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Journal : Jurnal Gaussian

PEMODELAN VECTOR AUTOREGRESSIVE X (VARX) UNTUK MERAMALKAN JUMLAH UANG BEREDAR DI INDONESIA Rosyidah, Haniatur; Rahmawati, Rita; Prahutama, Alan
Jurnal Gaussian Vol 6, No 3 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (527.466 KB) | DOI: 10.14710/j.gauss.v6i3.19306

Abstract

The economic stability of a country can be seen from the value of inflation. The money supply in a country will affect the value of inflation, so it is necessary to control the money supply. The money supply in Indonesia consists of currency, quasi money, and securities other than shares. One of the factors affecting the amount of currency, quasi money, and securities other than shares is the SBI interest rate. Time series data from the money supply components are correlated. To explain multiple time series data variables that are correlated we can use the VAR approach. VAR model with the addition of an exogenous variable is called VARX. The purpose of this study is to obtain models to predict the amount of currency, quasi money, securities other than shares using the VARX approach with the SBI interest rate as an exogenous variable. The results of data analysis in this study, the model obtained is VARX (1,1). Based on t test with 5% significance level, SBI interest rate variable has no significant effect to variable of currency amount, amount of quasi money, or amount of securities other than shares. Residual model VARX (1,1) satisfies the white noise assumption, while the normal multivariate assumption is not satisfied. The value of MAPE for currency variables (7,53969%), quasi money (0,49036%), and securities other than shares (9,64245%) indicates that the VARX (1,1) model has excellent forecasting ability that can be used for forecasting future periods. Forecasting results indicate an increase in the amount of currency, quasi money, or securities other than shares in each period..Keywords : Amount of currency, amount of quasi money, amount of securities other than shares, SBI interest rate, VARX, MAPE
PERAMALAN BEBAN PUNCAK PEMAKAIAN LISTRIK DI AREA SEMARANG DENGAN METODE HYBRID ARIMA (AUTOREGRESSIVE INTEGRATED MOVING AVERAGE)-ANFIS (ADAPTIVE NEURO FUZZY INFERENCE SYSTEM) (Studi Kasus di PT PLN (Persero) Distribusi Jawa Tengah dan DIY) Kristiana, Ana; Wilandari, Yuciana; Prahutama, Alan
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (639.505 KB) | DOI: 10.14710/j.gauss.v4i4.10125

Abstract

Electricity become one of the basic needs in society, so that the demand level for electricity even bigger as more complex activities in society. In order to fulfill the needs of electricity in Indonesia, PT PLN have to do electrical peak load forecasting to prevent electrical crisis. In this research, we use hybrid ARIMA-ANFIS methods to forecast daily peak load of electricity in Semarang period December 2014 until January 2015. The use of hybrid ARIMA-ANFIS is to capture both linear and nonlinear patterns in the data, because sometimes time series data can contain both linear and nonlinear patterns. Since ARIMA can not deal with nonlinear patterns while ANFIS is not able to handle both linear and nonlinear patterns alone. The accuracy of the model was measured by symmetric MAPE (sMAPE) criteria, in which the best model chosen is the model with the smallest sMAPE value. The results showed that the hybrid ARIMA-ANFIS model that used to predict the daily peak load electricity in Semarang during the period of December 2014 until January 2015, comes from combination between SARIMA (0,1,1)(0,1,1)7 model and residual forecasting with ANFIS model using first lag input, Gaussian membership function in 3 clusters. Keywords: Electricity, Electrical peak load forecasting, ARIMA, ANFIS, Hybrid ARIMA-ANFIS.
METODE k-MEDOIDS CLUSTERING DENGAN VALIDASI SILHOUETTE INDEX DAN C-INDEX (Studi Kasus Jumlah Kriminalitas Kabupaten/Kota di Jawa Tengah Tahun 2018) Nahdliyah, Milla Alifatun; Widiharih, Tatik; Prahutama, Alan
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (547.719 KB) | DOI: 10.14710/j.gauss.v8i2.26640

Abstract

The k-medoids method is a non-hierarchical clustering to classify n object into k clusters that have the same characteristics. This clustering algorithm uses the medoid as its cluster center. Medoid is the most centrally located object in a cluster, so it’s robust to outliers. In cluster analysis the objects are grouped by the similarity. To measure the similarity, it can be used distance measures, euclidean distance and cityblock distance. The distance that is used in cluster analysis can affect the clustering results. Then, to determine the quality of the clustering results can be used the internal criteria with silhouette width and C-index. In this research the k-medoids method to classify of regencies/cities in Central Java based on type and number of crimes. The optimal cluster at k= 4 use euclidean distance, where the silhouette index= 0,3862593 and C-index= 0,043893. Keywords: Clustering, k-Medoids, Euclidean distance, Cityblock distance, Silhouette index, C-index, Crime
PENERAPAN PENGENDALIAN KUALITAS JENIS VARIABEL PADA PRODUKSI MAKANAN (Studi Kasus pada Pabrik Wingko Babat Cap “Moel” Semarang) Dewiga, Pramestiara; Sudarno, Sudarno; Prahutama, Alan
Jurnal Gaussian Vol 4, No 3 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (859.313 KB) | DOI: 10.14710/j.gauss.v4i3.9487

