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All Journal Media Statistika Jurnal Ilmu Dasar Statistika Jurnal Matematika & Sains Telematika Jurnal Fourier Jurnal Sains Matematika dan Statistika PERFORMA : Media Ilmiah Teknik Industri Jurnal Teknik Industri: Jurnal Keilmuan dan Aplikasi Teknik Industri BAREKENG: Jurnal Ilmu Matematika dan Terapan IJID (International Journal on Informatics for Development) Jurnal Riset Statistika Journal of Industrial Engineering and Halal Industries JURTI Jurnal Teknik Industri STATISTIKA

Epha Diana Supandi

Unknown Affiliation

Author-ID : 260035

Religion Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Industrial & Manufacturing Engineering Mathematics Mechanical Engineering Physics Transportation

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PENDUGAAN SELANG TAHAN HIDUP DARI DATA UJI HIDUP BERDISTRIBUSI PARETO DI BAWAH SENSOR TIPE II DENGAN METODE BAYESIAN (STUDI KASUS PARAMETER SKALA DIKETAHUI) Mohd. Rizam Abu Bakar; Epha Diana Supandi
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 3, No 1 (2003)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v3i1.550

Bayesian adalah suatu metode untuk menduga parameter. Metode ini dapat diterapkan pada analisis uji hidup. Dalamtulisan ini diuraikan tentang pendugaan selang tahan hidup dari data uji hidup berdistribusi Pareto dibawah sensor tipe II denganmetode Bayesian, khususnya pada kasus parameter skala diketahui. Arnold dan Press (1989) telah melakukan pendugaan danperkiraan dengan metode bayesian pada data Pareto. Geisser (1985) telah menduga selang pada observasi eksponensial danPareto. Sementara Arnold dan Press (1983) telah membuat inferensi Bayesian pada populasi pareto

Karakteristik Kurva Efisien Frontier dalam Menentukan Portofolio Optimal epha diana supandi
Jurnal Teknik Industri Vol. 18 No. 1 (2016): JUNE 2016
Publisher : Institute of Research and Community Outreach - Petra Christian University

Pada tulisan ini karakteristik kurva efisien frontier pada model portofolio Markowitz diteliti secara matematis. Portofolio optimal diperoleh dengan menggunakan metode Lagrange. Pada penelitian ini juga dikaji karakteristik portofolio optimal pada portofolio minimum variance, portofolio tangency dan portofolio mean-variance serta posisinya pada kurva efisien frontier. Lebih lanjut untuk memberikan gambaran yang lebih konkrit maka diberikan contoh numerik pada beberapa saham yang diperdagangkan di pasar modal Indonesia.

PERBANDINGAN MODEL CAPITAL ASSET PRICING MODEL (CAPM) DAN LIQUIDITY ADJUSTED CAPITAL ASSET PRICING MODEL (LCAPM) DALAM PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM SYARIAH Veladita Apriyanti; Epha Diana Supandi
MEDIA STATISTIKA Vol 12, No 1 (2019): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

In stock investments, every investor wants to get a high level of return and low risk. The stock price is very volatile and unpredictable, this makes investors have to find solutions in order to get a benefit from this investment. One way is to form a portfolio. A portfolio is a collection of several shares. There are several models for calculating stock portfolios such as CAPM (Capital Asset Pricing Model) and LCAPM (Liquidity Adjusted Capital Asset Pricing Model). The CAPM is a model that describes the relationship between the expected return and risk of investing in a security. The LCAPM is an extension of CAPM by taking into account the liquidity of assets. Data from Jakarta Islamic Index is used to verify the two models. In this case, the empirical results show that the performance of CAPM is better than the LCAPM.

