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ESTIMASI MENGGUNAKAN PENDEKATAN DERET FOURIER PADA NILAI RETURN SAHAM Khasmarawati, Vinda; Mariani, Scolastika; Agoestanto, Arief
Unnes Journal of Mathematics Vol 1 No 2 (2012)
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujm.v1i2.1061

Abstract

Return saham adalah keuntungan yang dinikmati investor atas invertasi saham yang dilakukannya. Seorang investor akan senantiasa menaruh harapan akan  mendapatkan manfaat dari upayanya. Untuk mengantisipasi perubahan  harga return saham diperlukan analisis untuk memprediksi. Metode dalam penelitian ini menggunakan formula pendekatan deret Fourier. Tujuan penelitian ini adalah mencari formula pendekatan deret Fourier untuk nilai return saham dan untuk nilai varians serta mengaplikasikannya dalam Visual Basic 6.0. Untuk menghitung data diskrit dengan pendekatan deret Fourier dapat dilakukan melalui hubungan fungsi kepadatan peluangdan integral Riemann. Koefisien-koefisien dan  yang disebut sebagai koefisien-koefisien Fourier, ditentukan oleh fungsi . Nilai return saham untuk hari ke-31  sebesar  dan nilai varians untuk hari ke-31 sebesar . Sehingga dapat ditarik kesimpulan bahwa diprediksi nilai return saham  harian mengalami penurunan sebesar  -0,001323 +- 0,0265.
The effectiveness of auditory intellectually repetition learning aided by questions box towards students’ mathematical reasoning ability grade XI SMA 2 Pati Agoestanto, Arief; Priyanto, Oei Yuda Setiyo; Susilo, Bambang Eko
Unnes Journal of Mathematics Education Vol 7 No 1 (2018): Unnes Journal of Mathematics Education
Publisher : Department of Mathematics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujme.v7i1.15828

Abstract

The objective of this study is to determine does the AIR learning is effective towards students’ mathematical reasoning ability grade XI SMA 2 Pati on the sequence and the series material. The population in this study is all students grade XI SMA 2 Pati Academic Year 2016/2017. The method used in this study is quantitative method. While the data collection includes test methods, questionnaires, and observations. The results showed that: (1) the mathematical reasoning ability of students grade XI SMA 2 Pati who learn with AIR learning model is reaching the mastery learning; (2) the mathematical reasoning ability of students grade XI SMA 2 Pati who learn with AIR learning model aided by Questions Box is reaching the mastery learning; (3) the mathematical reasoning ability of students grade XI SMA 2 Pati who learn with AIR model aided by Questions Box is better than the mathematical reasoning ability of students who learn with AIR learning model and expository learning model; (4) the mathematical reasoning ability of students grade XI SMA 2 Pati who learn with AIR model aided by Questions Box is better than the mathematical reasoning ability of students who learn with AIR learning model and expository learning model for each group, either low, medium or high. Based on the four results of the above research, it can be concluded that the AIR learning aided by Questions Box is effective towards students’ mathematical reasoning ability grade XI SMA 2 Pati on the sequence and series material.
Mathematical Communication Ability by Grade VII Students Using a Themed Problem Based Learning with Scaffolding on Rectangle Materials Saputro, Didik Adi; Masrukan, Masrukan; Agoestanto, Arief
Unnes Journal of Mathematics Education Vol 6 No 2 (2017): Unnes Journal of Mathematics Education
Publisher : Department of Mathematics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujme.v6i2.17057

Abstract

The aim of research to test students' mathematical communication used themed of PBL with scaffolding, themed of PBL and PBL achieve mastery learning;to test students' mathematical communication that used the themed of PBL with scaffolding, themed of PBL and PBL; and to test students' mathematical communication for the low, medium group, and a high-group themed of PBL with scaffolding, themed of PBL and PBL. This type of research is quantitative research. The Population is seventh grade students of SMPN 22 Semarang and the sample class VII E, F and VII VII G. Used normality test, homogenity test, equality test on average, the proportion of one-party test, one way anova test, and scheffe test. The results showed that (1) Student’s mathematical communication ability using themed of PBLwith Scaffolding strategy,themed of PBL, and PBL achieve the completeness of learning, (2) there is a difference in the classroom using the themed of PBL with scaffolding, themed of PBL, as well as PBL, (3) For the low, medium, high and there is a difference in the classroom using the themed of PBL with scaffolding, themed of PBL and PBL.
Misconception as a critical and creative thinking inhibitor for mathematics education students Rochmad, Rochmad; Kharis, Muhammad; Agoestanto, Arief; Zahid, Muhammad Zuhair; Mashuri, Mashuri
Unnes Journal of Mathematics Education Vol 7 No 1 (2018): Unnes Journal of Mathematics Education
Publisher : Department of Mathematics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujme.v7i1.18078

