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Quantile Regression Analysis; Simulation Study With Violation of Normality Assumption Hasibuan, Lilis Harianti; Yanuar, Ferra; Devianto, Dodi; Maiyastri, Maiyastri
JOSTECH Journal of Science and Technology Vol 4, No 2: September 2024
Publisher : UIN Imam Bonjol Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15548/jostech.v4i2.9643

Abstract

Quantile regression is an extension method of simple linear regression whose work is to separate or divide data into certain quantiles. This method minimizes the asymmetric absolute residual and estimates the conditional quantile function. Parameter estimation in the quantile regression method does not require the parametric assumption of normality. The data in this study are generated from different distributions. The distribution of the independent variables in this study comes from the t distribution, normal and exponential distribution. Meanwhile, the error distribution comes from the chi square distribution. This research produces various models of the selected quantiles. The estimated parameter values at each quantile are almost close to the initial values set. This research found the best model at quantile 0.5 by looking at the smallest MSE value of all quantiles of 1.2662. The best model obtained is .
A Portrait of Multidimensional Poverty of Indonesian Agricultural Households Maulini Septya; Neng Kamarni; Dodi Devianto
Daengku: Journal of Humanities and Social Sciences Innovation Vol. 4 No. 4 (2024)
Publisher : PT Mattawang Mediatama Solution

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35877/454RI.daengku2541

Abstract

The problem of poverty is not only measured by purchasing power but also by access to fulfillment of needs such as education, health, and quality of life. Poverty measured from this perspective is referred to as multidimensional poverty. This study aims to identify the multidimensional poverty conditions of households in the agricultural sector, which is the sector that contributes the highest monetary poverty rate in Indonesia. The data used is data from the National Socio-Economic Survey (SUSENAS) from 2017 to 2021. This research was conducted on 34 provinces in Indonesia. The portrait of multidimensional poverty is processed using the Alkire-Foster method using three dimensions, namely the dimensions of education, health, and quality of life. The three dimensions are measured using thirteen indicators that have been adjusted to the indicators in SDG'S 2030. The results of this study state that the deprivation of agricultural households is still high in the indicators of years of schooling, ownership of health insurance and availability of proper sanitation. The province with the highest Multidimensional Poverty Index (MPI) value is Papua, followed by four other provinces, namely, East Nusa Tenggara, Banten, West Nusa Tenggara, and West Java. In addition, this study also identifies multidimensional poverty in the agricultural sector by regional classification and gender of the household head.
ESTIMASI PARAMETER DARI DISTRIBUSI LOMAX MENGGUNAKAN METODE BAYESIAN ENTROPY LOSS FUCTION Sani, Ridha Fadhila; Yanuar, Ferra; Devianto, Dodi
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 5 No. 3 (2024): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v5i3.596

Abstract

The purpose of this research is estimating shape parameter (θ) of  Lomax distribution with known shape parameter (β). Estimating parameter of Lomax Distribution using Bayesian Entropy Loss Function method with Gamma prior as conjugate prior of parameter (θ). The data used in this research is generated data which is obtained from R-Studio. Estimating parameter with Bayesian Entropy Loss Function Method from Lomax distribution with used shape parameter (θ=1) is  and estimating parameter with Bayesian Entropy Loss Function Method from Lomax distribution with used shape parameter (θ=1,5) is . Estimating shape parameter (θ) will be evaluated used AIC, AICc, and BIC method
MODEL PERGERAKAN HARGA MINYAK MENTAH BRENT MENGGUNAKAN PENDEKATAN TIME SERIES DENGAN EFEK LONG MEMORY Ramadhani, Eza Syafri; Devianto, Dodi; Yanuar, Ferra
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 5 No. 3 (2024): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v5i3.746