Analisis Klaster dalam Pembentukan Portofolio Robust Mean-Variance Epha Diana Supandi; Yogi Anggara
Jurnal Sains Matematika dan Statistika Vol 9, No 1 (2023): JSMS Januari 2023
Publisher : Universitas Islam Negeri Sultan Syarif Kasim Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24014/jsms.v9i1.19003

Pembentukan portofolio adalah proses menggabungkan beberapa aset dengan tujuan menghasilkan return tertinggi pada tingkat risiko terendah. Portofolio optimal model Mean-Variance (MV) sangat sensitif terhadap keberadaan outlier. Salah satu cara untuk mengatasi kelemahan portofolio MV adalah dengan menggunakan estimasi robust. Data penelitian menggunakan saham-saham yang terdaftar di Jakarta Islamic Index (JII) dimana pada tahap awal digunakan teknik clustering dengan metode K-Means. Hasil analisis kelompok terbentuk dua klaster, dimana klaster pertama terdiri dari saham ITMG, ADRO, PTBA, dan MDKA sedangkan klaster kedua terdiri dari saham INDF, TLKM, KLBF, dan UNTR. Hasil analisis kinerja saham menunjukkan bahwa klaster pertama model portofolio klasik Obj-10 paling baik karena memiliki sharpe ratio tertinggi. Sedangkan pada klaster kedua portofolio robust model Obj-100 paling baik

Regresi Data Panel untuk Mengetahui Faktor-Faktor yang Mempengaruhi IPM di Kabupaten/Kota Provinsi DIY Epha Diana Supandi; Riska Yulianti; Akhmad Fauzy
Statistika Vol. 22 No. 2 (2022): Statistika
Publisher : Department of Statistics, Faculty of Mathematics and Natural Sciences, Universitas Islam Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/statistika.v22i2.1122

The Human Development Index (HDI) is a regional or national welfare index based on three aspects, namely a long and healthy life, knowledge, and a decent standard of living. This study aims to determine the factors that affect the HDI of Regency/City in the Province of the Special Region of Yogyakarta (DIY) in 2016-2021. These factors include poverty rates, average length of schooling, gross regional domestic product, and health complaints. The analysis used is panel data regression. The influencing factors are the variable of poverty level, average length of schooling and gross regional domestic product.

Analisis Structural Equation Modeling Partial Least Square Terhadap Faktor Yang Mempengaruhi Keputusan Pembelian Konsumen Pada Produk AMDK Cindy Caroline; Ira Setyawati; Epha Diana Supandi
Performa: Media Ilmiah Teknik Industri Vol 23, No 1 (2024): Performa: Media Ilmiah Teknik Industri
Publisher : Industrial Engineering, Faculty of Engineering, Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20961/performa.23.1.84210

Increasingly fierce competition requires companies to produce a good brand image. This encourages entrepreneurs to be more effective, efficient, creative, innovative and adaptive, so that companies are able to choose the right strategy. Companies need to know the position of their product brands in the minds of consumers and then develop strategies to further increase consumer loyalty. This study was conducted to analyze the factors of quality, price, and brand image on purchasing decisions. Data analysis was carried out by Partial Least Square - Structural Equation Model using SmartPLS statistical software. With the results of the R2 output of 64% and the significance test with the bootstrapping process, the price, quality and brand image factors have a significant influence on purchasing decisions. The variable that has the most influence on purchasing decisions is brand image with an original sample value of 0.426.

Pembentukan Portofolio Robust Mean-Variance Saham Syariah Jakarta Islamic Index (JII) Melalui Pendekatan Analisis Klaster K-Medoids Widiawati, Alfina Viona Isabela; Epha Diana Supandi
Statistika Vol. 24 No. 2 (2024): Statistika
Publisher : Department of Statistics, Faculty of Mathematics and Natural Sciences, Universitas Islam Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/statistika.v24i2.3994

