Article Per Year (5 Year)
p-Index From 2021 - 2026
1.152
P-Index
This Author published in this journals
All Journal Media Statistika Jurnal Gaussian Journal of Science and Applicative Technology Variance : Journal of Statistics and Its Applications Mathematics and Applications (MAp) Journal Indonesian Journal of Applied Mathematics Jurnal Pengabdian Kepada Masyarakat Radisi Jurnal KALANDRA TeknoKreatif: Jurnal Pengabdian kepada Masyarakat
Dani Al Mahkya
Program Studi Sains Aktuaria, Institut Teknologi Sumatera, Lampung Selatan, Indonesia 35365
Agriculture, Biological Sciences & Forestry Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Engineering Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Social Sciences Other

Published : 11 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : Media Statistika

 1 
EXTRA TREES METHOD FOR STOCK PRICE FORECASTING WITH ROLLING ORIGIN ACCURACY EVALUATION Dani Al Mahkya; Khairil Anwar Notodiputro; Bagus Sartono
MEDIA STATISTIKA Vol 15, No 1 (2022): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.15.1.36-47

Abstract

Stock is an investment instrument that has risk in its management. One effort to minimize this risk is to model and make further forecasts of stock price movements. Time series data forecasting with autoregressive models is often found in several cases with the most popular approach being the ARIMA model. The tree-based method is one of the algorithms that can be used to forecast both in classification and regression. One ensemble approach to tree-based methods is Extra Trees. This study aims to forecast using the Extra Trees algorithm by evaluating forecasting accuracy with Rolling Forecast Origin on BRMS stock price data. Based on the results obtained, it is known that Extra Trees produces a fairly good accuracy for forecasting up to 6 days after training data with a MAPE of less than 0.1%.
STACKING ENSEMBLE APPROACH IN STATISTICAL DOWNSCALING USING CMIP6-DCPP FOR RAINFALL ESTIMATION IN RIAU Mahkya, Dani Al; Djuraidah, Anik; Wigena, Aji Hamim; Sartono, Bagus
MEDIA STATISTIKA Vol 17, No 1 (2024): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.17.1.1-12

Abstract

Rainfall modeling and prediction is one of the important things to do. Rainfall has an important relationship and role with various aspects of the environment. One phenomenon that can be associated with rainfall is forest and land fires. Riau is one of the provinces in Indonesia that has a high potential for forest and land fires. This is because Riau has a large area of peatland. One approach that can be used to estimate rainfall is statistical downscaling. The concept of this approach is to form a functional relationship between global and local data. This research uses CMIP6-DCPP output data that will be used to estimate rainfall at 10 observation stations in Riau. The proposed model in this research is Stacking Ensemble with PC Regression and LASSO Regression in the base model and Multiple Linear Regression in the meta model. This research aims to determine the best CMIP6-DCPP model for estimating rainfall in Riau and increasing the accuracy of rainfall estimates using the Stacking Ensemble approach.
Co-Authors Abda Abda Agus Irawan Aji Hamim Wigena Alfian, Muhammad Nuril Amalia Listiani Andi Fitriawati Anik Djuraidah Ayu Sofia Aziza Indah Putri Bagus Sartono Deva Dery Dian Anggraini Dian Anggraini Dian Anggraini Dian Anggraini Dinda Citra Utami Dwi Mahrani Fery Widhiatmoko Fitriawati , Andi Hasbi Yasin Irawati, Febri Dwi Irfan, Miftahul Khairil Anwar Notodiputro Lestari, Yushinta Cahya Listriani, Amalia Madonna, Nora Moch. Abdul Mukid Mt, Ma’rufah Hayati Nabilah Syafitri Nasrullah Pribadi, Aswan Anggun Radot MH Siahaan Radot MH Siahaan Rifky Fauzi Shandika Bayu Perkasa Siahaan, Radot MH Simanjuntak, Erica Grace Siregar, Abian Avisena Tiara Shofi Edriani Tirta Setiawan Untoro, Meida Cahyo Yulita, Tiara