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Journal : Media Statistika

INFERENSI STATISTIK DARI DISTRIBUSI NORMAL DENGAN METODE BAYES UNTUK NON-INFORMATIF PRIOR Prahutama, Alan; Sugito, Sugito; Rusgiyono, Agus
MEDIA STATISTIKA Vol 5, No 2 (2012): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (439.544 KB) | DOI: 10.14710/medstat.5.2.95-104

Abstract

One of the method that can be used in statistical inference is Bayesian method. It combine sample distribution and prior distribution to get a posterior distribution. In this paper, sample distribution used is univariate normal distribution. Prior distribution used is non-informative prior. Determination technique of non-informative prior use Jefrrey’s method  from univariate normal distribution. After got the posterior distribution, find the  marginal distribution of mean and variance. So that will get the parameter estimation of interval for mean and variance. Hypothesis testing for mean and variance can find from parameter estimation of formed interval.   Keywords: Bayesian method, non-informatif prior, Jeffrey’s method, Parameter Estimation of Interval, Hypothesis test
PEMODELAN INFLASI BERDASARKAN HARGA-HARGA PANGAN MENGGUNAKAN SPLINE MULTIVARIABEL Prahutama, Alan; Utama, Tiani Wahyu; Caraka, Rezzy Eko; Zumrohtuliyosi, Dede
MEDIA STATISTIKA Vol 7, No 2 (2014): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (292.36 KB) | DOI: 10.14710/medstat.7.2.89-94

Abstract

Inflation is defined as a sustained increase in the general level of price for goods and services. Some of the events that led to inflation in Indonesia is rising fuel prices, rising prices of meat and chili. Inflation has negative impact, because decreased purchasing power.  So that the inflation model is needed. Modeling inflation can be use regression models. The approach can be performed with nonparametric regression, one of method of nonparametric regression is spline method. In this case, use three predictors to modeling inflation using spline multivariable. The predictors are price of rice, price of chicken, and price of chili. Obtained multivariable spline models with R-square of 93.94% with optimal m = 2 (quadratic) for 1 knots. Keywords: Spline Multivariable, GCV, Inflation
PEMODELAN REGRESI BERGANDA DAN GEOGRAPHICALLY WEIGHTED REGRESSION PADA TINGKAT PENGANGGURAN TERBUKA DI JAWA TENGAH Utami, Tiani Wahyu; Rohman, Abdul; Prahutama, Alan
MEDIA STATISTIKA Vol 9, No 2 (2016): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (303.285 KB) | DOI: 10.14710/medstat.9.2.133-147

Abstract

The problems in employment was the growing number of Open Unemployment Rate (OUR). The open unemployment rate is a number that indicates the number of unemployed to the 100 residents are included in the labor force. The purpose of this study is mapping the data OUR in Central Java and the suspect and identify linkages between factors that cause OUR in the District / City of Central Java in 2014. Factors that allegedly include population density (X1), Inflation (X2), the GDP value (X3), UMR Value (X4), the percentage of GDP growth rate (X5), Hope of the old school (X6), the percentage of the labor force by age (X7) and the percentage of employment (X8). Geographically Weighted Regression (GWR) is a method for modeling the response of the predictor variables, by including elements of the area (spatial) into the point-based model. This research resulted in the conclusion that the OLS regression models have poor performance because the residual variance is not homogeneous. There were no significant differences between GWR models with OLS model or in other words generally predictor variables did not affect the response variable (rate of unemployment in Central Java) spatially. However, GWR model could captured modelling in each region. Keywords: multiple linear regression, geographiically weighted regression, open unemployement rate in Central Java.
PREDIKSI HARGA SAHAM MENGGUNAKAN SUPPORT VECTOR REGRESSION DENGAN ALGORITMA GRID SEARCH Yasin, Hasbi; Prahutama, Alan; Utami, Tiani Wahyu
MEDIA STATISTIKA Vol 7, No 1 (2014): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (335.209 KB) | DOI: 10.14710/medstat.7.1.29-35

