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All Journal PROSIDING SEMINAR NASIONAL Media Statistika SAINS DAN MATEMATIKA Jurnal Gaussian Jurnal Statistika Universitas Muhammadiyah Semarang E-Dimas: Jurnal Pengabdian kepada Masyarakat Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) EKO-REGIONAL JURNAL PENGEMBANGAN EKONOMI WILAYAH

Abdul Hoyyi

Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

Author-ID : 3131506

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Mathematics Social Sciences Other

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PEMODELAN RETURN HARGA SAHAM MENGGUNAKAN MODEL INTERVENSI–ARCH/GARCH (Studi Kasus : Return Harga Saham PT Bayan Resources Tbk) Dea Manuella Widodo; Sudarno Sudarno; Abdul Hoyyi
Jurnal Gaussian Vol 7, No 2 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The intervention method is a time series model which could be used to model data with extreme fluctuation whether up or down. Stock price return tend to have extreme fluctuation which is caused by internal or external factors. There are two kinds of intervention function; a step function and a pulse function. A step function is used for a long-term intervention, while a pulse function is used for a short-term intervention. Modelling a time series data needs to satisfy the homoscedasticity assumptions (variance of residual is homogeneous). In reality, stock price return has a high volatility, in other words it has a non-constant variance of residuals (heteroscedasticity). ARCH (Autoregressive Conditional Heteroscedasticity) or GARCH (Generalized Autoregressive Conditional Heteroscedasticity) can be used to model data with heteroscedasticity. The data used is stock price return from August 2008 until September 2018. From the stock price return data plot is found an extreme fluctuation in September 2017 (T=110) that is suspected as a pulse function. The best model uses the intervention pulse function is ARMA([1,4],0) (b=0, s=1, r=1). The intervention model has a non-constant variance or there is an ARCH effect. The best variance model obtained is ARMA([1,4],0)(b=0, s=1, r=1)–GARCH(1,1) with the AIC value is -205,75088. Keywords: Stock Return, Intervention, Heteroscedasticity, ARCH/GARCH

ANALISIS JALUR TERHADAP FAKTOR-FAKTOR YANG MEMPENGARUHI INDEKS PRESTASI KUMULATIF (IPK) MAHASISWA STATISTIKA UNDIP Malik Hakam; Sudarno Sudarno; Abdul Hoyyi
Jurnal Gaussian Vol 4, No 1 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Education is a priority thing everyone today. Education is implemented in learning, by learning humans can develop all the potential there is in him. Learning is always related to the achievement of learning, because learning is a process while learning achievement is the result of the learning process. In the course of learning achievement levels measured by GPA (Grade Point Average). Factors that influence GPA among allowance, age, value of the UN Senior High School, many organizations, the internet long, long time to learn. Path analysis is the development of multiple regression which the independent variables affect the dependent variable not only directly but also indirectly affect. Based on the results of the discussion of the factors that affect the GPA is concluded that the allowance has indirect effect of -0,211, age has direct effect of age at 0,1901, the UN has direct effect of 0,258, many organizations have a direct effect of -0,3582 and has indirect effect of -0,132, the internet long direct effect of -0,2376 and has indirect effect of -0,038, long learning has a direct effect of 0,2344. Keywords: Education, GPA, Path analysis, Direct effect, Indirect effect

PENGGUNAAN METODE PERAMALAN KOMBINASI TREND DETERMINISTIK DAN STOKASTIK PADA DATA JUMLAH PENUMPANG KERETA API (Studi Kasus : KA Argo Muria) Titis Nur Utami; Abdul Hoyyi; Agus Rusgiyono
Jurnal Gaussian Vol 6, No 1 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The amount of the data of KA Argo Muria indicates the improve in every year during Ied mubarak day. Ied Mubarak day follows the Hijriyah calender, this is inditates that there is case effect of variation on the calender. The aims of this research is to predict the amount of the KA Argo Mulia passanger of destination of Semarang – Jakarta for 12 periodes in the future by using forecasting time series model of variation calender. The data used mounthly amount data KA Argo Mulia at PT KAI DAOP IV Semarang in the periode of January 2014 until Desember 2015. The result of the data analysis shows significant variable toward the model is and the model of Autoregressive Integrated Moving Average (ARIMA) (1,0,0). Based on the result of forecasting out-sample data, is gained Mean Absolute Percentage Error (MAPE) is 1,8089 % which indicates that the result of forecasting is very good.Keywords: deterministic trend, calender variation, time series, stochastic model, dummy regression.

ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI KEPUTUSAN PEMBELIAN DAN KEPUASAN KONSUMEN PADA NOTEBOOK MEREK ACER (Studi Kasus Mahasiswa Universitas Diponegoro) Koko Arie Bowo; Abdul Hoyyi; Moch. Abdul Hoyyi
Jurnal Gaussian Vol 2, No 1 (2013): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Consumer perception about notebook product is a variated, this condition based on consumer need is referred that will exploit existing facility at a notebook. Generally, consumer buys a notebook product based on some considerations for example price, brand and product quality. If the product that the of exceed its expectation, consumer will satisfied and possibility will submit the good things about the products to others people. This research aims to analyze the factors that have an effect on purchasing decisions and consumer satisfaction on Acer notebook. Data collecting in this research use questionnaire , that was distributed to 110 students from Diponegoro University that have a Acer notebook.Technique sample uses accidental sampling method. The data obtained are then analyzed using Structural Equation Modeling (SEM). Based on research result is obtained that brand image not has an effect on to purchasing decision Acer notebook, while the product quality and price have an effect on purchasing decision Acer notebook. Despitefully also, the product quality and purchasing decision Acer notebook have an effect on consumer satisfaction. Keywords: brand image, price, quality product, purchasing decision, consumer satisfaction.

PEMODELAN REGRESI LINIER MULTIVARIAT DENGAN METODE PEMILIHAN MODEL FORWARD SELECTION DAN ALL POSSIBLE SUBSET SELECTION PADA JUMLAH KEMATIAN BAYI DAN INDEKS PEMBANGUNAN MANUSIA (IPM) ( Studi Kasus di Provinsi Jawa Tengah Tahun 2013 ) Indri Puspitasari; Abdul Hoyyi; Diah Safitri
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Regression analysis is a statistical analysis that aims to measure the effect of the independent variables to the dependent variable. Multivariate Linear Regression is a regression model that consists of more than one dependent variables and the dependent variables are correlated. The Number of Infant Mortality and Human Development Index (HDI) of Central Java Province in 2013 was influenced by several variables, such as: mean years of schooling and the number of health centers. To analyze the effects of mean years of schooling and the number of health centers to The Number of Infant Mortality and Human Development Index (HDI) can use multivariate linear regression analysis becuase the dependent variables are correlated. Model selection is determined by using the Forward Selection and All Possible Subset Selection. Selection the model by using Forward Selection, first variables that is included in the model is based of independent variable that have the greatest correlation with the dependent variables. For All Possible Subset Selection, model selection is done by modeling all the models that may have formed. AIC criteria is used for determining the model for All Possible Subset Selection. The model which is selected by using Forward Selection and All Possible Subset Selection has the same independent variables, the model with independent variables mean years of schooling and the number of health centers. The error of the model fulfill all of the error assumptions. Based on the model, the value of AIC is 247.8142 and Eta Squared Lambda is 92.22%. Keywords : Multivariate Linear Regression, Forward Selection, All Possible Subset Selection, AIC

IMPLEMENTASI METODE LEAN SIX SIGMA SEBAGAI UPAYA MEMINIMALISASI CACAT PRODUK KEMASAN CUP AIR MINERAL 240 ml (STUDI KASUS PERUSAHAAN AIR MINUM) Ari Fakhrus Sanny; Mustafid Mustafid; Abdul Hoyyi
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Efforts to increase productivity can not be said that the human factor is not the only factor which should be observed, studied, analyzed, and repaired in the effort to increase productivity, but also other factors such as machine, equipment, raw materials, factory buildings, etc. may also affect the productivity improvement efforts remain to be considered. Quality is the customer's main factor to decide products and services. Therefore, quality is a key factor which brings business success and growth, and improves competitive position. Lean six sigma method is a method to identify and eliminate waste or activities which are not value added and analyze defect rate product approaches zero defect products. This study aims to implement lean six sigma methods in quality control with case studies of product quality bottled water cup 240 ml at the quality control process produces eleven types of disabilities. Efforts should be made to improve the quality of products, one of them by monitoring the production process control diagram. The results obtained in this study is the value of DPMO on line 1 of 546 machines produce sigma level of 4.766 and a percentage of 99.95%, which means that in a million products cup 240 ml mineral water contained 0.05% units of a product that does not fit in production line machine 1. The DPMO values on line 2 of 291 machines produce sigma level of 4.932 and a percentage of 99.97%, which means that in a million products cup 240 ml mineral water contained 0.03% units of a product that does not fit in production line machine 2. Keywords : Quality, Quality Control, Lean Six Sigma

