Sudarno Sudarno
Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

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PERBANDINGAN NILAI KORELASI PADA KANONIK ROBUST (METODE MINIMUM COVARIANCE DETERMINANT) DAN KANONIK KLASIK (Studi Kasus Data Struktur Ekonomi dan Kesejahteraan Rakyat di Jawa Barat 2016) Widi Rahayu; Sudarno Sudarno; Alan Prahutama
Jurnal Gaussian Vol 8, No 4 (2019): 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 (795.636 KB) | DOI: 10.14710/j.gauss.v8i4.26753

Abstract

Canonical correlation analysis is a multivariate statistical analysis that aims to examine the correlation between two groups of variabels in a way to maximize the value of correlation between variabels. The outlier in the data affect the covariance matrix is generated, So that use robust multivarat. There is robust multivariate approach to the analysis of canonical robust with MCD method (Minimum Covariance Determinant). This final project aims to determine comparison between correlation value of robust canonical with MCD and canonical classical methods. With a data theres containing of outliers in the case studies of people's welfare and economic structures in West Java in 2016. Used a set of variabels welfare of people consist of 6 variabel (Y) and a set of variabels economic structure which consists of four variabels (X). Based on the analysis results obtained that robust canonical correlation values better explain the correlation between two sets of variabels, the correlation value 0.99552, =0.91228, =0.71529, =0.63174, While the correlation value on classical canonical are 0.931489, 0.538672, 0.387099, 0.259318, Canonical robust can be interpreted more because it meets the test of significance are partially and directly, while the classical canon can not be interpreted further because it does not meet the test of the significance of the function. Keywords       : Classical canonical correlation, canonical correlation robust correlation value, Minimum Covariance Determinant (MCD)
PENGGUNAAN WEIGHTED PRODUCT (WP) DAN ELIMINATION ET CHOIX TRANDUSIANT LA REALITÉ (ELECTRE) DALAM MENENTUKAN TEMPAT BERBELANJA KEBUTUHAN RUMAH TANGGA TERFAVORIT BERBASIS GUI MATLAB (Studi Kasus : Ritel Modern di Kota Surakarta) Syavhana Yusricha Zuhri Putri; Sudarno Sudarno; Tatik Widiharih
Jurnal Gaussian Vol 6, No 4 (2017): 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.v6i4.30384

Abstract

Surakarta is one of the fastest growing cities. One of them is marked by many shopping places to fulfill household needs. This causes competition between shopping places. Based on these conditions, a method is needed to assess the customer's favorite shopping place to create a shopping place that matches the customer's expectations. Methods that can be applied to choose the most favorite shopping place are WP and ELECTRE. These two methods can make a decision to get a favorite alternative based on certain criteria in solving Multi Attribute Decision Making (MADM) problems. There are eight alternatives and thirteen criterias. The alternatives are Indomaret Point, Alfamidi, Superindo, Lotte Mart, Hypermart, Carrefour, Luwes Group and Goro Assalam. While the criterias are price of goods, service, stock of goods, arrangement of goods, hygiene, location, ease of transaction, facility, employee appearance, place comfort, employee friendliness, security, and courtesy of employee. The result of this study shows that the favorite type of shopping place for household needs according to WP and ELECTRE method is Carrefour. This study also produces a GUI Matlab  programming application that can help users in performing data processing.Keyword : MADM, WP, ELECTRE, Shopping place, GUI Matlab
IMPLEMENTASI MODEL ACCELERATED FAILURE TIME (AFT) BERDISTRIBUSI LOG-LOGISTIK PADA PASIEN PENYAKIT JANTUNG BAWAAN Dwi Nooriqfina; Sudarno Sudarno; Rukun Santoso
Jurnal Gaussian Vol 10, No 4 (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.v10i4.33099