Abstract

The accurate understanding of critical thinking and mathematical creativity in solving the current problem is still difficult to standardize. These two thinking skills are indispensable to anyone who is studying mathematics, especially for Undergraduate Mathematics students who are studying Linear Algebra. However, the difficulties in critical thinking discourage students to think creatively and mathematically. In linear algebraic subject matter, many problems require critical reasoning. It goes without saying that the difficulties in various reasoning aspects critically cause other difficulties in developing creative thinking aspects. Further, mathematical critical thinking skills in solving problems require a background in understanding the concepts related to the problem faced. In addition, the failure to understand and connect between concepts in solving linear algebra problems makes it worst and difficult to critically and creatively think.
Enhancement of Lecturer Professionalism using Lesson Study Approach for Curriculum Review of Mathematics 1 Agoestanto, Arief; Kurniasih, Ary Woro; Zahid, Muhammad Zuhair; Mulyono, Mulyono
Unnes Journal of Mathematics Education Vol 6 No 3 (2017): Unnes Journal of Mathematics Education
Publisher : Department of Mathematics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujme.v6i3.19506

Abstract

The purpose of this research is to know the improvement of lecturer professionalism through the approach of lesson study, to see the increase of student interaction (with the students, teaching materials, lecturer), and to know whether the student learning result of the lesson study approach reaches the completeness. This research is a research of mixed method based on lesson study. Activities performed for each cycle consists of three stages: planning, execution, and reflection. The qualitative data is the description of the lectures professionality improvement with the quantitative is the increase of student interaction (with students, teaching materials, lecturers), and the result of studying Curriculum Review of Mathematics 1. The subject of this research was the students of Curriculum Review of Mathematics 1 in Mathematics Department UNNES year academic 2016/2017. The research instruments are a test, observation sheet, and questionnaire. The result of the research is the improvement of professionalism of lecturers of KBK Mathematics Education through lesson study approach for Mathematics Curriculum Mathematics 1 course, student interaction (with students, teaching materials, lecturers) increases, and learning achieves mastery.
ESTIMATOR BAYES UNTUK RATA-RATA TAHAN HIDUP DARI DISTRIBUSI RAYLEIGH PADA DATA DISENSOR TIPE II Ni’mah, Roudlotin; Agoestanto, Arief
Unnes Journal of Mathematics Vol 3 No 2 (2014)
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujm.v3i2.4338

Abstract

Analisis data waktu hidup merupakan salah satu teknik statistika yang berguna untuk melakukan pengujian tentang tahan hidup atau keandalan suatu komponen. Data disensor tipe II merupakan data kematian atau kegagalan yang tidak lengkap (incomplete mortality data) yaitu data waktu kematian atau kegagalan dari  observasi terkecil dalam sampel random yang berukuran  dengan  . Salah satu distribusi yang digunakan dalam analisis data uji hidup adalah distribusi Rayleigh. Penelitian ini akan membahas estimasi parameter rata-rata waktu hidup dari distribusi Rayleigh pada data disensor tipe II dengan metode Bayes serta simulasi dengan program Microsoft Visual Basic versi 6.0. Distribusi prior yang digunakan adalah distribusi prior Jeffrey.
The students’ critical thinking ability through problem posing learning model viewed from the students’ curiosity Permanawati, Fitra Inda; Agoestanto, Arief; Kurniasih, Ary Woro
Unnes Journal of Mathematics Education Vol 7 No 3 (2018): Unnes Journal of Mathematics Education
Publisher : Department of Mathematics, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujme.v7i3.25025