Abstract

Wingko is a typical product from Semarang that growing and evolving because of the increase in tourism of Semarang City. Competition between each producer requires them to improve product quality. This study aims to minimize defective products and to monitor the distribution of the product to be worthy. Factors that are used as the benchmarks a wingko production process are the net weight and oven temperature for acceptance sampling plan. The R,  dan s control charts are used to monitor the production process and estimated capability process is used to minimize process defects. While acceptance sampling plans are used to determine the feasible product to distribute or not. Based on the analyze result that the production process is controlled after eliminating the 1st and the 28th sample number. Estimated capability process of 1.2508 indicates that it is a little defect product produced and DPMO value of 180 means that there are 180 defects per one million productions. While the acceptance sampling plan according to single specification limit either form 1 and form 2 indicates that wingko was acceptable (can be distributed). Keywords: Wingko, Net Weight, Quality Control, Capability Process
PEMODELAN REGRESI NONPARAMETRIK DATA LONGITUDINAL MENGGUNAKAN POLINOMIAL LOKAL (Studi Kasus: Harga Penutupan Saham pada Kelompok Harga Saham Periode Januari 2012 – April 2015) Khalid, Izzudin; Suparti, Suparti; Prahutama, Alan
Jurnal Gaussian Vol 4, No 3 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (378.456 KB) | DOI: 10.14710/j.gauss.v4i3.9476

Abstract

Stocks are securities that can be bought or sold by individuals or institutions as a sign of participating or possessing a company in the amount of its proportions. From the lens of market capitalization values, stocks are divided into 3 groups: large capitalization (Big-Cap), medium capitalization (Mid-Cap) and small capitalization (Small-Cap). Longitudinal data is observation which is conducted as n subjects that are independent to each subject observed repeatedly in different periods dependently. Smoothing technique used to estimate the nonparametric regression model in longitudinal data is local polynomial estimator. Local polynomial estimator can be obtained by WLS (Weighted Least Square) methods. Local polynomial estimator is very dependent on optimal bandwidth. Determination of the optimal bandwidth can be obtained by using GCV (Generalized Cross Validation) method. Among the Gaussian kernel, Triangle kernel, Epanechnikov kernel and Biweight kernel, it is obtained the best model using Gaussian kernel. Based on the application of the model simultaneously, it is obtained coefficient of determination of 97,80174% and MSE values of 0,03053464. Using Gaussian kernel, MAPE out sample of data is obtained as 11,74493%. Keywords: Longitudinal Data, Local Polynomial, Stocks
QUERY EXPANSION RANKING PADA ANALISIS SENTIMEN MENGGUNAKAN KLASIFIKASI MULTINOMIAL NAÏVE BAYES (Studi Kasus : Ulasan Aplikasi Shopee pada Hari Belanja Online Nasional 2020) Lutfiah Maharani Siniwi; Alan Prahutama; Arief Rachman Hakim
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32795

Abstract

Shopee is one of the e-commerce sites that has many users in Indonesia. Shopee provides various attractive promos on special days such as National Online Shopping Day on December 12. Shopee site was a complete error on December 12, 2020. Complaints and opinions of Shopee users were also shared through various media, one of them was Google Play Store. Sentiment analysis was used to see the user's response to the Shopee’s incident. Sentiment analysis results can be extracted to obtain information regarding positive or negative reviews from Shopee users. Sentiment analysis was performed using the Multinomial Naïve Bayes classification. the simplest method of probability classification, but it is sensitive to feature selection so that the amount of data is determined by the results of feature selection Query Expansion Ranking. The algorithm that has the highest accuracy and kappa statistic is the best algorithm in classifying Shopee’s users sentiment. The results showed that the classification performance using Multinomial Naïve Bayes with 80% of the features (terms) which have the highest Query Expansion Ranking value was obtained at the accuracy and kappa statistics values are 89% and 77.62%. This means that Multinomial Nave Bayes has a good performance in classifying reviews and the number of features used affects the performance results obtained.
PEMODELAN DEFORESTASI HUTAN LINDUNG DI INDONESIA MENGGUNAKAN MODEL GEOGRAPHICALLY AND TEMPORALLY WEIGHTED REGRESSION (GTWR) Thea Zulfa Adiningrumh; Alan Prahutama; Rukun Santoso
Jurnal Gaussian Vol 7, No 3 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (467.997 KB) | DOI: 10.14710/j.gauss.v7i3.26664

