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Hybrid model for forecasting space-time data with calendar variation effects Suhartono Suhartono; I Made Gde Meranggi Dana; Santi Puteri Rahayu
TELKOMNIKA (Telecommunication Computing Electronics and Control) Vol 17, No 1: February 2019
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12928/telkomnika.v17i1.10096

Abstract

The aim of this research is to propose a new hybrid model, i.e. Generalized Space-Time Autoregressive with Exogenous Variable and Neural Network (GSTARX-NN) model for forecasting space-time data with calendar variation effect. GSTARX model represented as a linear component with exogenous variable particularly an effect of calendar variation, such as Eid Fitr. Whereas, NN was a model for handling a nonlinear component. There were two studies conducted in this research, i.e. simulation studies and applications on monthly inflow and outflow currency data in Bank Indonesia at East Java region. The simulation study showed that the hybrid GSTARX-NN model could capture well the data patterns, i.e. trend, seasonal, calendar variation, and both linear and nonlinear noise series. Moreover, based on RMSE at testing dataset, the results of application study on inflow and outflow data showed that the hybrid GSTARX-NN models tend to give more accurate forecast than VARX and GSTARX models. These results in line with the third M3 forecasting competition conclusion that stated hybrid or combining models, in average, yielded better forecast than individual models.
Laboratory Clustering using K-Means, K-Medoids, and Model-Based Clustering Niswatul Qona'ah; Alvita Rachma Devi; I Made Gde Meranggi Dana
Indonesian Journal of Applied Statistics Vol 3, No 1 (2020)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v3i1.40823

Abstract

Institut Teknologi Sepuluh Nopember (ITS) is an institute which has about 100 laboratories to support some academic activity like teaching, research and society service. This study is clustering the laboratory in ITS based on the productivity of laboratory in carrying out its function. The methods used to group laboratory are K-Means, K-Medoids, and Model-Based Clustering. K-Means and K-Medoids are non-hierarchy clustering method that the number of cluster can be given at first. The difference of them is datapoints that selected by K-Medoids as centers (medoids or exemplars) and mean for K-Means. Whereas, Model-Based Clustering is a clustering method that takes into account statistical models. This statistical method is quite developed and considered to have advantages over other classical method. Comparison of each cluster method using Integrated Convergent Divergent Random (ICDR). The best method based on ICDR is Model-Based Clustering.Keywords : K-Means, K-Medoids, Laboratory, Model-Based Clustering