Abstract

Log-Logistic Accelerated Failure Time (AFT) model is survival analysis that is used when the survival time follows Log-Logistic distribution. Log-Logistic AFT model can be used to estimate survival time, survival function, and hazard function. Log-Logistic AFT model was formed by regressing covariates linierly against the log of survival time. Regression coefficients are estimated using maximum likelihood method. This study uses data from Atrial Septal Defect (ASD) patients, which is a congenital disease with a hole in the wall that separates the top of two chambers of the heart by using sensor type III. Survival time as the response variable, that is the time from patient was diagnosed with ASD until the first relapse and uses age, gender, treatment status (catheterization/surgery), defect size that is the size of the hole in the heart terrace, pulmonary hypertension status, and pain status as predictor variables. The result showed that variable gender, treatment status, defect size, pulmonary hypertension status, and pain status affect the first recurrence of ASD patients, so it is found that category of female, untreated patient, defect size ≥12mm, having pulmonary hypertension, having chest pain tend to have first recurrence sooner than the other category. 
PEMODELAN GENERALIZED SPACE TIME AUTOREGRESSIVE (GSTAR) SEASONAL PADA DATA CURAH HUJAN EMPAT KABUPATEN DI PROVINSI JAWA TENGAH Eko Siswanto; Hasbi Yasin; Sudarno Sudarno
Jurnal Gaussian Vol 8, No 4 (2019): 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 (722.339 KB) | DOI: 10.14710/j.gauss.v8i4.26722

Abstract

In many applications, several time series data are recorded simultaneously at a number of locations. Time series data from nearby locations often to be related by spatial and time. This data is called spatial time series data. Generalized Space Time Autoregressive (GSTAR) model is one of space time models used to modeling and forecasting spatial time series data. This study applied GTSAR model to modeling volume of rainfall four locations in Jepara Regency, Kudus Regency, Pati Regency, and Grobogan Regency. Based on the smallest RMSE mean of forecasting result, the best model chosen by this study is GSTAR (11)-I(1)12 with the inverse distance weighted. Based on GSTAR(11)-I(1)12 with the inverse distance weighted, the relationship between the location shown on rainfall Pati Regency influenced by the rainfall in other regencies. Keywords: GSTAR, RMSE, Rainfall
KOMPUTASI GUI-R UNTUK PEMODELAN REGRESI NONPARAMETRIK BIRESPON POLINOMIAL LOKAL PADA PENGARUH SUKU BUNGA BI TERHADAP INDEKS HARGA SAHAM GABUNGAN DAN KURS USD Rudi Saputro Setyo Purnomo; Suparti Suparti; Sudarno Sudarno
Jurnal Gaussian Vol 9, No 3 (2020): 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.v9i3.28911

Abstract

Economy is one of important indicator of development country. Capital market is one of important tool in economy. The development of the capital market in Indonesian can be seen based on the composite stock price index (CSPI). Other than capital market, international trade is an important tool in the economy. Existence of the international trade generates exchange rate, one of which is USD exchange rate. Exchange rate can be increased and weakened, so it’s stability needs to be maintained. One of the factor that can influence CSPI and USD exchange rate is the BI interest rate. To be able to predict the value of CSPI and USD exchange rate then do the birespon regression modelling because between CSPI and USD exchange rate there are relationship. The regression model approach  which used in this research is local polynomial. This approach has high adaptability with data. To make the modelling easier so this research arrange Graphycal User Interface (GUI) by using R software. The local polynomial birespon regression is applied to CSPI and USD exchange rate data based on BI interest rate by using GUI. The optimal modal is obtained by General Cross Validation (GCV) optimation. The optimal model is model by combination of sequences two and three, bandwidths 6 and 2,7, and local points 5,75 and 6. The value of R Square is 66,68% and the mean absolute percentage error (MAPE) is 4,0798%. This MAPE shows that the optimal model has very high accuration in prediction the data because this value of MAPE less than 10%.Keywords: CSPI, USD exchange rate, BI interest rate, birespon, local polynomial, GUI.
PERBANDINGAN MODEL REGRESI KEGAGALAN PROPORSIONAL DARI COX MENGGUNAKAN METODE EFRON DAN EXACT Asri Lutfia Silmi; Sudarno Sudarno; Puspita Kartikasari
Jurnal Gaussian Vol 9, No 4 (2020): 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.v9i4.29008