Abstract

Oil price movements are highly volatile and tend to be influenced over extended periods, often displaying long memory effect. This study utilizes the Autoregressive Fractionally Integrated Moving Average (ARFIMA) model, a long memory model, to analyze and forecast crude oil prices using monthly Brent data from November 1998 to November 2023. The analysis confirms the presence of long memory in the Brent crude oil price data. The ARFIMA model is then developed by estimating the parameter  using the Rescaled Range Statistics (R/S) method. The best model is selected based on the lowest AIC and BIC values. The results indicate that the optimal ARFIMA model closely aligns with the actual data patterns, demonstrating its effectiveness in capturing the movements of Brent crude oil prices.
PEMODELAN JUMLAH PENUMPANG KAPAL DOMESTIK DI PELABUHAN TANJUNG PERAK MENGGUNAKAN MODEL VARIASI KALENDER SEASONAL ARIMAX Riau, Ninda Permata; Yanuar, Ferra; Devianto, Dodi
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 5 No. 3 (2024): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v5i3.748

Abstract

Indonesia is the largest archipelagic country in the world, heavily reliant on maritime transportation, with Tanjung Perak Port being the second busiest port, playing a strategic role in East Java's economy. Analysis shows that fluctuations in the number of ship passengers at Tanjung Perak Port are influenced by seasonal patterns and calendar variations, such as spikes in passenger numbers during the Eid Al-Fitr holiday. To model these fluctuations, the SARIMAX (Seasonal ARIMA with Exogenous Variables) model is used, which accounts for both seasonal factors and exogenous variables. Results of this research show a significant relationship between the number of ship passengers and a dummy variable representing the month before and during Eid al-Fitr. The SARIMAX model used in this analysis confirms that the period leading up to and during the Eid al-Fitr celebration contributes significantly to fluctuations in passenger numbers.
PENERAPAN METODE NAÏVE BAYES CLASSIFIER DALAM MENGANALISIS SENTIMEN PADA MEDIA SOSIAL X TERHADAP PILPRES 2024 DI INDONESIA Majbur, Ridha Fauza; Yanuar, Ferra; Devianto, Dodi
Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistika Vol. 5 No. 3 (2024): Jurnal Lebesgue : Jurnal Ilmiah Pendidikan Matematika, Matematika dan Statistik
Publisher : LPPM Universitas Bina Bangsa

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46306/lb.v5i3.794

Abstract

The purpose of this research is to analyze sentiment on social media X regarding the 2024 Presidential Election by testing data using k-fold cross validation. The data used in this study are tweets about the 2024 Presidential Election on social media X, obtained through data crawling techniques. Sentiment analysis is the process of identifying and classifying opinions, which are in text form into positive or negative sentiments. Classification methods are used to group these sentiments. One of the classification methods used in this study is the Naive Bayes Classifier (NBC). The accuracy of this NBC method is measured using k-fold cross-validation, with k = 10. The value of k = 10 was chosen for this study because it is considered to provide more stable and robust accuracy results. Based on the measurements conducted, it was found that the highest accuracy value occurred in the 10th fold, which was 92.06%. The average accuracy across all folds for the NBC method was 82.33%. This indicates that the Naive Bayes Classifier (NBC) method can classify public sentiment towards the 2024 Presidential Election with a relatively high level of accuracy.
Pengelolaan Perkebunan Berkelanjutan yang Berkearifan Lokal di Lahan Basah Partini; Noer, Melinda; Suliansyah, Irfan; Devianto, Dodi
Jurnal Galung Tropika Vol 13 No 3 (2024)
Publisher : Fakultas Pertanian, Peternakan dan Perikanan Universitas Muhammadiyah Parepare

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31850/jgt.v13i3.1293

Abstract

Wetlands are essential in economic and ecological systems, especially in tropical regions. Economically, this land has the potential to be used for agriculture, fishery plantations, and animal husbandry. Ecologically, wetlands are ecosystems that are rich in biodiversity and function as carbon sinks, natural water filters, and providers of natural resources for surrounding communities. The management approach must involve not only modern technology but also local wisdom to realize sustainable plantations in wetlands. Local practices in wetland management that support sustainable plantations include local knowledge in choosing adaptive commodities, fire prevention, agroforestry systems, togetherness in society, rituals, traditions and community beliefs, cooperation in communities, and customary law. The wisdom values contained in this practice include respect for the environment, collaboration within the community, preservation of heritage and culture, adaptability and resistance to change, spiritual values, and respect for ancestors.
THE MIXED UNIVARIATE CONTROL CHART EWMA AND CUSUM FOR FLAVOUR PRODUCTION QUALITY PROCESS MONITORING Sari, Surya Puspita; Maiyastri, Maiyastri; Devianto, Dodi
Jurnal Matematika UNAND Vol 13, No 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.309-315.2024

