Agus Rusgiyono
Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro

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Journal : Media Statistika

ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI BANYAKNYA KLAIM ASURANSI KENDARAAAN BERMOTOR MENGGUNAKAN MODEL REGRESI ZERO-INFLATED POISSON (Studi Kasus di PT. Asuransi Sinar Mas Cabang Semarang Tahun 2010) Taufan, Muhammad; Suparti, Suparti; Rusgiyono, Agus
MEDIA STATISTIKA Vol 5, No 1 (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 (569.023 KB) | DOI: 10.14710/medstat.5.1.49-62

Abstract

Poisson regression is one of model that is often used to model the relationship between response variables in the form of discrete data with a set of predictor variables in the form of continuous, discrete, category, or mixture data. In Poisson regression assumes that the mean of the response variable equal to the variance (equidispersion). But in reality, sometimes found a condition called overdispersion, that the variance value is greater than the mean. One of the cause of overdispersion is excess zero in the response variable. One of model that can be used to overcome this overdispersion problem is Zero-Inflated Poisson (ZIP) regression  model. This model is applied on a case study of motor vehicle insurance in the branch of PT. Asuransi Sinar Mas in Semarang in 2010 to determine the effect of age of car and types of coverage to number of claims filed by the policyholder to the branch of PT. Asuransi Sinar Mas in Semarang. In this case, the occurrence of zeros due to many policyholders did not file a claim to the branch of PT. Asuransi Sinar Mas in Semarang. From the analytical result obtained the conclution that the age of car and types of coverage affect number of claims filed by the policyholder to the branch of PT. Asuransi Sinar Mas in Semarang in 2010.   Keywords: Poisson Regression, Overdispersion, Zero-Inflated Poisson (ZIP) Regression
MODEL CURAH HUJAN EKSTREM DI KOTA SEMARANG MENGGUNAKAN ESTIMASI MOMENT PROBABILITAS TERBOBOTI Rusgiyono, Agus; Wuryandari, Triastuti; Rahmawati, Annisa
MEDIA STATISTIKA Vol 8, No 1 (2015): 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 (451.893 KB) | DOI: 10.14710/medstat.8.1.13-22

Abstract

The methods is used to analyze extreme rainfall is the Extreme Value Theory (EVT). One of the approaches of EVT is the Block Maxima (BM) which it follows the distribution of Generalized Extreme Value (GEV). In this study, the dasarian rainfall data of 1990-2013 in the Semarang City is divided based on block monthly and examined in October, November, December, January, February, March and April. The resulted blocks are 24 with 3 observations each block. Parameter shape, location and scale are estimated  Probability Weight Moments (PWM) methodes The result of this study are January has the greatest occurrence chance of extreme value, estimated of parameter shape 0,3840564, location 138,8152989 and scale 68,6067117. In addition, the alleged maximum value of dasarian rainfall obtained in a period of 2, 3, 4, 5 and 6 years are 243,45753 mm, 308,23559 mm, 357,26996 mm, 397,96557 mm and 433,28889 mm respectively. Keywords: Rainfall, Extreme Value Theory, Block Maxima, Generalized Extreme Value, Probability Weight Moments
PENGELOMPOKAN KABUPATEN/KOTA BERDASARKAN KOMODITAS PERTANIAN MENGGUNAKAN METODE K MEDOIDS Wuryandari, Triastuti; Rusgiyono, Agus; Setyowati, Etik
MEDIA STATISTIKA Vol 9, No 1 (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 (293.687 KB) | DOI: 10.14710/medstat.9.1.41-49

