Sugito Sugito
Departemen Statistika, FSM, Universitas Diponegoro, Jl. Prof Soedharto SH Tembalang, Semarang

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Journal : Jurnal Gaussian

ANALISIS METODE BAYESIAN PADA KINERJA SISTEM ANTREAN INSTALASI RAWAT JALAN RSUP DR. KARIADI (Studi Kasus: Poliklinik Mata, Poliklinik THT, Laboratorium, dan Pendaftaran) Eny Sulistyowati; Sugito Sugito; Di Asih I Maruddani
Jurnal Gaussian Vol 10, No 3 (2021): 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.v10i3.32804

Abstract

Indonesian people’s awareness of the importance of health has increased significantly so that it has a positive impact on the development of the health sector in Indonesia. The largest service facility in Central Java Province is RSUP Dr. Kariadi. The number of patients who came for an examination at Dr. Kariadi’s arrival rate is unpredictable. This can cause the service system to be busy and result in queues. The purpose of this study was to find out how the service system in Dr. Kariadi especially eye polyclinic, ENT polyclinic, laboratory, and registration. Queue theory has random arrivals and services. Bayesian method is used to analyze the queue system, that has been running for a long time by combining the prior and likelihood distribution of samples. Prior distribution is obtained from previous research, namely the Poisson distribution. Meanwhile, the likelihood of the sample obtained from the current study is the Poisson distribution and the Negative Binomial distribution. The resulting queue models for the eye polyclinic are (GAMM/BETA/4):(GD/∞/∞), ENT polyclinic (GAMM/GAMM/2):(GD/∞/∞), laboratory (GAMM/GAMM/4):(GD/∞/∞), and registration (GAMM/GAMM/3):(GD/∞/∞). Based on the results of the study, it was found that the patient care system at the eye polyclinic, ENT polyclinic, laboratory, and registration met steady state condition, meaning that the service system was running well. The value of the unemployment rate at the eye polyclinic is 96,36%; ENT polyclinic 31,86%; laboratory 34,87% and registration 32.85%. Thus, at the eye polyclinic, the unemployment rate is greater than the busy level. Meanwhile, in ENT polyclinics, laboratories, and registration is the opposite occurs. 
PENERAPAN ARTIFICIAL NEURAL NETWORK DENGAN OPTIMASI MODIFIED ARTIFICIAL BEE COLONY UNTUK MERAMALKAN HARGA BITCOIN TERHADAP RUPIAH Di Mokhammad Hakim Ilmawan; Budi Warsito; Sugito Sugito
Jurnal Gaussian Vol 9, No 2 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (579.085 KB) | DOI: 10.14710/j.gauss.v9i2.27815

Abstract

Bitcoin is one of digital assets that can be used to make a profit. One of the ways to use Bitcoin profitly is to trade Bitcoin. At trade activities, decisions making whether to buy or not are very crucial. If we can predict the price of Bitcoin in the future period, we can make a decisions whether to buy Bitcoin or not. Artificial Neural Network can be used to predict Bitcoin price data which is time series data. There are many learning algorithm in Artificial Neural Network, Modified Artificial Bee Colony is one of optimization algorithm that used to solve the optimal weight of Artificial Neural Network. In this study, the Bitcoin exchage rate against Rupiah starting September 1, 2017 to January 4, 2019 are used. Based on the training results obtained that MAPE value is 3,12% and the testing results obtained that MAPE value is 2,02%. This represent that the prediction results from Artificial Neural Network optimized by Modified Artificial Bee Colony algorithm are quite accurate because of small MAPE value.
PENGUKURAN KINERJA PORTOFOLIO OPTIMAL CAPITAL ASSET PRICING MODEL (CAPM) DAN ARBITRAGE PRICING THEORY (APT) (Studi Kasus : Saham-saham LQ45) Dedi Baleo Pasaribu; Di Asih I Maruddani; Sugito Sugito
Jurnal Gaussian Vol 7, No 4 (2018): 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.v7i4.28870

