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All Journal Media Statistika SAINS DAN MATEMATIKA JURNAL SISTEM INFORMASI BISNIS Jurnal Gaussian Jurnal Transportasi Al-Ahwal: Jurnal Hukum Keluarga Islam JOIV : International Journal on Informatics Visualization Kinetik: Game Technology, Information System, Computer Network, Computing, Electronics, and Control Jurnal Teknovasi : Jurnal Teknik dan Inovasi Mesin Otomotif, Komputer, Industri dan Elektronika Jurnal el-Qanuniy: Jurnal Ilmu-Ilmu Kesyariahan dan Pranata Sosial Al-Qadha: Jurnal Hukum Islam dan Perundang-Undangan Al-Manhaj: Jurnal Hukum dan Pranata Sosial Islam Infotek : Jurnal Informatika dan Teknologi Journal of Islamic Law STRATEGY : Jurnal Inovasi Strategi dan Model Pembelajaran El-Izdiwaj: Indonesian Journal of Civil and Islamic Family Law Al Hurriyah : Jurnal Hukum Islam Syarah: Jurnal Hukum Islam dan Ekonomi Yurisprudentia: Jurnal Hukum Ekonomi Jurnal Sultan : Riset Hukum Tata Negara Jurnal Fakta Hukum (JFH) Al-Zayn: Jurnal Ilmu Sosial & Hukum El-Sirry: Jurnal Hukum Islam dan Sosial Indonesian Journal of Humanities and Social Sciences Al-battar: Jurnal Pamungkas Hukum

Mustafid Mustafid

Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

Author-ID : 326275

Religion Aerospace Engineering Agriculture, Biological Sciences & Forestry Arts Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Materials Science & Nanotechnology Mathematics Public Health Social Sciences Transportation Other

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PENERAPAN SEASONAL GENERALIZED SPACE TIME AUTOREGRESSIVE SEEMINGLY UNRELATED REGRESSION (SGSTAR SUR) PADA PERAMALAN HASIL PRODUKSI PADI Leni Pamularsih; Mustafid Mustafid; Abdul Hoyyi
Jurnal Gaussian Vol 10, No 2 (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.v10i2.29435

Ordinary Least Square (OLS) is general method to estimate Generalized Space Time Autoregressive (GSTAR) parameters. Parameter estimation by using OLS for GSTAR model with correlated residuals between equations will produce inefficient estimators. The method that appropriate to estimate the parameter model with correlated residuals between equations is Generalized Least Square (GLS), which is usually used in Seemingly Unrelated Regression (SUR). This research aims to build the seasonal GSTAR SUR model as model of rice yield forecasting in three locations by using the best weighting. Weights used are binary weights, inverse distance and normalization of cross correlation. Data which used in this research are the data of rice yield per quarter in three districts in Central Java, namely Banyumas, Cilacap and Kebumen. The data from the period of January 1981 to December 2014 as training data and the period of January 2015 to December 2018 as validation data. The resulting is a model that has a seasonal effect with the autoregressive order and the spasial order limited to 1 so the model formed is SGSTAR (41)-I(1)(1)3. The best model produced is the SGSTAR SUR (41)-I(1)(1)3 model with inverse distance weighting because it fulfills both assumptions, residuals white noise and residuals normally multivariate distribution. Additionally, it has the smallest MAPE value when compared the other weighting, that is 20%. This MAPE value indicates that the accuracy rate of forecast is accurate.Keywords: Rice yield, Seasonal, GSTAR, SUR.

