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Journal : Media Statistika

CLUSTERING OF EARTHQUAKE RISK IN INDONESIA USING K-MEDOIDS AND K-MEANS ALGORITHMS Rifa, Isna Hidayatur; Pratiwi, Hasih; Respatiwulan, Respatiwulan
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.13.2.194-205

Abstract

Earthquake is the shaking of the earth's surface due to the shift in the earth's plates. This disaster often happens in Indonesia due to the location of the country on the three largest plates in the world and nine small others which meet at an area to form a complex plate arrangement. An earthquake has several impacts which depend on the magnitude and depth. This research was, therefore, conducted to classify earthquake data in Indonesia based on the magnitudes and depths using one of the data mining techniques which is known as clustering through the application of k-medoids and k-means algorithms. However, k-medoids group data into clusters with medoid as the centroid and it involves using clustering large application (CLARA) algorithm while k-means divide data into k clusters where each object belongs to the cluster with the closest average. The results showed the best clustering for earthquake data in Indonesia based on magnitude and depth is the CLARA algorithm and five clusters were found to have total members of 2231, 1359, 914, 2392, and 199 objects for cluster 1 to cluster 5 respectively.
IS THE BOX-COX TRANSFORMATION NEEDED IN MODELING TELKOM’S STOCK PRICE USING NNAR AND DESH METHODS? Noven, Michela Sheryl; Respatiwulan, Respatiwulan; Sulandari, Winita
MEDIA STATISTIKA Vol 17, No 2 (2024): 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.17.2.185-196

Abstract

Accurate stock price forecasting requires appropriate preprocessing, particularly for time series data with high variability and nonlinear patterns. This study investigates whether applying the Box-Cox Transformation (BCT) improves forecasting performance when modeling Telkom Indonesia's stock price using Neural Network Autoregressive (NNAR) and Double Exponential Smoothing Holt (DESH) methods. The NNAR model architecture is selected based on nonlinearity testing of lag variables, while DESH parameters are optimized by minimizing mean square error. Forecasting accuracy is evaluated using Mean Absolute Percentage Error (MAPE), root Mean Square Error (RMSE), and Mean Percentage Error (MPE), comparing models built with and without BCT. Results show that BCT does not enhance forecasting accuracy for either NNAR or DESH. Moreover, the NNAR model without BCT outperforms DESH, producing approximately 50% lower MAPE, RMSE, and MPE values on the testing dataset. These findings suggest that BCT may not be necessary for time series modeling in this case, and NNAR without transformation is recommended for forecasting Telkom's stock price.