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Journal : UNP Journal of Statistics and Data Science

Forecasting Shallot Prices in West Sumatra Province Using the Fuzzy Time Series Method of the Singh Model and the Cheng Model Huriati Khaira; Fadhilah Fitri; Nonong Amalita; Dony Permana
UNP Journal of Statistics and Data Science Vol. 1 No. 1 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (807.7 KB) | DOI: 10.24036/ujsds/vol1-iss1/7

Abstract

Shallots are one of the leading spices that are widely used by humans as food seasoning and traditional medicine. The price of shallots always fluctuates which can affect the buying and selling of consumers and producers. Therefore, forecasting is used as a reference to be able to predict the price of shallots in the future and can provide convenience to the public for the condition of shallot prices in the next period. The forecasting method used is the fuzzy time series (FTS) method. FTS is a method whose forecasting uses data in the form of fuzzy sets sourced from real numbers to the universe set on actual data. Forecasting models used in this study are Singh's FTS model and Cheng's model. The data used is monthly data on shallot prices in West Sumatra Province for the period January 2018 to March 2022. The results obtained in this forecast are the Singh model FTS has a smaller MAPE value of 4.41% with a forecasting accuracy value of 95.59 %. This means that Singh's FTS model is better at predicting the price of shallots in West Sumatra Province.
Time Series Modeling on Stock Return at PT. Telecommunication Indonesia Tbk. Hana Rahma Trifanni; Dony Permana; Nonong Amalita; Atus Amadi Putra
UNP Journal of Statistics and Data Science Vol. 1 No. 1 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (750.274 KB) | DOI: 10.24036/ujsds/vol1-iss1/8

Abstract

One of the time series data modeling is the ARMA model which assumes constant volatility. However, in economic and financial data, there are many cases where volatility is not constant. This results in the occurrence of heteroscedasticity problems in the residuals, so a GARCH model is needed. In addition to heteroscedasticity, another problem with residuals is the asymmetric effect or leverage effect. For that we need asymmetric GARCH modeling. This study aims to compare the accuracy of the ARMA, GARCH, and asymmetric GARCH models. This research is an applied research. The data used is daily stock return data from February 2020 to February 2022 as many as 488 data. The results showed that the best model in modeling stock return volatility is ARMA(0,1). The accuracy of this model is very good with MAD value of 0,0018644 and RMSE value of 0,0025352.
Adding Exogenous Variable in Forming ARIMAX Model to Predict Export Load Goods in Tanjung Priok Port Elvina Catria; Atus Amadi Putra; Dony Permana; Dina Fitria
UNP Journal of Statistics and Data Science Vol. 1 No. 1 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (892.487 KB) | DOI: 10.24036/ujsds/vol1-iss1/10

Abstract

The main idea of world maritime has been launched by the Indonesia’s Government through the development of inter-island connectivity, namely a logistics distribution line system using cargo ships with scheduled routes. However, in terms of inter-island sea transportation connectivity using sea transportation, the number of ships used for loading and unloading activities at Tanjung Priok in 2020 reached 11,876 units, which number decreased by 12.6% compared to the previous year, this figure was not sufficient for transportation of Indonesian loading and unloading goods (exports). This condition is important to note because the implementation of sea transportation, especially for sea toll transportation, if it cannot reach all regions, will cause freight transportation in some areas to be limited and regional economic growth cannot be distributed evenly. The purpose of this study is to predict the number of goods loaded (exported) at the Port of Tanjung Priok, by establishing an export forecasting model. Exogenous variable in the form of the Indonesian Wholesale Price Index. After analyzing the data, the order of the ARIMA model (5,1,1) was obtained as a parameter to estimate the ARIMAX model. From the ARIMAX model (5,1,1), the model's accuracy rate is 13.25% which is quite feasible to use to predict the total export cargo for the period January 2021-December 2021. Forecasting results show better fluctuations than in 2020.
Comparison of Forecasting Using Fuzzy Time Series Chen Model and Lee Model to Closing Price of Composite Stock Price Index Mohammad Reza febrino; Dony Permana; syafriandi; Nonong Amalita
UNP Journal of Statistics and Data Science Vol. 1 No. 2 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (894.218 KB) | DOI: 10.24036/ujsds/vol1-iss2/22

