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Combined Model of Markov Switching and Asymmetry of Generalized Seasonal Autoregressive Moving Average Conditional Heteroscedasticity for Early Detection of Financial Crisis in Hong Kong Sugiyanto Sugiyanto; Sri Subanti; Isnandar Slamet; Etik Zukhronah; Irwan Susanto; Winita Sulandari; Nabila Churin Aprilia
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 10 No. 2 (2024)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.ijcsam.v10i2.4541

Abstract

The financial crisis in Hong Kong occurred in 1997 and 2008. To prevent a crisis or reduce the impact of a crisis, action is needed through early detection of the crisis using export indicator. The combination of Markov Switching and Asymmetric Generalized Seasonal Autoregressive Moving Average Conditional Heteroscedasticity (MS-AGSARMACH) models explains the crisis well. The results show that the MSAGSARMACH(2,1,1) model can explain past and future crises well.
Forecasting of Indonesian Crude Prices using ARIMA and Hybrid TSR-ARIMA Etik Zukhronah; Winita Sulandari; Sri Subanti; Isnandar Slamet; Sugiyanto Sugiyanto; Irwan Susanto
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 10 No. 2 (2024)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j24775401.ijcsam.v10i2.4563

Abstract

Forecasting of Indonesian crude prices (ICP) is crucial for the government and policymakers. It helps them develop appropriate economic policies, budget allocations, and energy strategies. Forecasting methods that can be used are Time Series Regression (TSR) and Autoregressive Integrated Moving Average (ARIMA). This study aims to forecast ICP using ARIMA and hybrid TSR-ARIMA models. The data used in this study is the ICP per month, from January 2017 to November 2022. The data is divided into two groups, the data from January 2017 to December 2020 is used as training data, and the data from January 2021 to November 2022 is used as testing data. The MAPE values for the testing data of the TSR-ARIMA(2,1,0) and ARIMA(2,1,0) models are 8.24% and 17.37% respectively. Based on this, it can be concluded that the TSR-ARIMA(2,1,0) model is better than the ARIMA(2,1,0) model for forecasting ICP.
COMBINED VOLATILITY AND MARKOV SWITCHING MODELS FOR CURRENCY CRISIS DETECTION IN INDONESIA ON REAL DEPOSIT RATE INDICATORS Widyantara Arya Bagja Soenardi; Sugiyanto Sugiyanto; Winita Sulandari
International Conference on Economic Business and Social Science Vol. 1 No. 1 (2023): Proceeding International Conference on Economic Business and Social Science (IC
Publisher : Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59141/icebss.v1i1.6

Abstract

Indonesia experienced its worst currency crisis in the mid-1997 and the global currency crisis in 2008. The impact of these crises had a significant negative effect on the country's economy. Therefore, a system is needed to detect currency crises and prevent their recurrence. One indicator that can be used to detect currency crises is real interest rate savings. A combination of volatility models with Markov switching can be used to detect currency crises. The research results showed that the MS-ARCH(1) model can be used to detect crises in real interest rate savings indicators. Based on these results, it is predicted that the Indonesian economy will remain stable from mid-2022 to 2023
Perancangan dan Pengembangan Aplikasi Exam System Online dengan Media Camera Yudho Yudhanto; Muhammad Afkar Triwardana; Iqbal Farhan Rasyid; Winita Sulandari; Dimas Prasetyo Utomo
IJAI (Indonesian Journal of Applied Informatics) Vol 10, No 1 (2025)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20961/ijai.v10i1.107354

