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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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ANALISIS TEKNIKAL SAHAM DENGAN INDIKATOR GABUNGAN WEIGHTED MOVING AVERAGE DAN STOCHASTIC OSCILLATOR Yustian Dwi Saputra; Di Asih I Maruddani; Abdul hoyyi
Jurnal Gaussian Vol 8, No 1 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The Stochastic Oscillator which is one of the leading indicators has the disadvantage of opening the gap for false signals. To minimize false signals, the smoothing process is carried out using the Moving Average. Stochastic Oscillator is usually combined with SMA (Simple Moving Average). But SMA has the disadvantage of giving the same weight to all data, even though in reality the data that best reflects the next value is the last data. This makes the basis of weighting the WMA (Weighted Moving Average) method.This study aims to test the combination of Stochastic Oscillator with SMA and WMA and use the best combination to predict the trends that will occur and trading decisions taken from the results of these predictions. The research samples were ANTM, BBRI, and GIAA stocks from November 9 2015 to November 9, 2018.The results show a combination of Stochastic Oscillator and WMA is a better combination of predictions than Stochastic Oscillator and SMA because it has a smaller MSE value. Based on the comparison of signal accuracy based on Overbought and Oversold, the best period of combination of Stochastic Oscillator and WMA is period 25. From the predicted trend that will occur with a combination of Stochastic Oscillator and WMA period 25 a decision is made to buy shares for ANTM shares, sell shares for BBRI shares, and waiting for a buy signal for GIAA shares.Keywords: Stochastic Oscillator, SMA, WMA, Predictions, Trends

PENDUGAAN ANGKA PUTUS SEKOLAH DI KABUPATEN SEMARANG DENGAN METODE PREDIKSI TAK BIAS LINIER TERBAIK EMPIRIK PADA MODEL PENDUGAAN AREA KECIL Nandang Fahmi Jalaludin Malik; Abdul Hoyyi; Dwi Ispriyanti
Jurnal Gaussian Vol 3, No 1 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Nowadays, small area information that has a small sample size is needed. A direct estimation in the small area will produce a large variance of values. In order of that, another alternative is needed that can be used is the indirect estimation. Small area estimation is an indirect estimation method that can be used to estimate parameters in a small area by utilizing information from outside the area, from the area itself, and from outside the survey. One of the methods that can be used is the empirical best linear unbiased prediction (EBLUP). EBLUP will be used to estimate the dropout rate for each village in the district of Semarang. Additional information used in this EBLUP method are the number of educational facilities, population, average expenditure per capita and distance from village to district. The results of EBLUP estimation showed that the lowest dropout rate village is Beji village and the highest is Pledokan village. Indirect estimation with EBLUP methods for the case of dropout rate in the district of Semarang has a coefficient variance 0,598% smaller than the coefficient variance that obtained from direct estimation

OPTIMALISASI PROSES PRODUKSI YANG MELIBATKAN BEBERAPA FAKTOR DENGAN LEVEL YANG BERBEDA MENGGUNAKAN METODE TAGUCHI Annisa Intan Mayasari; Triastuti Wuryandari; Abdul Hoyyi
Jurnal Gaussian Vol 3, No 3 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Taguchi method is a method that purposes to improve the quality of products and processes at the same time with the purpose of reducing costs and resources to a minimum. Taguchi method is one example of a fractional factorial design that uses orthogonal arrays to reduce the number of experiments. The analytical tool used was ANOVA and Signal to Noise Ratio. ANOVA was used to determine the factors that affect the response and Signal to Noise Ratio are used to determine the combination of factors that affect the performance of the product so that the resulting optimal response. Based on the results of tests performed to determine the factors that influence the design of electronic circuits that will produce the center frequency of 35.75 megahertz at a temperature of -10 ℃, the significant factor is the factor A, B, C, D, F, and H. The best combination is obtained A2, B2, C2, D3, F2, dan H3. Factor F has the greatest percent contribution is 42.57%, the next factor D, H, C, A, and B, respectively 8.83%, 7.37%, 5.93%, 3.90% and 3.84%.