Abstract

A control chart is an important statistical technique used to monitor the average quality of a process or dispersion. Shewhart control chart is used to detect larger disturbances in process parameters. Along with the times, a more sensitive univariate control chart is created, namely EWMA and CUSUM. The control chart is developed into a combination as a Mixed EWMA-CUSUM control chart to detect smaller changes.  The performance of the Mixed EWMA – CUSUM control graph does not only rely on current observations, but also collects information from previous observations so as to provide a fast signal to detect out of control conditions.
Analisis Fama-French Three Factor Model Terhadap Return Portofolio Saham Optimal Terindeks PEFINDO25 Willmar, Ridho Pascal; DEVIANTO, DODI; YOZZA, HAZMIRA
Jurnal Matematika UNAND Vol. 13 No. 1 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.1.41-55.2024

Abstract

Portofolio optimal adalah portofolio yang menguntungkan dari segi return dan risiko bagi para investor. Pada penelitian ini digunakan metode Single Index Model untuk membentuk portofolio optimal. Setelah portofolio optimal terbentuk, dilakukan pengukuran kinerja portofolio dengan Rasio Sharpe, Rasio Treynor, dan Rasio Jensen. Serta menganalisis pengaruh dari Fama-French Three Factor Model yaitu yang terdiri dari Premi Risiko, Size, dan Book to Market Equity terhadap return saham. Objek penelitian ini adalah saham-saham yang konsisten berada pada Indeks PEFINDO25 pada periode Agustus 2019 - Januari 2021. Hasil penelitian menunjukkan terdapat 3 saham yang menjadi saham pembentuk portofolio optimal. Untuk hasil analisis pengaruh FamaFrench Three Factor Model menunjukkan bahwa Premi Risiko memiliki hubungan yang searah dan berpengaruh signifikan terhadap return saham, sedangkan Size dan Book to Market Equity memiliki hubungan yang searah namun tidak berpengaruh signifikan terhadap return saham. Kedua variabel tidak signifikan diduga karena pada periode data penelitian terjadi Covid-19.
THE MIXED UNIVARIATE CONTROL CHART EWMA AND CUSUM FOR FLAVOUR PRODUCTION QUALITY PROCESS MONITORING Sari, Surya Puspita; Maiyastri, Maiyastri; Devianto, Dodi
Jurnal Matematika UNAND Vol. 13 No. 4 (2024)
Publisher : Departemen Matematika dan Sains Data FMIPA Universitas Andalas Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.25077/jmua.13.4.309-315.2024

