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MODEL STAR DENGAN BOBOT SERAGAM SEBAGAI PENDETEKSI DEBIT AIR SUNGAI CITARUM Kankan Kankan Parmikanti; Khafsah Joebaedi; Iin Irianingsih
Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP) Vol 8 No 2 (2016): Jurnal Ilmiah Matematika dan Pendidikan Matematika (JMP)
Publisher : Universitas Jenderal Soedirman

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20884/1.jmp.2016.8.2.2891

Abstract

Lately when rainfall in West Java is quite high, the problem of flooding caused by overflowing of the river has always been a trending topic of regional leaders. Whatever the causes of flooding, be it because a lot of waste dumped in rivers or due to illegal logging of trees in the forest, the river water discharge increased rapidly, and overflowed into public housing. Based on the above, it should be made a model that can predict the water discharge of the river from time to time in various locations in West Java. In this paper will be presented studies Space Time Auto Regression models STAR (1,1) to model the problem of water discharge some rivers in West Java, which can be useful for predicting the discharge of river water in the future. By using Least Squares Method as predictors for the parameters, as well as assuming a uniform weighting matrix, the result that the water discharge of a river in addition affected by the river water flow at an earlier time, it is also influenced by the discharge of river water around.
AN EXACT SYMPLECTIC STRUCTURE OF LOW DIMENSIONAL 2-STEP SOLVABLE LIE ALGEBRAS Edi Kurniadi; Kankan Parmikanti; Badrulfalah
EduMatSains : Jurnal Pendidikan, Matematika dan Sains Vol 8 No 2 (2024): Januari
Publisher : Fakultas Keguruan dan Ilmu Pendidikan, Universitas Kristen Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33541/edumatsains.v8i2.5319

Abstract

In this paper, we study a Lie algebra equipped by an exact symplectic structure. This condition implies that the Lie algebra has even dimension. The research aims to identify and to contruct 2-step solvable exact symplectic Lie algebras of low dimension with explicit formulas for their one-forms and symplectic forms. For case of four-dimensional, we found that only one class among three classes is 2-step solvable exact symplectic Lie algebra. Furthermore, we also give more examples for case six and eight dimensional of Lie algebras with exact symplectic forms which is included 2-step solvable exact sympletic Lie algebras. Moreover, it is well known that a 2-step solvable Lie algebra equipped by an exact symplectic form is nothing but it is called a 2-step solvable Frobenius Lie algebra.
THE LIE ALGEBRA su(3) REPRESENTATION WITH RESPECT TO ITS BASIS Edi Kurniadi; Kankan Parmikanti
Jurnal Matematika UNAND Vol 13, No 3 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.3.163-169.2024

Abstract

The eight-dimensional Lie algebra of 3×3 anti-Hermitian matrices withits traces equal to zero is denoted by su(3) whose Lie group is denoted by SU(3). Theresearch aims to provide all representations of su(3) with respect to its basis which isrealized on the three complex variables homogeneous polynomials P1 of degree three. The first step is to construct representations of SU(3) on the space H and the second step is to find all derived representations of SU(3). The obtained results are eight explicit formulas of representations su(3) ↷ P1.
Peramalan Return Saham Subsektor Perbankan Menggunakan Model ARIMA-GARCH Fadhilah, Dila Nur; Kankan Parmikanti; Budi Nurani Ruchjana
Jurnal Fourier Vol. 13 No. 1 (2024)
Publisher : Program Studi Matematika Fakultas Sains dan Teknologi UIN Sunan Kalijaga Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14421/fourier.2024.131.1-19

Abstract

Subsektor perbankan berperan penting dalam meningkatkan iklim investasi dan pertumbuhan pasar modal di Indonesia melalui penerbitan dan penjualan saham, yang turut berkontribusi dalam pertumbuhan ekonomi negara. Peramalan return harga saham berfungsi untuk meminimalisir kerugian yang diakibatkan oleh fluktuasi. Namun, fluktuasi ini dapat menyebabkan terjadinya heteroskedastisitas yang tidak dapat ditangani oleh pemodelan time series biasa, seperti Autoregressive Integrated Moving Average (ARIMA) sehingga membutuhkan model Generalized Autoregressive Conditional Heteroskedasticity (GARCH) untuk menangani volatilitas terkait heteroskedastisitas. Oleh karena itu, tujuan penelitian ini adalah mengkaji model gabungan ARIMA dan GARCH berupa ARIMA-GARCH dan menaksir parameter menggunakan metode Maximum Likelihood Estimation (MLE). Model ARIMA-GARCH diterapkan pada data harga penutupan saham harian Bank Rakyat Indonesia (Persero) Tbk (BBRI) pada periode 1 Februari 2019 hingga 2 Januari 2024. Hasil penelitian menunjukkan bahwa model terbaik dalam peramalan return harga saham adalah model ARIMA (2,0,2)-GARCH (1,1) dan menghasilkan nilai Root Mean Square Error (RMSE) sebesar 0,01628. Kemudian, hasil peramalan menunjukkan bahwa volatilitas meningkat dari periode pertama hingga periode ke enam.
Average and Risk-Return Analysis of Cryptocurrencies Using ARMA-GARCH Models Sya’imaa.HS, Audrey Ariij; Parmikanti, Kankan; Riaman, Riaman
International Journal of Global Operations Research Vol. 4 No. 4 (2023): International Journal of Global Operations Research (IJGOR), Nopember 2023
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v4i4.214

