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Evaluation Indonesian Financial Performance of Islamic Commercial Bank using Gaussian Mixture Model with Intervention Analysis Syalsabilla, Alya Fitri; Astutik, Suci; Shahuneeza Naseer, Mariyam
IKONOMIKA Vol 9, No 1 (2024)
Publisher : Universitas Islam Negeri Raden Intan Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24042/ijebi.v9i1.21760

Abstract

Indonesia, with its rich diversity and sizable Muslim population, holds a prominent position in global Islamic finance. Financial ratios like ROA, CAR, NPF, FDR, BOPO, and NOM are crucial for assessing bank performance. Employing Gaussian Mixture Model with Intervention Analysis enhances evaluation by identifying outliers and understanding their impact.Utilizing Islamic Banking Statistics from January to December 2023, this research employs purposive sampling to select relevant variables like CAR, NPF, FDR, BOPO, NOM, and ROA. Gaussian Mixture Model identifies data patterns, while Intervention Analysis examines factors affecting Islamic banking performance.Financial performance analysis reveals shifts from "Good Performance" to "Bad Performance" starting June 2023, linked to deteriorating metrics like NPF, FDR, and BOPO. Evaluation via GMM yields an AIC of 435.3409, indicating effective classification. Intervention analysis identifies significant NPF and ROA outliers, suggesting potential issues in loan quality and profitability.Analysis via GMM highlights performance dynamics in Islamic commercial banks, transitioning from "Good" to "Bad" post-June, mirroring critical metric shifts. Stable CAR indicates a solid base, but NPF outliers suggest risk management enhancements. BOPO outliers indicate inefficiencies, while ROA emphasizes profitability. Policy interventions should focus on risk management, cost efficiency, and profitability to sustain stability and competitiveness.
Evaluation of Implementation Context Based Clustering In Fuzzy Geographically Weighted Clustering-Particle Swarm Optimization Algorithm Abdussamad, Siti Nurmardia; Astutik, Suci; Effendi, Achmad
Jurnal EECCIS (Electrics, Electronics, Communications, Controls, Informatics, Systems) Vol. 14 No. 1 (2020)
Publisher : Faculty of Engineering, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21776/jeeccis.v14i1.609

Abstract

This paper contains an evaluation of the implementation Context Based Clustering method into Fuzzy Geographically Weighted Clustering-Particle Swarm Optimization (FGWC-PSO) algorithm on 11 variable from data factors causing the spread of dengue in East Java. Integration of Particle Swarm Optimization as a metaheuristic algorithm makes the computation run longer so, the solution in this paper is FGWC-PSO will be combined with context based clustering to produce a hybrid method (CFGWC-PSO) which can shorten the computational time of the clustering algorithm. Context based clustering in this paper will use 3 ways, namely by using random values, using Fuzzy C-Means (FCM), and using mean and standard deviations. CFGWC-PSO algorithm using number of clusters = 2 and CFGWC-PSO will be evaluated using IFV index, based on processing results found that the best clustering algorithm is CFGWC-PSO using FCM
GENERALIZED CONFIRMATORY FACTOR ANALYSIS FOR KNOWING IMPACT OF KNOWLEDGE, ATTITUDES, AND BEHAVIORAL FACTORS HIV/AIDS IN INDONESIA Rahmi, Nur Silviyah; Astutik, Suci; Astuti, Ani Budi; Muhammad, Alifiandi Rafi; Maisaroh, Ulfah; Handayani, Sri
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss2pp0695-0706

