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Model Autoregressive Moving Average (ARMA) untuk Peramalan Tingkat Inflasi di Indonesia Khoirunnisa Rohadatul Aisy Muslihin; Budi Nurani Ruchjana
Limits: Journal of Mathematics and Its Applications Vol. 20 No. 2 (2023): Limits: Journal of Mathematics and Its Applications Volume 20 Nomor 2 Edisi Ju
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

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Abstract

Salah satu faktor yang mempengarui pertumbuhan perekonomian suatu negara adalah besarnya tingkat inflasi. Pentingnya menjaga kestabilan tingkat inflasi dikarenakan adanya pengaruh negatif terhadap kondisi sosial dan ekonomi negara yang diakibatkan oleh tingkat inflasi yang tinggi dan tidak stabil. Oleh karena itu peramalan dapat dilakukan sebagai salah satu upaya menjaga kestabilan tingkat inflasi. Penelitian ini membahas mengenai penggunakan model deret waktu Autoregressive Moving Average (ARMA) dalam meramalkan tingkat inflasi di Indonesia. Data tingkat inflasi dianalisis untuk menentukan model yang terbaik untuk peramalan. Dengan menggunakan data bulanan tingkat inflasi di Indonesia dari Januari 2016 sampai Desember 2021, diperoleh model terbaik yaitu model ARMA(3,3) berdasarkan nilai Akaike Information Criterion terkecil. Hasil analisis menunjukkan bahwa tingkat inflasi pada bulan Januari 2022 hingga Maret 2022 berada di sekitar 0,2%. Pola grafik hasil prediksi mengikuti pola data aktual sehingga model ARMA(3,3) baik untuk digunakan.
Prediksi Harga Saham Syariah menggunakan Bidirectional Long Short Term Memory (BiLSTM) dan Algoritma Grid Search Puteri, Dian Islamiaty; Darmawan, Gumgum; Ruchjana, Budi Nurani
Jambura Journal of Mathematics Vol 6, No 1: February 2024
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.37905/jjom.v6i1.23297

Abstract

Sharia stocks are one of the investment instruments in the Islamic capital market. In the capital market, it is known that stock prices are very volatile. This makes investors need to carry out a strategy for making the right decision in investing, one of which can be done by predicting stock prices. In this study, predictions were made using historical data on the closing price of Islamic shares of PT. Telkom Indonesia Tbk with the Bidirectional Long Short Term Memory (BiLSTM) method. In building the best prediction model, it is necessary to choose the right parameters and one way to do this is to use the grid search algorithm. Based on the results of the test analysis, it was found that the smallest Mean Absolute Percentage Error (MAPE) value was found in the BiLSTM model in the distribution of data with a percentage of 90% training data and 10% testing data and parameter values obtained based on parameter tuning using grid search, including the number of neurons 25, 100 epochs, 4 batches, and 0.2 dropouts. The MAPE obtained in this study was 10.83% and based on the scale on the MAPE value criteria, this shows that the resulting prediction model is accurate. As for the test results from the comparisons made on the BiLSTM and LSTM models using grid search as a tuning parameter and models without using a grid search or it can be called a trial and error approach as a tuning parameter, it is found that the model with better predictive performance is found in BiLSTM using a grid search. compared to other models.
Penerapan Perangkat Lunak RStudio untuk Penaksiran Parameter Model Spatial Autoregressive Salsabil, Tsuroyya; Kusuma, Dianne Amor; Ruchjana, Budi Nurani
KUBIK Vol 8 No 1 (2023): KUBIK: Jurnal Publikasi Ilmiah Matematika
Publisher : Jurusan Matematika, Fakultas Sains dan Teknologi, UIN Sunan Gunung Djati Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15575/kubik.v8i1.30037