Abstract

Investing is placing money or funds in the hope of obtaining additional or specific gains on the money or funds. The capital market is one place to invest in the financial field of interest to investor. This is because the capital market gives investor the freedom to choose securities traded in the capital market in accordance with the wishes of investor. Investor are included in risk averter, that means investor will always try to avoid risk. To avoid risk, investor try to diversify their investment. Diversification concept commonly used is portfolio. To maximize the return to be earned, the investor will invest his funds into several stocks in order to earn a greater profit. Capital Asset Pricing Model (CAPM) is a balance model that describes the relation of a risk with return more simply because it uses only one variable to describe the risk. Arbitrage Pricing Theory (APT) is a balance model that used many risk variables to see the relation of risk and return. With both models will be obtained a portfolio with each constituent stock is four stocks selected from 45 stocks in the LQ45 index. To find out which portfolio is the best performed a performance analysis using the Sharpe index. From the measurement result, it is found that the best portfolio is the CAPM portfolio with composite stock is PTBA with investment weight of 0.467%, BUMI with investment weight of 12.855%, ANTM with investment weight of 53.077% and PPRO with investment weight of 33.601%. Keywords: LQ45, portfolio, Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory                       (APT), Sharpe Index 
GUI R UNTUK ANALISIS KERANJANG BELANJA DENGAN ALGORITMA APRIORI PADA SUATU PERUSAHAAN E-COMMERCE Ryan Anugrah; Tatik Widiharih; Sugito Sugito
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35475

Abstract

Technological developments help people live easier. One of the technological developments is being able to trade digitally or it can be called e-commerce. To increase revenue, e-commerce companies collect consumer sales history data that can be analyzed and obtain information about consumer habits. One of the analyzes that can be used is shopping basket analysis which aims to find a pattern in transaction data. In data processing and analysis is done using the R program computation and GUI R is made with a recommendation system simulation. The results of the shopping cart analysis produce as many as 22 rules using a minimum support of 0.06 and a confidence of 0.5. The greater the support value, the more often the product or rule is purchased by consumers from all data transactions and vice versa. Meanwhile, the greater the trust value, the more often the products purchased under the regulation are purchased together. Thus, the information can be used to help carry out promotions to increase sales by the company.
PENGARUH KUALITAS LAYANAN DAN CITRA MEREK TERHADAP KEPUASAN PENGGUNA YOUTUBE PREMIUM MENGGUNAKAN PARTIAL LEAST SQUARE Ajeng Dwi Rizkia; Dwi Ispriyanti; Sugito Sugito
Jurnal Gaussian Vol 11, No 3 (2022): 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.11.3.323-331

Abstract

As one of the largest digital service providers in the world, YouTube certainly makes breakthroughs to maintain user interest in accessing videos through YouTube, one of which is by creating the YouTube Premium service. This research was conducted to determine the extent to which these services can provide a sense of satisfaction for its users, because as a digital service provider company, YouTube is very dependent on user satisfaction. User satisfaction is influenced by service quality and brand image. In this study, service quality, brand image, and service user satisfaction act as latent variables. To test the predictive relationship between indicator variables and variables that cannot be measured directly (latent variables) by seeing whether there is a relationship or influence between these variables using the obtained modeling can be done using the Partial Least Square method. Therefore, to determine the effect of service quality and brand image on YouTube Premium user satisfaction, an analysis was conducted using the Partial Least Square method. The research data was obtained by distributing questionnaires to 150 YouTube Premium users in Indonesia. The results of the analysis show that service quality and brand image have a significant effect on YouTube Premium user satisfaction.
ANALISIS METODE ANTREAN DAN SIMULASI MONTE CARLO PADA ANTREAN DINAS KEPENDUDUKAN DAN PENCATATAN SIPIL (DISDUKCAPIL) KOTA SALATIGA DILENGKAPI GUI-R Diyah Rahayu Ningsih; Sugito Sugito; Agus Rusgiyono
Jurnal Gaussian Vol 11, No 3 (2022): 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.11.3.418-428

Abstract

One of the services that often occurs in everyday life is the queue service. Queues can arise due to delays in a service system in providing a service, resulting in a row of a group of people to get a service. The queue analyzed in this study is a queue in The Salatiga City Disdukcapil. The parameters on which this research is based are the number of arrivals (λ) and service time (μ) of visitors who arrive. The methods used are queue analysis and Monte Carlo simulation. The Monte Carlo method provides more effective results at each counter than using queue analysis. The result of this study is a decrease in the utilization rate of service facilities, so that it is accompanied by a decrease in the size of system performance for the calculation of Lq, Ls, Wq, and Ws. Decreases in utilization rates and system performance measures at each counter make an increase in the probability of idle systems at each counter. The model generated by the sample data with the Monte Carlo simulation data tends to be the same, namely for counter 1,2,3,4, counter 5 model (G/G/c):(GD/¥/¥), and for counter 6 with queuing model ( G/M/1):(GD/¥/¥).
PEMODELAN HARGA SAHAM PERUSAHAAN PROPERTI DAN REAL ESTATE MENGGUNAKAN REGRESI LONGITUDINAL SPLINE TRUNCATED DILENGKAPI GUI R Nurina Salma Alfiyyah; Suparti Suparti; Sugito Sugito
Jurnal Gaussian Vol 12, No 1 (2023): 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.12.1.42-51