Abstract

Critical thinking is an embodiment of high level thinking. The purposes of this research were to know that the critical thinking ability of class VIII SMP Negeri 1 Wangon on Problem Posing passes the learning completeness grade, the critical thinking ability of class VIII SMP Negeri 1 Wangon on Problem Posing is better than Direct Instruction, and to describe the students’ critical thinking ability through Problem Posing seen from the students’ curiosity. The results showed that: 1) critical thinking ability of class VIII SMP Negeri 1 Wangon on Problem Posing pass the learning completeness grade; 2) critical thinking ability of class VIII SMP Negeri 1 Wangon on Problem Posing is better than Direct Instruction; 3) subject with high curiosity are able to accomplish 6 indikators, while the subject with medium curiosity are able to accomplish 5 indikators, and subject with low curiosity are able to accomplish 3 indikators.
PERBANDINGAN PERAMALAN CURAH HUJAN DENGAN METODE BAYESIAN MODEL AVERAGING DAN KALMAN FILTER Artanto, Noviesag; Agoestanto, Arief
Unnes Journal of Mathematics Vol 4 No 1 (2015)
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujm.v4i1.7421

Abstract

Pada era sekarang tanpa disadari dampak dari pemanasan global semakin terasa, salah satunya berupa perubahan iklim. Perubahan cuaca seperti musim hujan yang tak menentu merupakan salah satu tanda berubahnya iklim. Padahal dalam suatu jenis pekerjaan tertentu hujan yang turun dapat mempengaruhi hasil produksi. Oleh karena itu dibutuhkanlah prediksi untuk mengetahui curah hujan yang turun pada suatu tempat sehingga tidak merugikan aktifitas manusia. Dalam penelitian ini akan dikaji tentang membandingan dua metode peramalan yaitu metode Bayesian Model Averaging dengan metode Kalman Filter. Dengan membandingan kedua metode peramalan tersebut diharapkan dapat diketahui metode mana yang ternyata memberikan hasil prediksi yang lebih optimal dalam menentukan tingginya curah hujan
KLASIFIKASI TINGKAT KESEJAHTERAAN KELUARGA PROVINSI JAWA TENGAH TAHUN 2015 MENGGUNAKAN METODE REGRESI LOGISTIK ORDINAL DAN SUPPORT VECTOR MACHINE AGUSTINA, SELY; AGOESTANTO, ARIEF; HENDIKAWATI, PUTRIAJI
Unnes Journal of Mathematics Vol 6 No 1 (2017)
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujm.v6i1.11678

Abstract

Tahapan keluarga sejahtera dibagi menjadi 3 kategori, untuk menentukan kategori yang cocok dari data yang kombinasinya rumit dapat menggunakan teknik klasifikasi. Tujuan dari penelitian ini adalah untuk mengetahui metode yang memberikan ketepatan hasil klasifikasi yang lebih baik antara Regresi Logistik Ordinal dan Support Vector Machine (SVM). Data yang digunakan adalah data tingkat kesejahteraan keluarga Jawa Tengah yang diperoleh dari hasil survei Pendataan Keluarga (PK) 2015 oleh BKKBN Provinsi Jawa Tengah, sejumlah 322 data keluarga dan dibagi menjadi data training 80% sejumlah 259 dan data testing 20% sejumlah 64. Metode Regresi Logistik Ordinal dilakukan dengan estimasi data training untuk menentukan model logit awal, uji signifikansi menggunakan uji rasio Likelihood dan uji Wald, model logit yang signifikan digunakan untuk mengklasifikasi data testing. Metode SVM dilakukan dengan memodelkan data training menggunakan fungsi kernel Linear, Polynomial, dan Gaussian RBF, fungsi kernel terbaik digunakan untuk mengklasifikasi data testing. Hasil analisis metode Regresi Logistik Ordinal diperoleh nilai ketepatan klasifikasi sebesar 81,25%. Metode SVM dengan kernel Linear sebagai fungsi kernel terbaik menghasilkan nilai ketepatan klasifikasi sebesar 95,31% . Artinya metode SVM melakukan klasifikasi lebih baik jika dibandingkan dengan klasifikasi metode Regresi Logistk Ordinal. Sehingga untuk penelitian mengenai klasifikasi selanjutnya disarankan menggunakan metode SVM. Stages of a prosperous family is divided into three categories, to determine the appropriate category of complicated combinations of data can use classification techniques. The purpose of this study was to determine the accuracy of the method provides a better classification between Ordinal Logistic Regression and Support Vector Machine (SVM). The data used is the data rate of the family welfare in Central Java were obtained from the survey of Family Data Collection (PK) in 2015 by BKKBN of Central Java province, some 322 family data and is divided into a number of training data 80% 259 20% testing data and number 64. Regression Methods Ordinal logistic done with the estimated training data to determine initial logit model, the significance test using the likelihood ratio test and Wald test, significant logit models were used to classify the data testing. SVM method is done by modeling the training data using Linear kernel function, polynomial, and Gaussian RBF, the kernel function is best used to classify the data testing. The results of the analysis method Ordinal Logistic Regression values obtained classification accuracy of 81.25%. Linear SVM method with the kernel as the kernel function best yield value of classification accuracy of 95.31%. This means SVM classification method is better than the classification Logistk Ordinal Regression method. So to study further recommended the classification using SVM method.
MODEL HYBRID ARIMA-GARCH UNTUK ESTIMASI VOLATILITAS HARGA EMAS MENGGUNAKAN SOFTWARE R FAUSTINA, RIZA SILVIA; AGOESTANTO, ARIEF; HENDIKAWATI, PUTRIAJI
Unnes Journal of Mathematics Vol 6 No 1 (2017)
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/ujm.v6i1.11681

