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Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

Model Rantai Markov dan Model ARIMA serta Kombinasinya dalam Memprediksi Curah Hujan di Kota Makassar Ahmad Zaki; Wahidah Sanusi; Saiful Bahri
Journal of Mathematics, Computations and Statistics Vol. 1 No. 01 (2018): Volume 01 Nomor 01 (April 2018)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

Rainfall is a time series data that is continuous, but can also be formulated as a discrete variable that is by classifying one day as rainy and not rainy. Rainfall recorded by rain posts can be used to predict rainfall in the future through seasonal ARIMA time series modeling, Markov Chain or with a mixture of both. The Markov process is a stochastic system in which future events depend on the events of the previous moment. The time series is a series of data arranged in time sequence. The purpose of this study is to model and predict rainfall with a mixture of Markov Chains and time series models. The data used in this study is the monthly rainfall of Makassar city in 2007 to 2017. A mixture of time series models is more suitable to be used to predict monthly rainfall compared to modeling time series. This can be seen from the MSE value.
Prediksi Harga Kontrak Opsi Asia dalam Perdagangan Pasar Saham dengan Menggunakan Metode Monte Carlo Rahmat Syam; Ahmad Zaki; Muhammad Hasriyadi Basri
Journal of Mathematics, Computations and Statistics Vol. 1 No. 01 (2018): Volume 01 Nomor 01 (April 2018)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

Option is a contract that gives rights (not obligations) to the contract holder (option buyer) to buy or sell a certain asset of a company to the option writer (option writer). Monte Carlo is a method that requires a simulation model that includes random numbers and samples based on computers. The simulation procedure involves generating random numbers by providing a probability density and using the law of large numbers to get the average of its values as an estimator of the expected value of the random variable. This study aims to predict stock option prices in the future and as a material consideration for stock trading players to make a decision to sell or buy options for a stock using Matlab software. The type of research used is applied research using the Monte Carlo method to simulate stock data. The results show that the more iterations are carried out, the predictive value is also getting better and converging to a value. The predictive value is stable at the 60000th iteration with an error value of MAPE of less than 20% so that the predicted value can be said to be good.
Analisis Intervensi Kebijakan Kenaikan Tarif Dasar Listrik (TDL) Tahun 2017 Terhadap Pemakaian Listrik Wilayah SULSELRABAR Ahmad Zaki; Rahmat Syam; Ahmad Firjatullah Hakim
Journal of Mathematics, Computations and Statistics Vol. 2 No. 01 (2019): Volume 02 Nomor 01 (April 2019)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

This research is an implementation research about intervention analysis that modelling time series data effected by the existence of an event or intervention. This research aimed to determine the model of intervention of the step function with time of intervention (T) derived from process of ARIMA preintervensi modelling, identification of response of intervention, intervention parameter estimation and examination diagnosis of intervention model. As for the data that was used in the form of data of the using of electricity (in KWh), the category of households with power of 900 VA, South Southeast West Sulawesi Region (SULSELRABAR) from January, 2016 to December, 2017 were obtained from PT PLN Persero SULSELRABAR Area Of Makassar. Based on the analysis result obtained that there is derivation towards the using of electricity in the month after the intervention, it shows the impact of government policies that raising the electricity base tarif rate (defined as the intervention).
Analisis Fuzzy C-Means dan Penerapannya Dalam Pengelompokan Kabupaten/Kota di Provinsi Sulawesi Selatan Berdasarkan Faktor-faktor Penyebab Gizi Buruk Wahidah Sanusi; Ahmad Zaki; Besse Nur Afni
Journal of Mathematics, Computations and Statistics Vol. 2 No. 01 (2019): Volume 02 Nomor 01 (April 2019)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

In the analysis of clustering, many groups became an issue. Some researchers chose many groups that match the needs of their research. FCM performs grouping with the principle of minimising its categorization function where one of the parameters is a membership function in fuzzy (as weighing), also known as with fuzzier .This research aimed to study the methods of grouping with Fuzzy C-Means Clustering and its application in the classification of grouping at Regency/City of South Sulawesi based on factors of Causes of Malnutrition i.e. in terms of facilities and health workers, population, economy, and low nutrient intake that is low. From the results of the analysis of the classification with Fuzzy C-Means with 2 clusters with the objective function respectively is 1079141921.2224. When the first group of 18 district while the second group consists of 6 counties.
Solusi Persamaan Laplace pada Koordinat Bola Ahmad Zaki; Syafruddin Side; Nurhaeda
Journal of Mathematics, Computations and Statistics Vol. 2 No. 01 (2019): Volume 02 Nomor 01 (April 2019)
Publisher : Jurusan Matematika FMIPA UNM

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This study examines Laplace equations on spherical coordinates and applies variable separation methods in determining Laplace equation solutions Laplace equations are one type of partial differential equation that is widely used to model problems in the field of science. The general form of the Laplace equation in the third dimension in which u is a scalar function using the separation method of the variable is obtained by the third dimension Laplace equation on spherical coordinates. The result of this research get solution of Laplace equation on spherical coordinate in the form of separate variable by not using boundary value. The relationship of cartesian coordinates and spherical coordinates to the Laplace equation can be determined in the Laplace equation and obtain solutions using spherical coordinates.
Penerapan Fuzzy Logic untuk Menentukan Minuman Susu Kemasan Terbaik dalam Pengoptimalan Gizi Auliah Khoirun Nisa; Muhammad Abdy; Ahmad Zaki
Journal of Mathematics, Computations and Statistics Vol. 3 No. 1 (2020): Volume 03 Nomor 01 (April 2020)
Publisher : Jurusan Matematika FMIPA UNM

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This applied research aims to build a model of determining the best packaged milk with consideration variables are price and nutrition. The steps used in this research are fuzzification, fuzzy rule determination, fuzzy inference with mamdani method, and defuzzification. The data used are data taken from direct field surveys conducted by researchers in one of the supermarkets in Makassar. The results of this study is sample 16 packaged milk which is the most suitable packaged milk to recommended because it has high nutrition and affordable prices.