Abstract

Cryptocurrency is a digital currency that is created through encrypted cryptography with complex algorithm and connected to each other on the blockchain system. Cryptocurrencies are widely used as investment instruments for financial assets like stocks. Similar to stocks, cryptocurrencies have a high risk – high returns characteristic, but the fluctuation of cryptocurrencies are more dynamic. Professional investors would do a volatility analysis of cryptocurrencies that potentially give the best returns. Returns assessment usually refers to the average value or expected return, while the estimated investment risk can be seen and analyzed from the volatility value. The study aimed to analyze the average and volatility of cryptocurrencies. This research was a case study done on five cryptocurrencies that are included at Top Gainers of 30 days update lists, in September 2022. The period is January 1, 2019 – September 30, 2022. The ARMA-GARCH models using three types of GARCH models, those are SGARCH(1,1), IGARCH(1,1), and TGARCH(1,1) were used for analysis. Based on the results of this research, the best ARMA-GARCH model for cryptocurrency Quant, XRP, Stellar, Monero, and Decred is ARMA(1,0)-SGARCH(1,1), ARMA(32,0)-TGARCH(1,1), ARMA(0,14)-SGARCH(1,1), ARMA(1,4)-TGARCH(1,1), and ARMA(1,0)-SGARCH(1,1). Best expected return with the lowest volatility value is owned by Monero (XMR). The research can be used by investors as a consideration in investing decision-making to cryptocurrencies.
PERAMALAN HARGA SAHAM PT UNILEVER INDONESIA MENGGUNAKAN FUZZY TIME SERIES MARKOV CHAIN ABSOLUTE DIFFERENCES K-MEANS CLUSTERING DAN FUZZY TIME SERIES MARKOV CHAIN TREE PARTITION METHOD Rafi', Muhammad Thufeil; Firdaniza, Firdaniza; Parmikanti, Kankan
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 5 No. 3 (2024): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v5i3.766

Abstract

Stocks are an investment instrument that is in high demand and can provide large profits for investors, especially stocks from large and popular companies, such as PT Unilever Indonesia. However, the boycott action causes its share price to tend to decline and makes it difficult for investors to make investment decisions. In this research, the development of the Fuzzy Time Series Markov Chain (FTSMC) method, namely Fuzzy Time Series Markov Chain Absolute Differences K-Means Clustering (FTSMC-ADKC) and Fuzzy Time Series Markov Chain Tree Partition Method (FTSMC-TPM) is used in forecasting the stock price of PT Unilever Indonesia. Both methods have a good ability to forecast volatile time series data and do not require data distribution assumptions such as classical forecasting methods. Furthermore, the accuracy of the two methods is compared through the Mean Absolute Percentage Error (MAPE) value, resulting in FTSMC-ADKC being more accurate with a MAPE of 0.71% compared to FTSMC-TPM with a MAPE of 1.21%. By using FTSMC-ADKC, the closing price of PT Unilever Indonesia shares on March 27, 2024 is estimated to be Rp2724.46, which has decreased from the previous day.
The Orthogonal Matrices of O(2) under A Transitive Standard Action of S^1 Kurniadi, Edi; Pratiwi, Putri Nisa; Queency, Aurillya; Parmikanti, Kankan
Euler : Jurnal Ilmiah Matematika, Sains dan Teknologi Volume 12 Issue 2 December 2024
Publisher : Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/euler.v12i2.27752

Abstract

In this paper, we study a Lie group action of the matrix Lie group O(2) on S1 the unit sphere  . The research aims to establish the explicit formulas for all entries of  whose action on S1  is transitive. All possibilities matrices of  are given in which the space  is homogeneous. We prove that there are exactly two matrices in  such that  is the homogeneous space. Moreover, the homogeneous spaces  S(n-1) of O(n)   for n=3  are also discussed.
Comprative Analysis of Profitability Before and During The New Normal During Covid-19 Moisino, Misel Lindi; Parmikanti, Kankan; Riaman, Riaman
International Journal of Global Operations Research Vol. 4 No. 3 (2023): International Journal of Global Operations Research (IJGOR), August 2023
Publisher : iora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/ijgor.v4i3.232