Abstract

The cumulative number of detected HIV/AIDS cases in the January – March 2021 period is 9,327, consisting of 7,650 HIV and 1,677 AIDS reported by 498 districts and cities from 514 districts and cities in Indonesia. Human Immunodeficiency Virus (HIV) is the virus that causes Acquired Immunodeficiency Syndrome (AIDS). Several factors that influence the spread of HIV/AIDS include knowledge, attitudes and behavior about HIV/AIDS. Someone who gains knowledge about HIV/AIDS will have high self-confidence and a positive outlook on life and be more optimistic in taking HIV/AIDS prevention actions. The main objective of this study is to determine the influence of external factors which include demographic, social and economic aspects, as well as internal factors which include knowledge, attitudes and behavior to the level of transmission of HIV/AIDS. By using the CFA approach, it can be seen which indicators have the greatest influence on the latent variables of knowledge, attitudes, and behavior or called loading factors. The data used is secondary data from a 5-year survey from the Central Statistics Agency, namely the 2017 Indonesian Demographic and Health Survey (IDHS) published at the end of 2018. The CFA results show that the P11 variable (about known infections) has the largest loading factor value, which is 0.613 in the variable. . hidden. knowledge. In the latent variable of attitude, the S1 variable (about identifying how the respondent knows someone is infected with HIV-AIDS) has the largest loading factor value of 0.514. While the behavioral latent variable, the variable R8 (whether men have been infected with sexually transmitted diseases (STI) with symptoms) has the largest loading factor value, which is 0.954.
BAYESIAN NEURAL NETWORK RAINFALL MODELLING: A CASE STUDY IN EAST JAVA Astutik, Suci; Rahmi, Nur Silviyah; Irsandy, Diego; Saniyawati, Fang You Dwi Ayu Shalu; Mashfia, Fidia Raaihatul; Lusiana, Evelin Dewi; Risda, Intan Fadhila; Susanto, Mohammad Hilmi
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 2 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss2pp1105-1116

Abstract

Rainfall is an important parameter in meteorology and hydrology, and it measures the amount of rain that falls from the atmosphere to the ground surface in liquid form. However, in the process of measuring rainfall, changes in the rainfall cycle sometimes occur due to climate change, global warming, and other factors. Therefore, this research aims to model daily rainfall using the Bayesian Neural Network (BNN) approach, combining the Bayesian Method and Artificial Neural Network (ANN). ANN is suitable for rainfall models that have intermittent characteristics. Meanwhile, the Bayesian method provides advantages in producing model parameter inferences that provide uncertainty measurements in predictions. BNN is expected to deliver better daily rainfall predictions than ANN. This research used daily rainfall data in East Jawa, and the results show that the Bayesian Neural Network produces better rainfall predictions when describing rainfall in East Java. These predictions will be very useful for the government and the people of East Java province to prevent flooding. Also, with rainfall predictions, people will know more about what crops should be planted during the rains.
CLUSTERING DISTRICTS/CITIES IN EAST JAVA PROVINCE BASED ON HIV CASES USING K-MEANS, AGNES, AND ENSEMBLE Lusia, Dwi Ayu; Salsabila, Imelda; Kusdarwati, Heni; Astutik, Suci
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 19 No 1 (2025): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol19iss1pp63-72

Abstract

Cluster analysis is a method of grouping data into certain groups based on similar characteristics. This research aims to group districts/cities in East Java Province in 2021 based on HIV cases using hierarchical cluster analysis (AGNES), non-hierarchical cluster analysis (K-means), and ensemble clustering. The study found that the ensemble clustering solution forms four clusters, consistent with the results of AGNES clustering. This suggests that ensemble clustering improves the quality of cluster solutions by leveraging both hierarchical and non-hierarchical methods. The grouping of districts/cities based on HIV cases provides a clear distribution pattern for more targeted interventions. The study is limited to HIV cases in East Java Province and may not be generalizable to other regions with different epidemic characteristics. Additionally, the study focuses on clustering methods without investigating temporal changes in HIV case distribution. This research is one of the few studies that applies ensemble clustering to HIV cases in East Java Province. It combines hierarchical and non-hierarchical methods to improve the clustering process and provides a practical approach for regional HIV control planning.
THE UNINFORMATIVE PRIOR OF JEFFREYS’ DISTRIBUTION IN BAYESIAN GEOGRAPHICALLY WEIGHTED REGRESSION Faisal, Fachri; Pramoedyo, Henny; Astutik, Suci; Efendi, Achmad
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 2 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss2pp1229-1236