Abstract

Model Hybrid ARIMA-GARCH merupakan model penggabungan dari model ARIMA dan GARCH, yang dapat digunakan untuk mengatasi masalah residual model ARIMA yang terindikasi adanya heteroskedastik dalam variansi residual (volatilitas). Tujuan dari penelitian ini adalah untuk menemukan model terbaik Hybrid ARIMA-GARCH untuk data harga emas dan meramalkan data emas periode Juni sampai Oktober 2016. Metode penelitian meliputi perumusan masalah, pengumpulan data, pengolahan dan analisis data, serta penarikan kesimpulan. Tahapan dalam analisis dan pembahasan yaitu statistika deskriptif, pengujian stasioneritas, pembentukan model kondisional mean (ARIMA), pembentukan model kondisional varian (GARCH), penggabungan model hybrid ARIMA-GARCH, menentukan model terbaik hybrid ARIMA-GARCH, melakukan pengukuran akurasi peramalan hybrid ARIMA-GARCH, dan peramalan. Hasil dari penelitian ini diperoleh model terbaik untuk harga emas adalah hybrid ARIMA(2,1,3)-GARCH(1,1) dengan nilai MAPE = 2,2685% dan nilai MPE = -0,01543. Berdasarkan model terbaik tersebut diperoleh hasil peramalan untuk periode Juni sampai Oktober 2016 berturut–turut adalah Rp524.722,5276; Rp522.404,5077; Rp501.819,4615; Rp501.514,1764; Rp505.704,409, yang menunjukkan bahwa harga emas pada bulan Juni sampai dengan September 2016 mengalami penurunan harga. Hybrid ARIMA-GARCH is the models to combining ARIMA models and GARCH models, whish can be use to estimate residual ARIMA models that indicate the existence of heteroskedasticity from residual’s variance (volatility). The purpose of this research was to find the best model hybrid ARIMA-GARCH for gold price and forecast gold price from June – October 2016. The method includes the formulation of the problem, data collection, processing and data analysis, then also conclusion. Stage in the analysis and discussion that is descriptive statistics, stationary test, the estimate of the conditional mean (ARIMA), the estimate conditional variance (GARCH), combining hybrid ARIMA-GARCH models, determine the best model of hybrid ARIMA-GARCH models, measurement accuracy of forecasting hybrid ARIMA-GARCH, and forecasting. The result of the research were obtained the best model for the price gold is a hybrid ARIMA(2,1,3)-GARCH(1,1) with the value of MAPE = 2,2685% and the value of MPE = -0,01543. Based on the best model, obtained the forecast result for the period from June-October 2016 in a row are Rp524.722,5276; Rp522.404,5077; Rp501.819,4615; Rp501.514,1764; Rp505.704,409 which shows that the gold price in June to the September 2016 experienced a decline in gold prices continuously.