Abstract

The stock market has become a popular investment channel in recent years because of the low return rates of other investment. The stock price prediction is in the interest of both private and institution investors. Accurate forecasting of stock prices is an appealing yet difficult activity in the business world. Therefore, stock prices forecasting is regarded as one of the most challenging topics in business. The forecasting techniques used in the literature can be classified into two categories: linear models and non linear models.  One of forecasting techniques in nonlinear models is support vector regression (SVR). Basically, SVR adopts the structural risk minimization principle to estimate a function by minimizing an upper bound of the generalization. The optimal parameters of SVR can be use Grid Search Algorithm method. Concept of this method is using cross validation (CV). In this paper, the SVR model use linear kernel function. The accurate prediction of stock price, in telecommunication, is 92.47% for training data and 83.39% for testing data.   Keywords: Stock price, SVR, Grid Search, Linear kernel function.
PEMODELAN REGRESI NONPARAMETRIK MENGGUNAKAN PENDEKATAN POLINOMIAL LOKAL PADA BEBAN LISTRIK DI KOTA SEMARANG Suparti, Suparti; Prahutama, Alan
MEDIA STATISTIKA Vol 9, No 2 (2016): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (150.91 KB) | DOI: 10.14710/medstat.9.2.85-93

Abstract

Semarang is the provincial capital of Central Java, with infrastructure and economic’s growth was high. The phenomenon of power outages that occurred in Semarang, certainly disrupted economic development in Semarang. Large electrical energy consumed by industrial-scale consumers and households in the San Francisco area, monitored or recorded automatically and presented into a historical data load power consumption. Therefore, this study modeling the load power consumption at a time when not influenced by the use of electrical load (t-1)-th. Modeling using nonparametric regression approach with Local polynomial. In this study, the kernel used is a Gaussian kernel. In local polynomial modeling, determined optimum bandwidth. One of the optimum bandwidth determination using the Generalized Cross Validation (GCV). GCV values obtained amounted to 1425.726 with a minimum bandwidth of 394. Modelling generate local polynomial of order 2 with MSE value of 1408.672. Keywords: electrical load, local polinomial, gaussian kernel, GCV.
APLIKASI GENERALIZED SPACE TIME AUTOREGRESSIVE (GSTAR) PADA PEMODELAN VOLUME KENDARAAN MASUK TOL SEMARANG Anggraeni, Dian; Prahutama, Alan; Andari, Shofi
MEDIA STATISTIKA Vol 6, No 2 (2013): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (625.794 KB) | DOI: 10.14710/medstat.6.2.61-70

Abstract

Time series data from neighboring separated location often associated both spatially and through time. Generalized space time autoregrresive (GSTAR) model is one of the most common used space-time model to modeling and predicting spatial and time series data. This study applied GSTAR to modeling vehicle volume entering four tollgate (GT) in Semarang City: GT Muktiharjo, GT Gayamsari, GT Tembalang, and GT Manyaran. The data was collected by month from 2003 to 2009. The best model provided by this study is GSTAR (21)-I(1,12) uniformly weighted with the smallest REMSE mean 76834. Key words: GSTAR, Vehicle Volume, Space-Time Model
ANALYSIS OF SRONDOL-JATINGALEH TOLL QUEUE SYSTEM AT SEMARANG CITY IN THE END OF YEAR 2018 WITH AUTOMATIC TOLL GATE SYSTEM USING LOGISTIC DISTRIBUTION APPROACH Sugito, Sugito; Prahutama, Alan
MEDIA STATISTIKA Vol 13, No 2 (2020): 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.13.2.218-224