Abstract

When using the Bayesian method for estimating parameters in a geographically weighted regression model, the choice of the prior distribution directly impacts the posterior distribution. The distribution known as the Jeffreys prior is an uninformative type of prior distribution and is invariant to reparameterization. In cases where information about the parameter is not available, the Jeffreys' prior is utilized. The data was fitted with an uninformative Jeffreys' prior distribution, which yielded a posterior distribution that was utilized for estimating parameters. This study aims to derive the prior and marginal posterior distributions of the Jeffreys' and in Bayesian geographically weighted regression (BGWR). The marginal posterior distributions of and can be obtained by integrating the other parameters of a common posterior distribution. Based on the results and discussion, the Jeffreys prior in BGWR with the likelihood function is . On the other hand, the marginal posterior distribution of follows a normal multivariate distribution, that is, , while the marginal posterior distribution of follows an inverse gamma distribution, that is, . As further research, it is necessary to follow up on several limitations of the results of this research, namely numerical simulations and application to a particular case that related to the results of the analytical studies that we have carried out.
MIXED GEOGRAPHICALLY WEIGHTED REGRESSION (MGWR) WITH ADAPTIVE WEIGHTING FUNCTION IN POVERTY MODELING IN NTT PROVINCE Ola, Petrus Kanisius; Iriany, Atiek; Astutik, Suci
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 3 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss3pp2035-2046

Abstract

Poverty modeling is a crucial economic and social development issue in various regions, including in East Nusa Tenggara (NTT) Province. This research proposes using the Mixed Geographically Weighted Regression (MGWR) model with an adaptive Bisquare weighting function to analyze variables influencing poverty levels in NTT Province. The MGWR model is an extension of the Geographically Weighted Regression (GWR), which allows some variables in the model to have local effects while others have global effects. The adaptive weighting function in the MGWR model enhances the analysis by providing different weights at each location according to its local characteristics, thus making the results more accurate and representative for each area. The data includes economic, social, and infrastructure variables from 22 districts/cities in NTT Province for 2023. The MGWR model with an adaptive weighting function is applied to model the relationship between these variables and poverty levels. The analysis integrates statistical software to manage and analyze spatial data. The study findings show that the MGWR model with an adaptive weighting function offers better estimates than the global regression and GWR models. The results revealed the smallest AIC value for the MGWR model at 104.1888, compared to the global regression model at 140.1427 and the GWR model at 117.6174. This model successfully identifies significant local and global variables and shows variations in influence at different locations in NTT Province. These findings provide valuable insights for policymakers and practitioners in designing and implementing more effective poverty alleviation strategies tailored to local conditions in NTT Province.
ENHANCING WEIGHTED FUZZY TIME SERIES FORECASTING THROUGH PARTICLE SWARM OPTIMIZATION Zamelina, Armando Jacquis Federal; Astutik, Suci; Fitriani, Rahma; Fernandes, Adji Achmad Rinaldo; Ramifidisoa, Lucius
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 18 No 4 (2024): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol18iss4pp2675-2684

Abstract

Climate change is a complex process that has far-reaching consequences for daily living. Temperature is one of the climatic features. Knowing its future value through a forecasting model is critical, as it aids in earlier strategic decision-making. Without considering spatial factors, this study investigates an Air Temperature variable forecasting. Weighted Fuzzy Time Series (WFTS) is one of the forecasting techniques. Furthermore, the length of the interval and the extent to which previous values (Order length) are utilized in predicting the subsequent value are pivotal factors in WFTS modelization and its forecasting accuracy. Therefore, this research investigates the interval length and the Order length of the WFTS through the Particle Swarm Optimization (PSO) approach. The variable used is the air temperature in Malang, Indonesia. The dataset is taken from BMKG-Indonesia. The forecasting performance of classical WFTS is enhanced by setting an appropriate order level and employing Particle Swarm Optimization (PSO) to determine the optimal interval fuzzy length. As indicated by the Evaluation matrices in the result section, the proposed optimization overtaken the classical WFTS in term of accuracy. The evaluation indicates a Mean Absolute Percentage Error (MAPE) value of 1.25 and a Root Mean Square Error (RMSE) of 0.32 for the Proposed model. In contrast, the classical WFTS demonstrates a MAPE of 2.26 and RMSE of 0.58. The implementation of the PSO provides solid insights for Air temperature forecasting accuracy.
DEVELOPMENT OF NONPARAMETRIC PATH FUNCTION USING HYBRID TRUNCATED SPLINE AND KERNEL FOR MODELING WASTE-TO-ECONOMIC VALUE BEHAVIOR Rohma, Usriatur; Fernandes, Adji Achmad Rinaldo; Astutik, Suci; Solimun, Solimun
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 19 No 1 (2025): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol19iss1pp331-344