Abstract

Investment is an activity to invest with the hope that someday you will get a number of benefits from theinvestment result. In investing, analyzing is important to see the current situation and condition of stock. Investorscan forecast stock prices by looking at trends based on data movements from stock prices in the past. Fuzzy TimeSeries (FTS) was used in this study to forecast. Fuzzy time series is a forecasting technique that uses patterns frompast data to project future data in areas where linguistic values are formed in the data. This study compares theclosing price of composite stock forecasting using the fuzzy time series chen and lee models. The JCI's closing pricefor the following period is 6,904 and has a Mean Absolute Percentage Error (MAPE) of 4.03%, according to the chenfuzzy time series method. In contrast, utilizing Lee's fuzzy time series method, the predicted JCI closing price for thefollowing period is 7,046, with a MAPE value of 3.10 percent. It can be concluded from the forecasting results of theChen and Lee methods that the Lee model FTS is superior to the Chen model FTS in predicting the JCI closing price.
Comparison of Naive Bayes Method and Binary Logistics Regression on Classification of Social Assistance Recipients Program Keluarga Harapan (PKH) Fanni Rahma Sari; Fadhilah Fitri; Atus Amadi Putra; Dony Permana
UNP Journal of Statistics and Data Science Vol. 1 No. 2 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1276.163 KB) | DOI: 10.24036/ujsds/vol1-iss2/24

Abstract

Population density is one of the causes of economic inequality in society. One of the solutions provided by the government is to distribute social assistance. In 2007 the government created a social assistance program called the “Program Keluarga Harapan” (PKH) with the aim of alleviating poverty. There are several problems in the distribution of social assistance, one of which is receiving aid that is not right on target. Therefore, an appropriate method is needed in classifying the recipients of social assistance properly. This study will use two methods, namely Naive Bayes and Binary Logistic Regression to compare which method is better on the data used. The data used is the DTKS data for PKH assistance recipients in the Anduring Village in 2020. Based on the results obtained, the accuracy of the Naive Bayes method is 70% and Binary Logistic Regression is 73%. So the best method in measuring classification is Binary Logistic Regression.
Comparison of Naïve Bayes and K-Nearest Neighbor for DKI Jakarta Air Pollution Standard Index Classification Nurdalia; Zilrahmi; Dony Permana; Admi Salma
UNP Journal of Statistics and Data Science Vol. 1 No. 2 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (817.962 KB) | DOI: 10.24036/ujsds/vol1-iss2/29

Abstract

Data mining is the process of extracting and searching for useful knowledge and information using certain algorithms or methods according to knowledge or information. The data mining classification methods used in this study are Naïve Bayes and K-Nearest Neighbor. By using the Naïve Bayes and K-Nearest Neighbor methods, it is possible to classify the DKI Jakarta air pollution standard index in 2021 based on six air pollutants, namely dust particles (PM10), dust particles (PM2.5), sulfur dioxide (SO2), carbon monoxide. (CO), ozone (O3) and nitrogen dioxide (NO2). The test was carried out to determine the accuracy in predicting the DKI Jakarta air pollution standard index in 2021 using the confusion matrix evaluation value. So that the best performance of the two methods is found in the Naïve Bayes algorithm with high Naïve Bayes sensitivity values ​​for all categories even though there are data in minority or unbalanced categories, and the frequency of data from each category or in this case the data is not balanced, the Naïve Bayes algorithm shows good performance in accuracy, sensitivity, specificity.
Application of Random Forest to Identify for Poor Households in West Sumatera Province Febri Ramayanti; Dodi Vionanda; Dony Permana; Zilrahmi
UNP Journal of Statistics and Data Science Vol. 1 No. 2 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1438.133 KB) | DOI: 10.24036/ujsds/vol1-iss2/31

