Risk PT Ciputra Development TBK Amri Muhaimin; Trimono Trimono
Nusantara Science and Technology Proceedings 7st International Seminar of Research Month 2022
Publisher : Future Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11594/nstp.2023.3329

Abstract

Financial sector investment is an activity that attracts a lot of public interest. One of them is investing funds in purchasing the company’s shares. Profit received from stock investment activity can be seen from the value of stock returns. While, if the previous stock returns to Normal distribution, the future stock price can be predicted by Geometric Brownian Motion Method. Based on the stock price prediction, can also be measured an estimated value of the investment risk. The result of data processing shows that the stock price prediction of PT. Ciputra Development Tbk period December 1, 2016, until January 31, 2017, has very good accuracy, based on the value of MAPE 1.98191%. Further, the Value Risk Method of Monte Carlo Simulation with ? = 5% significance level was used to measure the share investment risk of PT.Ciputra Development Tbk. Thus, this method is only useful if it can be used to predict accurately. Therefore, backtesting is needed. Based on the processing obtained data, backtesting generates the value of violation ratio at 0, it means that at significance level ? = 5%, the Value at Risk Method of Monte Carlo Simulation can be used at all levels of probability violation.
Application of Google Data Studio for Data Visualization at SMK Tunas Bangsa Malang Trimono; Andreas Nugroho Sihananto; Muhammad Muharrom Al Haromainy; Edi Sugiyanto; Farkhan
Nusantara Science and Technology Proceedings 7st International Seminar of Research Month 2022
Publisher : Future Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11594/nstp.2023.33107

Abstract

The Department of Office Automation and Governance (OTKP) is one of the Vocational High School’s majors in Indonesia that focuses on office operations and information processing. One of the popular skill in information processing lately is data processing and visualization. In response of this trend, we propose a Google Data Studio training for Tunas Bangsa Vocational High School’s students from OTKP Majors. Google Data Studio is a free data analysis tool from Google. With this tool, users can not only display data with attractive and easy-to-understand visuals but also can process data from various sources on one worksheet. This service is mostly free, not limited to Google services such as Google Sheets but can be linked to other platforms, such as websites, applications or third party services. By the end of the training all participants have been able to use Google Data Studio for data visualization needed for offices in general.
Co-Authors Abda Abda Abdullah Abdullah Adam, Cindi Ade Irma Agustian Adiwidyatma, Afdhal Reshanda Aliya Dasa Pramesthi Amanillah, Rahmatul Amri Muhaimin Andreas Nugroho Sihananto Ardiani, Ardia Eva Arif, Farah Yusnaida Arifta, Septia Dini Aurelia, Cenditya Ayu Aviolla Terza Damaliana Aviolla Terza Damaliana Awang, Wan Suryani Wan Azni Aisyah Azzahra, Adelia Ramadhina Bainar Bainar, Bainar Bey Lirna, Cagiva Chaedar Carissa, Savvy Prissy Amellia Damaliana, Aviolla Terza Desy Miftachul Ilmi Arifin Putri Dewi, Ni Luh Ayu Nariswari Di Asih I Maruddani Di Asih I Maruddani Di Asih I Maruddani Diash, Hakam Dzakwan Dinda Putri Arnindi Diyasa, I Gede Susrama Mas Dwi Arman Prasetya Dwi Arman Prasetya Edi Sugiyanto Fahrudin, Tresna Maulana Fairuz Luthfia Winoto Putri, Maretta Faiz, Mochammad Abudrrochman Farkhan Febri Giantara Febriyanti, Alvi Yuana Febyanti, Iin Hadi, Surjo Hadiyan Pradipta, Alvino Hasan Hendri Prabowo Herlina Herlina Hervrizal, Hervrizal I Gede Susrama Mas Diyasa I Gede Susrama Mas Diyasa I Gusti Putu Asto Buditjahjanto Icha Rohmatul Jannah idhom, Mohammad Ikaningtyas, Maharani Ikaningtyas, Maharani Imelda Widya Ningrum Indira Zein Rizqin Insania, Nichlata Irawan, Tanaya Anindita Irma Amanda Putri Kartika Maulida Hindrayani Kartini Kartini Kassim, Anuar bin Mohamed Khairunisa, Adenda Khosyi, Hanun Aufa Nur Kusdani, Kusdani Kuswardana, Dendy Arizki Linggasari, Dienna Eries Lisanthoni, Angela M Zufar Irhab S Putra Maharani Ikaningtyas Maruddani, Di Asih Marwani, Arrum Mas'ad Mas'ad Maulana Pasha, Naufal Ricko Maulidiyyah, Nova Auliyatul Milla Akbarany Baktiar Putri Mohammad Idhom Mohammad Idhom Muhaimin, Amri Muhammad Muharrom Al Haromainy Muhammad Nasrudin Munoto Nabila, Nasywa Azzah Nabilah Selayanti Nafiah, Fajria Ulumin Nariyana, Calvien Danny Nasution, Baktiar Nathania, Vannesa Ningrum, Imelda Widya Ningtiyas, Rona Wulan Novita Anggraini Nugraheni, Setiawati Oktaviani, Sheny Eka Panglima, Talitha Fujisai Prisma Hardi Aji Riyantoko Prismahardi Aji Riyantoko Putra, Andrawana Putri, Irma Amanda Putri, Nabila Rizky Amalia Putri, Nevia Desinta Rafiqah, Lailan Rafli Feandika Nugroho, Muhammad Ratna Yulistiani Renaldi, Sahat Rhomaningtias, Lina Riswanda, Mohammad Nizar Riyantoko, Prismahardi Aji Ryan Dana, Alvin Sabela, Sefilah Naurah Safira Devi, Arsita Safira, Alya Mirza Salma Namira, Alivia Saputra, Wahyu Syaifullah Jauharis Sekar Arum Melati Selly Rizkiyah Sihananto, Andreas Sonhaji, Abdulah Sugiarti, Nova Putri Dwi Suprapto, Rheinka Elyana Susrama Mas Diyasa , I Gede Syamsul Rizal Syukri Syukri Tarno Tarno Taufik, Ikbar Athallah Terza Damaliana, Aviolla Tresna Maulana Fahrudin Utami, Rianti Siswi Utriweni Mukhaiyar Valentina, Tiara Wardah Ariij Adibah Wardah, Salsabila Wibowo, Muhammad Bagas Satrio Widayawati, Eny Widayawati, Eny Widduro, Bagus Widison, Daffin Tanjiro Yuciana Wilandari yuliza, eva Zalfa Assyadida, Azizah