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All Journal EKSAKTA: Journal of Sciences and Data Analysis Jurnal Statistika Universitas Muhammadiyah Semarang Jurnal Matematika dan Statistika serta Aplikasinya (Jurnal MSA) Register: Jurnal Ilmiah Teknologi Sistem Informasi Jurnal Fourier Indonesian Journal of Applied Statistics Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) BAREKENG: Jurnal Ilmu Matematika dan Terapan Unisda Journal of Mathematics and Computer Science (UJMC) JTAM (Jurnal Teori dan Aplikasi Matematika) J Statistika: Jurnal Ilmiah Teori dan Aplikasi Statistika Jurnal Ilmiah Pendidikan dan Pembelajaran EIGEN MATHEMATICS JOURNAL Variance : Journal of Statistics and Its Applications Jurnal Saintika Unpam : Jurnal Sains dan Matematika Unpam Square : Journal of Mathematics and Mathematics Education ESTIMASI: Journal of Statistics and Its Application Majalah Ilmiah Matematika dan Statistika (MIMS) Soeropati: Journal of Community Service Journal of Intelligent Computing and Health Informatics (JICHI) JAMBURA JOURNAL OF PROBABILITY AND STATISTICS LOSARI: Jurnal Pengabdian Kepada Masyarakat JURNAL INOVASI DAN PENGABDIAN MASYARAKAT INDONESIA Tepis Wiring : Jurnal Pengabdian Masyarakat Jurnal Statistika dan Komputasi (STATKOM) Journal of Data Insights Prosiding Seminar Nasional Unimus Parameter: Jurnal Matematika, Statistika dan Terapannya Jurnal Statistika Industri dan Komputasi Journal of Mathematics, Computation and Statistics (JMATHCOS) Emerging Statistics and Data Science Journal Amalgamasi: Journal of Mathematics and Applications RAGAM: Journal of Statistics and Its Application
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Journal : EIGEN MATHEMATICS JOURNAL

Forecasting the Volatility of Tuna Fish Prices in North Sumatra using the ARCH Method in the Period January - April 2024 Multiyaningrum, Riska; Amri, Ihsan Fathoni; Haris, M. Al; Salsabilla, Havinka Angel; Ginasputri, Heppy Nur Asavia; Sintya, Salsabila Dhea
Eigen Mathematics Journal Vol 7 No 2 (2024): December
Publisher : University of Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/emj.v7i2.236

Abstract

Tuna (Euthynnus affinis) is one of the most important fisheries commodities in Indonesia with significant economic value, especially in its contribution to fisheries export revenue. However, the price of tuna experiences significant fluctuations that can affect local and national economic stability. This study analyzes the daily price fluctuations of tuna in the North Sumatra market from January 1, 2024 to April 29, 2024 using a time series analysis approach. Daily price data were collected and analyzed to identify existing price patterns and volatility. The Autoregressive Conditional Heteroskedasticity (ARCH) model was selected to address the heteroscedasticity in the data, which suggests that the volatility of tuna prices can be well predicted based on past price behavior. The analysis steps include identifying the optimal ARCH model using the Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF), as well as testing parameter significance and normality assumptions to validate the model fit. The results show that the ARMA (1,0,0) model is the optimal one to model the price volatility of yellow tuna with the MAPE obtained of 2.382. compared to the ARMA-ARCH method with the MAPE value obtained of 2,747. Because it still contains heteroskedasticity effects, even though the results are good, the prediction results do not closely match the original data. The model is effective in improving price forecasting accuracy, which is important to support decision-making in risk management and economic planning in the fisheries sector. The findings contribute to understanding the dynamics of the yellowtail market and optimizing strategies for fisheries management.
The ARIMA-GARCH Method in Case Study Forecasting the Daily Stock Price Index of PT. Jasa Marga (Persero) Amri, Ihsan Fathoni; Wulan Sari; Widyasari, Velia Arni; Nurohmah, Nufita; Haris, M. Al
Eigen Mathematics Journal Vol 7 No 1 (2024): June
Publisher : University of Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/emj.v7i1.174