Abstract

Waste management remains a challenge, including in Batu City, East Java, Indonesia. Rapid population growth and economic activities in the city have resulted in a substantial increase in waste volume. One of the key factors in solving waste problems is the mindset of the community towards waste management. The application of statistical analysis methods can be an effective approach to solving problems related to waste management from an economic point of view. Nonparametric path analysis is a statistical method that does not rely on the assumption that the curve is known. Nonparametric path analysis is performed if the data does not fulfill the linearity assumption. This study aims to determine the best nonparametric path function with a hybrid truncated spline and kernel approach among EV values of 0.5; 0.8; and 1. In addition, this study also aims to test the significance of the best path function obtained. The data used in this study are timer data obtained from the Featured Basic Research Grant. The results showed that the best model of hybrid truncated spline and kernel nonparametric path analysis is a hybrid model of truncated spline nonparametric path of linear polynomial degree 1 knot and kernel triangle nonparametric path at EV 0.5. In addition, the significance of the best nonparametric truncated spline and kernel hybrid path function estimation using jackknife resampling shows that all exogenous variables have a significant effect on endogenous variables as evidenced by a p-value smaller than (0.05).
META-REGRESSION OF SOCIOECONOMIC FACTORS AND THE PREVALENCE OF PHYSICAL DISORDERS IN HYPERTENSIVE PATIENTS Rahmi, Nur Silviyah; Astutik, Suci; Surya Wardhani, Ni Wayan; Maharani, Adinda Gita; Fakhrunnisa, Atmadani Rahayu; Khatimah, Husnul; Aulia, Silvia Intan
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 19 No 4 (2025): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol19iss4pp2275-2286

Abstract

Hypertension is a common degenerative disease with a high mortality rate and a significant impact on quality of life and productivity. Education level plays a crucial role in understanding and managing hypertension, where higher education levels can contribute to reducing the risk of hypertension. This study utilized meta-analysis and meta-regression to explore the relationship between education level and hypertension prevalence. Secondary data from eight previous studies conducted between 2015 and 2023 were analyzed. Heterogeneity analysis was performed to determine the appropriate meta-analysis model, with a random-effect model selected based on the test results. Of the eight studies analyzed, five showed a negative odds ratio, indicating that individuals with higher education levels have a lower likelihood of developing hypertension compared to those with lower education levels. The heterogeneity test showed significant variability among the studies (I2 = 91.38%). The random-effect model estimated a combined effect size with an ln odds ratio of -0.1777 and a 95% confidence interval of -0.3228 to -0.0326. These findings suggest that higher education levels are associated with a lower risk of hypertension. This underscores the importance of improving access to quality education as part of public health strategies to reduce the incidence of hypertension and enhance overall community well-being.
Co-Authors Abu Bakar Sambah, Abu Bakar Achmad Efendi Adji Achmad Rinaldo Fernandes Ani Budi Astuti Ani Budi Astuti Ari Purwanto Sarwo Prasojo Atiek Iriany Aulia, Silvia Intan Azizah, Laila Nur Bestari Archita Safitri Budiarti, Laelita Damayanti, Rismania Hartanti Putri Yulianing Darmanto Darmanto Darmanto Darmanto Dewi Kurnia Sari Dewi, Vita Rosiana Diego Irsandy Djihan Wahyuni Djihan Wahyuni effendi, Achmad Elok Pratiwi Evellin Dewi Lusiana, Evellin Dewi Fachri Faisal Fahimah Fauwziyah Fairuz Zada Zayyana Fakhrunnisa, Atmadani Rahayu Fernandes, Adji Achmad Rinaldo Fidia Raaihatul Mashfia 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 Meilina Retno Hapsari Meilinda Trisilia Muhammad, Alifiandi Rafi Nabila Azarin Balqis 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 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 Solimun, Solimun Sumarminingsih, Eni Susanto, Mohammad Hilmi Susi Wuryantini Syalsabilla, Alya Fitri Theresia Mitakda, Maria Bernadetha Tiza Ayu Virania Usriatur Rohma Viera Wardhani Widiarni Ginta Sasmita Wulaida Rizky Fitrilia Wulaida Rizky Fitrilia Zamelina, Armando Jacquis Federal Zerlita Fahdha Pusdiktasari