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Journal : Jurnal Gaussian

PENERAPAN DIAGRAM KONTROL MEWMA DAN MEWMV PADA PENGENDALIAN KARAKTERISTIK KUALITAS AIR (Studi Kasus: Kualitas Pengolahan Air II PDAM Tirta Moedal Kota Semarang) Adestya Ayu Maharani; Mustafid Mustafid; 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 (654.498 KB) | DOI: 10.14710/j.gauss.v7i1.26632

Abstract

Water is one of the most important elements for human life, water treatment is done for human consumption and must fulfill the health requirements with the levels of certain parameters. Quality of Water Treatment II is the second water purification installation owned by PDAM Tirta Moedal Semarang City with production capacity of 60 l/s. Variables used in the water treatment process are correlated with each other, so used multivariate control chart. The Multivariate Exponentially Weighted Moving Average control chart is used for monitoring process mean, and the Multivariate Exponentially Weighted Moving Variance control chart is used for monitoring process variability. The variables used are colour, turbidity, organic substance, manganese and the total dissolved solid. MEWMA control chart with λ = 0.5, showed that the process mean is controlled statistically. MEWMV control chart showed that variability is controlled statistically in λ = 0.4, ω = 0.2 and L = 3.3213. MEWMA and MEWMV control chart showed that the process is not capable because it obtained the value of process capability index less than 1. Keywords: Water, Multivariate Exponentially Weighted Moving Average, Multivariate Exponentially Weighted Moving Variance, process capability.
PENGENDAIAN MULTIVARIATE DENGAN DIGRAM KONTROL MEWMA ENGGUNAKAN METODE SIX SIGMA (STUDI KASUS PT FUMIRA SEMARANG TAHUN 2019) Puspita Ayu Utami; Mustafid Mustafid; Tatik Widiharih
Jurnal Gaussian Vol 9, No 1 (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 (919.332 KB) | DOI: 10.14710/j.gauss.v9i1.27527

Abstract

As one of the biggest corrugation producing industries, PT Fumira Semarang is always required to fulfill customer needs by continuously improving their quality. Galvanized Steel is the raw material for the production of corrugation at PT Fumira Semarang. There are three important quality characteristics to be controlled in order that the results of galvanized steel production fit the standards to be manufactured as corrugation are waves, rust, and scratches. Six Sigma is a method for controlling quality. Six Sigma has focus on reducing defects, by standard 3,4 defects per one million opportunties. This research aims to identify the galvanized steel production process using Six Sigma method with MEWMA control chart and the capability of the process to fit the standards. Multivariate Exponentially Weighted Moving Average (MEWMA) control chart is a tool used to control multivariate process averages. The result of this research are MEWMA control chart with lambda 0.7 shows that the process is controlled statistically and The Sigma value for waves is 2,33, for rust 2,05, and for scratches 2,64. And the research reveals the galvanized steel production process has not fit to the standard because the process capabilty index is 0,2805. Keywords: Galvanized Steel, Quality Control, Six Sigma, Multivariate Exponentially Weighted Moving Average, Process Capability Analysis
DIAGRAM KONTROL MULTIVARIAT np DAN DIAGRAM KONTROL JARAK CHI-SQUARE DALAM PENGENDALIAN KUALITAS PRODUK KAIN DENIM (Studi Kasus di PT Apac Inti Corpora) Dwi Harti Pujiana; Mustafid Mustafid; Di Asih I Maruddani
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.v7i4.28866

Abstract

Denim fabric sort number 78032 is one type of fabric in the last 4 years almost every month produced by PT Apac Inti Corpora. In the continuity of denim fabric production process, there are data defects (non-conformity) that causes the quality of denim fabric decreases. To maintain the consistency of the quality of products produced in accordance with the specified specifications, it is necessary to control the quality of the production process that has been running for this. Multivariate control charts attributes used are multivariate control charts np using the number of samples and the proportion of disability data with correlation between variables while the chi-square distance control charts use squared distances with uncorrelated data between variables. The results showed that in the multivariate control chart np there were 2 out-of-control observations in the phase II data using control limits from phase I data already controlled by the value of BKA of 636321.4. While in the chi-square distance control chart showed all observations are in in-control condition with BKA value of 0.06536. Controlled production process obtained multivariate process capability value  for multivariate control np diagram of 0.625142 <1 which means the process is not capable, while the value of process capability in the chi-square distance control chart is 1.1329> 1 which means the process is capable. Keywords: denim fabric, multivariate np control chart, chi-square distance control chart, multivariate process capability
PENERAPAN FUZZY C-MEANS KLUSTER UNTUK SEGMENTASI PELANGGAN E-COMMERCE DENGAN METODE RECENCY FREQUENCY MONETARY (RFM) Stevanus Sandy Prasetyo; Mustafid Mustafid; Arief Rachman Hakim
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.v9i4.29445