Abstract

Cox proportional hazard regression analysis is one of statistical methods that is often used in survival analysis to determine the effect of independent variables on the dependent variable in the form of survival time. Survival time starts from the beginning of the study until the event occurs or has reached the end of the study. The Cox proportional hazard regression model does not require information about the distribution that underlies the survival time but there is an assumption of proportional hazard that must be met. The purpose of this study is to determine the factors that influence the survival time of coronary heart disease. Ties are often found in survival data, including the survival data used in this study. Ties is an event when there are two or more individuals who experience a failure at the same time or have the same survival time value. The Efron and Exact method approach is used to overcome the presence of ties that can cause problems in the estimation of parameters associated with determining the members of the risk set. The results showed that the variables of diabetes mellitus, family history, and platelets significantly affected the survival time of CHD patients for both methods. The best model obtained is the Exact method because it has smaller AIC value of 383,153 compared to the AIC value of the Efron method of 393,207. 
PEMILIHAN SMARTPHONE TERBAIK PENUNJANG KEGIATAN AKADEMIS MENGGUNAKAN METODE BWM DAN PENGEMBANGAN AHP Mochammad Iffan Zulfiandri; Hasbi Yasin; Sudarno Sudarno
Jurnal Gaussian Vol 10, No 1 (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.v10i1.30542

Abstract

Multi-Criteria Decision Making (MCDM) is a decision-making method to determine the best alternative from several alternatives based on several certain criteria. One of the alternative decision-making methods that can be used is the Best Worst Method (BWM) and the Analytical Hierarchy Process (AHP). BWM makes structured pairwise comparisons and AHP breaks down complex problems into hierarchical structures. One of the decision-making problems that can be solved by the BWM and AHP methods is the problem of choosing a smartphone. Smartphones are one of the most widely used Information and Communication Technology (ICT) devices by Indonesians. The use of smartphones as ICT devices has benefits for the academic community, especially as a means of supporting academic activities. However, various types and mereks of smartphones are circulating, making users confused about choosing the best smartphone according to their needs. Therefore, a reliable method is needed to make it easier for users to choose the best smartphone, especially in supporting academic activities, namely by using a combination of the BWM method and AHP development. The BWM method is used to calculate the optimal weight of the criteria and the AHP method that has been developed is used to calculate the alternative optimal weight based on the criteria. The combination of the two is used to calculate the final optimal weight for each alternative. The results of the calculation of the optimal weight of the criteria show that the RAM criterion has the highest weight, which is 0.290 and the Screen Size criterion has the lowest weight, which is 0.047. The final result obtained is a smartphone type OPPO Find X2 with a final optimal weight of 0.153 to be the best alternative among other alternatives.  Keywords: Multi-Criteria Decision Making (MCDM), Best Worst Method (BWM), Analytical Hierarchy Process (AHP), Information and Communication Technology (ICT), Smartphones, Academic Activities
PERAMALAN JUMLAH PENUMPANG KERETA API MENGGUNAKAN METODE ARIMA, INTERVENSI DAN ARFIMA (Studi Kasus : Penumpang Kereta Api Kelas Lokal EkonomiDAOP IV Semarang) Helmi Panjaitan; Alan Prahutama; Sudarno Sudarno
Jurnal Gaussian Vol 7, No 1 (2018): 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 (607.933 KB) | DOI: 10.14710/j.gauss.v7i1.26639

Abstract

Autoregressive Integrated Moving Average (ARIMA) is stationary time series model after differentiation. Differentiation value of ARIMA method is an integer so it is only able to model in the short term. The best model using ARIMA method is ARIMA([13]; 1; 0) with an MSE value of 1,870844. The Intervention method is a model for time series data which in practice has extreme fluctuations both up and down. In the data plot the number of train passengers was found to be extreme fluctuation. The data used was from January 2009 to June 2017 where fluctuation up significantly in January 2016 (T=85 to T=102) so the intervention model that was suspected was a step function. The best model uses the Intervention step function is ARIMA ([13]; 1; 1) (b=0; s=18; r=0) with MSE of 1124. Autoregressive Fractionally Integrated Moving Average (ARFIMA) method is a development of the ARIMA method. The advantage of the ARFIMA method is the non-integer differentiation value so that it can overcome long memory effect that can not be solve with the ARIMA method. ARFIMA model is capable of modeling high changes in the long term (long term persistence) and explain long-term and short-term correlation structures at the same time. The number of local economy class train passengers in DAOP IV Semarang contains long memory effects, so the ARFIMA method is used to obtain the best model. The best model obtained is the ARMA(0; [1,13]) model with the differential value is 0,367546, then the model can be written into ARFIMA (0; d; [1,13]) with an MSE value of 0,00964. Based on the analysis of the three methods, the best method of analyzing the number of local economy class train passengers in DAOP IV Semarang is the ARFIMA method with the model is ARFIMA (0; 0,367546; [1,13]). Keywords: Train Passengers, ARIMA, Intervention, ARFIMA, Forecasting
PENGUKURAN RISIKO KREDIT DAN PENGUKURAN KINERJA DARI PORTOFOLIO OBLIGASI Bimbi Ardhana Rizky; Sudarno Sudarno; Diah Safitri
Jurnal Gaussian Vol 7, No 1 (2018): 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 (505.269 KB) | DOI: 10.14710/j.gauss.v7i1.26634