Abstract

Regression analysis is a statistical analysis method that is used to modeling the relationship between dependent variables and independent variables. In the linear regression model only produced parameter estimators are globally, so it’s often called global regression. While to analyze spatial data can be used Geographically Weighted Regression (GWR) method. Geographically and Temporally Weighted Regression (GTWR) is the development of  GWR model to handle the instability of a data both from the spatial and temporal sides simultaneously. In this GWR modeling the weight function used is a Gaussian  Kernel, which requires the bandwidth value as a distance parameter. Optimum bandwidth can be obtained by minimizing the CV (cross validation) coefficient value. By comparing the R-square, Mean Square Error (MSE) and Akaike Information Criterion (AIC) values in both methods, it is known that modeling the level of deforestation in protected forest areas in Indonesia in 2013 through 2016 uses the GTWR method better than global regression. With the R-square value the GTWR model is 25.1%, the MSE value is 0.7833 and AIC value is 349,6917. While the global regression model has R-square value of 15.8%, MSE value of 0.861 and AIC value of 361,3328. Keywords : GWR, GTWR, Bandwidth, Kernel Gaussian
IMPLEMENTASI METODE SIX SIGMA MENGGUNAKAN GRAFIK PENGENDALI EWMA SEBAGAI UPAYA MEMINIMALISASI CACAT PRODUK KAIN GREI Ayudya Tri Wahyuningtyas; Mustafid Mustafid; Alan Prahutama
Jurnal Gaussian Vol 5, No 1 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (679.011 KB) | DOI: 10.14710/j.gauss.v5i1.10932

Abstract

The quality being a very important aspect for consumer to choose products beside price that competes. In production process grey fabric there are several kinds of defects, the defects can cause to decrease of grade fabric produced. Six sigma method is a method that can be used to analyze defect rate to approach zero defect products. A procedure used for quality improvement toward the target that the concept of six sigma DMAIC. This study aims to implement six sigma method and EWMA control chart in quality control of product quality cloth of grey. The results obtained in this study is one the whole production process produces DPMO value of 24790.97 with sigma quality level of 3.464 means that the product of one million cloth of grey there are 24790.97 meters of product that does not fit in production. In the calculation process capability, process capability ratio value obtained more than 1 means that the process is going well and meets the specifications that have been established, but it is still possible to be improved so that the products resulting better. Keywords: Quality, Quality Control, Six Sigma, EWMA
PEMODELAN HARGA EMAS DUNIA MENGGUNAKAN METODE NONPARAMETRIK POLINOMIAL LOKAL DILENGKAPI GUI R Jody Hendrian; Suparti Suparti; Alan Prahutama
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.33103

Abstract

Investing in gold is a flexible choice because it can be sold at any time and used as an emergency fund. Investors should have the knowledge to predict data from time to time to achieve investment goals. One of the statistical methods for time series data modeling is ARIMA. The ARIMA model is strict with the assumptions that the data must be stationary, the residuals must be normally distributed, independent, and with constant variance, so an alternative model is proposed, namely nonparametric regression model, which has no modeling assumptions requirement. In this study, the daily world gold price data will be modeled using a local polynomial nonparametric model as an alternative because the assumptions in the ARIMA are not fulfilled. The data is divided into 2 parts, namely in sample data from January 2, 2020 to November 30, 2020 to form a model and out sample data from December 1, 2020 to December 31, 2020 used for evauation of model performance based on MAPE values. The chosen best model is the local polynomial model with Gaussian kernel function of degree 5, bandwidth of 373, and local point of 1744 with an MSE value of 482.6420. The local polynomial model out sample data MAPE value is 0.61%, indicating that the model has excellent forecasting capability. In this study, Graphical User Interface (GUI) using R software with the help of shiny package is also built, making data analyzing easier and generating more interactive display output. 
PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG) DENGAN METODE RADIAL BASIS FUNCTION NEURAL NETWORK MENGGUNAKAN GUI MATLAB Rizki Brendita Br Tarigan; Hasbi Yasin; Alan Prahutama
Jurnal Gaussian Vol 7, No 4 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v7i4.28872

Abstract

Capital market Indonesia is one of the important factors in the development of the national economy, proved to have many industries and companies that use these institutions as a medium to absorb investment to strengthen its financial position. The recent years, Jakarta Composite Index (JCI) in Capital Market tend to strengthen. JCI data are the time series data obtained from the past to predict the future with caracteristics of JCI data are non stationary and non linier. Neural network is a computational method that imitate the biological neural network. There are several types of methods that can be used in neural network that is: Radial Basis Function Neural Network (RBFNN) Generalized Regression Neural Network (GRNN), dan Probabilistic Neural Network (PNN). Model of Radial Basis Function Neural Network is suitable for time series data. This model has a network architecture in the form of input layer, hidden layer and output layer. This research is done with the help of GUI as a computation tool. The results of analysis by using GUI conducted on the size sample of data as much as 1211 taken as 100 the data thus obtained value of 2315,6 MSE training and training MAPE value of 0,72%, while for the testing of 28886,7 MSE and MAPE testing value is 0,70%. Based on the results of forecasting, JCI values on January 02, 2018 until January 08, 2018 at 6499,922 every day. Keywords: Radial Basis Function Neural Network (RBFNN), Jakarta Composite Index (JCI), MSE, MAPE, Time Series, GUI.