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Perbandingan Kinerja Model Berbasis RNN pada Peramalan Data Ekonomi dan Keuangan Indonesia: Performance Comparison of RNN-Based Models in Forecasting Indonesian Economic and Financial Data Alkahfi, Cahya; Kurnia, Anang; Saefuddin, Asep
MALCOM: Indonesian Journal of Machine Learning and Computer Science Vol. 4 No. 4 (2024): MALCOM October 2024
Publisher : Institut Riset dan Publikasi Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.57152/malcom.v4i4.1415

Abstract

Peramalan deret waktu merupakan salah satu elemen kunci dalam analisis ekonomi dan keuangan. memungkinkan pemangku kepentingan untuk membuat perkiraan terhadap berbagai indikator ekonomi sebelum data resmi dirilis. Dalam konteks ini, model pembelajaran mesin seperti Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM), dan Gated Recurrent Unit (GRU) menunjukkan potensi yang menjanjikan dalam memprediksi data deret waktu. Sejumlah penelitian juga menegaskan bahwa LSTM dan GRU mampu mengungguli kinerja RNN. Kedua model tersebut memiliki mekanisme untuk mengatasi masalah vanishing gradient yang sering ditemui pada model RNN konvensional. Penelitian ini menitikberatkan untuk menguji kinerja ketiga model tersebut pada data-data yang ada di Indonesia. Agar hasil lebih komprehensif, penelitian ini akan menguji model pada tiga jenis data yang berbeda meliputi IHSG, nilai ekspor dan PDB. Hasil penelitian ini mengindikasikan bahwa secara keseluruhan, model GRU menunjukkan kinerja terbaik, diikuti oleh model LSTM yang juga kompetitif dibandingkan RNN. Selain akurasi, model GRU dan LSTM juga menonjol dalam hal stabilitas kinerja, ditandai dengan simpangan baku yang relatif kecil jika dibandingkan dengan RNN. Keunggulan ini menjadi semakin signifikan terutama saat diterapkan pada model PDB dimana hanya tersedia untuk periode waktu yang pendek.
Improving the risk profile of Indonesian enterprise taxpayers using multilabel classification Prasetyo, Teguh; Susetyo, Budi; Kurnia, Anang
IAES International Journal of Artificial Intelligence (IJ-AI) Vol 13, No 4: December 2024
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijai.v13.i4.pp4323-4333

Abstract

Optimizing tax revenues is difficult in Indonesia due to obstacles such as tax evasion and tax avoidance. It is closely related to an organization's compliance with tax regulations, known as the taxpayers risk profile. However, this mechanism does not accurately detect tax avoidance and tax evasion risks. To overcome this limitation, we use a multilabel classification machine learning method in this study, which classifies a single observation into one or more labels at once. The approach involves problem transformation (binary relevance and label powerset), algorithm adaptation (multilabel k-nearest neighbor (ML-kNN) and multilabel-adaptive resonance associative map (ML ARAM)), and ensemble (label space partitioning and random k-label sets with disjoint (RAkELd)). Based on the model performance comparisons, we discovered that the ML-ARAM method based on deep learning is the best, with an average F1-score of 95.5% and a hamming loss of 7.4%. We also examine the feature importance of the best model to reduce the dimensions of features so that we can identify the dominant factors that encourage a taxpayer entity to engage in tax avoidance or tax evasion. The findings of this study improve the accuracy of tax avoidance risk detection and tax evasion risk profiles using machine learning methods, ensuring maximum tax revenues in Indonesia.
Identification of Atherosclerosis Based on The Differences in Cholesterol and Creatinine in Indonesia with Multivariate Analysis of Variance Maulana Achiar, Anshari Luthfi; Aidi, Muhammad Nur; Kurnia, Anang; Widoretno, Widoretno
EKSAKTA: Berkala Ilmiah Bidang MIPA Vol. 24 No. 03 (2023): Eksakta : Berkala Ilmiah Bidang MIPA (E-ISSN : 2549-7464)
Publisher : Faculty of Mathematics and Natural Sciences (FMIPA), Universitas Negeri Padang, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/eksakta/vol23-iss03/417

