Claim Missing Document
Check
Articles

Performance Evaluation of ARIMA and GRU Models for Forecasting Chili Price in East Jawa Windi Pangesti; Nabila Syukri; Khairil Anwar Notodiputro; Yenni Angraini; Laily Nissa Atul Mualifah
JUITA: Jurnal Informatika JUITA Vol. 13 Issue 2, July 2025
Publisher : Department of Informatics Engineering, Universitas Muhammadiyah Purwokerto

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30595/juita.v13i2.26445

Abstract

Time series forecasting plays a crucial role in predicting future conditions based on historical data, particularly in the food sector, which is highly susceptible to price fluctuations. This study compares two approaches: the conventional ARIMA method and the deep learning method GRU, to forecast the price of red chillies in East Java. East Java was chosen because it is the largest national producer of chilies, thus the stability of its prices has a broad impact. The research results indicate that the GRU model outperforms the ARIMA model with a MAPE value of 19.80% compared to a MAPE of 27.63% for the latter. The benefit of this research is to contribute to the literature on developing agricultural commodity price forecasting models as a basis for enhancing food security policies and stabilizing commodity prices, particularly in East Java Province, Indonesia
Kajian Simulasi untuk Identifikasi Faktor yang Memengaruhi Kinerja LSTM dan XGBoost untuk Deteksi Anomali pada Data Deret Waktu yang Dilabelkan Muhammad Rizky Nurhambali; Yenni Angraini; Anwar Fitrianto
JUITA: Jurnal Informatika JUITA Vol. 13 Issue 2, July 2025
Publisher : Department of Informatics Engineering, Universitas Muhammadiyah Purwokerto

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30595/juita.v13i2.26604

Abstract

Time series analysis has evolved to include forecasting and anomaly detection, which can be applied in various fields. Machine learning methods, such as long short-term memory (LSTM) and extreme gradient boosting (XGBoost), are widely developed because they are considered superior to conventional methods. Both use a forecasting approach for anomaly detection. However, the limitations of both methods on anomalies, such as data length, labeling method, and number of anomalies have not been explored. Therefore, this study aims to identify factors that affect the performance of LSTM and XGBoost in forecasting and anomaly detection through various scenarios and compare their metrics evaluation. The study utilizes Jakarta's air quality index data for 2018–2023, which was preprocessed and augmented for simulation purposes. The study shows that the LSTM method is superior to XGBoost, as shown by the lower MAPE (14.7024%), lower RMSE (13.9909), and higher balanced accuracy (0.9935). These results are reinforced by the significant Mann-Whitney test between the two methods, indicating a difference in the method's accuracy. In addition, the Kruskal-Wallis test for each combination of method and treatment showed significant results. These results indicate that data length, labeling method, and number of anomalies affect the method's accuracy
Machine learning approaches for anomaly detection of Jakarta air quality index Muhammad Rizky Nurhambali; Yenni Angraini; Anwar Fitrianto
IAES International Journal of Artificial Intelligence (IJ-AI) Vol 15, No 3: June 2026
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11591/ijai.v15.i3.pp2543-2553

Abstract

Anomalies in time series data are observations that deviate markedly from surrounding values or overall patterns. Air quality index (AQI) data, which vary over time, provide a suitable context for anomaly detection. Time series anomaly detection can be done with machine learning approaches like long short-term memory (LSTM) and extreme gradient boosting (XGBoost). These methods have advantages over conventional methods in handling nonlinearity and large data dimensions. This study compares LSTM and XGBoost methods for detecting anomalies in Jakarta's hourly AQI data. The dataset was obtained from the AirNow website and covers the period from January 1, 2018, to December 31, 2023. Anomalies in the observed data were labeled using moving range (MR) (2) and (3) approaches with three and four-sigma thresholds, and feature engineering (FE) was applied to improve model performance. The results indicate that LSTM is more suitable than XGBoost for forecasting and classification tasks in AQI data. LSTM achieved an average mean absolute percentage error (MAPE) of 10.3840%, a root mean square error (RMSE) of 10.5913, and a balanced accuracy (BACC) of 0.9424 under MR (2) labeling with the four-sigma rule. The anomalies detected mostly occurred between 21:00 and 09:00 and during the rainy season.
Latent Household Food Security in Raja Ampat Marine Protected Areas: A Binary CFA Approach Indah Ratih Anggriyani; I Made Sumertajaya; Khairil Anwar Notodiputro; Yenni Angraini
CAUCHY: Jurnal Matematika Murni dan Aplikasi Vol 11, No 1 (2026): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/cauchy.v11i1.40979