PENERAPAN FORMULA BENEISH M-SCORE DAN ANALISIS DISKRIMINAN LINIER UNTUK KLASIFIKASI PERUSAHAAN MANIPULATOR DAN NON-MANIPULATOR (Studi Kasus Di Bursa Efek Indonesia Tahun 2013) Issabella Marsasella Christy; Sugito Sugito; Abdul Hoyyi
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Discriminant analysis is a statistical analysis method is used to classify an individual into a certain group which has determined based on the independent variables. In linear discriminant analysis, there are two assumptions to be fulfilled i.e. independent variables have to be multivariate normal distributed and variance covariance matrix of the observed two groups are the same. In this graduating paper is applied Beneish M-Score formula and linier discriminant analysis for classification of cases companies manipulators and non-manipulators are listed in Indonesia Stock Exchange in 2013. Linear discriminant function to continue Beneish M-Score formula to predict the classification, in order to obtain the percentage of fault classification, to determine the size of the performance of linear discriminant function. Percentage of classification error of 2,70 percent. Keywords: Beneish M-Score, Linear Discriminant Analysis

ANALISIS KEPUASAN MASYARAKAT TERHADAPPELAYANAN PUBLIK MENGGUNAKAN PENDEKATANPARTIAL LEAST SQUARE (PLS) (Studi Kasus: Badan Arsip dan Perpustakaan Daerah Provinsi Jawa Tengah) Emyria Natalia br Sembiring; Abdul Hoyyi; Rukun Santoso
Jurnal Gaussian Vol 6, No 3 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Public service in Indonesia has grown into a strategic policy issue. The implementation of public services in the field of library is intended to provide library services to the public quickly, precisely and accurately. This research aims to analyze the effect between service quality, collection quality, employee performance, user needs (community) on community satisfaction and its implications for community loyalty or interest in library utilization. The use of SEM based covariance with parametric assumption that research variable must fulfill normal multivariate distribution assumption. However, the research variables do not meet the assumptions of normality then used Partial Least Square (PLS). The research was conducted at the Regional Library of Central Java Province. The method of testing instrument used SPSS Software 22.00 and hypothesis testing using Structural Equation Modeling (SEM) by SmartPLS 3.00 software. Characteristics of respondents are women (65,5%), age 21-25 years (53,5%), and job as student (69,5%). The results showed that the variable quality of service, collection quality, and community give a positive and significant effect, while employee performance variable gives positive effect but not significant to the satisfaction of society. The variable of satisfaction has a positive and significant effect on community loyalty. Keywords: Public Service, Library, Partial Least Square (PLS)

ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI GIZI BURUK BALITA DI JAWA TENGAH DENGAN METODE SPATIAL DURBIN MODEL Ikha Rizky Ramadani; Rita Rahmawati; Abdul Hoyyi
Jurnal Gaussian Vol 2, No 4 (2013): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Severe malnutrition is a state of nutritional deficiencies at a severe level, where the nutritional status is far below the standard. Anyone can suffer from severe malnutrition, especially infants and children who are in the growth period. Central Java Province is one of many provinces in Indonesia where the cases of severe malnourished children under five years are high enough. It is noted that Central Java Province is one of 10 provinces in Indonesia with the highest rate of severe malnutrition cases for 6 years (2005-2010). Using data from year 2011, the result of the Moran’s I test states that there are spatial dependencies on severe malnutrition’s rate of children under five years and some of its influential factors on Central Java Province. Therefore, Spatial Durbin Model (SDM) method is used in this experiment. Variables which significantly affect severe malnutrition on Central Java Province through SDM method are : the numbers of infants with low birth weight ( ), the numbers of houses with good health status ( ), and the numbers of households with access to source of clean water ( ). SDM model obtains value of as much as 70.3% with AIC and MSE respectively 476.32 and 35280.11, results better than Ordinary Least Square (OLS) which produce as much as 41.5% with AIC 490.52 and MSE 60653.693

PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN METODE RESAMPLED EFFICIENT FRONTIER UNTUK PERHITUNGAN VALUE AT RISK DILENGKAPI APLIKASI GUI MATLAB Henny Setyowati; Abdul Hoyyi; Di Asih I Maruddani
Jurnal Gaussian Vol 8, No 1 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The purpose of investors in investing is to get a return, but investors also have to bear the risks that might exist. There are 3 types of investors in investment based on their preference for risk, namely risk aversion (risk averter), moderate risk takers (risk moderate), and high risk takers (risk takers). To obtain an optimal portfolio for each type of investor, the Resampled Efficient Frontier Method is used with Monte Carlo Simulation as much as 700 times, to obtain more parameter estimates. The results of the Resampled Efficient Frontier from Efficient Frontier will take 51 efficient points to determine the optimal portfolio for each type of investor. The efficient point taken is the 1st, 26th and 51st efficient points for the investor risk averter type, risk moderate, and risk taker. To determine the estimated loss in investment, the VaR value is calculated based on the monthly return data of BBNI, UNTR, INKP, and KLBF shares for the period February 2013 to March 2017, with a capital allocation of Rp 100,000,000.00, a holding period of 20 days, and a level of trust of 95%. The Matlab GUI is used to facilitate users in processing data.Keywords: Efficient Frontier, Monte-Carlo Simulation, Normal Distribution, VaR, Matlab GUI