REGRESI ROBUST ESTIMASI-M DENGAN PEMBOBOT ANDREW, PEMBOBOT RAMSAY DAN PEMBOBOT WELSCH MENGGUNAKAN SOFTWARE R Aulia Desy Deria; Abdul Hoyyi; Mustafid Mustafid
Jurnal Gaussian Vol 8, No 3 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Robust regression is one of the regression methods that robust from effect of outliers. For the regression with the parameter estimation used Ordinary Least Squares (OLS), outliers can caused assumption violation, so the estimator obtained became bias and inefficient. As a solution, robust regression M-estimation with Andrew, Ramsay and Welsch weight function can be used to overcome the presence of outliers. The aim of this study was to develop a model for case study of poverty in Central Java 2017 influenced by the number of unemployment, population, school participation rate, Human Development Index (HDI), and inflation. The result of estimation using OLS show that there is violation of heteroskedasticity caused by the presence outliers. Applied robust regression to case study proves robust regression can solve outliers and improve parameter estimation. The best robust regression model is robust regression M-estimation with Andrew weight function. The influence value of predictor variables to poverty is 92,7714% and MSE value is 370,8817. Keywords: Outliers, Robust Regression, M-Estimator, Andrew, Ramsay, Welsch

PEMODELAN AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE DENGAN EFEK EXPONENTIAL GARCH (ARFIMA-EGARCH) UNTUK PREDIKSI HARGA BERAS DI KOTA SEMARANG Rezky Dwi Hanifa; Mustafid Mustafid; Arief Rachman Hakim
Jurnal Gaussian Vol 10, No 2 (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.v10i2.29933

Time series data is a type of data that is often used to estimate future values. Long memory phenomenon often occurs in time series data. Long memory is a condition that shows a strong correlation between observations even though they are quite far away. This phenomenon can be overcome by modeling time series data using the Autoregressive Fractional Integrated Moving Average (ARFIMA) model. This model is characterized by a fractional difference value. ARFIMA (Autoregressive Fractional Integrated Moving Average) model assumes that the residuals are normally distributed, mutually independent, and homogeneous. However, usually in financial data, the residual variants are not constant. This can be overcome by modeling variants. Standard equipment that can be used to model variants is the ARCH / GARCH (Auto Regressive Conditional Heteroscedasticity / Generalized Auto Regressive Conditional Heteroscedasticity) model. Another phenomenon that often occurs in GARCH models is the leverage effect on the residuals of the model. EGARCH (Exponential General Auto Regessive Conditional Heteroscedasticity) is a development of the GARCH model that is appropriate for data that has an leverage effect. The implementation of this model is by modeling financial data, so this study takes 136 monthly data on rice prices in Semarang City from January 2009 to April 2020. The purpose of this study is to create a long memory data forecasting model using the Exponential method. Generalized Autoregressive Conditional Heteroscedasticity (EGARCH). The best model obtained is ARFIMA (1, d, 1) EGARCH (1,1) which is capable of forecasting with a MAPE value of 3.37%.Keyword : Rice price, forecasting , long memory, leverage effect, GARCH, EGARCH

PEMBENTUKAN PORTOFOLIO SAHAM OPTIMAL DENGAN MEAN ABSOLUTE DEVIATION PADA DATA SAHAM JAKARTA ISLAMIC INDEX Alifia Hana Linda Rachmawati; Mustafid Mustafid; Di Asih I Maruddani
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.v11i2.35471

In 2017 to 2020 the Jakarta Islamic Index (JII) showed a positive trend and was quite stable compared to the LQ45 index. The selection of the JII stock index in this study is intended to obtain maximum profits. Investors are expected to create a series of portfolios to get maximum profit. One of the ways to identify stocks for portfolio formation is to use factor analysis. Factor analysis is used to summarize a large number of variables into new, smaller factors. This new factor is called the portfolio. The Mean Absolute Deviation (MAD) method is used for the formation of an optimal portfolio as well as an improvement on the Markowitz method in terms of non-linear (quadratic) mathematical models. The MAD method is the mean of the absolute value of the deviation between the realized return and the expected return. The optimization technique used in the MAD portfolio is the simplex method. Optimizing the objective function by constraining the set of constraints on the simplex method is done by forming a simplex table. Based on the processing using the simplex method, the investment weight for each of the stocks that make up the first portfolio is 30% CPIN shares; 29.23% of JPFA's shares; 10.77% shares of SMGR; and 30% shares in UNVR. Meanwhile, the investment weight of the constituent stocks for the second portfolio is 30% ACES shares; 10% of ERAA's shares; 30% of INCO's shares; 30% of PGAS shares; and 0% WIKA shares. The results of portfolio performance evaluation show that portfolio 2 is better than portfolio 1, by looking at the Sharpe Index for portfolio 2 of 0.0135629 and portfolio 1 of -0.0281177.