Abstract

Except getting coupon as a profit, there is loss probability in bond investment that is credit risks investment. One way to measure the credit risk of a bond is to use the credit metrics method. It uses the ratings of the bond issuer company and the transition rating issued by the rating company for its calculations. Mean Variance Efficient Portfolio (MVEP) can be used to make an optimal portfolio so that risk can be obtained to a minimum. An assessment of portfolio performance is needed  to increase confidence to invest. Sharpe index can measure portfolio performance based on return value of bond. In this case, study has been conduct in two bonds which are Obligasi Berkelanjutan I Bank BTN Tahap II Tahun 2013 and Obligasi Berkelanjutan I PLN Tahap I Tahun 2013 Seri B. The optimum portfolio formed results 67,96% proportion for the first bond and 32,04% for the second bond. For the result, and there is Rp239,4235(billion) of portfolio risk formed. And there is 0,212496for Sharpe index performance assessment portfolio. Keywords: Bond, portfolio, credit risk, credit metrics, Mean Variance Efficient Portfolio, Sharpe index
METODE K-HARMONIC MEANS CLUSTERING DENGAN VALIDASI SILHOUETTE COEFFICIENT (Studi Kasus : Empat Faktor Utama Penyebab Stunting 34 Provinsi di Indonesia Tahun 2018) Silvy ‘Aina Salsabila; Tatik Widiharih; Sudarno Sudarno
Jurnal Gaussian Vol 11, No 1 (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.v11i1.34003

Abstract

The k-harmonic means method is a method of using the cluster center point value, which is to determine each cluster from its center point based on the calculation of the harmonic average. The k-harmonic means determines the existence of each data point based on the membership function and weighting function by using a distance measure. in the clustering, which aims to increase the importance of data that is far from each central point. This causes the k-harmonic means to be insensitive in initialization in determining the cluster center point and significantly improves the quality of clustering compared to k-means. In determining the level of similarity, the determination of the level of similarity uses the distance measure and the distance measure used is the Euclidean distance measure. The distance measure used in cluster analysis can affect the cluster results obtained. Thus, to determine the quality of the results of the cluster analysis, validation tests were carried out using an internal criteria approach, namely silhouette coefficient. In this study, the k-harmonic means used to classify provinces in Indonesia based on the causes of stunting in 2018. The stunting in children under five in Indonesia has exceeded the limit set by WHO. In 2016-2017 there was an increase in the prevalence of stunting by 27.5% to 29.6%. The k-harmonic means method is used so that the four main factors causing stunting in every province in Indonesia can be seen and the prevention and cure of stunting can run optimally. This method is also used because the data on the four factors that cause stunting show a significant rate of change and as a measure of central tendency in 34 provincial objects in Indonesia. Four factors that cause stunting are used, namely the percentage of households that do not have access to clean drinking water, the percentage of exclusive breastfeeding, the percentage of Low Birth Weight Babies (LBW) 2,500-grams born safely and the percentage of households that do not have proper sanitation facilities. The results obtained by the cluster which is optimal at k= 3 using the Euclidean, where the silhouette coefficient = 0,3040722675 ≈ 0,3. Based on the results of the cluster analysis, it is known that in cluster one, the main factor that stands out the most is the percentage of exclusive breastfeeding. In cluster two, the main factor that stands out the most is the percentage of Low Birth Weight Babies (LBW) 2,500-grams born safely. In cluster three, the most prominent main factors are the percentage of Low Birth Weight Babies (LBW) 2,500-grams born safely and the percentage of households that do not have proper sanitation facilities with the highest average centroid among other clusters. Keywords: Clustering, K-Harmonic Means, Euclidean distance, Silhouette Coefficient, Stunting