Abstract

Atherosclerosis is a chronic inflammatory disease indicated by plaque build-up in the arteries due to increased total cholesterol, low-density lipoproteins (LDL), triglycerides, and decreased high-density lipoproteins (HDL). It is also associated with disruption of renal function high creatinine blood level. This study aims to identify atherosclerosis based on differences in total cholesterol, HDL, LDL, triglycerides, and creatinine levels in 35.509 residents from 33 provinces and rural-urban areas in Indonesia. This study uses two-factor MANOVA where the province and rural-urban are the factors, followed by ANOVA and Tukey's test. Results show differences between total cholesterol, HDL, LDL, triglyceride, and creatinine levels of the residents among provinces and rural-urban areas. The Residents from Bangka Belitung and North Sulawesi provinces have the highest risk of atherosclerosis, and Jambi province has the most balanced condition. Urban residents tend to be at risk for atherosclerosis due to high levels of LDL, while rural residents are at risk by low HDL or high creatinine levels
PENERAPAN ANALISIS REGRESI SPLINE UNTUK MENDUGA HARGA CABAI DI JAKARTA Hestiani Wulandari; Anang Kurnia; Bambang Sumantri; Dian Kusumaningrum; Budi Waryanto
Indonesian Journal of Statistics and Applications Vol 1 No 1 (2017)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v1i1.47

Abstract

The chili is an important commodity in Indonesia, which has a fairly large price fluctuations. Fluctuations in prices often raises the risk of loss even have contributed to inflation. Chili price data is time series data that is not independent between observations (autocorrelation) and do not spread to normal. In addition, chili price data does not have the diversity of homogeneous data. One method that can be used to predict the pattern of the data is spline regression. The data used in this study is data the average weekly price of chili in Jakarta from January, 2010 to October, 2015. The best spline model is a second order spline models with three knots. The model has a value of Mean Absolute Percentage Error (MAPE) of 9.57% and determination coefficient of 86.41%. The model obtained in this research is already well in predicting the pattern of the chili price, but it was only able to predict well for a period of one month. Prediction chili prices in Jakarta for November are in the range of Rp 35.565. Keywords: chili price, regression, spline.
BINOMIAL REGRESSION IN SMALL AREA ESTIMATION METHOD FOR ESTIMATE PROPORTION OF CULTURAL INDICATOR Yudistira Yudistira; Anang Kurnia; Agus Mohamad Soleh
Indonesian Journal of Statistics and Applications Vol 2 No 2 (2018)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v2i2.63

Abstract

In sampling survey, it was necessary to have sufficient sample size in order to get accurate direct estimator about parameter, but there are many difficulties to fulfill them in practice. Small Area Estimation (SAE) is one of alternative methods to estimate parameter when sample size is not adequate. This method has been widely applied in such variation of model and many fields of research. Our research mainly focused on study how SAE method with binomial regression model is applied to obtained estimate proportion of cultural indicator, especially to estimate proportion of people who appreciate heritages and museums in each regency/city level in West Java Province. Data analysis approach used in our research with resurrected data and variables in order to be compared with previous research. The result later showed that binomial regression model could be used to estimate proportion of cultural indicator in Regency/City in Indonesia with better result than direct estimation method.
ANALISIS AMMI DENGAN RESPON GABUNGAN PADA UJI STABILITAS TANAMAN PADI GOGO DI KABUPATEN PACITAN Abdullah Ilman Fahmi; Rahma Anisa; Anang Kurnia; Indonesian Journal of Statistics and Its Applications IJSA
Indonesian Journal of Statistics and Applications Vol 3 No 1 (2019)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v3i1.173

Abstract

Gogo rice is one of the results of various rice cultivation development by planting in a dry land. Gogo rice is expected to give yield a better production of paddy in dry rice fields. The varieties Inpago 7, Inpago 8, Inpago 8 IPB, Inpago 9, Inpago 10, Situ Gintung, Situ Patenggang, Situ Bagendit, Gajah Mungkur, Slengreng TG, Slegreng GK, Srijaya, Towuti, Merah Wangi, dan Inpari 24 were used in this study. This study aims to identify the Gogo rice varieties that are stable and superior in six Pacitan Garden Experimental Plant locations based on a combined response using the AMMI method. The AMMI analysis combines an additive variety analysis as the main effects of treatment with multiple principle component analysis by bilinier modeling for interaction effect. This study used two combined responses, which described the plant productivity and the resistancy. The result of this study explained that some varieties, Inpago 8, Inpago 10, and Situ Patenggang, were stable varieties in all planting location based on the combined responses. According to productivity stability and plant resistancy superior gogo rice variety is Inpago 8 and Inpago 10.
KAJIAN PENGARUH PENAMBAHAN INFORMASI GEROMBOL TERHADAP PREDIKSI AREA NIRCONTOH PADA DATA BINOMIAL Beny Trianjaya; Anang Kurnia; Agus M Soleh
Indonesian Journal of Statistics and Applications Vol 4 No 4 (2020)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v4i4.333