Abstract

E-commerce has become a medium for online shopping which is growing and popular among the public. Due to the ease of access for all internet users and the completeness of the products offered, e-commerce has become a new alternative in meeting people's needs. Currently, the competition in the business world is very fierce, any e-commerce company needs to be able to carry out the right marketing strategy to compete in acquiring, retaining, and partnering with customers. In this research, the segmentation of e-commerce customers was carried out using the Fuzzy C-Means cluster and the RFM method. The clustering process is carried out six times with the number of clusters starts from two to seven clusters. The results showed that the optimum number of clusters formed according to the Xie-Beni validity index was four clusters. The cluster becomes customer segments that have the characteristics of each customer based on their recency, frequency, and monetary value. The best segment is segment 4 which has very loyal customers in shopping on tumbas.in e-commerce. From the segments that have been formed, they can be used as a consideration in implementing the right marketing strategy for each customer. Keywords : E-commerce, customer segmentation, Fuzzy C-Means Cluster, RFM, Xie-Beni Index
SEGMENTASI PELANGGAN E-MONEY DENGAN MENGGUNAKAN ALGORITMA DBSCAN (DENSITY BASED SPATIAL CLUSTERING APPLICATIONS WITH NOISE) DI PROVINSI DKI JAKARTA Windy Rohalidyawati; Rita Rahmawati; Mustafid Mustafid
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 (516.233 KB) | DOI: 10.14710/j.gauss.v9i2.27818

Abstract

Customer segmentation is one effective way of marketing to determine the most potential target market. Increasing of E-money usage in DKI Jakarta and more banks are providing E-money products. One way to be able to compete in the global market, banks can segment customers. Determining potential customers of E-money users in DKI Jakarta can form segments by applying the DBSCAN (Density Based Spatial Clustering Application with Noise) algorithm. The quality of segments was measured by using the Silhouette Coefficient. In this study, E-money customers were grouped by reason of using the bank used, transaction activities, number of transactions, nominal balance, and frequency of top-up. The results of this study were using the density radius of 2 and  minimum 3 objects that enter the density radius forming 2 segments and 17 noises. The segment quality value of 0.26. The most potential segment was the segment that has an average greater than the average of all data. 
PENERAPAN DIAGRAM KONTROL MULTIVARIATE EXPONENTIALLY WEIGHTED MOVING AVERAGE (MEWMA) PADA PENGENDALIAN KARAKTERISTIK KUALITAS AIR (Studi Kasus: Instalasi Pengolahan Air III PDAM Tirta Moedal Kota Semarang) Anastasia Arinda; Mustafid Mustafid; Moch. Abdul Mukid
Jurnal Gaussian Vol 5, No 1 (2016): 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 (343.777 KB) | DOI: 10.14710/j.gauss.v5i1.10910

Abstract

Water treatment is intended to change the original water quality that does not fulfill the health requirements become a water for human consumption and must comply with the levels of certain parameters. Quality control can be done by forming a Multivariate Exponentially Weighted Moving Average (MEWMA) control chart. In the Multivariate Exponentially Weighted Moving Average (MEWMA) control charts with λ = 0.25 and UCL = 13.92658 seen that process controlled statistically. Once the process is under control, it can be done analysis of the ability of the process to determine whether the process fulfill the specifications or not. In the calculation process capability univariate each characteristics and multivariate process capability index values obtained more than 1 means that the process is going well. Keywords: water quality, Multivariate Exponentially Weighted Moving Average (MEWMA), process capability.
IMPLEMENTASI ALGORITMA MODIFIED GUSTAFSON-KESSEL UNTUK CLUSTERING TWEETS PADA AKUN TWITTER LAZADA INDONESIA Ratna Kencana Putri; Budi Warsito; Mustafid Mustafid
Jurnal Gaussian Vol 8, No 3 (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 (717.172 KB) | DOI: 10.14710/j.gauss.v8i3.26708

