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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
PERBANDINGAN MODEL GWR DENGAN FIXED DAN ADAPTIVE BANDWIDTH UNTUK PERSENTASE PENDUDUK MISKIN DI JAWA TENGAH Pamungkas, Rifki Adi; Yasin, Hasbi; Rahmawati, Rita
Jurnal Gaussian Vol 5, No 3 (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 (653.337 KB) | DOI: 10.14710/j.gauss.v5i3.14710

Abstract

Regression analysis is statistical method for modeling the dependency relationship that might exist among the dependent variable with independent variable.  Geographically Weighted Regression (GWR) is an expansion of linier regression model where each of the parameters from every observation sites is counted, so each sites have local regression parameter. Weighted Least Square (WLS) model is applied to estimate the parameter of GWR model. GWR method differentiates bandwidth kernel into two, fixed bandwidth kernel and adaptive bandwidth kernel. Fixed kernel has the same bandwidth in each observation location, meanwhile adaptive kernel has different bandwidth value in each observation location. Cross Validation (CV) is used to choose the most optimum bandwidth. The application of GWR model to show the percentage of poor population at district and city of Central Java shows that GWR model is significantly different in each location towards global regression model, also the estimated model will also give different result between one location and another. Based on Akaike Information Criterion (AIC) value between global regression models with GWR, it is know that GWR model with fixed exponentially weighted kernel is the best model to use to analyze the percentage poor population at district and city of Central Java because of it has the smallest AIC value. Keywords: Akaike Information Criterion, Bandwidth, Cross Validation, Exponential Kernel Function, Geographically Weighted Regression, Weighted Least Square
PENGHITUNGAN PREMI ASURANSI LONG TERM CARE UNTUK MODEL MULTI STATUS Gumauti, Chrysmandini Pulung; Wilandari, Yuciana; Rahmawati, Rita
Jurnal Gaussian Vol 5, No 2 (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 (633.454 KB) | DOI: 10.14710/j.gauss.v5i2.11848

Abstract

Health insurance is insurance that provides health benefit in the form of a cash compensation for the cost of treatment and care. One of the health insurance’s products is Long Term Care (LTC) insurance. LTC insurance guarantees nursing and medical expense, preferred for elderly people in the future. Proper calculation the cost of premiums is needed to maintain the reserve fund appropriate for insurance company to fulfill the policy agreement. In this final project will be discussed about calculation of premiums for LTC insurance products Annuity as A Rider Benefit as a multi-state models (three states), which is based on Markov transition probability matrix. Data used is the data prevalence rate of heart disease in the United Kingdom in 2014. By calculating premiums of multi-state models, insurance products are expected to be able to guarantee health care expense according insured’s needs. Result of this premiums calculation is the older someone takes insurance, greater the annual net premium to be paid. Keywords: health insurance, Long Term Care insurance, multiple state models, Annuity as A Rider Benefit product, Markov transition.
PERBANDINGAN REGRESI KOMPONEN UTAMA DENGAN REGRESI RIDGE PADA ANALISIS FAKTOR-FAKTOR PENDAPATAN ASLI DAERAH (PAD) PROVINSI JAWA TENGAH Tazliqoh, Agustifa Zea; Rahmawati, Rita; Safitri, Diah
Jurnal Gaussian Vol 4, No 1 (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 (457.273 KB) | DOI: 10.14710/j.gauss.v4i1.8098