Abstract

Research and analysis that are not only based on time (temporal) but also on space (spatial) require tools in the form of software to ensure that the data analysis and processing yield good, fast, and accurate results. One of the software tools that can be used for this purpose is RStudio software. The advantages of RStudio include being open-source software (OSS), which can be used freely without cost, and it has many packages and functions that can facilitate data processing. One of the spatial-based analyses is spatial data analysis. The structure within RStudio allows users to call functions related to spatial data analysis, perform computations with sparse matrices (matrices with many zero values), such as spatial weight matrices, estimation of spatial model parameters, and so on. This research examines the application of RStudio software in estimating the parameters of a first-order Spatial Autoregressive (SAR) model using the Maximum Likelihood Estimation (MLE) method on the data of the designation of Intangible Cultural Heritage (ICH) in Indonesia. Based on the results of applying RStudio software, a first-order SAR model with a Queen contiguity weight matrix for the categories of Traditional Customs, Rituals, and Celebrations (TCRC) and Performing Arts (PA) with the minimum Akaike Information Criterion (AIC) value and maximum pseudo- value was obtained for predicting the designation data of ICH in Indonesia. The application of RStudio software to the first-order SAR model for the designation data of ICH in Indonesia speeds up and simplifies calculations, making it suitable as a recommendation for relevant agencies such as the Department of Culture, Tourism, Youth, and Sports (Disbudparpora). 
Penerapan Model Geographically Weighted Regression pada Data Penetapan Warisan Budaya Takbenda di Indonesia Pratomo, Firdaus Ryan; Kusuma, Dianne Amor; Ruchjana, Budi Nurani
KUBIK Vol 9 No 1 (2024): KUBIK: Jurnal Publikasi Ilmiah Matematika
Publisher : Jurusan Matematika, Fakultas Sains dan Teknologi, UIN Sunan Gunung Djati Bandung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15575/kubik.v9i1.33492

Abstract

Intangible Cultural Heritage (WBTb) determination data in Indonesia is a cultural investment that needs to be preserved. One of the efforts to preserve WBTb is to determine the cultural preservation factors that influence the WBTb determination data in Indonesia. These factors include Percentage of Population Watching Performances/Art Exhibitions (PPWP), Percentage of Population Using Regional Languages (PPURL), and Percentage of Households Using Traditional Products (PHUTP). However, the different cultural wealth in each province results in spatial heterogeneity, resulting in differences in the determination of cultural preservation factors in each province. This determination can be done with the Geographically Weighted Regression (GWR) model. This study aims to apply the GWR model with Fix Gaussian Kernel, Fix Bisquare Kernel, and Fix Tricube Kernel weighting to determine cultural preservation factors in WBTb determination data in Indonesia so that it can be known what cultural preservation factors are most influential in each region. The research findings show the existence of spatial heterogeneity only in the category of WBTb designation data for Performing Arts (PA) and Oral Expression Tradition (OET), as well as different GWR models in each province that reflect differences in cultural preservation factors. Evaluation with the coefficient of determination shows that the GWR model with the Fix Gaussian Kernel weighting function is the best model for the PA category. 
Penerapan Model Seasonal Autoregressive Integrated Moving Average (SARIMA) dalam Peramalan Curah Hujan di Kabupaten Bandung Barat nadhira, valda azka; Ruchjana, Budi Nurani; Parmikanti, Kankan
KUBIK Vol 10 No 1 (2025): IN PRESS
Publisher : Jurusan Matematika, Fakultas Sains dan Teknologi, UIN Sunan Gunung Djati Bandung