Abstract

Employment data is one of the important indicators related to the development progress of a country. Labor conditions in the territory of Indonesia can only be compared between times through the Survei Angkatan Kerja Nasional (Sakernas) data. Data generated from Sakernas and published by BPS is the number of employed and unemployed. The obstacle in estimating the semester unemployment rate at the regency/municipality level is the lack of a number of examples. One of the indirect estimates currently developing is small area estimation (SAE). This study developed the generalized linear mixed model (GLMM) by adding cluster information and examines the development of modifications with several model scenarios. The purpose of this study was to develop a prediction model for basic GLMM on a small area approach by adding cluster information as a fixed effect or random effect. The simulation results show that Model-2, a model that adds a fixed effect k-cluster and also adds a mean from the estimated effect of random areas in the sample area, is the best model with the smallest relative bias (RB) and Relative root mean squares error (RRMSE). This model is better than the basic GLMM model (Model-0) and Model-1 (a model which only adds a mean from the estimated random effect area in the sample area). Model-2 is applied to estimate the proportion of unemployed sub-district level in Southeast Sulawesi Province. Estimating the proportion of unemployed with calibration Model-2 produced an estimated aggregation of the unemployment proportion of Southeast Sulawesi Province at 0.0272. These results are similar to BPS (0.0272). Thus, the results of the estimated proportion of unemployment at the sub-district level with a calibration Model-2 can be said to be feasible to use.
ANALISIS INFLASI MENGGUNAKAN DATA GOOGLE TRENDS DENGAN MODEL ARIMAX DI DKI JAKARTA Newton Newton; Anang Kurnia; I Made Sumertajaya
Indonesian Journal of Statistics and Applications Vol 4 No 3 (2020)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v4i3.694

Abstract

Inflation is an important economic indicator in showing the economic symptoms of a region's price level. DKI Jakarta is the capital of Indonesia chosen as the center of the economic barometer because it can provide the greatest contribution and influence on the Indonesian economy. The ARIMAX model was used for forecasting by adding independent variables in the Google trends data. Google trends data were explored based on seven expenditure groups published by IHK. The purpose of this study was to determine the effect of forecast Google trends using BPS inflation data in DKI Jakarta. The result of the exploration of Google Trends data was forecasted to get the best forecast model results. The result of data analysis indicates that the forecast results approached the original BPS data with the best forecast model is ARIMAX (2.0.3) all variables X. Google Trends data can be used as forecasting but cannot be used as a reference policy decision.
A Study on Accuracy of Paddy Harvest Area Estimation on Area Sampling Frame Method: Kajian Ketepatan Pendugaan Luas Panen Padi pada Metode Pengambilan Kerangka Sampel Area Mulianto Raharjo; Anang Kurnia; Hari Wijayanto
Indonesian Journal of Statistics and Applications Vol 6 No 1 (2022)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v6i1p41-49

Abstract

There was unsynchronized national rice data until 2017, which indicating that influenced by the differences in calculation methods between government agencies. The Indonesian Central Bureau of Statistics (BPS Statistics), the most responsible agency for national rice data, collected rice plant areas data using the paddy statistical assessment method (SP-Padi). Subjective elements from various parties potentially influenced the result of this assessment method. The development of a new method to overcome this matter has been started by the government since 1993. In 2018 the method, which is named the Area Sample Frame (ASF) method, was officially used by the government under the coordination of BPS. The ASF method divides the area into grids: blocks, segments, and sub-segments. This new method has several issues related to the methodology used in determining the sampling method. This study was conducted to evaluate the accuracy of paddy harvest area estimation on the ASF method through a sampling simulation process of the ASF method with various scenarios. With 20 simulated scenario combinations, it was found that the difference percentage average between the harvested area of the population and the harvested area of the sample to the sub-district area was 0.00062%, and the mean square error (MSE) was 0.0041%. So it can be concluded that the ASF methodology is an unbiased method and is good enough to accommodate various strata diversity in any region.
MODEL APPROACH OF AGGREGATE RETURN VOLATILITY: GARCH(1,1)-COPULA VS GARCH(1,1)-BIVARIATE NORMAL Pasaribu, Asysta Amalia; Kurnia, Anang
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 19 No 3 (2025): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol19iss3pp2069-2082