Abstract

Stocks are one of the most popular financial instruments traded in the capital market. One of stock prices fluctuate up and down due to the influence of several factors, one of which is inflation. Stocks in the property and real estate sectors are important indicators to determine the level of a country economy. Data on several stock prices is one case of longitudinal data in economic field. The data is divided into 2 parts, namely in sample data from January 2016 to October 2020 and out sample data from November 2020 to December 2021. In this study, longitudinal stock price data is modeling using nonparametric spline truncated. The best spline truncated model is determined by the order and the optimal number of knot points based on the minimum Generalized Cross Validation value. Spline truncated nonparametric regression modeling for longitudinal data in this study is equipped with Graphical User Interface (GUI) that can facilitate the data processing. The results of the analysis show that the best longitudinal spline truncated regression model obtained on 2nd order with 5 knot points. 95.04% value of  indicates the model is a strong model. In the evaluation of the best model, the MAPE data out sample value is 16.45%. It indicates the model has good forecasting ability.
PEMODELAN INDEKS HARGA PERDAGANGAN BESAR (IHPB) SEKTOR EKSPOR MENGGUNAKAN ARFIMA-GARCH Gandhes Linggar Winanti; Dwi Ispriyanti; Sugito Sugito
Jurnal Gaussian Vol 12, No 1 (2023): 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.12.1.52-60

Abstract

Indonesia's price index serves as a barometer for the nation's economic condition. One of the Indonesia’s price index is Wholesale Price Index (WPI). WPI is a price index that tracks the average change in wholesale prices over time. Time series analysis can be used for forecasting because WPI is one of the time series data. WPI is long memory, which is a condition in which data from different time periods have a high link despite being separated by a large amount of time. The Autoregressive Fractional Integrated Moving Average (ARFIMA) model can be used to overcome this feature when modeling time series data. The assumption of constant error variance is not fulfilled in the IHPB data analysis, indicating that the data is heteroscedastic. The GARCH (Generalized Auto Regressive Conditional Heteroscedasticity) model is one of the models used to overcome heteroscedasticity. The data used is the export sector of WPI from January 2003 to June 2021. The best model for forecasting WPI is ARFIMA(1,b,2) – GARCH(1,1) with b=0,7345333,  and MAPE value is 3,150875%.
PENERAPAN DIAGRAM PENGENDALI NONPARAMETRIK EXPONENTIALLY WEIGHTED MOVING AVERAGE SIGN UNTUK ANALISIS PERGERAKAN HARGA SAHAM SEKTOR PROPERTI Radian Lukman; Mustafid Mustafid; Sugito Sugito
Jurnal Gaussian Vol 12, No 1 (2023): 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.12.1.1-9

Abstract

Stocks are evidence of equity participation in a company. Investors need to know the quality of stock prices so that they can minimize losses when investing. Technical analysis can be used by investors to decide when to buy or sell a stock. One of the technical analysis that can be used on stock prices is using quality control. Control charts can be used to make decisions in stock trading activities. The Exponentially Weighted Moving Average control chart is very useful for detecting small shifts such as in financial data. The assumption that must be fulfilled in using the EWMA control chart is that the data is normally distributed. The non-fulfillment of the normal distribution assumption causes the EWMA control chart produces plots that are far from the control limits. This problem can be solved using the nonparametric EWMA Sign control chart. The construction of the nonparametric EWMA Sign control chart on stock prices is expected to overcome the limitations of the standard EWMA control chart and provide a signal to investors to know the best time to trade stocks. The data used in this study is the daily closing price data of PT Bumi Serpong Damai Tbk on March 1, 2021 to March 4, 2022 with a total of 250 data. The nonparametric EWMA Sign control chart shows that the daily closing price data is out of control because it produces plots that are spread out non-randomly and shows a relatively similar pattern.