Abstract

This study examines household food security in four marine protected areas in Raja Ampat using repeated cross-sectional household survey data. Data were collected between 2010 to 2024, grouped into five monitoring periods. This study aims to provide a measurement framework for household food security as a latent construct based on binary indicators representing dimensions of food access and to estimate latent household food security scores in the four analyzed areas. In addition to applying confirmatory factor analysis to new empirical data, this study also presents a systematic estimation framework for measuring the latent construct using binary household indicators in repeated cross-sectoral survey data. The framework includes indicator threshold estimation, tetrachoric correlation estimation, parameter estimation using the robust diagonally weighted least squares method, and derivation of latent scores based on posterior expectations using the Gauss–Hermite quadrature approach. The analysis results indicate that the one-factor model provides acceptable fit and adequate construct reliability across the analyzed area-period groups. Estimates of factor loadings and thresholds provide information on the relative contribution and severity of each indicator in representing variations in household food access conditions. Overall, the goodness-of-fit indices indicate that the one-factor structure provides a reasonable representation of the relationships among the observed indicators under the fitted measurement model.
Performance Analysis of ARIMA, LSTM, and Hybrid ARIMA-LSTM in Forecasting the Composite Stock Price Index Andi Illa Erviani Nensi; Mahda Al Maida; Khairil Anwar Notodiputro; Yenni Angraini; Laily Nissa Atul Mualifah
CAUCHY: Jurnal Matematika Murni dan Aplikasi Vol 10, No 2 (2025): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI
Publisher : Mathematics Department, Maulana Malik Ibrahim State Islamic University of Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/cauchy.v10i2.33379

Abstract

This study evaluates the performance of ARIMA, LSTM, and hybrid ARIMA-LSTM models in predicting the closing and opening prices of the Indonesia Stock Exchange Composite Index (IHSG) over various periods (2007-2020, 2007-2022, and 2007-2024). For the LSTM model, a lag of 1 was chosen based on MAPE analysis, showing strong dependence on the previous day’s price. Different learning rates (0.01, 0.001, 0.0001) and batch sizes (16, 32) were tested on various network architectures. Results indicate that while ARIMA effectively captures linear patterns, LSTM consistently outperforms with lower MAPE values—2.27% for closing and 2.02% for opening prices—especially with a simple (1-50-1) architecture and a learning rate of 0.001. The hybrid ARIMA(0,1,1)-LSTM(1-50-1) model showed competitive results, achieving MAPE of 2.00% for closing and 1.74% for opening prices using batch size 16. However, its success depends on ARIMA’s ability to model linear components. Key findings emphasize LSTM’s dominance in accuracy, the importance of parameter tuning, and the effectiveness of simple network structures. The hybrid approach holds promise when linear and nonlinear data components are clearly separable. This research offers methodological insights for optimizing stock price prediction models and practical guidance for model configuration, contributing to the advancement of financial market forecasting.
Comparison of The SARIMA Model and Intervention in Forecasting The Number of Domestic Passengers at Soekarno-Hatta International Airport Anistia Iswari; Yenni Angraini; Mohammad Masjkur
Indonesian Journal of Statistics and Applications Vol 6 No 1 (2022)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v6i1p132-146

Abstract

The Covid-19 pandemic has had a massive effect on the air transportation sector. Soekarno-Hatta International Airport (Soetta) skilled a lower variety of passengers because of the Covid-19 pandemic, even though Soetta Airport persisted to perform normally. Forecasting the number of passengers needs to be done by the airport to decide the proper policy. Therefore, the airport wishes to estimate the range of passengers to determine the right coverage and prepare the facilities provided if there may be a boom withinside the range of passengers throughout the Covid-19 pandemic. Forecasting the number of domestic passengers at Soetta Airport on this examination makes use of the SARIMA model and intervention. This examination compares the SARIMA model and the intervention in forecasting the number of domestic passengers at Soetta Airport. The effects confirmed that the best SARIMA model became ARIMA ARIMA(0,1,0)(1,0,0)12 with MAPE and RMSE of 55,18% and 588887.4, respectively. The best intervention model  became ARIMA0,1,1) (1,0,0)12 b = 0, s = 5, r = 1  with MAPE of 35,25% and RMSE of 238563,4. The MAPE and RMSE values acquired suggest that the intervention model is better than the SARIMA model in forecasting the number of domestic passengers at Soetta Airport throughout the Covid-19 pandemic.
A Comparative Study of Generalized Linear Mixed Model and Mixed Effects Random Forest for Analyzing Data with Outliers Arianti, Reza; Notodiputro, Khairil Anwar; Angraini, Yenni
Jurnal Teknik Informatika (Jutif) Vol. 7 No. 2 (2026): JUTIF Volume 7, Number 2, April 2026
Publisher : Informatika, Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.52436/1.jutif.2026.7.2.5407

