Handoyo, Samingun
Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya

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ANALISIS TWO STEP CLUSTER (TSC) DAN ANALISIS LATENT CLASS CLUSTER (LCC) PADA PENGELOMPOKAN DATA BERKSALA CAMPURAN KATEGORIK DAN KONTINU Umah, Fachriyatul; Handoyo, Samingun
Jurnal Mahasiswa Statistik Vol 2, No 1 (2014)
Publisher : Jurnal Mahasiswa Statistik

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PENDUGAAN KOMPONEN RAGAM PADA MODEL CAMPURAN KLASIFIKASI DUA ARAH MENGGUNAKAN METODE RESTRICTED MAXIMUM LIKELIHOOD (REML) Hasby, Muhammad; Soehono, Loekito Adi; Handoyo, Samingun
Jurnal Mahasiswa Statistik Vol 2, No 2 (2014)
Publisher : Jurnal Mahasiswa Statistik

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System for Prediction of Non Stationary Time Series based on the Wavelet Radial Bases Function Neural Network Model Heni Kusdarwati; Samingun Handoyo
International Journal of Electrical and Computer Engineering (IJECE) Vol 8, No 4: August 2018
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (633.797 KB) | DOI: 10.11591/ijece.v8i4.pp2327-2337

Abstract

This paper proposes and examines the performance of a hybrid model called the wavelet radial bases function neural networks (WRBFNN). The model will be compared its performance with the wavelet feed forward neural networks (WFFN model by developing a prediction or forecasting system that considers two types of input formats: input9 and input17, and also considers 4 types of non-stationary time series data. The MODWT transform is used to generate wavelet and smooth coefficients, in which several elements of both coefficients are chosen in a particular way to serve as inputs to the NN model in both RBFNN and FFNN models. The performance of both WRBFNN and WFFNN models is evaluated by using MAPE and MSE value indicators, while the computation process of the two models is compared using two indicators, many epoch, and length of training. In stationary benchmark data, all models have a performance with very high accuracy. The WRBFNN9 model is the most superior model in nonstationary data containing linear trend elements, while the WFFNN17 model performs best on non-stationary data with the non-linear trend and seasonal elements. In terms of speed in computing, the WRBFNN model is superior with a much smaller number of epochs and much shorter training time.
The Fuzzy Inference System with Least Square Optimization for Time Series Forecasting Samingun Handoyo; Marji Marji
Indonesian Journal of Electrical Engineering and Computer Science Vol 11, No 3: September 2018
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijeecs.v11.i3.pp1015-1026

Abstract

The rule base on the fuzzy inference system (FIS) has a major role since the output generated by the system is highly dependent on it. The rule base is usually obtained from an expert but in this study proposed the rule base generated based on input-output data pairs with generating rule bases using lookup table scheme, then consequent part of each rule optimized with ordinary least square(OLS), so finally formed rule base from model FIS Takagi-Sugeno orde zero. The exchange rate dataset of EURO to USD is used for the development and validation of the system. In this study, 12 FISs were developed from a combination of linguistic values of n = 3,5,7, 9 with the number of lag (k) assumed to have an effect on output for k = 2,3,5. In training data, values R2 ranged between 0.989 and 0.993, MAPE values ranged between 0.381% and 0.473% where the FIS with the combination of n = 9 and k = 5 has the best performance. In the testing data, values R2 ranged between 0.203 and 0.7858, MAPE values ranged between 0.5136% and 0.9457% where FIS n = 3 and k = 2 perform best.