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Comparison of ARIMA and GRU Models for High-Frequency Time Series Forecasting. Ridwan, Mochamad; Sadik, Kusman; Afendi, Farit Mochamad
Scientific Journal of Informatics Vol 10, No 3 (2023): August 2023
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v10i3.45965

Abstract

Purpose: The purpose of this research is to assess the efficacy of ARIMA and GRU models in forecasting high-frequency stock price data, specifically minute-level stock data from HIMBARA banks. In time series analysis, time series data exhibit interesting interdependence among observations. Despite its popularity in time series forecasting, the ARIMA model has limitations in capturing complicated nonlinear patterns. Forecasting high-frequency data is becoming more popular as technology advances and more high-frequency data becomes available.Methods: In this study, we compare the ARIMA and GRU models in forecasting minute-level stock prices of HIMBARA banks. The data used consists of 62,921 minute-level stock data points for each bank in the HIMBARA group, collected in the year 2022. The GRU model was chosen because it is capable of capturing complex nonlinear patterns in time series data. Each method's predicting performance is assessed using the Mean Absolute Percentage Error (MAPE) statistic.Results: In terms of forecasting accuracy, the GRU model outperforms the ARIMA model. The GRU model achieves a MAPE of 0.77% for BMRI stock, while the ARIMA model achieves a MAPE of 4.09%. The GRU model predicts a MAPE of 0.34% for BBRI stock, while the ARIMA model predicts a MAPE of 3.02%. For BBNI stock, the GRU model obtains a MAPE of 0.63%, while the ARIMA model achieves a MAPE of 1.52%. The GRU model achieves a MAPE of 0.58% for BBTN stock, while the ARIMA model achieves a MAPE of 6.2%.Novelty: In terms of minute-level time series data modeling, research in Indonesia has been limited. This study adds a new perspective to the discussion by comparing two modeling approaches: the traditional ARIMA model and the sophisticated deep learning GRU model, both of which are applied to high-frequency data. Beyond the present scope, there are several promising future directions to pursue, such as anticipating intraday stock fluctuations. This unexplored zone not only contributes to the field of financial modeling but also has the ability to uncover intricate patterns in minute-level data, an area that has not been extensively studied in the Indonesian context.
Comparison of Discriminant Analysis and Support Vector Machine on Mixed Categorical and Continuous Independent Variables for COVID-19 Patients Data Haikal, Husnul Aris; Wigena, Aji Hamim; Sadik, Kusman; Efriwati, Efriwati
Scientific Journal of Informatics Vol 11, No 1 (2024): February 2024
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v11i1.48565

Abstract

Purpose: Numerous factors can affect the duration of COVID-19 recovery. One method involves utilizing natural herbal medication. This study seeks to determine the variables influencing the duration of COVID-19 recovery and to compare discriminant analysis and support vector machine models using COVID-19 patient data from West Sumatra.Methods: Two data mining methods, Discriminant Analysis and Support Vector Machine with different types of kernels (linear, polynomial, and radial basis function), were employed to categorize the time of COVID-19 recovery in this work. The study utilized 428 data points, with 75% allocated for training data and 25% for testing data. The independent factors were evaluated by determining the selection variables' information value (IV) to gauge their influence on the dependent variable. Data resampling techniques were employed to tackle the problem of data imbalance. This study employs data resampling techniques, including undersampling, oversampling, and SMOTE. The balancing accuracy of Discriminant Analysis and Support Vector Machine was examined.Result: The Discriminant Analysis with SMOTE achieved a balanced accuracy of 66.50%, outperforming the linear kernel Support Vector Machine with SMOTE, which had a balanced accuracy of 63.20% in this dataset.Novelty: This study assessed the novelty, originality, and value by comparing Discriminant Analysis and SVM algorithms with categorical and continuous independent variables. This research explores techniques for managing imbalanced data using undersampling, oversampling, and SMOTE, with variable selection based on information value assessment. 
Simultaneous inference for empirical best predictors in generalized linear mixed models: A poverty study in West Java SAHAMONY, NUR FITRIYANI; SADIK, KUSMAN; KURNIA, ANANG
Jurnal Natural Volume 25 Number 3, October 2025
Publisher : Universitas Syiah Kuala

