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Performance Evaluation of ARDL Model Stacked with Boosted Ridge Regression on Time Series Data with Multicollinearity: Evaluasi Kinerja Estimasi Model ARDL stacked with Boosted Ridge Regression pada Data Deret Waktu dengan Multikolinearitas Dalimunthe, Amir Abduljabbar; Soleh, Agus Mohamad; Afendi, Farit Mochamad
Indonesian Journal of Statistics and Applications Vol 9 No 1 (2025)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v9i1p136-144

Abstract

Time series data plays a vital role in financial and economic study. Two commonly applied models for such data are Vector Autoregression (VAR) and Autoregressive Distributed Lags (ARDL). Nonetheless, interdependence among explanatory variables often leads to multicollinearity, posing challenges for model reliability. This study investigates the effectiveness of the ARDL model integrated with boosted ridge regression as a method to mitigate multicollinearity. Due to limitations in available empirical data, simulation data will be generated to support the analysis. The research consists of two stages: synthetic data generation and analysis on simulated data. Results suggest that ARDL performs well under various multicollinearity conditions, particularly when the training set is sufficiently large and model structure is correctly specified. For smaller training sets, the ARDL Ridge variant demonstrates improved predictive performance.
The Implementation of the Fuzzy C-Means Method in Handling Outlier Data in the 2021 Village Potential Data of Bengkulu Province Panjaitan, Intan Juliana; Indahwati, Indahwati; Afendi, Farit Mochamad
ComTech: Computer, Mathematics and Engineering Applications Vol. 16 No. 1 (2025): ComTech
Publisher : Bina Nusantara University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21512/comtech.v16i1.12274

Abstract

Clustering groups aims to ensure similarity within clusters and disparity between them. The research evaluated the Fuzzy C-Means method’s effectiveness in clustering large datasets containing outliers, focusing on the 2021 Village Potential data from Bengkulu Province. The dataset, comprising 1,514 observations from villages and urban villages, provided a comprehensive resource for understanding regional development. Outliers, a common challenge in cluster analysis, were detected using univariate and multivariate methods, revealing substantial variability. PCA was applied, improving clustering quality to address multicollinearity among variables. In the results, the fuzzifier (w) parameter in the FCM method plays a crucial role in controlling the degree of membership for data points in clusters, which can potentially reduce the impact of outliers, enhancing clustering robustness and accuracy. The FCM method effectively produces clusters with high intra-cluster homogeneity and inter-cluster heterogeneity. Using the Elbow method, three optimal clusters are identified. Cluster 1, dominated by villages in Bengkulu City, is the most advanced, with superior infrastructure and services, but the fewest villages business units, necessitating economic empowerment. Cluster 2, comprising villages in North Bengkulu Regency, demonstrates moderate development but suffers from poor transportation access, requiring improvements to support socio-economic activities. Cluster 3, dominated by villages in Kaur Regency, is the least developed, with limited basic services and infrastructure, highlighting the need for substantial investments in governance and essential services. These findings provide actionable insights for village development in Bengkulu Province, supporting targeted policies tailored to each cluster’s unique characteristics.
COMPARISON OF SARIMA, SVR, AND GA-SVR METHODS FOR FORECASTING THE NUMBER OF RAINY DAYS IN BENGKULU CITY Puspita, Novi; Afendi, Farit Mochamad; Sartono, Bagus
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 16 No 1 (2022): BAREKENG: Jurnal Ilmu Matematika dan Terapan
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (624.009 KB) | DOI: 10.30598/barekengvol16iss1pp353-360

Abstract

The number of rainy days is a calculation of the rainy days that occur in one month. In recent years, there has been a decrease in rainy days in some parts of Indonesia. One of the areas at risk of quite a high decreasing number of rainy days is the Bengkulu City area. The decrease in the number of rainy days is one of the impacts caused by climate change. The community will feel the impact of climate change-related to the season, especially those working in the agricultural sector. In compiling the planting calendar, it is necessary to consider the seasons to estimate water availability. This study aimed to forecast the data on the number of rainy days in Bengkulu City in the period January 2000 to December 2020 using the Seasonal Autoregressive Integrated Moving Average (SARIMA), Support Vector Regression (SVR), and Genetic Algorithm Support Vector Regression (GA-SVR) methods. The criteria for selecting the best model used was Mean Absolute Deviation (MAD). The MAD value in the SARIMA method was 4,16, 5,07 in the SVR model, and 3,67 in the GA-SVR model. Based on these results, it can be concluded that the GA-SVR model is the best model for forecasting the number of rainy days in Bengkulu City.
Performance Analysis of Machine Learning Models using RFE Feature Selection and Bayesian Optimization in Imbalanced Data Classification with Shap-Based Explanations Aqmar, Nurzatil; Wijayanto, Hari; Mochamad Afendi, Farit
Scientific Journal of Informatics Vol. 12 No. 3: August 2025
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v12i3.31459