ANALISIS JALUR TERHADAP FAKTOR-FAKTOR YANG MEMPENGARUHI INDEKS PRESTASI KUMULATIF (IPK) MAHASISWA STATISTIKA UNDIP Malik Hakam; Sudarno Sudarno; Abdul Hoyyi
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v4i2.8581

ANALISIS KETAHANAN HIDUP PENDERITA DENGUE HEMORRHAGIC FEVER (DEMAM BERDARAH) DENGAN REGRESI COX KEGAGALAN PROPORSIONAL SENSOR TIPE III Studi Kasus di Rumah Sakit Umum Daerah (RSUD) Temanggung Irfan Afifi; Di Asih I Maruddani; Abdul Hoyyi
Jurnal Gaussian Vol 6, No 3 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Dengue Fever is a disease caused by the dengue virus, transmitted from person to person through the bite of Aedes Aegypti and Aedes Albopictus mosquitoes. Dengue Fever mainly found in the tropical countries, such as Indonesia. According to World Health Organization (WHO) data, Indonesia reported as the 2nd country with the largest dengue cases among 30 endemic countries between 2004 until 2010. Therefore, it is important to identify the factors influencing the recovery speed of dengue patients. This study utilize statitistical approach through regression analysis. One of the analysis methode choosen is survival analysis. This analysis is utilized to figure out the time series data analysis, of origin undefined time until the occurrence of certain events. In Survival Analysis, one of the regression method which is commonly used is Cox regression. This study uses statistical methods approach through Cox regression proportional hazard to take into consideration the time of failure as the dependent variable. as well as the response variable function tends to a constant failure. object of research in this study are patients with dengue fever and the time the patient entered in a separate viewing the selected sensor type III This study used medical records of dengue fever patients of regional public hospital in Temanggung City, Central Java, from period of January to November 2016. Results obtained shows that the factors affecting the recovery speed of patients is Hematocrit state of the patient. Patients with normal Hematocrit state have faster recovery that patients with upnormal circumtances. Keywords: Dengue, Survival Analysis, Regression Cox Proportional Hazard

Analisis Kesehatan Bank Menggunakan Local Mean K-Nearest Neighbor dan Multi Local Means K-Harmonic Nearest Neighbor Alwi Assegaf; Moch. Abdul Mukid; Abdul Hoyyi
Jurnal Gaussian Vol 8, No 3 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The classification method continues to develop in order to get more accurate classification results than before. The purpose of the research is comparing the two k-Nearest Neighbor (KNN) methods that have been developed, namely the Local Mean k-Nearest Neighbor (LMKNN) and Multi Local Means k-Harmonic Nearest Neighbor (MLM-KHNN) by taking a case study of listed bank financial statements and financial statements complete recorded at Bank Indonesia in 2017. LMKNN is a method that aims to improve classification performance and reduce the influence of outliers, and MLM-KHNN is a method that aims to reduce sensitivity to a single value. This study uses seven indicators to measure the soundness of a bank, including the Capital Adequacy Ratio, Non Performing Loans, Loan to Deposit Ratio, Return on Assets, Return on Equity, Net Interest Margin, and Operating Expenses on Operational Income with a classification of bank health status is very good (class 1), good (class 2), quite good (class 3) and poor (class 4). The measure of the accuracy of the classification results used is the Apparent Error Rate (APER). The best classification results of the LMKNN method are in the proportion of 80% training data and 20% test data with k=7 which produces the smallest APER 0,0556 and an accuracy of 94,44%, while the best classification results of the MLM-KHNN method are in the proportion of 80% training data and 20% test data with k=3 which produces the smallest APER 0,1667 and an accuracy of 83,33%. Based on APER calculation shows that the LMKNN method is better than MLM-KHNN in classifying the health status of banks in Indonesia.Keywords: Classification, Local Mean k-Nearest Neighbor (LMKNN), Multi Local Means k-Harmonic Nearest Neighbor (MLM-KHNN), Measure of accuracy of classification