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24815/jn.v25i3.47540

Abstract

Accurate poverty mapping at the district and municipal levels remains challenging due to small sample sizes in household surveys, which often result in unstable direct estimates. To address this issue, this study employs microdata from the 2023 National Socioeconomic Survey (SUSENAS) to estimate household-level poverty proportions across 27 districts and municipalities in West Java Province using a binomial Generalized Linear Mixed Model (GLMM) combined with the Empirical Best Predictor (EBP) and Simultaneous Confidence Intervals (SCI). The GLMM framework captures household characteristics and random area effects to account for spatial heterogeneity. Three SCI approachesBonferroni correction, Bootstrap-t, and the Simes procedurewere implemented to evaluate EBP uncertainty while controlling the family-wise error rate. Results reveal substantial disparities, with Tasikmalaya (21.7%), Bandung Barat (15.5%), and Cianjur (12.8%) consistently above the provincial average of (6.8%), while urban areas such as Cimahi, Bekasi, and Depok report poverty rates below 2%. All methods achieved full empirical coverage (ECP = 100%), although interval widths differed: Bonferroni produced the widest intervals (AIW = 44.99), Bootstrap-t yielded the narrowest and most efficient (AIW = 29.16), and Simes provided intermediate but highly consistent results (AIW = 33.24). These findings underscore the methodological importance of integrating GLMM, EBP, and SCI for small area estimation while offering practical insights for evidence-based policy development and poverty reduction strategies in Indonesia.
Sentiment Analysis of Tokopedia Customer Reviews Using BiLSTM and IndoBERT with Comparative Analysis of Preprocessing and Labeling Methods Anadra, Rahmi; Wijayanto, Hari; Sadik, Kusman
International Journal of Advances in Data and Information Systems Vol. 6 No. 3 (2025): December 2025 - International Journal of Advances in Data and Information Syste
Publisher : Indonesian Scientific Journal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59395/ijadis.v6i3.1458

Abstract

This study addresses key challenges in Indonesian sentiment analysis related to preprocessing, labeling strategies, and class imbalance. It compares the performance of BiLSTM and IndoBERT using user reviews collected from Tokopedia. The dataset was manually and automatically labeled, then processed under three preprocessing schemes. Both models were trained with tuned hyperparameters and imbalance-handling techniques and evaluated through twenty rounds of stratified five-fold cross-validation. Performance was assessed using balanced accuracy and F1-score. IndoBERT achieved the highest results, with balanced accuracy up to 0.85 and F1-scores up to 0.83, while BiLSTM reached balanced accuracy up to 0.78 and F1-scores up to 0.76. Applying class weight and focal loss improved model performance by approximately 2% to 11% over the baseline. BiLSTM demonstrated greater training efficiency, requiring only 1 to 2.5 minutes per epoch, compared with IndoBERT’s 2.6 to 3.6 minutes. Although manual labeling remained superior in capturing contextual nuance and emotional cues, GPT-based labeling showed strong agreement with the human annotations. A four-way ANOVA revealed that all main factors and several interactions significantly influenced classification outcomes. Overall, BiLSTM provides faster training efficiency, whereas IndoBERT delivers higher predictive accuracy.
Co-Authors . Erfiani . Indahwati A.Tuti Rumiati Aam Alamudi Abdullah, Adib Roisilmi Achmad Fauzan Agus Mohamad Soleh Ahmad Rifai Nasution Aji Hamim Wigena Akbar Rizki Akbar Rizki Akbar Rizki Akmala Firdausi Amalia, Rahmatin Nur Anadra, Rahmi Ananda Shafira Anang Kurnia Andespa, Reyuli Andi Okta Fengki ASEP SAEFUDDIN Astari, Reka Agustia Astari, Reka Agustia Aulya Permatasari Azka Ubaidillah Bagus Sartono Budi Susetyo Budi Susetyo Cici Suhaeni Cici Suhaeni Dito, Gerry Alfa Dwi Agustin Nuriani Sirodj Efriwati Efriwati Embay Rohaeti Eminita, Viarti EVITA PURNANINGRUM FARDILLA RAHMAWATI Farit Mochamad Afendi Fitrianto, Anwar Haikal, Husnul Aris Hari Wijayanto Hasnataeni, Yunia Hazan Azhari Zainuddin Hermawati, Neni I Gusti Ngurah, Sentana Putra I Made Sumertajaya I Wayan Mangku Indahwati Indahwati Indahwati Intan Arassah, Fradha Iqbal, Teuku Achmad Isnanda, Eriski Khairi A N Khairil Anwar Notodiputro Khikmah, Khusnia Nurul Khusnul Khotimah Kusni Rohani Rumahorbo Latifah, Leli Lili Puspita Rahayu Logananta Puja Kusuma M Soleh, Agus Mochamad Ridwan Mochamad Ridwan, Mochamad Mohammad Masjkur Muh Nur Fiqri Adham Muhammad Yusran Mulianto Raharjo Naima Rakhsyanda Nisrina Az-Zahra, Putri Nur Khamidah NURADILLA, SITI Nusar Hajarisman Pangestika, Dhita Elsha Parwati Sofan, Parwati Purnama Sari Rifqi Aulya Rahman Rizki, Akbar Rizqi, Tasya Anisah ROCHYATI ROCHYATI Sahamony, Nur Fitriyani Saleh, Agus Muhammad Satriyo Wibowo Siregar, Jodi jhouranda Siti Raudlah Sitti Nurhaliza Soleh, Agus M Suhaeni, Cici Supriatin, Febriyani Eka Tendi Ferdian Diputra Titin Suhartini Titin Suhartini, Titin Tri Wahyuni Uswatun Hasanah Utami Dyah Syafitri Viarti Eminita Widhiyanti Nugraheni Yenni Angraini Yenni Kurniawati Yuli Eka Putri