PEMODELAN TOPIK PADA KELUHAN PELANGGAN MENGGUNAKAN ALGORITMA LATENT DIRICHLET ALLOCATION DALAM MEDIA SOSIAL TWITTER Diandra Zakeshia Tiara Kannitha; Mustafid Mustafid; Puspita Kartikasari
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.v11i2.35474

Large scale social restrictions (PSBB) is a policy issued by the Government of Indonesia as one of the efforts to reduce the spread of the Covid-19 virus. The impact of the policy is that it requires people to conduct activities online . This makes the internet users in Indonesia in the year 2020 up to 73.7%. Each provider must be able to determine strategies in order to maintain the quality of service and customer loyalty. Good reputation for the company is also important, so customers want to use internet services through their company. One of them is by listening to the complaints of the customers towards the company. In this research, modeling the topic of customer complaints carried out using the Latent Dirichlet Allocation Algorithm. The Latent Dirichlet Allocation Algorithm was chosen because the method has good performance. The topic modelling process is carried out using the gibbs sampling estimation. The topic that is often complained to First Media is that internet was turns off while working, while for IndiHome is that the internet often turns off and disconnect. Based on the results of the interpretation, 70% for First Media and 81,81% for IndiHome that these topics had been in accordance with what is complained by customers through their tweets. From the topic that have been known, it can be used as an evaluation for their company in order to maintain service quality and customer loyalty

PENERAPAN DIAGRAM KONTROL MEWMA DALAM PENGENDALIAN KUALITAS PRODUKSI KERIPIK SINGKONG PADA UMKM DI KOTA SEMARANG Nesari Nesari; Mustafid Mustafid; Tatik Widiharih
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.11.3.355-365

Quality is the main thing that needs to be considered by every company. Ceriping Bintang Putra Bu Slamet is an UMKM (Usaha Mikro, Kecil dan Menengah) that produces cassava chips. During production, there are three quality characteristics, namely large crumbs defects, small crumbs, and chips sticking together. It is important to control these defects to produce quality products according to customer needs. This research was conducted from July to August 2021. The purpose of this study was to control the production quality of cassava chips using the Multivariate Exponentially Weighted Moving Average (MEWMA) control chart and multivariate process capability analysis. The MEWMA control chart is used to detect the shift in the process average which is more sensitive using weights (λ), while the process capability analysis is used to determine the process performance. The implementation of the MEWMA control chart is carried out in two stages, namely phase I control to obtain the optimal weighting and control limits so that it can be used in phase II control to monitor the average process for the next period. Based on the results of the analysis, the optimal weighting is λ =0,4 with BKA=201,7434, GT=113,538, and BKB=0 in phase I control. Then, the results of phase II control show a shift in the average process in a better direction. In addition, the results of the process capability analysis show an improvement in the performance of the production process from July 2021 to August 2021 with MCpm values of 0,535 and 1,147

PENGGUNAAN SELEKSI FITUR CHI-SQUARE DAN ALGORITMA MULTINOMIAL NAÏVE BAYES UNTUK ANALISIS SENTIMEN PELANGGGAN TOKOPEDIA Tri Ernayanti; Mustafid Mustafid; Agus Rusgiyono; Arief Rachman Hakim
Jurnal Gaussian Vol 11, No 4 (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.11.4.562-571