Abstract

Poverty is a socioeconomic problem in Indonesia. The number of people who were living in poverty in West Sumatera increases for 26.44 thousands from 2020 to 2021. The government has created programs to cope with poverty by taking into account the criteria for the poor households. These criteria have been developed by using the data obtained through The National Socioeconomic Survey (Susenas). However, instead of.showing the actual location of poor household, the existing data only interprets the number of poor household. Thus make the program less effective. This could be overcome by classification analysis of random forest (RF). RF is collection of many decision trees. Before fitting RF, one has to determine the values if three tuning parameters, mtry, ntree and node size. The result are the smallest OOB’s error rate (%) and Variable Importance Measure(VIM). The classification by RF in this research results in OOB’s error rate was 5.65% or accuracy rate was 94.35% with tuning parameter using mtry=5 and ntree=500. Based on the VIM, the poor household’s criteria include sources of drinking water such as protected or unprotected spring water and surface water, lighting tools such as non-PLN electricity or no usage of electricity, fuel for cooking such as charcoal and firewood, and the head of the household being self-employed, a family worker, or unpaid with at least a junior high degree.
Self Organizing Maps Method for Grouping Provinces in Indonesia Based on the Landslide Impact Suwanda Risky; Syafriandi; Dony Permana; Dina Fitria
UNP Journal of Statistics and Data Science Vol. 1 No. 3 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ujsds/vol1-iss3/15

Abstract

Indonesia is a disaster-prone country due to its climatic, soil, hydrological, geological, and geomorphological conditions. A disaster is an event or chain of events that threatens and disrupts people's lives and livelihoods. A natural disaster is a disaster caused by an event or series of events caused by nature such as a landslide. The number of landslide disaster events in Indonesia varies from province to province, this is due to differences in the characteristics of each province in Indonesia. So that the impact caused by the landslide disaster is also different. Therefore, it is necessary to group and profile so that it can be known which province has the largest impact on landslide disasters. This study used the Self Organizing Maps method in a grouping. The number of clusters to be formed is 3 based on the optimal value of internal cluster validation (Dunn, Connectivity, and Silhouette Index). Cluster 1 consists of 31 provinces, and the average impact of landslides is small. In cluster 2 consisting of 2 provinces, there are 4 dominantly more significant impacts. Cluster 3 consisting of 1 province has 1 dominant impact greater. So it can be concluded that most provinces in Indonesia have a relatively small impact on landslide disasters. However, some provinces have a very large impact on landslides, namely the provinces of West Java, Central Java, and East Java.
Comparison of Haversine and Euclidean Distance Formula for Calculating Distance Between Regencies in West Sumatra Vinka Haura Nabilla; Indonesia; Dony Permana; Fadhilah Fitri
UNP Journal of Statistics and Data Science Vol. 1 No. 3 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ujsds/vol1-iss3/39

Abstract

A distance is a number that indicates how far apart two place are. The benefits of using distance are widely used in research, one of which is in the application of spatial weighting matrices. The spatial weight matrix is obtained based on proximity information between regions. There are two types of spatial weights, namely, based on contiguity and distance. Determining the proximity of regions in West Sumatra is better to use spatial weighting based on distance because in West Sumatra there are islands and mountains that limit the regions. Some distance estimation equations that can be utilized are Haversine and Euclidean distance. The connection between the two points in Haversine takes into account the earth's curvature when calculating the distance, which is a difference between the two formulas. In contrast, the Euclidean distance method uses a straight line to connect two points. The purpose of this research is to ascertain whether the Haversine and Euclidean distance formulas produce significantly different results in terms of distance. Calculation of the coordinate point distance utilizes latitude and longitude obtained from Google Maps. The distances measured using both formulas were expressed as kilometers (km), then the data was processed using the z test. The findings demonstrated that the Haversine formula and the Euclidean distance formula did not significantly differ in the process of calculating distance.
Prediksi Harga Saham PT Bank Syariah Indonesia Tbk Menggunakan Support Vector Regression Isra Miraltamirus; Fadhilah Fitri; Dodi Vionanda; Dony Permana
UNP Journal of Statistics and Data Science Vol. 1 No. 3 (2023): UNP Journal of Statistics and Data Science
Publisher : Departemen Statistika Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/ujsds/vol1-iss3/43