OPTIMALISASI PORTOFOLIO SAHAM MENGGUNAKAN METODE MEAN ABSOLUTE DEVIATION DAN SINGLE INDEX MODEL PADA SAHAM INDEKS LQ-45 Diah Wulandari; Dwi Ispriyanti; Abdul Hoyyi
Jurnal Gaussian Vol 7, No 2 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Stock investment is the planting of money in a securities that indicates the ownership of a company in order to provide benefits in the future. In obtaining optimal results from stock investments, investors are expected to create a series of portfolios. The portfolio will help investors in allocating some funds in different types of investments in order to achieve optimal profitability. For selection of optimal stocks representing LQ-45 Index, used 2 methods of Mean Absolute Deviation (MAD) method and Single Index Model (SIM) method. In MAD method, 5 best stocks are BBCA with weight 23%, INDF 8%, KLBF 23%, TLKM 23%, and UNVR 23%. While the SIM method of candidate portfolio obtained is AKRA with weight 15,459%, BBCA 48,193%, BBNI 5,028%,KLBF 0,258% and TLKM 31,062%. Portfolio performance meter is used by sharpe ratio. The value of sharpe ratio is 0,36754 for optimal portfolio using MAD method and 0,40782 for optimal portfolio using SIM method, this means that optimal portfolio using SIM method has better performance than MAD. Keywords: Investment, Portfolio, Index LQ-45, Mean Absolute Deviation, Single Index Model, Sharpe Ratio

PEMODELAN RETURN INDEKS HARGA SAHAM GABUNGAN MENGGUNAKAN THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (TGARCH) Maidiah Dwi Naruri Saida; Sudarno Sudarno; Abdul Hoyyi
Jurnal Gaussian Vol 5, No 3 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

ARIMA model is one of modeling method that can be applied on time series data. It assumes that the variance of residual is constant. Time series data, particularly the return of composite stock price index, tend to change rapidly from time to time and also fluctuating, which cause heteroscedasticity where the variance of residual is not constant. Autoregressive Conditional Heteroscedasticity (ARCH) or Generalized Autoregressive Conditional Heteroscedasticity (GARCH) can be used to construct model of financial data with heteroscedasticity. Besides of having inconsistent variance, financial data usually shows phenomenon where the difference of the effect between positive error value and negative error value towards data volatility, called asymmetric effect. Therefore, one of the GARCH asymmetric models, Threshold Generalized Autoregressive Conditional Heteroscedasticity (TGARCH) is used in this research to solve heteroscedasticity and asymmetric effect in stock price index return. The data in this research is stock price index return from January 2nd, 2013 until October 30th, 2015. From the analysis, TGARCH models are obtained. ARIMA([3],0,[26])-TGARCH(1,1) is the best model because it has the smallest AIC value compared to other models. It produces the forecast value of stock price index return nearly the same with actual return value on the same day. Keywords: Return, Heteroscedasticity, Asimmetry effect, ARCH/GARCH, TGARCH.

PENENTUAN BOBOT PORTOFOLIO OPTIMAL DENGAN METODE RESAMPLED EFFICIENT FRONTIER UNTUK PERHITUNGAN VALUE AT RISK PADA DATA BERDISTRIBUSI NORMAL Esti Pratiwi; Abdul Hoyyi; Sugito Sugito
Jurnal Gaussian Vol 3, No 3 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The investors have a goal of getting return when they invest their wealth, but on the other hand they should bear the risk that might arise from their investment. There are three categories of investors based on their preferences toward risk that is risk averter, moderate risk and risk taker. To establish a portfolio that is able to incorporate investor preferences is used Resampled Efficient Frontier Method. Resampled Efficient Frontier Method is a development of the Mean Variance Efficient Portfolios Method, which used Monte Carlo simulation to obtain more estimated of parameter inputs. Based on the efficient portfolios of Resampled Efficient Frontier along the efficient frontier with 51 efficient points, taken optimal portfolio for each investor type. Optimal portfolio for risk averter, moderate risk and risk taker respectively is an efficient portfolio on the first point, 26th point, and 51st point. To describe the loss of the optimal portfolio is used Value at Risk. VaR is calculated based on monthly return from BBCA, LPKR, PGAS and SMGR during January 2008 until December 2013. Estimated VaR on 95% confidence level during 20 days holding period and the amount of investment allocation Rp 100,000,000.00 from the optimal portfolio for risk averter, moderate risk and risk taker respectively is Rp 50,706,000.00, Rp 54,618,000.00 and Rp 64,522,000.00

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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