Abstract

Purpose: This research aims to evaluates the performance of Random Forest (RF) and Light Gradient Boosting Machine (LightGBM) models integrated with Recursive Feature Elimination (RFE) for feature selection, Bayesian Optimization (BO) for hyperparameter tuning, and three imbalanced data handling techniques Random Undersampling (RUS), Random Oversampling (ROS), and SMOTENC. Identifying key determinants of household food insecurity in Papua using SHAP for transparent feature interpretation. Methods: The research used 2022 SUSENAS data from Papua Province. Exploring data composition and variable characteristics, and aggregating individual data into household data. Data were split using random sampling (80% training, 20% testing). Eighteen experimental scenarios were created by combining feature selection or no feature selection, three imbalance handling methods, and default or hyperparameter tuning. RF and LightGBM were evaluated over 50 iterations using accuracy, sensitivity, specificity, and G-Mean, with SHAP applied to the best-performing models for interpretability. Result: LightGBM achieved the highest accuracy and stability, particularly when combined with SMOTENC and RFE+BO. RF showed better performance in maintaining G-Mean when paired with RUS, with the highest G-Mean (0.756) obtained by RF + BO + RUS. Three-way ANOVA proved that model type, imbalance handling, feature selection, and their interaction significantly affected the G-Mean value. SHAP analysis shows that health, financial, and educational limitations can increase the risk of food insecurity. Novelty: This research offers a new integration between feature selection, hyperparameter tuning, and imbalanced data handling within an interpretable machine learning framework, thereby providing a robust solution for food vulnerability classification on imbalanced datasets.
Deep-Rasch as an Alternative to Rasch Modeling under Assumption Violations and Small Sample Sizes Santoso, Agus; Afendi, Farit Mochamad; Pardede, Timbul; Retnawati, Heri; Rafi, Ibnu; Apino, Ezi; Rosyada, Munaya Nikma
CAUCHY: Jurnal Matematika Murni dan Aplikasi Vol 10, No 2 (2025): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI
Publisher : Mathematics Department, Universitas Islam Negeri Maulana Malik Ibrahim Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.18860/cauchy.v10i2.36276

Abstract

In certain situations, it may be challenging to fully exploit the advantages of modern test theory, including Rasch modeling and item response theory (IRT), when applied to real data. Although Rasch modeling tends to be more robust than IRT for small sample sizes, it still requires that the assumptions of unidimensionality and local independence be satisfied. In practice, these assumptions are often violated, which can lead to less accurate analyses and reduced validity of the results. Deep-Rasch, which integrates deep learning with Rasch modeling, has been proposed as an alternative measurement framework to overcome these limitations. This study examines the potential of Deep-Rasch as an alternative to Rasch modeling using student response data from 17 final semester examinations at Universitas Terbuka (UT), with sample sizes ranging from 33 to 11,504 students. Most examinations consisted of 30 multiple-choice items. The analyses showed that several datasets violated one or both assumptions of Rasch modeling. Nevertheless, Deep-Rasch performed comparably to conventional Rasch modeling in estimating item difficulty and student ability parameters, as well as in predicting student responses. Remarkably, for the smallest sample size (\emph{n} = 33), Deep-Rasch exhibited slightly better performance than Rasch modeling.
Pattern Recognition of Food Security in Indonesia Using Biclustering Plaid Model Hikmah, Nur; Sumertajaya, I Made; Afendi, Farit Mochamad
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 7, No 4 (2023): October
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v7i4.16778

