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All Journal Media Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI The Journal of Experimental Life Sciences (JELS) CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Mahasiswa Statistik Jurnal EECCIS Journal of Innovation and Applied Technology Jurnal Teknologi Informasi dan Ilmu Komputer Natural B Jurnal Ekonomi & Studi Pembangunan Ikonomika : Jurnal Ekonomi dan Bisnis Islam Science and Technology Indonesia Prosiding SI MaNIs (Seminar Nasional Integrasi Matematika dan Nilai-Nilai Islami) Jurnal Penelitian Pendidikan IPA (JPPIPA) BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Journal of Applied Data Sciences Economic Development Analysis Journal Proceeding Of International Conference On Education, Society And Humanity Indonesian Journal of Statistics and Its Applications
Suci Astutik
Departement Of Statistics, University Of Brawijaya
Religion Agriculture, Biological Sciences & Forestry Arts Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Immunology & microbiology Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Materials Science & Nanotechnology Mathematics Mechanical Engineering Medicine & Pharmacology Neuroscience Physics Transportation Other

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Journal : Science and Technology Indonesia

 1 
Bayesian Mixture Statistical Modeling Perspective in the Series of Diabetes Mellitus Disaster Mitigation in Malang Regions Ani Budi Astuti; Nur Iriawan; Suci Astutik; Viera Wardhani; Ari Purwanto Sarwo Prasojo; Tiza Ayu Virania
Science and Technology Indonesia Vol. 8 No. 1 (2023): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2023.8.1.71-83

Abstract

Statistical modeling is one of the most important activities in Statistics in order to simplify complex problems in society, to make it easy, simple, and useful. The perspective of statistical modeling is very useful for society in various fields. Probabilistic-based statistical modeling concept is strongly influenced by the shape of the data distribution, data validity, and data availability. Bayesian concept approach in the statistical modeling has advantages compared to the non-Bayesian approach, which is any sample and any distribution of the data and in this case it often occurs in data in the community. In particular, the Bayesian mixture concept discusses the Bayesian approach with data specifications having a mixture (multimodal) distribution. Diabetes Mellitus (DM) is a disease that is not contagious but the side effects are very dangerous for humans and require large costs to handle. Indonesia ranks seventh in the world for the number of DM sufferers and it is estimated that in 2045, the number of DM sufferers in Indonesia will reach approximately 16.7 million people. Mitigation of DM disease in various regions in Indonesia continues to be pursued, including Malang regions. One of the efforts made is through the statistical modeling perspective of the Bayesian approach which can be used for efforts to control, prevent, treat, and overcome DM. The purpose of the study was to build a suitable Bayesian model for DM cases in Malang regions in order to map the DM case areas in Malang. The results showed that in each district area in the city of Malang it was divided into three groups based on the severity of DM sufferers. The three groups are DM sufferers in the categories of not yet severe, moderate, and severe with the model validation indicator using the smallest Kolmogorov-Smirnov value. Sukun District and Klojen District in the Malang region are two districts that need serious attention from the local government of Malang City in dealing with DM cases. Through the perspective of Bayesian statistical modeling, DM cases in five districts in the Malang area showed a mixture distribution with a different number of mixture components as the basis for regional mapping.
Bayesian IGARCH Modeling of Jakarta Composite Index Volatility Using Hamiltonian Monte Carlo Algorithm Maulana, Eka Dani; Sumarminingsih, Eni; Nurjannah; Astuti, Ani Budi; Astutik, Suci
Science and Technology Indonesia Vol. 11 No. 1 (2026): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2026.11.1.261-279