ABSTRAK Portofolio adalah kumpulan dari beberapa aset. Tujuan pembentukan portofolio yaitu untuk menghasilkan return yang paling tinggi sambil mengurangi risiko. Untuk menghindari outlier yang sering terjadi dalam portofolio model Mean-Variance (MV), perlu menggunakan estimasi robust. Data penelitian menggunakan closing price bulanan dari saham-saham yang konsisten selalu masuk ke dalam kelompok Jakarta Islamic Index (JII) periode Januari 2019 – Juni 2023. Tahap awal analisis menggunakan teknik klastering metode K-Medoids berdasarkan pada nilai expected return dan risiko. Klasterisasi dilakukan untuk menghemat waktu dan menekan biaya manajemen portofolio. Hasil analisis klaster menciptakan dua klaster. Saham INCO dan ADRO mewakili klaster pertama, dan saham KLBF dan AKRA mewakili klaster kedua. Keempat saham representasi tersebut dibentuk portofolio MV robust S dan portofolio MV robust Constrained-M (CM). Kinerja portofolio diukur menggunakan sharpe ratio. Hasil analisis menunjukkan bahwa kinerja model portofolio robust MV estimasi Constrained-M (CM) mengungguli kinerja model portofolio robust MV estimasi S. ABSTRACT A portfolio is an assortment of several items. The goal of portfolio construction is to get the maximum return at the least amount of risk. Robust estimate is a means to mitigate the sensitivity of the Mean-Variance (MV) model portfolio to outliers. The research data uses monthly closing prices of stocks that are consistently included in the Jakarta Islamic Index (JII) group for the period January 2019 - June 2023. The initial stage of analysis uses the K-Medoids method clustering technique based on the expected return and risk values. The purpose of the clustering is for time efficiency and to reduce the amount of costs in managing the portfolio. The results of the cluster analysis formed two clusters, where the first cluster is represented by INCO and ADRO stocks. While the second cluster is represented by KLBF dan AKRA stocks. The four representative stocks are formed MV robust S portfolio and MV robust Constrained-M (CM) portfolio. Portfolio performance is measured using the sharpe ratio. According to the analysis's findings, the Constrained-M (CM) estimation MV robust portfolio model performs better than the S estimation MV robust portfolio model.

Fourier Series Nonparametric Regression Modeling in the Case of Rainfall in West Java Province Anatansyah Ayomi Anandari; Supandi, Epha Diana; Musthofa, Muhammad Wakhid
IJID (International Journal on Informatics for Development) Vol. 11 No. 1 (2022): IJID June
Publisher : Faculty of Science and Technology, UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/ijid.2022.3300

The Fourier series is a trigonometric polynomial that has flexibility, so it adapts effectively to the local nature of the data. This Fourier series estimator is generally used when the data used is investigated for unknown patterns and there is a tendency for seasonal patterns. This study aims to determine the results of the best Fourier series nonparametric regression model and the level of accuracy of the Fourier series nonparametric regression model on rainfall data by month in West Java Province in 2015-2019. This research is about a nonparametric regression model of Fourier series which is estimated using Ordinary Least Square method. Nonparametric regression using the Fourier series approach was applied to Rainfall data in West Java Province in 2015-2019. The independent variables used were the average air humidity, air pressure, wind speed, and air temperature. The model used to model the amount of rainfall in West Java Province is a nonparametric Fourier series. The nonparametric regression model is the best Fourier series with K =13 values obtained Generalized Cross Validation, Mean Square Error, and R2 respectively at 549.92; 462.09; and 97.30%. The results showed that the variables of air humidity and air pressure had a significant effect on rainfall.

Analisis Diskriminan Pada Survei Kepuasan Masyarakat Terhadap Pelayanan BPJS Kesehatan Menggunakan Software R PRAMONO, YUDA EKA; Setyaningsih, Ira; Diana Supandi, Epha
Jurnal Teknik Industri Vol 3, No 2 (2024)
Publisher : Fakultas Teknologi Industri, UNISSULA