Abstract

Abstrak : Perkembangan teknologi informasi telah mendorong terjadinya transformasi digital di berbagai sektor, termasuk dalam penyelenggaraan evaluasi pembelajaran di bidang pendidikan. Meskipun demikian, implementasi sistem ujian berbasis daring masih menghadapi sejumlah permasalahan, seperti keterbatasan pengawasan, keamanan data, serta efisiensi proses penilaian. Penelitian ini bertujuan untuk merancang dan mengembangkan Smart Exam System (SES) sebagai sistem ujian berbasis web yang terintegrasi, mudah digunakan, dan mampu mendukung proses evaluasi secara efektif. Teknologi camera untuk monitoring dan komunikasi user dan pengawas. Implementasi sistem memanfaatkan framework Laravel, Inertia.js–React, serta basis data MySQL. Pengujian sistem dilakukan melalui dua pendekatan, yaitu Black Box Testing untuk menguji kesesuaian fungsi sistem dengan kebutuhan fungsional, serta Technology Acceptance Model (TAM) untuk mengukur tingkat penerimaan pengguna terhadap sistem. Hasil pengujian Black Box menunjukkan bahwa seluruh fitur utama sistem berjalan sesuai dengan spesifikasi yang dirancang. Sementara itu, hasil pengujian TAM menunjukkan nilai rata-rata keseluruhan sebesar 4,41 yang berada pada kategori sangat baik, yang mengindikasikan bahwa sistem dinilai mudah digunakan, bermanfaat, dan memiliki tingkat penerimaan pengguna yang tinggi. Berdasarkan hasil tersebut, dapat disimpulkan bahwa Smart Exam System (SES) layak untuk diimplementasikan sebagai solusi sistem ujian daring yang efektif dan dapat diterima dengan baik di lingkungan pendidikan.==================================================Abstract : The rapid advancement of information technology has driven digital transformation across various sectors, including the implementation of online examination systems in education. However, many existing online examination platforms still face challenges related to supervision limitations, data security, and assessment efficiency. This study aims to design and develop a Smart Exam System (SES) as a web-based examination system that is integrated, user-friendly, and capable of supporting effective evaluation processes. The system was developed using the Agile Scrum methodology with an iterative approach to enable flexibility and continuous improvement. The implementation utilizes the Laravel framework, Inertia.js–React, and a MySQL database. System evaluation was conducted using two approaches: Black Box Testing to verify functional compliance with system requirements, and the Technology Acceptance Model (TAM) to assess user acceptance of the system. The results of Black Box Testing indicate that all core system functionalities operate as intended according to the specified requirements. Meanwhile, the TAM evaluation achieved an overall average score of 4.41, classified as very good, indicating that the system is perceived as easy to use, useful, and well accepted by users. These findings demonstrate that the proposed Smart Exam System (SES) is feasible and suitable for implementation as an effective online examination solution in educational environments.
Rancang Bangun Aplikasi GoHRD Online untuk Start-Up Yudho Yudhanto; Winita Sulandari; Taufiqurrakhman Nur Hidayat; Fendi Aji Purnomo
IJAI (Indonesian Journal of Applied Informatics) Vol 7, No 2 (2023)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20961/ijai.v7i2.68072

Abstract

Abstrak Startup adalah perusahaan rintisan yang belum lama beroperasi. Dengan kata lain, startup artinya perusahaan yang baru masuk atau masih berada pada fase pengembangan atau penelitian untuk terus menemukan pasar meupun mengembangkan produknya. Problem klasik dalam Startup adalah perihal pengelolaan SDM (Sumber Daya Manusia), ini adalah penting sebagai elemen perusahaan dalam mencapai kesuksesan visi misinya. Sering terjadi tumpang tindih tugas dan kewenangan dikarenakan penghematan perusahaan. Selain itu juga proses manajemen SDM dari tugas dan penggajian belum menjadi prioritas karena mengejar pertumbuhan produk yang harus segera diselesaikan. HR (Human Resources) dalam StartUp sangat membutuhkan otomatisasi sehingga bisa berjalan dengan baik tanpa harus memberikan effort yang banyak dikarenakan semua dipusatkan untuk menyelesaikan produk. Aplikasi GoHRD dibuat sebagai solusi mudah dalam mengelola SDM Startup, dibangun dengan menggunakan PHP, MySQL dan Framework PHP. Metode pengembangan yang digunakan adalah Agile Scrum dengan tujuan penyelesaian yang cepat dan singkat. Model pengujian dilakukan dengan teknik Black box, hasilnya adalah dari 30 skenario pengujian mendapatkan 95% berjalan dengan baik sedangkan sisanya memerlukan kustomisasi agar lebih mudah untuk digunakan dan dikenali oleh user dengan baik.====================================================AbstractStartup is a start-up company that has not been operating for a long time. In other words, a startup means a company that has just entered or is still in the development or research phase to continue to find markets and develop its products. The classic problem in startups is the management of HR (Human Resources), this is important as an element of the company in achieving the success of its vision and mission. Overlapping duties and authorities often occur due to company savings. Apart from that, the HR management process of assignments and payroll has not been a priority due to the pursuit of product growth which must be completed immediately. HR (Human Resources) in StartUp really needs automation so that it can run well without having to put in a lot of effort because everything is focused on completing the product. The GoHRD application was created as an easy solution for managing Startup HR, built using PHP, MySQL and the PHP Framework. The development method used is Agile Scrum with the goal of fast and short completion. The testing model was carried out using the Black box technique, the result is that 95% of the 30 test scenarios run well while the rest require customization to make it easier to use and well recognized by the user.
Analisis UI/UX Bisnis Distro dengan Metode Design Thinking and Lean Start-Up Yudho Yudhanto; Winita Sulandari; Fiddin Yusfida A'La; Dedy Eka Timbul Prayoga; Aulia Miftakhul Qisti; Dimas Prasetyo Utomo; Saifu  Rohman
IJAI (Indonesian Journal of Applied Informatics) Vol 9, No 2 (2025)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20961/ijai.v9i2.94801