E-commerce is a medium for online shopping that is popular among the public. Ease of access for all internet users and the completeness of products offered by e-commerce are new alternatives in meeting the needs of the community. This causes stiff competition in the e-commerce, so e-commerce need to carry out the right marketing strategy in order to compete in obtaining, retaining, and partnering with customers, one of which is by reviewing aspects of customer satisfaction. Tokopedia is an e-commerce buying and selling online that connects sellers and buyers throughout Indonesia for free. In this study, an analysis of Tokopedia's customer sentiment was carried out with the Multinomial Naïve Bayes classification. Algorithm Multinomial Nave Bayes is a model development of the Nave Bayes. The difference lies in the selection of data, if Naïve Bayes uses a Gaussian that is suitable for continue, while Multinomial Naïve Bayes is suitable for discrete data such as the number of words in a document. Multinomial Naïve Bayes is the simplest method of probability classification but is sensitive to feature selection, so the amount of data is determined by the results of Chi-Square.Multinomial Naïve Bayes is used to classify customer opinions that are positive and negative so that they can form customer satisfaction factors Tokopedia, while the Chi-Square used to measure the level of feature dependence with class (positive and negative) so as to eliminate disturbing features in the classification process. Classification performance results using Multinomial Naïve Bayes without Chi-Square obtained accuracy and kappa statistics of 88% and 75.95%, while using Chi-Square obtained accuracy and kappa statistics of 95% and 89.99%, respectively. This means that Multinomial Naïve Bayes has quite effective performance and results in analyzing Tokopedia customer satisfaction sentiment and the use of Chi-Square for feature selection can improve the accuracy of the classification process.

PENERAPAN METODE POISSON EXPONENTIALLY WEIGHTED MOVING AVERAGE (PEWMA) UNTUK MEMBUAT BAGAN PENGENDALI VARIABEL BERDISTRIBUSI POISSON Nida Adelia; Mustafid Mustafid; Dwi Ispriyanti
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.12.1.71-80

Airplane is a mode of transportation that has an accident risk. Aircraft accidents are recorded to occur almost every year in Indonesia. The Poisson distribution is used to model the number of aircraft accidents that occur each year because they have a fixed time and independent. Statistical quality control is applied as a method to monitor the number of fatal aircraft accidents in Indonesia that are within control limits. One method to carry out quality control is to use a control chart. This study aims to apply the Poisson Exponentially Weighted Moving Average (PEWMA) method to create a control chart with a case study of the number of fatal airplane accidents in Indonesia from 1962 to 2021 with a Poisson distribution. The EWMA control chart is used to monitor the average or process variability and is considered effective in detecting small shifts in the process (the shift is said to be small if the shift is less than 1.5σ). The calculation of Average Run Length (ARL) is performed to test the performance of the PEWMA control chart. Control charts with smaller out-of-control ARLs are considered superior and can detect process shifts more quickly than other control charts. Based on the results of the calculation of the ARL value, it was found that the weight of 0.3 is the optimal weight with the smallest ARL value of 1.138 which is able to describe the state of the data on fatal aircraft accidents in Indonesia. The control chart with the optimal weight shows the data on fatal aircraft accidents in Indonesia that are tolerated equal to one.

PENDEKATAN MODEL KMV MERTON UNTUK PENGUKURAN NILAI RISIKO KREDIT OBLIGASI EXPECTED DEFAULT FREQUENCY (EDF) DILENGKAPI GUI R Agil Setyo Anggoro; Mustafid Mustafid; Puspita Kartikasari
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.12.1.92-103

Bonds are debt securities from the issuer to bondholders with a promise to pay off the principal and the coupon at maturity. Bond investing can generate income while also posing investment risks. One of the risks connected with bond investing is credit risk, which might manifest as a firm collapsing (default). The KMV Merton model approach is one method of measuring bond credit risk. This Merton KMV model computes the Expected Default Frequency (EDF), which is the likelihood of a firm failing in the following years or years. The data processing system using the Graphical User Interface (GUI) can facilitate the analysis process by implementing the Shiny Package in the R studio program. This research case makes use of up to 48 months of monthly corporate asset data from January 2018 to December 2021. The results obtained the value of Expected Default Frequency (EDF) in each company, namely PT Bank Mandiri Tbk obtained a value of 0% and PT Bank Rakyat Indonesia Tbk obtained a value of 1,406668E-113%. Because PT Bank Rakyat Indonesia Tbk's percentage return is higher than that of PT Bank Mandiri Tbk, investors would be better off investing in bonds at PT Bank Mandiri Tbk.

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

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.

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

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