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Journal : Jurnal Matematika

Estimasi Model Seemingly Unrelated Regression (SUR) dengan Metode Generalized Least Square (GLS) Ade Widyaningsih; Made Susilawati; I Wayan Sumarjaya
Jurnal Matematika Vol 4 No 2 (2014)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2014.v04.i02.p49

Abstract

Regression analysis is a statistical tool that is used to determine the relationship between two or more quantitative variables so that one variable can be predicted from the other variables. A method that can used to obtain a good estimation in the regression analysis is ordinary least squares method. The least squares method is used to estimate the parameters of one or more regression but relationships among the errors in the response of other estimators are not allowed. One way to overcome this problem is Seemingly Unrelated Regression model (SUR) in which parameters are estimated using Generalized Least Square (GLS). In this study, the author applies SUR model using GLS method on world gasoline demand data. The author obtains that SUR using GLS is better than OLS because SUR produce smaller errors than the OLS.
Faktor-faktor yang Memengaruhi Kualitas Pelayanan Jaminan Kesehatan Bali Mandara Made Susilawati; Ni Ketut Tari Tastrawati; Ni Nyoman Widiasih
Jurnal Matematika Vol 4 No 1 (2014)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2014.v04.i01.p40

Abstract

Penelitian ini bertujuan untuk mengetahui faktor-faktor yang memengaruhi kualitas pelayanan jaminan kesehatan Bali Mandara sehingga dapat memberikan pertimbangan bagi Pemerintah daerah dalam rangka perencanaan peningkatkan kualitas kesehatan. Penelitian ini mengambil responden sebanyak 150 resoponden yang menggunakan jaminan kesehatan Bali Mandara. Dalam penelitian ini, 27 variabel yang memengaruhi kualitas pelayanan jaminan kesehatan Bali Mandara dianalisis dengan analisis faktor yang mereduksi sejumlah variabel yang ada menjadi sedikit/berarti dan menamakannya sebagai faktor. Hasil dalam penelitian ini menunjukkan bahwa terdapat 6 faktor yang memengaruhi kualitas pelayanan jaminan kesehatan bali Mandara dengan sumbangan kumulatif sebesar 76.021%. Faktor yang paling dominan adalah faktor Bukti Langsung dengan nilai eigen sebesar 10.165 atau faktor ini mampu menjelaskan 37.648% dari seluruh total faktor-faktor yang memengaruhi kualitas pelayanan jaminan kesehatan Bali Mandara.
Analisis Model Regresi Data Panel Tidak Lengkap Komponen Galat Dua Arah dengan Penduga Feasible Generalized Least Square (FGLS) Chrisna Anzella Jacob; I Wayan Sumarjaya; Made Susilawati
Jurnal Matematika Vol 4 No 1 (2014)
Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2014.v04.i01.p42

Abstract

Data panel didefinisikan sebagai kumpulan pengamatan pada data tabulasi silang yaitu setiap objek yang sama diamati dari waktu ke waktu. Data panel yang memiliki jumlah pengamatan waktu berbeda di setiap objek pada data tabulasi silang disebut data panel tidak lengkap. Penelitian ini mencari nilai dugaan terhadap model regresi data panel tidak lengkap yang mengasumsikan pada random effect models dengan komponen galat dua arah.  Pendugaan dilakukan dengan terlebih dahulu mencari taksiran komponen variansi galat dua arah, kemudian melakukan penaksiran koefisien regresi data panel tidak lengkap dengan metode feasible generalized least square (FGLS).  
Forecasting Monthly Inflation Rate in Denpasar Using Long Short-Term Memory Sumarjaya, I Wayan; Susilawati, Made
Jurnal Matematika Vol 13 No 1 (2023)
Publisher : Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2023.v13.i01.p157