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30659/jurti.3.2.106-112

Penelitian ini bertujuan untuk menganalisa terkait kepuasan masyarakat terhadap pelayanan BPJS Kesehatan di Kabupaten Pemalang. Penelitian dilakukan dengan menyebarkan kuesioner kepada pengguna BPJS Kesehatan dengan menggunakan jumlah sampel yang diambil sebanyak 50 responden. Penelitian ini dilakukan dengan tujuan untuk mengetahui perbedaan yang signifikan kepuasan masyarakat pengguna BPJS Kesehatan Kabupaten Pemalang dengan membentuk model diskriminan. Metode penelitian yang digunakan adalah metode survey dengan pengumpulan data primer menggunakan angket melalui pengambilan sampel proporsional. Kepuasan pelanggan dibedakan menjadi dua kategori yaitu sangat memuaskan, dan kurang memuaskan. Sedangkan variabel yang diduga mempengaruhi tingkat kepuasan pelanggan adalah Pelayanan Administrasi, Keahlian dan Keterampilan Petugas Pelayanan, Teknologi Pelayanan Medis dan Sikap Petugas Pelayanan Terhadap Hubungan Antar Manusia. Setelah ditemukan hasil survei kepuasan masyarakat kemudian dilakukan proses tahap selanjutnya yaitu analisis diskrimian menggunakan Software R untuk membuat model diskriminan linear. Hasil yang diperoleh bahwa model diskriminan linier berhasil dibentuk dengan koefisiensi varibel X1, X2, X3, dan, X4 dengan hasil yang positif. Prediksi klasifikasi menunjukan sebanyak 45 pengamatan tepat dan sebanyak 5 pengamatan salah, dengan ketepatan klasifikasi 90%. Pada uji signifikansi terkait uji wilks menunjukan p-value sebesar 3.208 x 10-7 sehingga H0 ditolak, dimana menunjukan perbedaan signifikansi antar kelompok. Kemudian terkait keberhasilan data dapat dijelaskan bahwa data tidak berdistribusi normal multivariat karena p-value lebih kecil dari α (0,001052623 < 0.05), dan tidak terdapat adanya multikolinieritas antar variabel bebas karena VIV < 0,05. Didapatkan sebuah rekomendasi yaitu pada persamaan diskriminan linier berperan efektif dalam membedakan kelompok-kelompok berdasarkan variabel bebas, dan kemudian perlu adanya perbaikan pelayanan pada administrasi dan teknologi pelayanan medis untuk meningkatkan kepuasan masyarakat.Kata kunci: Analisis Diskriminan, Kepuasan Masyarakat, Software R

COMPARISON OF ROBUST ESTIMATION ON MULTIPLE REGRESSION MODEL Jana, Padrul; Rosadi, Dedi; Supandi, Epha Diana
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/barekengvol17iss2pp0979-0988

This study aimed to compare the robustness of the OLS method with a robust regression model on data that had outliers. The methods used on the robust regression model were M-estimation, MM-estimation, and S-estimation. The step taken was to check the characteristics of the data against outliers. Furthermore, the data were modeled with and without outliers using the OLS method and the M-, MM-, and S-estimations. The results were very different between the data with and without the outlier models in the OLS method. It was reflected in the intercept and standard error variables generated from the models. Meanwhile, the regression model with the M-, MM-, and S-estimations was quite stable and able to withstand the presence of outliers. Based on the three estimations that were robust against the outliers, the MM-estimation was the best candidate because, in addition to having a stable intercept parameter estimation, it also had the smallest standard error, which was 61.9 in the resulting model.

Co-Authors Abdurakhman Abdurakhman Akhmad Fauzy Anatansyah Ayomi Anandari Atika Oktavia Cindy Caroline Dedi Rosadi Eka Nur Vanti Ira Setyaningsih Ira Setyawati Jana, Padrul Luh Putu Ratna Sundari Mohd. Rizam Abu Bakar Muhammad Wakhid Musthofa Noor Saif Muhammad Mussafi Pipit Pratiwi Rahayu PRAMONO, YUDA EKA Riska Yulianti Rochmiyani, Fitri Sri Puji Lestari Vanti, Eka Nur Veladita Apriyanti Wahyu Suryadi Suryadi Widiawati, Alfina Viona Isabela Yogi Anggara Zain, Zuva Amalina

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