Abstract

A control chart is an important statistical technique used to monitor the average quality of a process or dispersion. Shewhart control chart is used to detect larger disturbances in process parameters. Along with the times, a more sensitive univariate control chart is created, namely EWMA and CUSUM. The control chart is developed into a combination as a Mixed EWMA-CUSUM control chart to detect smaller changes.  The performance of the Mixed EWMA – CUSUM control graph does not only rely on current observations, but also collects information from previous observations so as to provide a fast signal to detect out of control conditions.
Co-Authors Abdi Mulya Acnesya, Vivin Admi Nazra Afnanda, Afridho Afrimayani Afrimayani Ainul Mardhiyah, Ainul Almuhayar, Mawanda Amalia Dwi Putri AMALIA DWI PUTRI ANNISA RAHMADIAH Arfarani Rosalindari ARNEZDA PUTRI Arrival Rince Putri Asdi, Yudiantri Astari Rahmadita Aulia Safitri Bahri, Susila Baqi, Ahmad Iqbal Boby Canigia Bukti Ginting Cesa Febri Desti Cichi Chelchillya Candra Cichi Chelchillya Candra Cindyana Aldrifisia Cintya Mukti Citra Ariadini Chairunnisa Claudia Putri Zoelanda Darvi Mailisa Putri Defriman Djafri Delvia Alhusna Des Welyyanti Desi Susanti Dina Monica DIRAMADHONA MUTIASALISA Efendi Efendi Eka Rahmi Kahar Elfa Rafulta Elfindri, Elfindri Elisa Sri Hastuti Elsa Wahyuni Elvi Yati Ermanely Ermanely Fadila Aulia Fadila Rasyid Fadilla Nisa Uttaqi Fajriyah, Rahmatika Faldo Aditya Farhah Anggana Fery Murtiningrum Fery Murtiningrum, Fery Finti Warni FITARI RESMALANI FITRI SABRINA Fitria Sarah Ginting, Yanti Mayasari Gusmanely Z Hafiz Rahman HANDIKA WAHYU VIKRANTHA Hasibuan, Lilis Harianti Hazmira Yozza Herliani Evinda Husnul Fikri Ihsan Kamal Ikhlas Pratama Sandi Irfan Suliansyah Istiqamah . Iswahyuli . Izzati Rahmi HG Jatu Visitasari Jayanti Herli Kamarni, Neng Khatimah, Havifah Husnatul Kiki Ramadani Lana Fauziah Lathifah Yulyanisa Lily Zuhrat Lita Wulandari Aeli Livia Amanda LOLANDA SYAMDENA M. Pio Hidayatullah M. Rizki Oktavian Maisan Nusa Putri Maiyastri Maiyastri, Maiyastri Majbur, Ridha Fauza maMaiyastri Maiyastri Mardha Tillah Maulini Septya Mawanda Almuhayar Mayastri Mayastri Melinda Noer Melisa Febriyana MUHAMMAD HAFANDRY Muhammad Iqbal Muhammad Qolbi Shobri Muhammad Ridho Muharisa, Catrin Mutia Yollanda Nadia Husna Nadya Risna Putri Narwen Narwen NASTHASYA, NOVALISA Nisa, Alvi Khairin Nova Noliza Bakar NOVALISA NASTHASYA Noverina Alfiany Nursyirwan Effendi, Nursyirwan NURUL AISHAH Nurwijayanti Olivia Prima Dini Partini Partini Partini Partini, Partini Puteri Bulqis Azhari Putri Permathasari Putri Permathasari Putri Putri Putri Riza Chaniago Radhiatul Husna Rahma Diana Safitri Rahmawati Ramadhan RAHMI HG, IZZATI Ramadhani, Eza Syafri Ramadhani, Nia Rasyid, Fadila Religea Reza Putri Riau, Ninda Permata Ridhatul Ilahi Ridho Pascal Willmar Ridho Saputra, Ridho Rini Elvira Riri Lestari Risma Yulia Rosi Ramayanti Rudiyanto Rudiyanto, Rudiyanto SAIDAH . Sani, Ridha Fadhila Saputri, Ovi Delviyanti SARAH SARAH Sarmada Sarmada Sarmada, Sarmada Selfinia, Selfinia SHINTA YULIANA Siska Dwi Kumala Sri Meiyenti Sri Wahyuni Sri Wahyuni Suci Sari Wahyuni SUMINDANG YUZAN Surya Puspita Sari Surya Puspita Sari, Surya Puspita Syauqi, Irfan Tasya Abrari Tessy Oktavia Mukhti Tiara Shofi Edriani Tomi Desra Yuliandi ULLYA IZZATY UMMU BUTSAINATUL EL KHAIR Uqwatul Alma Wisza Uswatul Hasanah Vira Agusta Wikasanti Dwi Rahayu William Huda Willmar, Ridho Pascal WULANDARI, FRILIANDA Yanuar, Ferra Yaswirman, Yaswirman Yosika Putri Yurinanda, Sherli Zetra, Aidinil Zuardin, Aulia Zul Ahmad Ersyad Zulakmal, Zulakmal