Abstract

One of indicators of economic stability of a country is controlled inflation. In general, inflation provides information about the rise of goods and services in a region within certain period which has strongly related with people’s ability to purchase. The Covid-19 pandemic has affected almost any sectors especially the consumer price in-dex. Bali, as a major tourist destination in Indonesia, has severely affected by the pandemic. Information about future inflation rate plays important role in determining the correct decision regarding economic policy. The aim of this research is to fore-cast inflation rate in Denpasar using deep learning method for time series. Deep learning, a part of machine learning, consists of layers of neurons that are designed to learn complex patterns and is able to make forecasting. In this research we de-ployed a special type of recurrent neural networks called long-short term memory (LSTM) that is suitable for use in time series analysis. We stacked the networks into two, three, and four layers to add capacity and to build deep networks for inflation rate series. A grid search for each layer is conducted to obtain optimal hyperparame-ters setting. We conclude that the optimum architecture for setting for this deep net-work is stacked two LSTM layers. The monthly inflation rate forecasts suggest the in-flation for 2022 fluctuates, but below one percent.
A Comparative Analysis of Deep Autoregressive, Deep State Space, Simple Feed Forward, and Seasonal Naive in Forecasting Indonesia’s Inflation Rate Sumarjaya, I Wayan; Susilawati, Made
Jurnal Matematika Vol 14 No 1 (2024)
Publisher : Publisher : Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24843/JMAT.2024.v14.i01.p170