Abstract

The transportation sector is one sector that plays an essential role in economic growth. The transportation sector can increase economic growth. Semarang City is one of the provincial capitals in Central Java. The Srondol-Jatingaleh toll road is one of the toll roads in the city of Semarang that has implemented the Automatic Toll Gate. Based on the results of the analysis, so that the queue model is (logistic/logistic/ 4) :( FIFO / ∞ / ∞). It shows that the distribution of the queuing system of the number of arrivals and the number of vehicle services are Logistic-Distribution. The number of service facilities is 4, the service discipline used is First In First Out (FIFO), the size in the queue, and the source of calls are unlimited.
GEOGRAPHICALLY WEIGHTED PANEL REGRESSION WITH FIXED EFFECT FOR MODELING THE NUMBER OF INFANT MORTALITY IN CENTRAL JAVA, INDONESIA Rusgiyono, Agus; Prahutama, Alan
MEDIA STATISTIKA Vol 14, No 1 (2021): 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.14.1.10-20

Abstract

One of the regression methods used to model by region is Geographically Weighted Regression (GWR). The GWR model developed to model panel data is Geographically Weighted Panel Regression (GWPR). Panel data has several advantages compared to cross-section or time-series data. The development of the GWPR model in this study uses the Fixed Effect model. It is used to model the number of infant mortality in Central Java. In this study, the weighting used by the fixed bisquare kernel resulted in a significant variable percentage of clean and healthy households. The value of R-square is 67.6%. Also in this paper completed by spread map base on GWPR model.
ANALYSIS OF THE NUMBER INFANT AND MATERNAL MORTALITY IN CENTRAL JAVA INDONESIA USING SPATIAL-POISSON REGRESSION Alan Prahutama; Budi Warsito; Moch. Abdul Mukid
MEDIA STATISTIKA Vol 11, No 2 (2018): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (322.832 KB) | DOI: 10.14710/medstat.11.2.135-145

Abstract

Maternal and infant mortality are one of the most dangerous problems of the community since it can profoundly affect the number and composition of the population. Currently, the government has been taking heed on the attempt of reducing the number of maternal and newborn mortality in Central Java which requires data and information entirely. Poisson regression is a nonlinear regression that is often used to model the relationship between response variables in the form of discrete data with predictor variables in the form of discrete or continuous data. In space analysis, GWPR is one of method in space modeling which can model regional-based regression. It is based on some factors including the number of health facilities, the number of medical personnel, the percentage of deliveries performed with non-medical assistance; the average age of a woman's first marriage; the average education level of married women; average amount of per capita household expenditure; percentage of village status; the average rate of exclusive breastfeeding; percentage of households that have clean water and the percentage of poor people. Based on the analysis, it is revealed that the determinants of maternal and infant mortality in Central Java using Poisson and GWPR models, among others are the number of health facilities, the number of medical personnel, the average number of per capita household expenditure and the percentage of the poor. In the maternal and infant mortality model, the AIC value of GWPR model produces better modeling than Poisson regression. Keywords: Maternal and Infant mortality, Poisson, GWPR
MODELING CENTRAL JAVA INFLATION AND GRDP RATE USING SPLINE TRUNCATED BIRESPON REGRESSION AND BIRESPON LINEAR MODEL Suparti Suparti; Alan Prahutama; Agus Rusgiyono; Sudargo Sudargo
MEDIA STATISTIKA Vol 12, No 2 (2019): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (482.616 KB) | DOI: 10.14710/medstat.12.2.129-139

Abstract

Inflation and Gross Regional Domestic Income (GRDP) are two macroeconomic variables of a region that are correlated with each other. GRDP prices constant (real) can be used as an indicator of economic growth in a region from year to year. Inflation is calculated from the CPI rate and economic growth is calculated from the GRDP rate. Inflation and economic growth in an area are influenced by several factors including bank interest rates. Analysis of data consisting of 2 correlated responses can be performed with birespon regression analysis. In this research, modeling of inflation data and the rate of GRDP through birespon data modeling uses spline truncated nonparametric method and birespon linear parametric method. The purpose of this study is to model inflation data and the Central Java GRDP rate using spline truncated birespon regression. The results are compared with the birespon linear regression model. By using quarterly data from the first quarter of 2007 - the second quarter of 2019, the spline truncated model is better than the linear model, because the spline truncated model has a smaller MSE and R2 is greater than the linear model. Both models have the same performance which is quite good.