Abstract

Online social media is a new kind of media which is steadily growing and has become publicly popular. Due to its ability to spread informations rapidly and its easiness to access for internet users, social media provides new alternative to conduct advertising and product segmentation. Twitter is one of the most favored social media with 19.5 million users in Indonesia to the date. In this research, the application of text mining to cluster tweets from the @LazadaID Twitter account is done using the Modified Gustafson-Kessel clustering algorithm. The clustering process is executed five times with the number of cluster starts from two to six cluster. The results of this research indicate that the optimum number of clusters formed based on the Partition Coefficient and Classification Entropy validation index are three clusters. Those three clusters are tweets containing electronic stuff offers, discounts, and prize quizes. Tweets with the most retweets and likes are prize quiz tweets. PT Lazada Indonesia could use this kind of tweet to conduct advertising on social media Twitter because the prize quiz tweets are liked by the @LazadaID Twitter account followers.Keywords: Twitter, advertising, Lazada Indonesia, Gustafson-Kessel Clustering algorithm, validation index
PENERAPAN SIX SIGMA DALAM RANCANGAN PERCOBAAN FAKTORIAL UNTUK MENENTUKAN SETTING MESIN PRODUKSI AIR MINERAL Muhammad Nugroho Karim Amrulllah; Mustafid Mustafid; Sugito Sugito
Jurnal Gaussian Vol 5, No 1 (2016): 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 (697.572 KB) | DOI: 10.14710/j.gauss.v5i1.11037

Abstract

Machine setting is one of the factors which affects the high defects of mineral water cup. The determination of the optimal machine setting is needed to reduce the defects that occur. Six Sigma DMAIC (define, measure, analyze, improve, control) method in the factorial experimental design can be used for determining the optimal machine setting. This research, which is conducted in PT Sekar Sari, found the most optimal combination of pressure and temperature setting of the machine, so that the defects generated are decreasing after optimal condition treatment. Sigma level increased by 0.89 sigma, from 2,47 sigma to 3,36 sigma and COPQ (cost of poor quality) percentage decreased by 3.64%.Keywords: Six Sigma, DMAIC, Factorial Design of Experiment, COPQ.
PENERAPAN METODEEXPECTED SHORTFALLPADA PENGUKURAN RISIKO INVESTASI SAHAM DENGAN VOLATILITAS MODEL GARCH Nurul Fitria Fitria Rizani; Mustafid Mustafid; Suparti Suparti
Jurnal Gaussian Vol 8, No 1 (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 (486.716 KB) | DOI: 10.14710/j.gauss.v8i1.26644

Abstract

One of the methods that can be used to measure stock investment risk is Expected Shortfall (ES). ES is an expectation of risk size which value is greater than Value at Risk (VaR), ES has characteristics of sub-additive and convex. The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is used to model stock data that has high volatility. Calculating ES is done with data that shows deviations from normality using Cornish-Fisher's expansion. This researchapplies the ES at the closing stock price of PT Astra International Tbk. (ASII), PT Bank Negara Indonesia (Persero) Tbk. (BBNI), and PT Indocement Tunggal Prakarsa Tbk. (INTP) for the period of 11 February 2013 - 31 March 2019. Based on the volatility of GARCH (1,1) analysis, we find ES calculation for each stock by 95% level  confidence. The ES for ASII shares is 4.1%, greater than the VaR value which isonly 2.64%.The ES for BBNI shares is 4.38%, greater than it’s VaR value which is only 2,86%. The ES for INTP shares is 6.22%, which is also greater than it’s VaR value which is only3,99%. The greather of VaR then Thegreather of ES obtained.Keywords: Expected Shortfall, Value at Risk, GARCH
PENGUKURAN PROBABILITAS KEBANGKRUTAN OBLIGASI KORPORASI DENGAN SUKU BUNGA COX INGERSOLL ROSS MODEL MERTON (Studi Kasus Obligasi PT Indosat, Tbk) Muhammad Akhir Siregar; Mustafid Mustafid; Rukun Santoso
Jurnal Gaussian Vol 7, No 2 (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 (589.236 KB) | DOI: 10.14710/j.gauss.v7i2.26652