Abstract

A company needs funding from outside the company so that all aspects of development needed can be fulfilled. Companies that need capital can carry out public offerings and sell securities on a stock exchange company. The movement of stock prices tends to fluctuate, so that it will have an impact on the income that will be received by companies and investors. This problem is currently happening to PT BSI Tbk, so it is necessary to do stock price modeling to predict the value of PT BSI Tbk's stock price in the coming days. Support vector regression is a machine learning method that can deal with fluctuating data by producing good predictive models. SVR aims to find the optimal hyperplane to produce a good predictive model. SVR uses the kernel function to handle non-linear data by mapping data from the input space to a higher feature space, hence it will be easier to form an optimal hyperplane. The kernel function used in this study is the radial basis function. The results of this study are that the best parameters are obtained with C = 100, ϵ = 0.01, and γ = 0.001 and produce a model error accuracy of 0.87%.
Co-Authors 01, Riska Addini, Vidhiya Ade Eriyen Saputri Admi Salma Admi Salma Afdhal, Afdhal Rezeki Afifah Zafirah Ahmad Fauzan Aidillah, Kerin Hagia Alandra, Cindy Resha Aldi Prajela Ali Asmar Andini Diva Luthfiyah april leniati Arnellis Arnellis Arssita Nur Muharromah Atus Amadi Putra Azma, Meil Sri Dian Bahri Annur Sinaga Bonita Nurul Afifah Carina, Fadhillah Meisya Denny Armelia Dewi Febiyanti Dina Fitria Dina Fitria, Dina Dinul Haq, Asra Dodi Vionanda Dwi Putri Amilia Dwi Ratih Listiani Yusri Edwin Musdi Elita Zusti Jamaan Elsa Oktaviani Elvina Catria Emi Suryani Putri Fadhilah Fitri Fadhillah Fitri Fadlan Rafly, Muhammad Fanni Rahma Sari Fauzan Arrahman Febri Ramayanti Fenni Kurnia Mutiya Fishuri, Nufhika Hana Rahma Trifanni Hana Zafirah haniyathul husna Hardi, Afifah Hasna, Hanifa Hefiani Mustika Hasanah Helma Helma Huriati Khaira I Made Arnawa Ibnul farizi, Gilang iin aini fitri Indonesia Irma Surya Anisa Isra Miraltamirus Kamil, Fakhri Kurnia Andrea Diva martha, Ully Martha Media Rosha Meidiani Sandra Meliani Putri Mohammad Reza febrino Muslimah, Nailul Amani Muthia Sakhdiah Mutiara Amazona Sosiawati nabillah putri Nadya Nadya nazhiroh, hanifah Nilda Yanti Nisa Ulkhairat Asfar Nisa, Farras Luthfyah Nonong Amalita Nur Fadillah, Nur Nurdalia Nurul Afifah Putra, M. Farel Rusde rahmad revi fadillah rama novialdi Refenia Usman Refina Rintani Revina Rahmadani Ridha Fajria rios Riry Sriningsih RIZKIA, DHEA PUTRI Ronald Rinaldo roza maylinda Salsabilla Khairani Siltima Wiska Siregar, Fauzan Al-Hamdani Sofni Fajriani SRI RAHAYU Suherman Suherman Suwanda Risky Syafriandi Syafriandi Syafriandi Tessy Octavia Mukhti Tri Wahyuni Nurmulyati Vinka Haura Nabilla Wahda Aulia Assara Welgi Okta Irawan Widia Handa Riska Yarman Yarman Yatri Asri Yenni Kurniawati Yerizon Yerizon Yoga Perdana Yuli Andari Wulan Yulia Pertiwi Yulia Utami Putri Yurivo Rianda Saputra YUSWITA, AULIA Zamahsary Martha Zilrahmi, Zilrahmi