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All Journal MEDIA PETERNAKAN - Journal of Animal Science and Technology Agromet FORUM STATISTIKA DAN KOMPUTASI Forum Pasca Sarjana Media Statistika IPTEK The Journal for Technology and Science BAREKENG: Jurnal Ilmu Matematika dan Terapan Zero : Jurnal Sains, Matematika, dan Terapan ComTech: Computer, Mathematics and Engineering Applications Inferensi Jurnal Tanah dan Iklim Jurnal Natural Jurnal Teknik Informatika (JUTIF) Jurnal Natural Xplore: Journal of Statistics STATISTIKA PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Indonesian Journal of Statistics and Its Applications
Khairil Anwar Notodiputro
Department Of Statistics, IPB University
Agriculture, Biological Sciences & Forestry Astronomy Biochemistry, Genetics & Molecular Biology Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Energy Engineering Immunology & microbiology Mathematics Mechanical Engineering Neuroscience Physics Social Sciences Transportation Other

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Journal : Media Statistika

 1 
EXTRA TREES METHOD FOR STOCK PRICE FORECASTING WITH ROLLING ORIGIN ACCURACY EVALUATION Dani Al Mahkya; Khairil Anwar Notodiputro; Bagus Sartono
MEDIA STATISTIKA Vol 15, No 1 (2022): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.15.1.36-47

Abstract

Stock is an investment instrument that has risk in its management. One effort to minimize this risk is to model and make further forecasts of stock price movements. Time series data forecasting with autoregressive models is often found in several cases with the most popular approach being the ARIMA model. The tree-based method is one of the algorithms that can be used to forecast both in classification and regression. One ensemble approach to tree-based methods is Extra Trees. This study aims to forecast using the Extra Trees algorithm by evaluating forecasting accuracy with Rolling Forecast Origin on BRMS stock price data. Based on the results obtained, it is known that Extra Trees produces a fairly good accuracy for forecasting up to 6 days after training data with a MAPE of less than 0.1%.
BETA-BINOMIAL MODEL IN SMALL AREA ESTIMATION USING HIERARCHICAL LIKELIHOOD APPROACH Etis Sunandi; Khairil Anwar Notodiputro; Indahwati Indahwati; Agus Mohamad Soleh
MEDIA STATISTIKA Vol 16, No 1 (2023): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/medstat.16.1.88-99

Abstract

Small Area Estimation is a statistical method used to estimate parameters in sub-populations with small or even no sample sizes. This research aims to evaluate the Beta-Binomial model's performance for estimating small areas at the area level. The estimation method used is Hierarchical Likelihood (HL). The data used are simulation data and empirical data. Simulation studies were used to investigate the proposed model. The estimator's Mean Squared Error of Prediction (MSEP) and Absolute Bias (AB) estimator values determine the best estimation criteria. An empirical study using data on the illiteracy rate at the sub-district level in Bengkulu Province. The results of the simulation study show that, in general, the parameter estimators are nearly unbiased. Proportion prediction has the same tendency as parameters. Finally, the HL estimator has a small MSEP estimator. The results of an empirical study show that the average illiteracy rate in Bengkulu province is quite diverse. Kepahiang District has the highest average illiteracy rate in Bengkulu Province in 2021.
Co-Authors . Barizi . SUTIKNO A. Bey Agus Mohamad Soleh Aji H. Wigena Anang Kurnia ASEP SAEFUDDIN Asfar Aulya Permatasari Ayunda Pratiwi Azlam Nas Bagus Sartono Bayu Suseno Budi Susetyo Bukhari, Ari Shobri Cahyani Oktarina D Diapari Dani Al Mahkya Dwi Jayanti Erfiani, Erfiani Etis Sunandi FAHREZAL ZUBEDI FARDILLA RAHMAWATI Farit Mochamad Afendi Fitrianto, Anwar H. M H Bintoro Hari Wijayanto Hari Wijayanto Hari Wijayanto Herdina Kuswari I Las I Made Sumertajaya I. LAS Indahwati Indahwati, Indahwati Intan Nirmala J Jachja Jajah K. Wagiono Kurnia, Anang Kusman Sadik M S Saeni Muhammad Ilham Abidin Muhammad Nur Aidi Nurfadilah, Khalilah Pardomuan Robinson Sihombing Pratiwi, Windy Ayu Pratiwi, Windy Ayu R Boer R. BOER Rahardiantoro, Septian Rizky Zulkarnain Septian P Palupi Stephan Chen Suseno Bayu Tri Listianingrum Ulfah Sulistyowati Utami Dyah Syafitri Yekti Widyaningsih