Abstract

Nowadays bonds become one of the many securities products that are being prefered by investors. Observing the level of the company's rating which good enough or in the criteria of investment grade can’t be a handle of investors. Investing in long-term period investors should understand the risks to be faced, one of investment credit risk on bonds is default risk, this risk is related to the possibility that the issuer fails to fulfill its obligations to the investor in due date. The measurement of the probability of default failure by the structural method approach introduced first by Black-Scholes (1973) than developed by Merton (1974).  In Bankruptcy model, merton’s model assumed the company get default (bankrupt) when the company can’t pay the coupon or face value in the due date. Interest rates on the Merton model assumed to be constant values replaced by Cox Ingersoll Ross (CIR) rates. The CIR rate is the fluctuating interest rate in each period and the change is a stochastic process. The empirical study was conducted on PT Indosat, Tbk's bonds issued in 2017 with a face value of 511 Billion in payment of obligations by the issuer for 10 years. Based on simulation results done with R software obtained probability of default value equal to 7,416132E-215 Indicates that PT Indosat Tbk is deemed to be able to fulfill its obligation payment at the end of the bond maturity in 2027. Keywords: Bond, CIR Rate, Merton Model, Ekuity, Probability of default
Co-Authors Abdul Hoyyi Abdul Munir, Akmal Adestya Ayu Maharani Adi Wahyu Romariardi Adian Fatchur Rochim Agatha, Insani Tiara Agil Setyo Anggoro Agung Budiwirawan Agung Budiwirawan Agus Rusgiyono Agus Setyawan Agus Subagio Ahmad Lubis Ghozali Akbarizan Akbarizan Al Bajuri, Azzuhri Alan Prahutama Alfahari Anggoro, Alfahari Alfrianus Papuas Algifari, Muhammad Faiz Alifia Hana Linda Rachmawati Alifia Hanifah Mumtaz Amrina Rosyada Anak Agung Gede Sugianthara Anastasia Arinda Andi Gunawan Anisa, Darania Anwar, Alfiansyah Arief Rachman Hakim Aris Sugiharto Arisman Arisman Aulia Desy Deria Ayudya Tri Wahyuningtyas Bambang Haryadi Bambang Riyanto Bambang Riyanto Basuki Rahmat Masdi Siduppa Bayu Surarso Beta Noranita Budi Warsito Catur Edi Widodo Cynthia Damayanti Daniel Alfa Puryono Di Asih I Maruddani Diah Safitri Diandra Zakeshia Tiara Kannitha Djalal Er Riyanto Dwi Harti Pujiana Dwi Ispriyanti Dwi Putri Handayani Dwinta Rahmallah Pulukadang, Dwinta Rahmallah Dyna Marisa Khairina Edi Widodo, Edi Eko Adi Sarwoko Faiz Algifari, Muhammad Ferry Jie, Ferry Hasbi Yasin Hosen, Hosen Hsb, Putra Halomoan I Gusti Ngurah Antaryama Ibnu Widiyanto Ibrahim, Muhammad Rivani Imam Nur Sholihin Irfan Ismail Sungkar ISNUGROHO, AWING Jatmiko Endro Suseno Jayawarsa, A.A. Ketut Juwanda, Farikhin Kemas Muhammad Gemilang Khairunnas Rajab Kholidah Kholidah, Kholidah Leni Pamularsih Lulus Darwati, Lulus Mardona Siregar Meilia Kusumawardani, Meilia Moch. Abdul Mukid Muhammad Akhir Siregar Muhammad Nugroho Karim Amrulllah Muhammad Nur Mustafa, Mustafa Nathasa Erdya Kristy Nesari Nesari Nida Adelia Nova Delvia Nurul Fitria Fitria Rizani Oky Dwi Nurhayati Parlika, Rizky Pipin Widyaningsih Prihati Prihati Puananndini, Dewi Asri Puspita Ayu Utami Puspita Kartikasari Putra, Firman Surya Putranto, Aldi Satya Qurtubi, Achmad Napis R Rizal Isnanto Radian Lukman Rangkuti, Nuraini Ratna Kencana Putri Redemtus Heru Tjahjana Rezky Dwi Hanifa Ririn Sulpiani Rita Rahmawati Rita Rahmawati Rizaldy Khair Rosmiati Rosmiati Rukun Santoso Satriyo Adhy Silvia Julietty Sinaga Sinta Tridian Galih Siregar, Mardona Sobhan, Sobhan Sri Mulyani Stevanus Sandy Prasetyo Sudarno Sudarno Sudarno Sudarno Sugito Sugito Sulastri Sulastri Sumper Mulia Harahap, Sumper Mulia Suparti Suparti Supriyono Supriyono Suryono Suryono Syamsul Arifin Tarno Tarno Tatik Widiharih Thalita, Indah Tri Ernayanti Triastuti Wuryandari U.S, Supardi Udi Harmoko Windy Rohalidyawati Wulandari, Heni Dwi Yennylawati, Eng Yudie Irawan Yundari, Yundari Zega, Nesty Novita Sari