Abstract

Biclustering come in various algorithms, selecting the most suitable biclustering algorithm can be a challenging task. The performance of algorithms can vary significantly depending on the specific data characteristics. The Plaid model is one of popular biclustering algorithms, has gained recognition for its efficiency and versatility across various applications, including food security. Indonesia deals with complex food security challenges. The nation's unique geographic and socioeconomic diversity demands region-specific food security solutions. Identifying province-specific food security patterns is crucial for effective policymaking and resource allocation, ultimately promoting food sufficiency and stability at the regional level. This study assesses the performance of the Plaid model in identifying food security patterns at the provincial level in Indonesia. To optimize biclusters, we explore various parameter tuning scenarios (the choice of model, the number of layers, and the threshold value for row and column releases). The selection criteria are based on the change ratio of the initial matrix's mean square residue to the mean square residue of the Plaid model, the average mean square residue, and the number of biclusters. The constant column model was selected with a mean square residue change ratio of 0.52, an average mean square plaid model residue of 4.81, and it generates 6 overlapping biclusters. The results show each bicluster has unique characteristics. Notably, Bicluster 1 that consist of 2 provinces, exhibits the lowest food security levels, marked by variables X1, X2, X4, and X7. Furthermore, the variables X1, X4, and X7 consistently appear across several biclusters. This highlights the importance of prioritizing these three variables to improve the food security status of the regions. 
Perbandingan Metode Particle Swarm Optimization dan Artificial Bee Colony pada Support Vector Machine Hasibuan, Rafika Aufa; Afendi, Farit Mochamad; Wigena, Aji Hamim
JEPIN (Jurnal Edukasi dan Penelitian Informatika) Vol 11, No 1 (2025): Volume 11 No 1
Publisher : Program Studi Informatika

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26418/jp.v11i1.91235

Abstract

Optimasi metode klasifikasi merupakan aspek krusial dalam meningkatkan akurasi model, terutama dalam analisis data medis yang kompleks dan memiliki karakteristik peubah yang beragam. Penelitian ini membandingkan performa klasifikasi dari Support Vector Machine (SVM) konvensional dengan dua metode optimasi berbasis metaheuristik yaitu, PSO-SVM dan ABC-SVM. Evaluasi dilakukan pada empat dataset medis, yaitu Breast Cancer, AIDS Disease, Darwin Disease, dan Parkinson Disease, dengan variasi seleksi peubah berbasis proporsi sebesar 30%, 50%, 70% dan 100% dari total peubah pada masing-masing dataset. Hasil penelitian menunjukkan bahwa metode PSO-SVM dan ABC-SVM secara konsisten mampu meningkatkan akurasi klasifikasi dibandingkan SVM standar. Pada beberapa dataset seperti Breast Cancer dan Parkinson Disease, akurasi meningkat dari 96,22% dan 85,53% (SVM) menjadi 100% dengan metode PSO-SVM dan ABC-SVM. Pada dataset AIDS Disease, akurasi meningkat dari 87,36% menjadi 100%. Sementara itu, pada dataset Darwin Disease yang memiliki tingkat overlap tertinggi (OV = 0,99727), peningkatan akurasi lebih terbatas, dari 83,76% (SVM) menjadi 91,65% (ABC-SVM). Proporsi terbaik yang ditemukan bervariasi antar dataset. Namun secara umum proporsi 70% dan 100% menunjukkan hasil akurasi yang paling stabil dengan waktu komputasi yang efisien pada PSO-SVM. Sedangkan pada ABC-SVM, peningkatan akurasi yang tinggi disertai waktu eksekusi yang jauh lebih besar, terutama pada dataset berdimensi tinggi. Analisis lebih lanjut juga menunjukkan bahwa metode optimasi efektif dalam mengatasi tantangan overlapping dan ketidakseimbangan kelas secara moderat, namun efektivitasnya menurun pada kondisi yang lebih kompleks. Dengan demikian, penggunaan metode optimasi PSO-SVM dan ABC-SVM dapat menjadi pendekatan yang efisien untuk meningkatkan akurasi klasifikasi data medis, selama disesuaikan dengan karakteristik data dan sumber daya komputasi yang tersedia.
Efek Sinergis Bahan Aktif Tanaman Obat Berbasiskan Jejaring Dengan Protein Target Syahrir, Nur Hilal A.; Afendi, Farit Mochamad; Susetyo, Budi
Jurnal Jamu Indonesia Vol. 1 No. 1 (2016): Jurnal Jamu Indonesia
Publisher : Tropical Biopharmaca Research Center, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jji.v1i1.6