Abstract

Information about inflation plays important role in economic policy. The government of the Republic Indonesia has put a great deal of effort to control inflation rate. The aims of this research are to forecast Indonesia’s inflation rate using deep auto-regressive networks and to compare it with other models such as deep state space, simple feed forward, and naïve seasonal. In this study we compare eighteen deep au-toregressive networks. Each model differs only in its hyperparameters settings such as the number of epochs, the number of layers, the number of cells, and the number of batch sizes. In order to check for consistency each model is replicated ten times. In total there are 180 runs for each of configuration including the replication. The results show that the deep autoregressive model with 50 epochs, 4 layers, 40 cells, 32 batch sizes produces the smallest root mean squared error at 0.218565. This root mean squared error also the smallest among the other models such as deep state space (0.28734), simple feed forward (0.350449), and naïve seasonal (0.336056). In conclusion, the median forecasts fluctuates but below 1 percent.
Co-Authors AA Sudharmawan, AA Abdillah Arif Nasution Ade Widyaningsih Adelia Yuniarti Adinda Audy Sita Mayzandy Agung Wijanarko, Agung Ahmad Mumtaz Tauba Ahmad, Zuhad ALEXANDER JOSEPH RIADI Andini Ni Kadek ANNA FITRIANI Anresangsya Pria Satvika Antesty, Sella Arnes Yuli Vandika Asmara Santhi, Ni Kadek Wulanda Asri Ady Bakri As’ady, Mustofa Bagus Hari Sugiharto Bakkara, Bonica Nisra Br Barus, Eka Valencia Cahyono, Ari Nugroho Cernan,Chr, A, Liu Chrisna Anzella Jacob Citra Annisa Rahmania DAIMATUL KHOIRIYAH Dani Prasetyo Deri Apriadi DESAK AYU WIRI ASTITI Desak Putu Eka Nilakusmawati Detti Meilandri DEWA AYU DWI ASTUTI Dewa, Saroja Sari Diana Anggraini Kusumawati Diana Diana Diva, Made Tresia Pramasta Duffin Dwi Dersmi Selan DWI LARAS RIYANTINI Eddy Silamat, Eddy Eka N Kencana EKA N. KENCANA Eknoe, Arwilda Eko Nur Hermansyah Endi Rustendi EVI NOVIYANTARI FATIMAH Fachrurazi Fadil Mas’ud Fatmasari, Ria Kristia Febriyanti, Ni Wayan Atik FELINA CHANTIKA PUTRI G. K. GANDHIADI G. K. GANDHIADI G.K. GANDHIADI Gusti Ayu Ariska Citra Dewi GUSTI AYU RATIH ASTARI Handrianus Akoit Hartono Hartono Hellena Hendarta Hendarta, Hellena Hugo Prasetyo Winotoatmojo I GEDE GANA ARIAWAN I Gusti Ayu Made Srinadi I GUSTI AYU MADE VALENTINA DEWI I GUSTI NGURAH SENTANA PUTRA I KOMANG GDE SUKARSA I PUTU ARISTA YASA I Putu Eka Nila Kencana I Putu Winada Gautama I WAYAN RIAN PRATAMA I WAYAN SUMARJAYA I Wayan Sumarjaya I.G.A. DIAH SULASIH IDA AYU SRI PADMINI Ika Fitrianita IMAMUDDIN KAMIL INA AZIZAH KADRI IPW Gautama IRA INDRIYANTI iswanto IYOS ALFRANTA SURBAKTI Jamaluddin Majid Johannes P Kumagaya Johnny Chandra Judijanto, Loso Juliani Tandi Tumbiri JULIE THERESYA PELAMONIA KADEK YUSA MAHENDRA Karol Octrisdey Kartika Sari Kastini, Ni Wayan Ketut Jayanegara Kharisma Dewi, Ni Putu Dian KOMANG CANDRA IVAN KOMANG KOKOM SUCAHYATI DEWI P Kosasih, Eva Kundori Kusiyah Lesmana, Tera Liza Utama LUH GEDE UDAYANI LUH PUTU IDA HARINI LUH PUTU SAFITRI PRATIWI Luluk Sarifah M ARRIE KUNILASARI ELYNA Made Ayu Asri Oktarini Putri MADE AYU DWI OCTAVANNY MADE NARYMURTI WIDYASTUTI Maria Lodika Long Masnoni, Masnoni Ma’mun, Akhmad Haqiqi Meilandri, Detti Meliance Bria Melkianus Ratu MILATUS SHOLIKHA Miltiades Dewifortuna Pulo MIRA AYU NOVITA SARI MODANA LOLITA Muhamad Risal Tawil Muhammad Prasha Risfi Silitonga Musran Munizu Nadiya Yunan Naswan Hadilia Neneng Widayati Nggandung, Yeheskial NI KADEK AYU PUJI ASTUTI NI KADEK DWI ARISYA AFRILIANTI NI KADEK ENDAH YANITA UTARI Ni Ketut Tari Tastrawati Ni Komang Jeni Frika Yanti Ni Luh Gede Arun Dayanti Purwa NI LUH GEDE WIDIADNYANI NI LUH PUTU RATNA KUMALASARI Ni Luh Putu Suciptawati NI LUH WIWIN YUNIARTI NI MADE ARY DHARMA WIDYA ASTUTI Ni Made Deviani Prisilia NI MADE PUSPASARI NI MADE SRI KUSUMAWARDHANI NI MADE SRI SUGIANTARI NI MADE SUKMA PERTIWI NI MADE SURYA JAYANTI NI NENGAH RIKA PUSPITA NI NYOMAN UTAMI DEWI Ni Nyoman Widiasih NI PUTU IIN VINNY DAYANTI NI PUTU NADYA AGUSVIANI NI PUTU PREMA DEWANTI NI WAYAN ARI SUNDARI NI WAYAN DIAH SIHMAWATI NI WAYAN WIDYA EKARANI NI WAYAN YUNI CAHYANI Niken Savitri Primasari Nilakusmawati, DPE ningrum, dedah - Ningrum, Endah Prawesti Nurhanimah Nurmahadi Nurul Ilma Nurul Iman, Nurul Nurwijayanti Nyoman Wendri Octavanny, Made Ayu Dwi PALUPI PURNAMA SARI Pardede, Mahadi Parlindungan Dongoran PRISCELLA PURBA Pulo, Miltiades Dewifortuna PUTRI DAMEYANTI Putu Edi Dimas Saputra PUTU OKA SURYA ARSANA Putu Rama Hari Bagaskara P. Ramli Semmawi Retnawati Siregar Rinovian Rais Rudy Irwansyah Sahri, Yulian Santoso, FahrulImam Sari Purnamayanti, Ni Gusti Ayu Kadek Siti Aisyah Hanim, Siti Aisyah Siti Hawa SITTI HAJAR Srinadi, I Gusti Ayu Srinadi, IGAM Suciptawati, NLP Suryati Sutama Wisnu Dyatmika Syunikitta, Mirwanti Thalib, Najdah Tita Safitriawati Tubagus, Munir Ulfatun Farika Novitasari Usmany, Paul Utami, Eva Yuniarti Veronika Nitsae Wagiyo Widianti, Nyoman Widyatmike Gede Mulawarman Yasir Maulana, Yasir ZAKIAH NURLAILA Zein Ghozali