Co-Authors Adi Nur Cahyono Afifah, Siti Atiatul AGUSTINA, SELY Ahmad Badawi, Ahmad Ahmad Musyafak Akbar Dakha Prabowo Amalliyah, Nor Amin Suyitno Annisa Salma Zakiyyah Apriliani, Yustika Rakhma Arie Wahyuni Artanto, Noviesag Ary Woro Kurniasih Asani, Fityan Asih, Tri Sri Noor Aziiza Andanawarih Utoyo Azizia, Ananda Jullailatul Azmi, Kholifatu Ulil Bambang Eko Susilo Bambang Eko Susilo Budi Waluya Cholifah, Cholifah Deby Ashri Khardita Dewi, Ardhyani Yunika Dewi, Elok Tri Kusuma Dewi, Nuriana Rachmani Dr. Masrukan, Dr. Dwijanto Dwijanto Eko Andy Purnomo Endang Retno Winarti ernita, ernita Fathiya, Rina Nurul FAUSTINA, RIZA SILVIA Fifqi Inayah Hamidah . Hamidah Hamidah Hanif Jauhar Noor Hanif Jauhar Noor Hardi Suyitno Harti, Laela Sih Hery Sutarto Hikmah, Al Ihtiani, Ana Ika Fitriani Fitriani Inayah, Fifqi Iqbal Kharisudin Ismail, Aldiansyah Isnarto Isnarto Isnarto Isnarto, Isnarto Isti, Nur Aisyah Iwan Junaedi Iwan Junaedi Jaka Wijaya Kusuma Jatnika, Sugih Nugraha Kartono - Khardita, Deby Khasanah, Nor Khasmarawati, Vinda Khoirunnisa, Farah Dina Khumairoh, Herlina Milatina Kinasih, Sekar Kristina Wijayanti Kristina Wijayanti Latifah, Nana Umi Lilik Supono Lilik Supono LILIK SUPONO Mahfiyah, Amaliyatul Mariani, Scholastika Marissa, Erlinda Isulis Mashuri - Mashuri Mashuri Masrukan Masrukan Masrukan Masrukan Masturina Hamid, Ellya Miranti, Nawang Kusuma Muchammad Imron Muchtar Adam Muachor Muhammad Fayakuun Muhammad Iqbal Muhammad Kharis Muhammad Kharis Muhammad Rizcky Kurniawan Muhammad Syaiful Rohman Syaiful Muhammad Zuhair Zahid, Muhammad Zuhair Mulyono Mulyono Mulyono Mulyono Mustofa Mustofa Ni’mah, Roudlotin Nino Adhi, Nuriana Rachmani Dewi Noverianto, Bebyd Nuriana Rachmani Dewi Nuriana Rachmani Dewi (Nino Adhi) Nurintya, Fairusz Hanan Nurintya, Fairuz Hanan Nurkaromah Dwidayati, Nurkaromah Oktaviyanty, Hetty Pamungkas, Reki Gilang Paradita, Evelyn Paramitha, Witha Permanawati, Fitra Inda Priyanto, Oei Yuda Setiyo Puji Handayani Purnamasari, Agustria Purnomo, Dhidik Joko Putriaji Hendikawati Rakhmawati, Vitania Ratih Kusumawati Ratri Rahayu Riza Arifudin Rochmad - Ruliana Ruliana, Ruliana Saputro, Didik Adi sari, atmira qurnia Savitri, Soviana Nur Savitri, Sukma Nur Scolastika Mariani Septiana, Meli Setiyawan, Ali Akhmad Sopyyev, Ylyas St. Budi Waluya Subarkah, Muhamad Rizki Sugiman Sugiman Sugiman Sukestiyarno Sukestiyarno Sukestiyarno Sukestiyarno Sunarmi Sunarmi Supono, Lilik T.D. Setyaningsih, T.D. Tania, Nova Tsania Rahma Azzahra Ula Himatul Aliyah Vera Dewi Susanti Wahyu Nur Annisa Walid Walid, Walid Wardono Wardono Wijaya, Linda Winanti, Kresni Winanti, Kresni Witha Paramitha Wuryanto Wuryanto YL Sukerstriyarno YL Sukestiyarno YL Sukestriyarno Yohanes Leonardus Sukestiyarno Yulianto, Dimas Arif Yuliyani Yuliyani, Yuliyani Yuni Frazwanti Zaenuri Mastur