Abstract

The pandemic caused by the corona virus or what is often referred to as Covid-19 has a very big impact on Indonesia and even the whole world. Various aspects were affected including trade. The drastic decline in business profits caused by Covid-19 is not even a few businesses that have gone out of business. One of the affected businesses is PT OSATEX 2. This study aims to determine the difference in profitability in PT OSATEX 2 Company before and during the New Normal during the Covid-19 period. This research uses quantitative and qualitative types of research with the calculation of profitability ratios. The profitability ratios used are Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM) and Gross Profit Margin (GPM). The data collection technique in this study is directly by analyzing the financial statements of the PT OSATEX 2 company during the period March 2020 – December 2021. The data analysis methods used are the Wilcoxon Non Parametik test and the Paired sample t-test with the help of Microsoft Office Excel 2019 and IBM SPSS. The result of the study was that there were differences in the value of Return on Assets (ROA) before and during the New Normal during the Covid-19 period, although there was no difference in the value of Return on Equity (ROE), Net Profit Margin (NPM) and Gross Profit Margin (GPM) before and during the New Normal during the Covid-19 period. There is a decrease in the ROA and ROE value indicating that the company PT OSATEX 2 has experienced negative developments while for NPM and GPM the company PT OSATEX 2 has increased, indicating that the company is experiencing positive developments with the New Normal situation.
Penerapan Model Fuzzy Grey Markov (2,1) Dalam Meramalkan Harga Emas di Indonesia Soraya, Arthamevia Najwa; Firdaniza, Firdaniza; Parmikanti, Kankan
In Search (Informatic, Science, Entrepreneur, Applied Art, Research, Humanism) Vol 23 No 2 (2024): In Search
Publisher : LPPM UNIBI

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37278/insearch.v23i2.878

Abstract

Investasi emas saat ini dianggap sebagai hal yang menjanjikan meskipun harga emas yang terus berubah. Hal ini menjadi tantangan bagi para investor untuk memperoleh keuntungan yang optimal, sehingga diperlukan metode peramalan yang tepat untuk meramalkan harga emas di Indonesia. Pada penelitian ini, digunakan pendekatan baru yang belum pernah digunakan, yaitu Model Fuzzy Grey Markov (2,1) (MFGM(2,1)). Metode ini merupakan metode gabungan yang memanfaatkan logika fuzzy untuk menangani ketidakpastian dalam data, model Grey untuk membentuk model peramalan, dan rantai Markov untuk menentukan matriks peluang transisi keadaan. Pendekatan MFGM(2,1) menarik untuk dikaji karena dapat dipertimbangkan dalam peramalan data yang menunjukkan peningkatan dan penurunan bervariasi, seperti data harga emas yang digunakan dalam penelitian ini. Selanjutnya, tingkat akurasi metode tersebut dihitung berdasarkan nilai Mean Absolute Percentage Error (MAPE), dan diperoleh hasil peramalan yang sangat akurat dengan nilai MAPE sebesar 4.32%.
SEPUTAR ALJABAR ENVELOPING UNIVERSAL DARI ALJABAR LIE FROBENIUS BERDIMENSI 4 Kurniadi, Edi; Badrulfalah, Badrulfalah; Parmikanti, Kankan
EPSILON: JURNAL MATEMATIKA MURNI DAN TERAPAN (EPSILON: JOURNAL OF PURE AND APPLIED MATHEMATICS) Vol 18, No 2 (2024)
Publisher : Mathematics Study Program, Faculty of Mathematics and Natural Sciences, Lambung Mangkurat

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20527/epsilon.v18i2.13798

Abstract

Setiap aljabar Lie mempunyai aljabar enveloping universal dan bersifat tunggal. Dalam penelitian ini, dipelajari aljabar enveloping universal dari suatu aljabar Lie Frobenius berdimensi 4. Tujuannya adalah untuk membuktikan bahwa aljabar enveloping universal dari suatu aljabar Lie Frobenius berdimensi 4 bersifat primitif. Pertama-tama, dikonstruksi suatu basis untuk aljabar enveloping universal menggunakan Teorema Poincare-Birkhoff-Witt untuk menentukan secara eksplisit aljabar enveloping universalnya dan langkah kedua, menentukan karakteristik aljabar enveloping universal hasil konstruksi. Hasil dalam penelitian ini menunjukkan bahwa setiap aljabar enveloping universal dari aljabar Lie Frobenius berdimensi 4 senantiasa bersifat primitif.