Abstract

This study compares MERF and GLMM-NB in analyzing hierarchical data and focusing on the role of residual outliers and the application of winsorization. A two-stage analytical pipeline was implemented: (1) winsorization to reduce extreme residual values, and (2) model training using MERF and GLMM-NB. The dataset comes from the 2021 National Socio-Economic Survey (Susenas) in West Java Province, measuring tobacco consumption intensity. Two statistical approaches are compared, MERF and GLMM with a Negative Binomial distribution (GLMM-NB). Models were trained under two conditions: without winsorization (WIN0) and with two-sided 5% winsorization (WIN5). Winsorization was applied to the training data, and the test data were adjusted using thresholds from the training set. Model performance was assessed using Root Mean Squared Error (RMSE) and the train-test ratio. Under WIN0, GLMM recorded an RMSE of 49.65 for training and 42.27 for testing, while MERF achieved 35.96 and 39.94, respectively. After WIN5, GLMM showed a larger error reduction, with RMSE values of 34.90 (train) and 30.20 (test), while MERF dropped to 26.63 (train) and 28.64 (test). These results indicate that MERF provides higher predictive accuracy, whereas GLMM benefits more from winsorization. Household expenditure, employment status, age, and gender consistently emerged as key variables linked to tobacco consumption intensity. This study is the first to compare MERF and GLMM-NB with winsorization using Indonesia’s hierarchical data. The analytical framework helps inform public health policies aligned with SDG 3: Good Health and Well-being, particularly in reducing tobacco-related health risks.
Co-Authors Aam Alamudi Achmad Noerkhaerin Putra Adelia Putri Pangestika Akbar Rizki Akbar Rizki Amaliya, Sri Amanda, Nabila Tri Amatullah, Fida Fariha Anang Kurnia Andi Illa Erviani Nensi Andika Putri Ratnasari Anisa, Rahma Anistia Iswari Antique Yusuf, Rakesha Putra Arbaynah, Siti Arianti, Reza Ariesanti, Yessy ASEP SAEFUDDIN Azahran, Muhammad Ryan Azkiya, Azka Al Bagus Sartono Berliana Apriyanti Billy, Billy Cintani, Meavi Dian Kusumaningrum Dzulhij Rizki, Muhammad Abshor Eka Dewi Pertiwi Else Virdiani Fachry Abda El Rahman Fadhilah, Nur Anggraini Fadillah, Maulana Ahsan Fira Nurahmah Al Aminy Fitri, Zafira Ilma Fitrianti, Dwi Fitrianto, Anwar Gerry Alfa Dito Ghiffary, Ghardapaty Ghaly Gunawan, Windi Hakim, Bashir Ammar Hari Wijayanto Hasanah, Mauizatun Hilali Moh’d, Fatma I Made Sumertajaya Ilma, Meisyatul Ilmani, Erdanisa Aghnia Indah Ratih Anggriyani Indahwati Isnaini, Mardatunnisa Itasia Dina Sulvianti Jamaluddin Rabbani Harahap Kenia Maulidia Kurnadipare, Aleytha Ilahnugrah Kusman Sadik Laily Nissa Atul Mualifah Lia Ratih Kusuma Dewi Magfirrah, Indah Maghfiroh, Firda Aulia Mahda Al Maida Mahesa Ahmad Rahmawan Mahesa, Hakim Zoelva Maulidiyah, Wildatul Moh'd, Fatma Hilali Mohammad Abror Gustiansyah Mohammad Masjkur Mualifah, Laily Nissa Atul Mualifah, Laily Nissa Atul  Muhammad Rizky Nurhambali MY, Hadyanti Utami Nabila Ghoni Trisno Hidayatulloh Nabila Ghoni Trisno Hidayatulloh Nabila Syukri Nickyta Shavira Maharani Nizar, Yeky Abil Nugraha, Adhiyatma Nur Aziza, Vivin Nurhambali, Muhammad Rizky Oksi Al Hadi Oktaviani Aisyah Putri Pratiwi, Windy Ayu Putri Zainal Putri, Adelia Putri, Mega Ramatika Putri, Rizki Alifah Raffael Julio Roger Roa Rahmasari, Hazelita Dwi Rahmi, Salsabila Dwi Ramadhani, Dini Ramdani, Indri Riana Riskinandini Riska Yulianti, Riska Rizki, Akbar Rizki, Anwar Fajar Setyowati, Silfiana Lis Siregar, Indra Rivaldi Siti Aisyah Steven Kurniawan Suci Pujiani Prahesti Suwarso, Dhiya Khalishah Tsany Syam, Ummul Auliyah Tendi Ferdian Diputra Tias Amalia Safitri Tsabitah, Dhiya Tsabitah, Dhiya Ulayya Ulfia, Ratu Risha Utami Dyah Syafitri Wahyudina, Salsa Putri Windi Pangesti Wiwiek Poedjiastoeti, Wiwiek Wiwik Andriyani Lestari Ningsih Wiwik Andriyani Lestari Ningsih Yanuari, Eka Dicky Darmawan Yully Sofyah Waode Zulhijrah, Zulhijrah