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All Journal Abdimas: Jurnal Pengabdian Masyarakat Universitas Merdeka Malang Indonesian Journal of Applied Mathematics International Journal of Computing Science and Applied Mathematics-IJCSAM
Endah Rokhmati Merdika Putri
Departemen Matematika, Institut Teknologi Sepuluh Nopember
Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Mathematics Physics

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Monitoring water quality using control charts at PDAM Surya Sembada Surabaya Valeriana Lukitosari; Sunarsini Sunarsini; Wahyu Fistia Doctorina; Laksmi Prita Wardhani; Endah Rokhmati Merdika Putri
Abdimas: Jurnal Pengabdian Masyarakat Universitas Merdeka Malang Vol 8, No 1 (2023): February 2023
Publisher : University of Merdeka Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/abdimas.v1i1.8828

Abstract

Statistical quality control using control charts is an easy-to-implement method to improve quality. Improvements in the quality of products and services are continuously implemented to meet consumer needs. Products and services must maintain the desired quality with as few defects as possible. Variations in products and services are naturally created to meet needs. Unintentional variation, but the cause can be found. Control charts can be used to monitor production; particularly serving as an early warning index of processes that are potentially out of control. To keep production under control, different control charts are prepared for different cases, created by combining upper and lower control limits. Points plotted on a graph can reveal certain patterns, which in turn allow the user to get specific information. Information on water production is very important in PDAM because water is the main product that meets the needs for the survival of humans, animals, plants, and various other needs. The supply of clean water that meets the requirements of quality standards is always pursued by PDAM Surya Sembada Surabaya. The Statistical control chart training will increase productivity and improve water quality, not only in terms of chemical, physical and biological quality. Good water quality will add value to the trust and community of PDAM. 
Prediksi Harga Saham Menggunakan Geometric Brownian Motion Termodifikasi Kalman Filter dengan Konstrain Vivien Maulidya; Erna Apriliani; Endah Rokhmati Merdika Putri
Indonesian Journal of Applied Mathematics Vol 1 No 1 (2020): Indonesian Journal of Applied Mathematics Vol. 1 No. 1 October Chapter
Publisher : Lembaga Penelitian dan Pengabdian Masyarakat (LPPM), Institut Teknologi Sumatera, Lampung Selatan, Lampung, Indonesia

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Abstract

An attractive profit is one of the attractions offered by stock investment. Changes in stock prices that are difficult to predict will result in uncertain value of profits, so it is necessary to predict the stock price using forecasting method. The model used is Geometric Brownian Motion (GBM). This model can predict future stock price movements based oh historical stock data. Forecasting results with the Geometric Brownian Motion model produce significant errors due to constant parameters. To reduce the values of error, it is necessary to add a filtering method that is Kalman Filter (KF) by limiting the state variables using norm. Historical data was taken from 3 different closing price stock data, namely shares of Bank BRI, PT. Telekomunikasi Indonesia Tbk, and Unilever Indonesia with period of January 1 – December 31, 2019. Based on the results obtained, the addition of contraints on the GBM-KF model does not significantly influence the MAPE value. At the forecasting stage using testing data with GBM-KF model without constraints, the average MAPE value for BBRI was 0.1122%, TLKM 0.0899%, and UNVR 0.0678%. While forcasting using GBM-KF model with constrains, the average MAPE value for BBRI was 0.0958%, TLKM 0.0808%, and UNVR 0.0674%. The values of MAPE obtained are included in the high accuracy forecasting category.
Performance of Gahver-Stehfest Numerical Laplace Inversion Method on Option Pricing Formulas Endah Rokhmati Merdika Putri; Sentot Didik Surjanto
(IJCSAM) International Journal of Computing Science and Applied Mathematics Vol. 3 No. 2 (2017)
Publisher : LPPM Institut Teknologi Sepuluh Nopember

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Abstract

In this paper we study the performance of Gahver-Stehfest numerical Laplace inversion method. The method is applied to some simple functions which have analytical Laplace inversion and the option pricing formulas which their analytical inversions are not available. The accuracy and efficiency of the methods for each functions are presented.
Co-Authors Charisma Juni Kumalasari Dian Ayu Merdekawati Erna Apriliani Hakam, Amirul Laksmi Prita Wardhani Mardianto, Lutfi Norasia, Yolanda Pratama, Aditya Putra Sentot Didik Surjanto Soemarsono, Annisa Rahmita Sunarsini Sunarsini Valeriana Lukitosari Vivien Maulidya wahyu fistia doctorina