Abstract

Medicinal plants contain inherently active ingredients. Such ingredients are beneficial to prevent and cure diseases, as well as to perform specific biological functions. In contrast to synthetic drugs, which is based on one single chemicals, medicinal plants exert their beneficial effects through the additive or synergistic action of several chemical compounds. Those chemical compound act on single or multiple targets (multicomponent therapeutic) associated with a physiological process. Active ingredients combinations show a synergistic effect. This means that the combinational effect of several active ingredients is greater than that of individual one acting separately. A network target can be used to identify synergistic effects of plants active ingredients. The method of NIMS (Network target-based Identification of Multicomponent Synergy) is a computational approach to identify the potential synergistics effect of active ingredients. It also assessess synergistic strength of any active ingradients at the molecular level by synergy scores. We investigate these synergistic on a Jamu formula for diabetes mellitus type 2. The Jamu formula is composed of four medicinal plants, namely Tinospora crispa , Zingiber officinale, Momordica charantia, and Blumea balsamivera. Our work succesfully demonstrates that the highest synergy scores on medicinal plants synergy can be seen in pairs of several active ingredients in Zingiber officinale. On the other hand, the synergy of pairs of active ingredients in Momordica charantia and Zingiber officinale posseses a relatively high score. The same occurs in Tinospora crispa and Zingiber officinale.
Analisis Gerombol Simultan dan Jejaring Farmakologi antara Senyawa dengan Protein Target pada Penentuan Senyawa Aktif Jamu Anti Diabetes Tipe 2 Qomariasih, Nurul; Susetyo, Budi; Afendi, Farit Mochamad
Jurnal Jamu Indonesia Vol. 1 No. 2 (2016): Jurnal Jamu Indonesia
Publisher : Tropical Biopharmaca Research Center, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jji.v1i2.16

Abstract

Selama ini pembuatan obat untuk menyembuhkan suatu penyakit masih menargetkan hanya satu protein khusus yang menjadi penyebab penyakit tersebut, yang tentu hanya menggunakan satu senyawa aktif. Padahal selain menimbulkan efek samping, penanganan suatu penyakit perlu menyasar banyak protein sekaligus. Sehingga, baru-baru ini terjadi perubahan paradigma dari “one drug, one target” menjadi “multi-components, network target”. Paradigma baru ini telah melahirkan beberapa penelitian untuk menghasilkan formulasi jamu, hal ini dikarenakan konsep formulasi jamu memerlukan beberapa senyawa aktif yang terlibat. Formula jamu yang diteliti sebagai upaya menyembuhkan penyakit Diabetes Melitus (DM) tipe 2 terdiri dari 4 tanaman yaitu Pare (Momordica charantia), Sembung (Blumea balsamifera), bratawali (Tinospora crispa), dan jahe (Zingiber officinale) berdasarkan hasil penelitian Nurishmaya tahun 2014 serta berdasarkan ramuan jamu yang sedang dikembangkan di Pusat Studi Biofarmaka, Bogor. Evaluasi senyawa yang berkaitan dengan DM tipe 2 dilakukan dengan terlebih dahulu menambahkan 19 obat sintetis yang ditujukan untuk DM tipe 2 dari basis data Drug Bank. Sehingga terdapat total sebanyak 74 senyawa aktif yang terdiri dari 55 senyawa alami dari tanaman dan 19 senyawa sintetis obat. Sebanyak 100 protein yang berkaitan erat dengan masing-masing senyawa diperoleh melalui hasil skor konkordan DrugCHIPER. Skor konkordan tersebut kemudian digunakan dalam analisis gerombol simultan antara senyawa dan protein target. Plot komponen utama dan submatrix penggerombolan simultan menunjukkan 2 dari 3 senyawa dari bratawali sangat dekat dengan kelompok sintetis. Selain itu, ada 11 dari 44 senyawa dari Jahe terkumpul bersama dengan senyawa sintetis tetapi dalam jarak yang jauh. Sedangkan berdasarkan jejaring kemiripan, lebih spesifik lagi terdapat 17 dari 19 senyawa obat sintetis yang memiliki kemiripan berdasarkan protein target dengan 2 senyawa tanaman Bratawali dan 5 senyawa tanaman Jahe.
Prediksi Senyawa Aktif Pada Tanaman Obat Berdasarkan Kemiripan Struktur Kimiawi untuk Penyakit Diabetes Tipe II Bakri, Rizal; Wijayanto, Hari; Afendi, Farit Mochamad
Jurnal Jamu Indonesia Vol. 1 No. 3 (2016): Jurnal Jamu Indonesia
Publisher : Tropical Biopharmaca Research Center, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jji.v1i3.18