Abstract

PT Jasa Marga is a large company in Indonesia that develop and operation the toll roads and is known as one of the blue chip companies with LQ45 shares. However, share prices have high volatility or rise and fall quickly so their value is always changing. Therefore, forecasting is needed to predict the share price of PT Jasa Marga in the future in order to know the movement of its share price. The Autoregressive Integrated Moving Average (ARIMA) method is a method that can predict data with high volatility, but has the disadvantage of residuals containing heteroscedasticity. So, the addition of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model was carried out to overcome the heteroscedasticity problem that was initially caused by the ARIMA model so it could predict data with high volatility more optimally. Therefore, this research applies the ARIMA-GARCH method to find the best model for forecasting the daily share price index of PT Jasa Marga. The data used comes from the daily closing stock price index of PT Jasa Marga (Persero) for the period January 2015 to May 2023. The measurement of forecasting accuracy uses the Mean Absolute Percentage Error (MAPE). The forecasting results show that the best model uses ARIMA (2,1,1) - GARCH (1,3) with a MAPE value of 6.825728%, which indicates very good forecasting results because the MAPE value is <10%.
Survival Analysis Using Kaplan-Meier and Cox Regression in Hypertension Patients at Kefamenanu Regional Hospital Khikman, Muhammad Alvaro; Multiyaningrum, Riska; Kholifah , Revika Inta Nur; Sa'adah , Lydia Nur; Safira, Elfina Latifah; Sarah, Albertus Dion; Amri, Ihsan Fathoni; Haris, M. Al
Eigen Mathematics Journal Vol 8 No 2 (2025): December
Publisher : University of Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/emj.v8i2.270

