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Comparing SOM, DBSCAN, and K-Affinity Propagation in Labor Economic Patterns Nurmayanti, Wiwit Pura; Yuniarti, Desi; Siringoringo, Meiliyani; Purnamasari, Ika; Putri, Desi Febriani; Hasanah, Siti Hadijah
Jurnal Varian Vol. 9 No. 1 (2026)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v9i1.5933

Abstract

The objective of this research is to identify the most effective clustering method for grouping Indonesian provinces by labor–economic indicators to support more precise, data-driven policy formulation. Regional disparities in Indonesia’s economic growth, driven by unequal labor characteristics, remain a significant obstacle to achieving inclusive development. An analytical approach capable of grouping provinces by labor and economic indicators is therefore essential. This study applies a comparative clustering analysis using three unsupervised algorithms: Self-Organizing Maps (SOM), Density-Based Spatial Clustering of Applications with Noise (DBSCAN), and K-Affinity Propagation (K-AP). The dataset consists of five key indicators, namely economic growth, total population, labor force, employment rate, and average wage level obtained from Statistics Indonesia (BPS) for the year 2024. The clustering performance is evaluated using internal validation criteria based on the ratio of within-cluster variation (Sw) to between-cluster variation (Sb), where a smaller ratio indicates more compact, well-separated clusters. The results show that each method produces different clustering structures. SOM and DBSCAN generate three clusters with varying provincial distributions, whereas K-AP produces five clusters with more balanced, representative groupings. The evaluation results indicate ratios of 3.1906 for SOM, 0.2000 for DBSCAN, and 0.1779 for K-AP, indicating that K-AP provides the most optimal clustering performance. These findings confirm that K-Affinity Propagation is the most effective and stable method for classifying Indonesian provinces by labor and economic characteristics. The outcomes of this study provide empirical insights and analytical references for labor-driven economic policy formulation and data-driven regional development planning in Indonesia.
Comparative Analysis of DES-Brown and DES-Holt Methods in Forecasting the Stock Price of PT Telekomunikasi Indonesia Tbk Rahman, Dela Juliarsih; Nurmayanti, Wiwit Pura; Pangruruk, Thesya Atarezcha; Widyaningrum, Erlyne Nadhilah; Hasanah, Siti Hadijah
VARIANSI: Journal of Statistics and Its application on Teaching and Research Vol. 8 No. 1 (2026)
Publisher : Program Studi Statistika Fakultas MIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/variansiunm486

Abstract

This study aims to dermine the best forecasting method for the stock price of PT Telekomunikasi Indonesia Tbk using the Double Exponential Smoothing (DES) Brown and DES-Holt methods. The data used consist of stock prices from January 2019 to September 2025. The DES-Brown method employs a single parameter, while DES-Holt uses two parameters. Forecasting accuracy is evaluated using Mean Absolute Deviation (MAD), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE). The results indicate that the DES-Brown method with a smoothing parameter produces the smallest forecasting errors compared to the DES-Holt method, with MAD, RMSE , and MAPE . Therefore, it can be concluded that the DES-Brown method is the most suitable approach for forecasting the stock price of PT Telekomunikasi Indonesia Tbk.
Implementasi Model Hybrid Autoregressive Fractionally Integrated Moving Average-Neural Network (ARFIMA-NN) pada Peramalan Indeks Harga Saham Gabungan Avrilia, Khairunnisa; Yuniarti, Desi; Nurmayanti, Wiwit Pura; Fathurahman, M.; Wahyuningsih, Sri
VARIANSI: Journal of Statistics and Its application on Teaching and Research Vol. 8 No. 1 (2026)
Publisher : Program Studi Statistika Fakultas MIPA UNM

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35580/variansiunm487

Abstract

Fenomena fluktuasi ekstrem pada harga penutupan Indeks Harga Saham Gabungan (IHSG) di Bursa Efek Indonesia (BEI) menciptakan ketidakpastian yang sulit diprediksi, sehingga peramalan pada data harga penutupan IHSG dapat membantu investor untuk mengantisipasi risiko investasi dan mempermudah investor untuk menentukan strategi investasi pada periode mendatang. Model hybrid Autoregressive Fractionally Integrated Moving Average-Neural Network (ARFIMA-NN) diimplementasikan karena model ini mampu menangani karakteristik long memory dan memiliki kemampuan menangkap pola non-linier, yang diharapkan dapat meningkatkan akurasi pada peramalan. Berdasarkan hasil analisis, diperoleh hasil peramalan menggunakan model hybrid ARFIMA-NN dengan 1 hingga 3 neuron yang menunjukkan bahwa nilai MAPE berada di bawah 10% atau peramalan sangat baik. Selanjutnya berdasarkan model hybrid ARFIMA(1;0,51;4)-NN 2 menggunakan data IHSG periode Januari 2005 hingga dengan Desember 2024 diperoleh IHSG periode Januari hingga Desember 2025 yang meningkat setiap bulannya.