Abstract

Diabetes melitus merupakan penyakit metabolik yang dicirikan oleh tingginya kadar glukosa dalam darah. Di Indonesia jumlah penderita diabetes menempati urutan keempat di dunia setelah Amerika Serikat, India, dan Cina dengan jumlah penderita mencapai lebih dari 12 juta jiwa. Salah satu upaya yang dilakukan untuk mengatasi diabetes adalah mengkonsumsi obat herbal berupa jamu sebagai alternatif obat sintetik. Pusat Studi Biofarmaka Bogor sedang mengembangkan ramuan jamu untuk penyakit Diabetes Melitus Tipe II yang terdiri dari empat tanaman obat yaitu pare (Momordica charantia), sembung (Blumea balsamifera), bratawali (Tinospora crispa), dan jahe (Zingiber officinale). Kandungan senyawa keempat tanaman diduga memiliki aktivitas biologis yang mirip dengan senyawa sintetik. Pada prinsipnya, diasumsikan bahwa senyawa yang struktur kimiawinya mirip memiliki sifat biologis yang mirip. Kemiripan senyawa diukur menggunakan koefisien Modifikasi Tanimoto dengan sidik jari molekuler KR. Hasil penelitian menunjukkan bahwa tanaman Bratawali merupakan tanaman utama pada ramuan jamu untuk penyakit diabetes berdasarkan jumlah kandungan senyawa yang dominan mirip dengan senyawa sintetik yaitu senyawa N-trans-feruloyltyramine (B015) dan N-formylanonaine (B018). Selanjutnya, Senyawa-senyawa yang memiliki nilai kemiripan tinggi dengan senyawa sintetik diperoleh pula pada senyawa karaviloside I (P195) dari tanaman pare, senyawa xanthoxylin (S002) dari tanaman sembung, senyawa borneol (J207) dan (-)- isoborneol (J226) dari tanaman Jahe.
Co-Authors . Indahwati . Sutoro Aam Alamudi Abd. Rasyid Syamsuri Adeline Vinda Septiani Agus Mohamad Soleh Agus Santoso Aji Hamim Wigena Akbar Rizki Akbar Rizki Akbar Rizki Aki Hirai Anang Kurnia Anggraini Sukmawati Annisa Malik Apino, Ezi Aqmar, Nurzatil Bagus Sartono Budi Susetyo Budi Waryanto Budi Waryanto Budi Waryanto Budi Waryanto Cici Suhaeni Dairul Fuhron Dalimunthe, Amir Abduljabbar Dian Ayuningtyas Eka Setiawaty Erwandi Erwandi Erwandi Erwandi fatimah Fatimah Febie Tri Lestari Fitrianto, Anwar H S, Rahmat Handayani, Vitri Aprilla Handayani, Vitri Aprilla Hari Wijayanto Hari Wijayanto Hasibuan, Rafika Aufa Hasnita Hasnita Hasnita, Hasnita Herdina Kuswari Heri Retnawati Hiroki Takahashi I Made Sumertajaya Ikhlasul Amalia Rahmi Indahwati Indahwati Indahwati Intan Juliana Panjaitan Isnan Mulia Itasia Dina Sulvianti Izzati, Fatkhul Kensuke Nakamura Khairil Anwar Notodiputro Koesnandy H, Abialam Kusman Sadik Kuswari, Herdina Latifah Kosim Darusman M. Rafi Maya Deanti Maysarah Sabariah Kudadiri Md. Altaf-Ul-Amin . Melati Mochamad Ridwan Mochamad Ridwan, Mochamad Mohammad Masjkur Muchlishah Rosyadah Muhammad Ali Umar Mukhamad Najib Nadhif Nursyahban Nur Hikmah Nur Janah Nur Jannah Nurul Qomariasih Octaviani, Siti Nurfajar Panjaitan, Intan Juliana Pardede, Timbul Pika Silvianti Pika Silvianti Pika Silvianti Puspita, Novi Qomariasih, Nurul Rifqi Aulya Rahman Risnawati, I'lmisukma Rizal Bakri Rossi Azmatul Barro Rosyada, Munaya Nikma Rosyadah, Muchlishah Rudi Heryanto Safitri, Wa Ode Rahmalia Septaningsih, Dewi Anggraini Septanti Kusuma Dwi Arini Shigehiko Kanaya Siti Nurfajar Octaviani Sulistiyani . Syahrir, Nur Hilal A. Syahrir, Nur Hilal A. Usman, Muhammad Syafiuddin Valentika, Nina Widhiyanti Nugraheni Widya Putri Nurmawati Winata, Hilma Mutiara Wisnu Ananta Kusuma Zana Aprillia