Abstract

Aggregate risk is an aggregation of single risks that are both independent and interdependent. In this study, aggregate risk is constructed from two interdependent random risk variables. The dependence between two random variables can be determined through the size of dependence and joint distribution properties. However, not all distributions have joint distribution properties; the joint distributions may be unknown, so motivating the use of the Copulas in this study is needed. Sometimes, the Copula model is introduced to construct joint distribution properties. The Copula model in this research is used in financial policies such as investment. In the investment sector, the aggregate risk comes from the sum of the single risks and returns. The model used in aggregate return is the Generalized Autoregressive Conditionally Heteroscedastic (GARCH) model. The data used in this study is the closing price data for Apple and Microsoft stocks from January 01, 2010, to January 01, 2024. The best model selection is the model with the GARCH-Bivariate Normal approach with the smallest MSE value. Model GARCH(1,1)-Bivariate Normal is the best model for the volatility model of aggregate return.
Co-Authors . Hanniva . Marzuki . Sutriyati Abdullah Ilman Fahmi Achmad Fauzan Achmad Fauzan, Achmad Agus Buono Agus M Soleh Agus Mohamad Soleh Ahmad Ansori Mattjik Ajeng Bita Alfira Aji Hamim Wigena Alkahfi, Cahya Amalia Pasaribu, Asysta Amin, Yudi Fathul Anik Djuraidah Ardiansyah, Muhlis Arie Anggreyani Arief Gusnanto ASEP SAEFUDDIN Astri Fatimah Azka Ubaidillah Bagus Sartono Bambang Sumantri Beny Trianjaya Budi Susetyo Budi Waryanto Cici Suhaeni Citra Jaya Dede Dirgahayu Dede Dirgahayu Deiby T Salaki Dewi Juliah Ratnaningsih Dhea Dewanti Dian Handayani Dian Kusumaningrum Dian Kusumaningrum Dian Kusumaningrum, Dwi Agustin Nuriani Sirodj Dwi Wahyu Triscowati Efriwati Efriwati Erfiani Erfiani Erfiani Erwan Setiawan, Erwan Farit Mochamad Afendi Farit Mohamad Afendi Fauzi, Fatkhurokhman Fauziah, Ghina Febryna Sembiring Fitri Dewi Shyntia Fitrianto, Anwar Fitriyani Sahamony, Nur Gerry Alfa Dito Hamid, Assyifa Lala Pratiwi Hamim Wigena, Aji Haq, Irvanal Hari Wijayanto Hari Wijayanto Hari Wijayanto Hestiani Wulandari Hidayat, Agus Sofian Eka Hidayat, Muhammad I Made Sumertajaya I Wayan Mangku Ikhlasul Amalia Rahmi Ina Widayanty Indah Herlawati Indahwati Indonesian Journal of Statistics and Its Applications IJSA Ita Wulandari Iwan Kurniawan Khairani, Fitri Khairil Anwar Notodiputro Kristuisno Martsuyanto Kapiluka Kusman Sadik Loly, Joao Ferreira Rendes Bean Matualage, Dariani Maulana Achiar, Anshari Luthfi Muhammad Nur Aidi Mulianto Raharjo Nashir, Husnun Newton Newton Nurul Hidayati Pardomuan Robinson Sihombing Pasaribu, Asysta Amalia Pingkan Awalia Pramana, Setia Purba, Widyo Pura Purwanto, Arie Putri, Christiana Anggraeni Rahardiantoro, Septian Rahma Anisa Rahma Anisa Rahman, Gusti Arviana Retsi Firda Maulina Ristiyanti Ristiyanti Rysda Rysda Ryska Putri Madyasari Sahamony, Nur Fitriyani Santoso, Andrianto Santoso, Zein Rizky Sari Agustini Hafman Septiani, Adeline Vinda Setyowati, Indah Rini Siregar, Jodi jhouranda Siskarossa Ika Oktora Siti Muchlisoh Suhaeni, Cici Suprayogi, Muhammad Azis Suprayogi, Muhammad Aziz Teguh Prasetyo Thooriq Ghaith Topan . Ruspayandi Triscowati, Dwi Wahyu Tyas, Maulida Fajrining Utami Dyah Syafitri Viarti Eminita Widiyanto, Rhendy K. P. Widoretno, Widoretno Yani Nurhadryani Yenni Angraini Yenni Kurniawati Yudistira Yudistira Yully Sofyah Waode