Abstract

Assuming violation multicollinearity in classical regression analysis can cause estimator resulting from classical model regression inefficient. Principal components regression and ridge regression are the methods that can be used to overcome the problem of multicollinearity. This research aimed to compare between the principal components regression with ridge regression to tackle the problem of multicollinearity in the analysis of the factors that affect revenue (PAD) of the Central Java province. The data used in this research are data revenue (PAD), and factors that affect the region, such as local tax, retribution, Gross Regional Domestic Products (GRDP) at current prices, Gross Regional Domestic Products (GRDP) at constant prices, population, regional spending. Based on the coefficient of determination value and test on individual regression coefficients, the value of variance inflation factor and correlations sufficiently high among some independent variables so we can conclude the existence of a violation of multicollinearity on analysis factors PAD. Based on standard error resulting from principal components regression and ridge regression show that principal components regression results in a standard smaller error. This shows that principal component regression is better than ridge regression in solving the problem multicollinearity on analysis of factors that affects pad province of central java. Keywords: Multicolinearity, revenue (PAD), Principal Component Regression, Ridge Regression, standard error
Pengendalian Kualitas Data Atribut Multivariat dengan Mahalanobis Distance dan T2 Hotelling (Studi Kasus PT Metec Semarang) Anggoro, Alfahari; Mustafid, Mustafid; Rahmawati, Rita
Jurnal Gaussian Vol 5, No 3 (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 (689.406 KB) | DOI: 10.14710/j.gauss.v5i3.14687

Abstract

Vending machine is a machine used to sell the product automatically without any operator. Data vending machine products are classifiable in the attribute data for the category of disabled and not disabled. To maintain consistency of product quality and in accordance with market needs, it is necessary to do quality control on the activity undertaken. In the production process, to monitor the quality of service can be used multivariate control charts. Diagram control is often used is the Mahalanobis Distance and T2 Hotelling. The study was conducted on the data of defects in the production of vending machines in September 2013 to April 2015. Results showed that in the control diagram Mahalanobis Distance acquired upper limit value is 15.615 the control diagram is known there are two observations that are outside the control limits. While the T2 Hotelling control chart obtained upper limit value is 36.12 and all observations are within control limits. The production process has been good vending machine, known from the process capability of Cp value of 1.1503.Keywords: Vending Machine, Mahalanobis Distance, T2 Hotelling
PENERAPAN METODE WEIGHTED PRODUCT (WP) DAN ELIMINATION ET CHOIX TRANDUISANT LA REALITÉ (ELECTRE) DENGAN PEMBOBOTAN ENTROPY MENGGUNAKAN GUI MATLAB (Studi Kasus: Pemilihan Hero Terkuat Arena of Valor) Sukanianto, Eko Adyan; Sugito, Sugito; Rahmawati, Rita
Jurnal Gaussian Vol 7, No 2 (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 (1148.455 KB) | DOI: 10.14710/j.gauss.v7i2.26645

Abstract

Arena of Valor (AOV) is a mobile game published by Garena in Indonesia. There will be 5 players in each team, selecting a hero to play in the game. By selecting the strongest hero each role can help facilitate team to strategize the composition of heroes that will be used to achieve victory. Weighting each criteria and selecting the strongest hero also become a consideration to control the game to be stable and balanced by the developer. The alternatives are all hero from each role (Tank, Warrior, Assassin, Mage, Archer and Support), while the criterias are skill effect points, maximum HP (Health Points), physical attack, physical defense, movement speed and HP recovery every 5 seconds. In this study, the writer uses WP and ELECTRE methods to select the strongest hero with Entropy weighting method. This study produce a Matlab GUI that can be used to facilitate computational selection. The results show that the strongest hero in AOV are Grakk (Tank), Astrid (Warrior), Ormarr (Warrior), Murad (Warrior/Assassin), Lauriel (Mage/Assassin), The Joker (Archer) and Alice (Support). While the criteria with the highest weighting is the skill. Keywords: AOV, Garena Indonesia, WP, ELECTRE, Entropy, GUI Matlab
PENGGUNAAN PENDEKATAN CAPITAL ASSET PRICING MODEL DAN METODE VARIANCE-COVARIANCE DALAM PROSES MANAJEMEN PORTOFOLIO SAHAM (Studi Kasus: Saham-Saham Kelompok Jakarta Islamic Index) Ikhsan, Aulia; Ispriyanti, Dwi; Rahmawati, Rita
Jurnal Gaussian Vol 3, No 1 (2014): 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 (330.052 KB) | DOI: 10.14710/j.gauss.v3i1.4772