Abstract

Abstrak : Distro X, merupakan salah satu vendor konveksi dan suvenir. Distro X menghadapi berbagai tantangan, salah satunya adalah kebutuhan untuk meningkatkan visibilitas usaha di dunia digital. Salah satunya adalah memiliki website untuk memperluas jangkauan pasar dan meningkatkan omzet penjualan, serta memudahkan platform pencarian. Dalam perancangan ini menggunakan kombinasi metode Design Thinking dan Lean Startup, yang dikenal efektif untuk desain UI/UX di industri kecil dan menengah. Pendekatan Design Thinking menekankan pemahaman mendalam terhadap kebutuhan pengguna dan memungkinkan terciptanya desain yang berfokus pada user experience. Sementara itu, metode Lean Startup memfasilitasi iterasi cepat melalui prototyping dan validasi berulang, sehingga menghasilkan solusi yang lebih adaptif dan relevan dengan kebutuhan spesifik industri kecil dan menengah yang memiliki sumber daya terbatas. Kombinasi kedua pendekatan ini terbukti mampu menghasilkan desain UI/UX yang tidak hanya user-friendly, tetapi juga efisien dalam hal pengembangan dan biaya. Proses perancangan ini melibatkan tujuh tahapan, yaitu emphatize, define, ideate, prototype, test, learn, dan release. Setiap tahapan dilakukan dengan tujuan mendapatkan pemahaman mengenai kebutuhan pengguna, mengembangkan ide-ide inovatif, serta menguji desain secara langsung. Hasil dari tahapan tersebut adalah sebuah desain UI/UX website yang siap untuk dikembangkan oleh developer. Desain ini diwujudkan dalam bentuk prototype simulasi website yang memudahkan visualisasi sebelum implementasi penuh. Berdasarkan hasil usability test, desain UI/UX ini dinyatakan layak dengan tingkat kelayakan sebesar 80,2%. Secara detail hasil ini merupakan rerata dari faktor Learnability 73.4%, Flexibility 76.5%, Effectiveness 82.16%, Attitude 88.6%. Persentase ini menunjukkan bahwa desain yang dihasilkan telah memenuhi standar kelayakan usability yang baik, mengingat standar rata-rata tingkat kelayakan usability yang diterima secara umum adalah sekitar 70-75%. Dengan demikian, hasil ini menunjukkan bahwa desain UI/UX DIstro X berada di atas rata-rata, sehingga layak untuk dikembangkan lebih lanjut. Hal ini juga mengindikasikan bahwa pendekatan kombinasi Design Thinking dan Lean Startup memberikan kontribusi signifikan dalam menghasilkan desain yang efektif dan memenuhi ekspektasi pengguna, khususnya di industri kecil dan menengah.====================================================Abstract : Distro X is a vendor specializing in garment and souvenir production. Distro X faces various challenges, including the need to enhance its digital visibility. One of the key initiatives is to establish a website to expand market reach, boost sales, and facilitate discoverability through search engines. The design process for the website employed a combination of Design Thinking and Lean Startup methodologies, which are recognized for their effectiveness in UI/UX design within small and medium enterprises (SMEs). The Design Thinking approach emphasizes a deep understanding of user needs and allows for the creation of user-centered designs, while the Lean Startup methodology facilitates rapid iteration through prototyping and repeated validation, leading to more adaptive and relevant solutions tailored to the specific needs of SMEs with limited resources.The combination of these two approaches has proven effective in producing UI/UX designs that are not only user-friendly but also efficient in terms of development and cost. The design process involved seven stages: empathize, define, ideate, prototype, test, learn, and release. Each stage was undertaken with the aim of gaining a better understanding of user needs, developing innovative ideas, and directly testing the design. The outcome of these stages was a UI/UX design for the website, ready to be developed by the developer. This design was materialized in the form of a simulated prototype to facilitate visualization prior to full implementation. Based on the usability test results, the UI/UX design was deemed feasible with an overall usability score of 80.2%. Specifically, this result represents the average of the following factors: Learnability (73.4%), Flexibility (76.5%), Effectiveness (82.16%), and Attitude (88.6%). This percentage indicates that the produced design has met the standard for good usability, considering the general benchmark for usability acceptance ranges between 70-75%. Thus, these results show that the UI/UX design for DIstro X surpasses the average, making it suitable for further development. This also indicates that the combination of Design Thinking and Lean Startup approaches contributes significantly to generating an effective design that meets user expectations, particularly in small and medium industries.