Abstract

Time series models that model volatility in financial data, especially in stock market indices such as the Jakarta Composite Index (JCI), are Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models. Following the ratification of the revised Armed Forces Law in March 2025, the JCI experienced increasing volatility, indicating persistent volatility. The problems in the JCI data require a time series model that can capture persistent volatility, namely the Integrated Generalized Autoregressive Conditional Heteroskedasticity (IGARCH) model. Parameter estimation for IGARCH models generally uses the Maximum Likelihood Estimation (MLE) method, which has limitations in handling parameter uncertainty. The Bayesian approach can address parameter uncertainty through the Markov Chain Monte Carlo (MCMC) methods. Among these, Hamiltonian Monte Carlo (HMC) is more efficient than Metropolis-Hastings and Gibbs Sampling, particularly in exploring complex posterior distributions. This study utilizes daily closing price data of the Jakarta Composite Index (JCI) as the main observation variable, observed from April 3, 2023, to April 9, 2025. This study aims to construct a volatility model for the Jakarta Composite Index (JCI) using a Bayesian IGARCH model with an HMC algorithm. This research only uses the IGARCH(1,1) model. The model has a strong ability to capture the JCI’s volatility structure, and its point forecasts are stable. However, credible intervals reveal the uncertainty level, so the volatility of JCI may decrease or increase.
Co-Authors Abdullah Abdullah Abu Bakar Sambah, Abu Bakar Achmad Efendi Ani Budi Astuti Ani Budi Astuti Ari Purwanto Sarwo Prasojo Atiek Iriany Aulia, Silvia Intan Azizah, Laila Nur Balqis, Nabila Azarin Bestari Archita Safitri Budiarti, Laelita Damayanti, Rismania Hartanti Putri Yulianing Darmanto Darmanto Darmanto Darmanto Dewi Kurnia Sari Dewi, Vita Rosiana Diego Irsandy Djihan Wahyuni effendi, Achmad Elok Pratiwi Eni Sumarminingsih Evellin Dewi Lusiana, Evellin Dewi Fachri Faisal Fahimah Fauwziyah Fairuz Zada Zayyana Fakhrunnisa, Atmadani Rahayu Fernandes, Adji Achmad Rinaldo Fitriani, Suci Handayani, Sri Heni Kusdarwati Henny Pramoedyo Henny Pramoedyo Henny Pramoedyo Husnul Khatimah Irsandy, Diego Ismi Chai Runnisa Isnani Darti Kusdarwati, Heni Lee, Muhammad Hisyam Lestari, Dwi Retno Loekito Adi Soehono Loekito Adi Soehono Lusia, Dwi Ayu Lusiana, Evelin Dewi Maharani, Adinda Gita Maisaroh, Ulfah Mashfia, Fidia Raaihatul Masrokhah, Dwi Maulana, Eka Dani Meilina Retno Hapsari Meilinda Trisilia Muhammad, Alifiandi Rafi Nanda Rizqia Pradana Ratnasari, Nanda Rizqia Pradana Negara, Nur Aminah Kusuma Ni Wayan Surya Wardhani Ni Wayan Surya Wardhani Nisa Dwirahma Widhiasih Novi Nur Aini Nur Iriawan Nurjannah Nurjannah Nurjannah Ola, Petrus Kanisius pramoedyo, henny Pratama, Muhamad Liswansyah Qurrotu A’yun Nafidah Rahma Fitriani Rahma Fitriani Rahmi, Nur Silviyah Ramifidisoa, Lucius Risda, Intan Fadhila Rohma, Usriatur Rozy, Agus Fachrur Salsabila, Imelda Saniyawati, Fang You Dwi Ayu Shalu Sera Yunarizal P Setiarini, An Nisa Dwi Shahuneeza Naseer, Mariyam Siti Nurmardia Abdussamad Solimun, Solimun Sugiono Sugiono Sumarminingsih, Eni Susanto, Mohammad Hilmi Susi Wuryantini Syalsabilla, Alya Fitri Theresia Mitakda, Maria Bernadetha Tiza Ayu Virania Viera Wardhani Wahyuni, Djihan Widiarni Ginta Sasmita Wulaida Rizky Fitrilia Wulaida Rizky Fitrilia Yarcana, Agus Zamelina, Armando Jacquis Federal Zerlita Fahdha Pusdiktasari