Abstract

The great amount of risk arising from stock investment make investors create a portfolio in order to minimize it. To achieve this aim, a portfolio management in which consist of several processes is required. There are three important processes in portfolio management. First, the selection of stocks that will be selected into the portfolio by Capital Asset Pricing Model (CAPM). Second, portfolio optimization by defining the weight of fund allocation for every stock in portfolio by Mean Variance Efficient Portofolio (MVEP), and third, estimating the risk of the optimal portfolio by Variance-Covariance. There are seven stocks picked into portfolio through the research done by Jakarta Islamic Index (JII) group, where the biggest fund allocation given to stock of EXCL (PT XL Axiata, Tbk) and the smallest fund allocation given to stock of ITMG (PT Indo Tambangraya Megah, Tbk). The amount of loss that estimated on 95% confidence level is 2,65% from initial capital invested on stock portfolio during one day holding period after portfolio were created.
PENENTUAN FAKTOR PRIORITAS MAHASISWA DALAM MEMILIH TELEPON SELULER MERK BLACKBERRY DENGAN FUZZY AHP Shega, Hanien Nia H; Rahmawati, Rita; Yasin, Hasbi
Jurnal Gaussian Vol 1, No 1 (2012): 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 (569.133 KB) | DOI: 10.14710/j.gauss.v1i1.575

Abstract

This study aims to determine the priority factor Diponegoro University students in choosing a BlackBerry mobile phone brands. Consumer or buyer is often confused in making the decision to buy a product because of the many factors that affect the choices available. From the method of Analytic Hierarchy Process (AHP) was found to be too subjective assessment of uncertainty for qualitative data. The problems above can be solved by the method of Fuzzy Analytic Hierarchy Process (FAHP), which uses the interval so that the assessment of qualitative data can provide a more objective assessment. The criteria used to be in this research are quality, price, design, and service. The data were taken by spreading questionnaires. From the answer of respondent, calculation of ratio was performed with a consistency ratio (CR). If CR<0.10 it means the answer of respondent is consisten and can be used for Fuzzy AHP. Based on the result of research, it could be concluded that quality was the top priority with 0.278 priority weights, then the service with 0.254 priority weights, design with 0.240 priority weight, and price with 0.228 priority weights.
PEMBANGKITAN SAMPEL RANDOM MENGGUNAKAN ALGORITMA METROPOLIS-HASTINGS Irwanti, Lies Kurnia; Mukid, Moch. Abdul; Rahmawati, Rita
Jurnal Gaussian Vol 1, No 1 (2012): 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 (351.749 KB) | DOI: 10.14710/j.gauss.v1i1.901

Abstract

Generating random samples can be done directly and indirectly using simulation techniques. This final project will discuss the process of generating random samples and estimate the parameters using an indirect simulation. Indirect simulation techniques used if the target distribution has a complicated shape and high dimension of density functions. Markov Chain Monte Carlo (MCMC) simulation is a solution to do it. One of the algorithms that is commonly used is Metropolis-Hastings. This algorithm uses the mechanism of acceptance and rejection to generate a sequence of random samples. In the example to be discussed, Metropolis-Hastings algorithm is applied to generate random samples of Beta distribution and also estimate the parameter value of the Poisson distribution using a proposal distribution random-walk Metropolis.
ANALISIS KERAGAMAN PADA DATA HILANG DALAM RANCANGAN KISI SEIMBANG Diwangkari, Nariswari; Rahmawati, Rita; Safitri, Diah
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 (642.127 KB) | DOI: 10.14710/j.gauss.v5i1.11038