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Abstract

The expansion of the Kabupaten Bandung, namely Kabupaten Bandung Barat (KBB) is located in hilly and lowland areas. Rainfall in Kabupaten Bandung Barat has an impact on the productivity and performance of key sectors, such as agriculture, plantations and tourism. Low rainfall can lead prolonged dry seasons and result in drought. Conversely, extreme rainfall can also have negative impacts, such as causing soil erosion and potentially affecting the appeal and smooth operation of tourist destinations. Therefore, rainfall forecasting is needed in making appropriate policies, especially regarding the impacts of rainfall changes in KBB. The Seasonal Autoregressive Integrated Moving Average (SARIMA) method is applied in this study to forecast rainfall in KBB. The aims of this research are to estimate the parameters of the SARIMA model using the Maximum Likelihood Estimation (MLE) method and to apply the SARIMA method in forecasting rainfall in KBB, particularly during the December-January-February (DJF) period. The results of the analysis show that the SARIMA model can be applied to forecast rainfall in KBB. The best SARIMA model obtained ARIMA(2,1,0)(0,0,1)3 with a MAPE value 17,80%, which indicates an accurate forecasting criterion. Keywords: SARIMA, MLE, Rainfall.
Co-Authors Ahdian, Muhammad Rhafi Ahmad Fawaid Ridwan Akmaliah, Syifani Al Fataa W Haq Al Madani, Aulia R. Al Madani, Aulia Rahman Alawiyah, Mutik Almeira Tsanawafa Almeira Tsanawafa Anggraeni A Ani Pertiwi Annisa Alma Yunia Annisa Nur Falah, Annisa Nur Arisya Maulina Bowo Armalia Desiyanti Asep Kurnia Permadi Asep Kurnia Permadi Asri Yuniar Asrirawan Atika Tresna Arianto Atje Setiawan Abdullah Auliyazhafira, Shabira A. Ayu Indriani Ayun Sri Rahmani Bambang Suhandi Bambang Suhandi Bowo, Arisya Maulina Dedi Rosadi Delvi Rutania Prama Devi Munandar, Devi Devi Yanti Diah Chaerani Dian Islamiaty Puteri Dianne Amor Kusuma Dianne Amor Kusuma Dicky Muslim Dwipriyoko, Estiyan Eddy Hermawan Emah Suryamah Emah Suryamah, Emah Endang Rusyaman Endang Soeryana Hasbullah Fadhilah, Dila Nur Fajriatus Sholihah Falah, Annisa N. Gumgum Darmawan Gumgum Darmawan Hamim Tsalis Soblia Hardianto A Hendarmawan Hendarmawan Hendarmawan Hendarmawan, Hendarmawan Hera Khoirunnisa Husein Hernadi Bahti Husnul Chotimah I Gede Nyoman Mindra I Gede Nyoman Mindra Jaya I Gede Nyoman Mindra Jaya Ibrahim, Riza Andrian Iin Irianingsih Kankan Parmikanti Kartika Sari Khafsah Joebaedi Khoirunnisa Rohadatul Aisy Muslihin Khoirunnisa Rohadatul Aisy Muslihin Kusuma, Dianne Amor Lucy Fitria Dewi Mahrudinda Mahrudinda Maryanto Rompon Mindra, I Gede Nyoman Monika, Putri Muhamad Sobari Muhamad Sobari Muhammad Herlambang Prakasa Yudha Muthalib A nadhira, valda azka Nadira Annisafiya Najwa, Sandrina Nauli, Theresia S. Noverlina Putri Permatasari Novi - Saputri NUR HAMID Nur Hamid Nurdeni, Nurdeni Pandu Permana Pratiwi, Dhanti Aurilia Pratomo, Firdaus Ryan Puteri, Dian Islamiaty Putri Monika Putri Monika Putri Monika Putri, Fariza A. Putri, Salsabila Eka Resa Septiani Pontoh Rizka Pradita Prasetya Rizki Apriva Hidayana Salsabil, Tsuroyya Salsabila Salsabila Setialaksana, Wirawan - Shailla Rustiana Sobari, Muhamad Soetikno, Christophorus Sri Adi Widodo Sri Indra Maiyanti Suhandi, Bambang Sutawanir Darwis Tegar Bratasena WKM Tilas Notapiri Toni Toharudin Tsuroyya Salsabil Tubagus Robbi Megantara Viona Prisyella Balqis Vivian Wilhelmina Vivian Wilhelmina Wenny Srimeinda Tarigan WKM, Tegar Bratasena Yunia, Annisa Alma Zahra, Nabila Zulfa Hidayah Satria Putri