Abstract

Hypertension is a chronic disease with a steadily increasing global prevalence and is one of the leading causes of serious complications. Indonesia is among the countries with a high prevalence of hypertension, necessitating an understanding of the factors influencing patient treatment duration to enhance the effectiveness of healthcare services. This study aims to analyze differences in the survival rates of hypertensive patients at Kefamenanu Hospital based on gender. The Kaplan-Meier method was used to estimate patient survival rates, while Cox Proportional Hazards regression was used to evaluate the influence of gender on survival time. The Kaplan-Meier analysis results showed that female patients had a higher probability of survival than male patients during hospitalization. However, the Cox Proportional Hazards regression analysis indicated that this difference was not statistically significant. These findings suggest that while there are differences in survival patterns, gender is not the primary determinant of the duration of care for hypertensive patients. The results of this study are expected to provide input for hospitals in designing more effective care strategies that focus on other factors that may influence patient survival time.
Co-Authors Abdul Ghufron Abidah, Khansa Ni'mal Abimanyu Arya Ramadhan Adhwaningrum, Arullah Salsabila Agi Khoerunnisa AHMADI Ainurrofiah, Safira Alambara, Ach Ridoi Ali Imron Ali Imron Alwan Fadlurohman Alya Febriyani Amalia Jihan Syafiqoh Amin Samiasih Amri, Ihsan Fathoni Amri, Saeful Amrullah, Ahmad Amrullah, Setiawan Andy Purnomo, Eko Angelina, Lea Anggoro, Vernanda Kresna Anne Mutiara Wardani Ariska Fitriyana Ningrum Arsusma, Jesicha Arya Praditya Arya, Abimanyu Astuti, Sofi Anggi Asyfani, Yusrisma athoni Amri, Ihsan F Aulia Dewi Gustiarni Aulia Fadhli Boer Ayesha Nayla Salsadella Ayomi, Nun Maulida Suci Ayu Wulandari Azzahrani, Rahma Dewi Barlian, Seftia Amelia Rizki Bunga Ayuningrum Choirudin, Mochamad Fahmi Cika Awani Ayuwida Dannu Purwanto Devina Nadifa Nur Aulia Diani, Nandini Lova Dzeaulfath, Muhammad Eny Winaryati Eny Winaryati Ermawati, Asti Evida Oktaviana Fabiola, Gwenda Fadhilah Azzahra Fadillah, Muhammad Reza Fauzi, Fatkhurokhman Fauzi, Fatkhurrokhman Fazia Risnita Widiyana Fazza Baita, Miftakhiyah Febrianti, Fatika Lovina Firdatul Fahria Firdaus, Falah Tinton Fisabilillah, Muh. Irodat Fitri Anjani Gautama, Rahmad Putra Ginasputri, Heppy Nur Asavia Haris, M Al Haris, M. Al Havinka Angel Salsabilla Hidayat, Muhamad Arif Hilma Hanna Mahanna Haqq Himmaturrohmah, Laily Husna, Rizqa El Iffah Norma Hidayati Ihsan Fathoni Ihsan Fathoni Amri Ikhwanudin, Muhamad Ilham Khairul Anam Imelya Susianti Indah Fitriyani Indah Manfaati Nur Indah Manfaati Nur Indriani, Anita Retno Inta Nur Kholifah, Revika Irawan, Alfian Chandra Izzah, Nasyiatul Kaia Raissa Akmalia Khikman, Muhammad Alvaro Khoirul Huda Kholifah , Revika Inta Nur Kinanta, Ailsha Syafa Latisa Alifa Maura Lein, Raymond Bolly Linda Puspitasari Mandala Adikara Sencoko Marsela Ayu Irdiana Masichah, Firochul Masudah, Nurhidayatul Miftakhul Haris Miftakhurizki Mochamad Hasyim Mualim Tahari Mufidatul Ulya Muhammad Hali Mukron Muhammad Rifqy Ardiansyah Muhammad Saifuddin Nur Multiyaningrum, Riska Musa, Fitri Diana Nadia Khoirunnafisa Salma Nandini Lova Diani Nikmah Handayani Ninu, Maria Febronia Nugroho, Muhammad Dimas Alfian Nur, Rachmat Kahfiwan Nurfuad, Khilmi Nurhalisa, Siti Nurhidajah Nurmalita, Rahma Nurohmah, Nufita Okiyanto, Rizal Pandiriyan, Muhammad Tegar Permata, Alia Prastiwi, Harvina Sindy Prastyo, Ikwan Pratama, Rifin Fadilla Pratama, Rizky Adi Priambodo, Danu Prissy Nusaiba Yulisa Prizka Rismawati Arum Purnama, Estyaningsi Purnomo Putro, Dwi Puspitasari, Linda Putra, Septian Malik Putri Wahyu Muharamah Putri, Agata Dwi Putri Putri, Melfia Verahma RA. Qonita Syalsabilla Handayani Rahma Nurmalita Ramadhan, Abimanyu Arya Ramadhan, Wulan Nur Rangga Sa'adillah SAP Ridwanulhaq, Alfina Fauziah Rochdi Wasono Rochdi Wasono Ryan Mahardika Sa'adah , Lydia Nur Safira, Elfina Latifah Safira, Rahma Salma, Nadia Khoirunnafisa Salsabila Rahma Anisa Salsabilla, Havinka Angel Sam'an, Muhammad Sanmas, Safril Ahmadi Saputri, Atika Dwi Sarah, Albertus Dion Sari, Selvi Ana Windia Sawiah Adam, Asriyanti Septi Winda Utami Septia, Siti Fajar Sesotyaning Harum Prabuningrat Shinta Amaria Sidqi, Isnaeni Miftahul Sintya, Salsabila Dhea Siti Hamidah Ardhy Suci Laeliyah Suci Mega Puji Lestari Suherdi, Andri Sulistiya, Indah Sulistiyani, Dwi Supriadin Supriadin Syafina Amira Firdaus Syaharani, Nabbila Dyah Tiani Wahyu Utami Tresiani Yunitasari Tri zahrotun Wahyuningsih Ulinuha, Samikoh Utami, Rossy Prima Nada Utiningtyas, Almas Rizki Wahid, Siti Nurasriyanti Wahyuningsih, Andria Watur, Annisa Cahyaningrum Widiyanti, Karin Dita Widyasari, Velia Arni Wulan Sari Wulan Sari, Wulan Yolan Triky Yulia Fitri Yulia Nur Kumala Yulianita, Tanti