Abstract

In a research, it is required a design experiment that obtained a conclusion desired. Balanced Lattices design is an experiment which the number of groups is k, the number of treatment is equal to square of the number of groups (k2) and the number of replication is equal to the number of groups plus one (k+1). In Balanced Lattices design often occurs the missing data. There are two methods estimate missing data. The first method is use equation. The second method is iteration. The second method is used if there was more than one missing data. Analysis of varians in of missing data in Balanced Lattices design is counted as in the complete, but the total degrees of freedom and the error degrees of freedom are substracted by m, respectively where m is the number of missing data. Based on the data used, a research conducted to determine the influence of 16 varieties fertilizer to the product of grain. The result of the research shows that in the case of with one missing data resulting that there is influence of varieties fertilizer to the product of grain with the F count is 5,092. The results of the study with two missing data resulting that there is influence varieties fertilizer to the product of grain with the F count is 4,246. The pairwise test of means by LSD test resulting that the variety fertilizer is varieties fertilizer 14. There is no significant different of the influence with varieties fertilizer 12, 11, 15, 3, 8, 4 and 6. Keywords: Balanced Lattices Designs, Analysis of Varians, LSD Test
Co-Authors - Siswandari Abd. Rahman, Ika Marlina Abdul Djohar Abdul Hoyyi Abraham Yazdi Martin Abubakar Iskandar Adisti Permatasari Putri Hartoyo Afrizal Sidik Agung Santoso Agus Rusgiyono Agus Setiawan Agustifa Zea Tazliqoh Agustinus Lolok AHMAD BURHANUDDIN Ahmad Desta Reswandi Alan Prahutama Alan Prahutama Aldila Abid Awali Alfahari Anggoro, Alfahari Alinda Allima Stefiana Insani Ambariyani Ambariyani, Ambariyani Angga Saputra Anggita Puri Savitri Anggraeni, Devina Nurul Anggraeni, Nadiya Anggraini Susanti Kusumawardani Ani Mardiantari Ani, Adesi Rizki Indri Anik Djuraidah Anindya Aryu Inayati Anjas, Muhammad Annikmah Farida Annikmah Farida, Annikmah Annisa Nur Fathia Anton Suhartono Anwar, M. Syaiful Aprilia, Fadillah Apriliani, Afmi Arif Kurnia Wijayanto Aripin, Khairul Arsyad, Mufid Asep Mulyana Asep Mulyana Asep Yoyo Wardaya Asmuni Hayat Aulia Ikhsan Aziz, Hilmy Azzahra Nur Safitri Betha Noranita Bhinekawati, Henny Budi Warsito Bunyamin Chrysmandini Pulung Gumauti, Chrysmandini Pulung Chyntia Arum Widyastusti Cinta, Nur Cuhandi Danil, Mahmud Daniyati, Dian Dedy Douglas Harianja Devy, Happy Sista Diah Safitri Diah Safitri Dian Daniyati Dian E Idris Gentini Dina Rosmalia Listya Utami Dwi Ispriyanti Ebeit Devita Simatupang Eka Nurzannah Eko Adi Sarwoko Eko Adyan Sukanianto Elvia Ivada Erfan Sofha Esti Zaduqisti Esti Zaduqisti Eti karini Fajar Heru Setiawan Fajar, Malik FANDI AHMAD Farda Nur Sa&#039;adah Farhati, Muthia Zahra Farida, Annikamah Fatima, Suwanto Fauzi, Kiki Rizki Fikri, Aan Maudlihul Firda Megawati Fitri, Rina Nuzulia Fitria Aprilia