PENDUGAAN AREA KECIL TERHADAP PENGELUARAN PER KAPITA DI KABUPATEN SRAGEN DENGAN PENDEKATAN KERNEL Bitoria Rosa Niashinta; Dwi Ispriyanti; Abdul Hoyyi
Jurnal Gaussian Vol 5, No 1 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Data of Social Survey and Economic National is a relatively small sample of data, so that data is called small area. Estimation of parameter in small area can be done in two ways, there are direct estimation and indirect estimation. Direct estimation is unbias estimation but give a high variance because from small sample of data. The technique that use to increase efectivity of sample size is indirect estimation or called Small Area Estimation (SAE). SAE is done by adding auxiliary variable. on estimating parameter. Assumed that auxiliary variable has a linear correlation with the direct estimation. If that assumption is incomplete, use an nonparametric approaching. This research is using Kernel Gaussian approaching to build a correlation between direct estimation which expenditure per capita and auxiliary variable which population density. Evaluation of estimation result is done by comparing the value of direct estimation variance with the value of indirect estimation variance using Kernel Gaussian approaching. The result of parameter estimation which approached by SAE is the best estimation, because it produce the small value of variance that is 5,31275, while the value of direct estimator variance is 6,380522. Keywords : Direct Estimation, Small Area Estimation (SAE), Kernel Gaussian

Co-Authors Abdurakhman Abdurakhman Afifah Alrizqi Agus Rusgiyono Agus Somantri Ahmat Dhani Riau Bahtiyar Alan Prahutama Alan Prahutama Alifah Zahlevi Allima Stefiana Insani Alvi Waldira Alwi Assegaf Amelia Crystine Anggit Ratnakusuma Anggita, Esta Dewi Anik Nurul Aini Annisa Intan Mayasari ANNISA RAHMAWATI Ari Fakhrus Sanny Arief Rachman Hakim Arya Huda Arrasyid Aulia Desy Deria Avia Enggar Tyasti Bella Cynthia Devi Besya Salsabilla Azani Arif Bisri Merluarini Bitoria Rosa Niashinta Budi Warsito Budi Warsito Candra Silvia Chyntia Arum Widyastusti Cindy Wahyu Elvitra Darwanto Darwanto Dea Manuella Widodo Deby Fakhriyana, Deby Dede Zumrohtuliyosi Deden Aditya Nanda, Deden Aditya Dedi Rosadi Dermawanti Dermawanti Desriwendi Desriwendi Dewi Erliana Dewi Setya Kusumawardani Dhea Kurnia Mubyarjati Di Asih I Maruddani Di Asih I Maruddani Di Asih I Maruddani Diah Safitri Diah Safitri Diah Wulandari Dilla Retno Deswita Dwi Ispriyanti DWI RAHMAWATI Emyria Natalia br Sembiring Endah Cahyaningrum Erna Musri Arlita Esti Pratiwi Faiqotul Himmah Fiki Farkhati Firda Dinny Islami Fitra Ramdhani Gayuh Kresnawati Hasbi Yasin Hasbi Yasin Henny Setyowati Herwindhito Dwi Putranto Ikha Rizky Ramadani Indri Puspitasari Irfan Afifi Isowedha Widya Dewi Issabella Marsasella Christy Jeffri Nelwin J. O. Siburian Juli Sekar Sari, Juli Sekar Kartikaningtiyas Hanunggraheni Saputri Khotimatus Sholihah Khusnul Umi Fatimah Kiki Febri Azriati Koko Arie Bowo Kristika Safitri Kumo Ratih Leni Pamularsih Maidiah Dwi Naruri Saida Malik Hakam Mega Fitria Andriyani Mega Fitria Andriyani Mia Anastasia Sinulingga Moch. Abdul Hoyyi Moch. Abdul Mukid Moch. Abdul Mukid MUHAMMAD HARIS Mustafid Mustafid Mustafid Mustafid Mutiara Ardin Rifkiani Nadya Kiki Aulia Nandang Fahmi Jalaludin Malik Novika Pratnyaningrum Nurissalma Alivia Putri Nurul Fauziah Ovie Auliya’atul Faizah Priska Rialita Hardani Purina Pakurnia Artiguna Rita Rachmawati Rita Rahmawati Rita Rahmawati Rizki Pradipto Widyantomo Rizky Oky Ari Satrio Rukun Santoso Saputri, Ani Funtika Saraswati, Mei Sita Shaumal Luqman Silvia Nur Rinjani SITI NURLATIFAH Sudarno Sudarno Sudarno Sudarno Sugito - Sugito Sugito Sugito Sugito Suparti Suparti Suparti Suparti Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Tatik Widiharih Titis Nur Utami Tresno Sayekti Nuryanto Triastuti Wuryandari Triastuti Wuryandari Trisnawati Gusnawita Berutu Ubudia Hiliaily Chairunnnisa Ulfah Sulistyowati Yosi Dhyas Monica Yuciana Wilandari Yuciana Wilandari Yudia Yustine Yunisa Ratna Resti Yustian Dwi Saputra

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