Suherman Fitrian Fariz Ichsandi Fitta Setiajiati Gamal Abdel Nasser Masikki Gotfridus Goris Seran Habib Ismail, Habib Hafii Risalam Hanien Nia H Shega Hasbi Yasin Hasbi Yasin Herliansyah, Muhammad Rudy Ika Sartika Ika Trisnawati A Ikha Rizky Ramadani Ikhwanudin Illahi, Muhammad Jaya Indrayati Galugu Indria Tsani Hazhiah Indriani, Agustina Irhamuddin Istiroha Ita Dwilestari Iwannudin Jamilah Jamilah Levina, Geralda Lies Kurnia Irwanti Lina Karlinasari M. Muslih M. Muslih Husein M.Pd S.T. S.Pd. I Gde Wawan Sudatha . Madani, Hilmi Naufal Maharani Febriana Putri Marthin Nosry Mooy Maruapey, Muhamad Husein Maslachah, Maslachah Mega Susilowati Melati Puspa Nur Fadlilah Moch. Abdul Mukid Moch. Abdul Mukid Mohammad Yahya Mono Pratiko Gustomi Muchammad Aziz Chusen Muhammad Abid Muhyidin Muhammad Andi Septiadi Muhammad Hilman Rizki Abdullah Muhammad Husein Maruapey Muhammad Luthfie Muhammad Rendi Ramdhani Muhammad Yusuf Muhimmi, Aliyatul Mumaiyizah, Mumaiyizah Mustafid Mustafid Mustafid Mustafid Mustopa, Eliza Nur Fauziah Mutiara Ardin Rifkiani Nabila, Eva Salsa Nabilah, Siti Nafidhatul Firda Eka Syahfitri Nariswari Diwangkari, Nariswari Niken Anggraini Dewi Noor Fitri Novian Trianggara Novie Eriska Aritonang Nugraha, Rayhan Cahya Nur Alfi Khotamin Nur Alfi Khotamin, Nur Alfi Nurhikmah Megawati Nuril Faiz Nurohmah, Siti NurRizki, Muhammad NURUL QOMARIYAH Nurul Ramadhany Nurwijayanti Octafinnanda Ummu Fairuzdhiya Onny Kartika Hitasari Oom Komala Pagiling, luther Pratama Ganang Widayaka Pratiko, Mono Puji Retnowati Purnama, Maulana Hasyim Purnamasari, Irma Purwo Jatmiko Putri, Listya Eka Rachmawati, Siti Hesti Rahayu Ningtyas Rahman, Muhammad Faizal Rezza Rahmawati, Rizky Devi Rakhmat, Rakhmat Ramdani, Faisal Tri Riana Ikadianti Rifana, Haikal Zaky Rifki Adi Pamungkas, Rifki Adi Rindayati, Rindayati Rini, Etika Risqi, Muhammad Riyan Eko Putri Rizki Taher Dwi Kurniawati Rizqi Izrul Alamsyah Robertus Heri Sulistyo Utomo Roestamy, Martin Ronny Gusnadi Rosyadi, Hanang Rosyidah, Haniatur Rudi Santoso Rukun Santoso Rumuzi, Moh. Rustandi, Resyiana Saffira Rutinaias Haholongan Sabella, Shalsa Putri Sabhariyah, Riesmiati Samantha, Kenia Santoso, Haris Saprudin Saprudin, Saprudin Sastrawan, Berry Satriawan, Handi Seftina, Any Shifa Seta Satria Utama Shinta Dewi Rismawati Sirojuddin, Wawan SISWOYO Siti Nur Qomariah Sri Wijayanti Sri Wijayanti St.Nawal Jaya Suarman, Agus Sudarno Sudarno Sugito - Sugito Sugito Sugiyanto - Sukanianto, Eko Adyan Sukarelawati Sukarelawati Sultoni, Muhammad Rafli Suparti Suparti Susanti, Mey Syah, Hengky Firman Syahfitri, Nafidhatul Firda Eka Syeh Sarip Hadaiyatullah Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Thoha, Silvia Milady Azkiya Tri W., Vian Sigit Triana Sofiani Triana Sofiani Trianah Shofiani Triastuti Wuryandari Trisnawati A, Ika Ula, Fashihatul Ulfah Juniarti Siregar umah, khoiroh Umam, Misbahul Fuadil Umar A. J, Sabrina Mubarak USWATUN HASANAH Vica Nurani Wati, Eka Masitho Wilis Ardiana Pradana Yuanita Syaiful Yuciana Wilandari Yuciana Wilandari Yulianita . Yunisa Ratna Resti Yunita, Norma Zahroh, Roihatul Zulfa, Iin Dana