Abstract

The land in Central Java have a lot of nutrients, so considered suitable for agriculture. North Central Java and some areas in Central Java suitable agriculture for food crops of rice and other crops such as corn, soybeans, peanuts, sweet potatoes and cassava. With the diversity of agricultural production of food crops in Central Java it is necessary to facilitate the grouping of government in determining the specific policy in agriculture in order to achieve national food security. These grouping using cluster analysis with non hierarchical partitioning methode k medoids. The cluster using a point value from the agricultural commodity crops, thereby reducing the sensitivity of the data outliers. Keywords: Central Java, Agricultural Commodities, Cluster Analysis, Non-Hierarchical,     k Medoids, Outlier
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.
ANALISIS MODEL PASIEN RAWAT JALAN RUMAH SAKIT KARIADI DENGAN PENDEKATAN POISSON-EKSPONENSIAL Dwi Ispriyanti; Sugito Sugito; Agus Rusgiyono
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 (598.673 KB) | DOI: 10.14710/medstat.7.1.37-46

Abstract

In daily activities, we often face in a situation of queuing. Most people have experiences in a queuing situation  or a waiting  situation . The queuing can be found easily in a human life. For example is the queuing  in the Kariadi Hospital. The Queuing occur from the registration to the service stage. Similarly, in ambulatory patients of Kariadi Hospital, so it is necessary to analyze the queuing effectivity, whether   the queueing   system is optimal or not. One of the statistical methods to analyze the things mentioned above are queuing theory. This research is used  to analyze the queuing service system at the Kariadi hospital Keywords: Kariadi Hospital, The Queuing
EXPECTED SHORTFALL DENGAN SIMULASI MONTE-CARLO UNTUK MENGUKUR RISIKO KERUGIAN PETANI JAGUNG Rita Rahmawati; Agus Rusgiyono; Abdul Hoyyi; Di Asih I Maruddani
MEDIA STATISTIKA Vol 12, No 1 (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 (526.428 KB) | DOI: 10.14710/medstat.12.1.117-128

Abstract

In risk management, risk measurement plays an important role in allocating capital as well as in controlling (and avoiding) worse risk. Estimating the risk value can be done by using a risk measure. The most popular method for evaluating risk is Value at Risk (VaR). But VaR does not fulfill the coherency as a measure of risk effectiveness. In this paper, we propose Expected Shortfall (ES) which has coherency nature. ES is defined as the conditional expectation of losses beyond VaR of the same confidence level over the same holding period. For measuring ES, we use Monte-Carlo Simulation Method. This method is applied for measuring risk that will be faced by corn’s farmers due to the changes in corn prices in Pemalang city. The results show that the ES value is 0.085472 at 95% confidence level and one-month holding period. This number means that a farmer will face 8.5472% of investment as maximum loss exceeding of VaR.
MODELING LIFE EXPECTANCY IN CENTRAL JAVA USING SPATIAL DURBIN MODEL Arief Rachman Hakim; Hasbi Yasin; Agus Rusgiyono
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 (720.681 KB) | DOI: 10.14710/medstat.12.2.152-163

Abstract

Central Java in 2017 was one of the provinces with high life expectancy, ranking second. Life expectancy of Central Java Province in 2017 is 74.08% per year. The fields of education, health and socio-economics, are several factors that are thought to influence the life expectancy in an area. To find out what factors that the regression analysis method can use to find out what factors influence the life expectancy. But in observations found data that have a spatial effect (location) called spatial data, a spatial regression method was developed such as linear regression analysis by adding spatial effects. One form of spatial regression is Spatial Durbin Model (SDM) which has a form like the Spatial Autoregressive Model (SAR). The difference between the two if in the SAR model the effect of spatial lag taken into account in the model is only on the response variable (Y) but in the SDM method, effect of spatial lag on the predictor variable (X) and response (Y) are also taken into account. Selection of the best model using Mean Square Error (MSE), obtained by the MSE value of 1.156411, the number mentioned is relatively small 0, which indicates that the model is quite good.
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.
PEMODELAN HYBRID ARIMA-ANFIS UNTUK DATA PRODUKSI TANAMAN HORTIKULTURA DI JAWA TENGAH Tarno Tarno; Agus Rusgiyono; Budi Warsito; Sudarno Sudarno; Dwi Ispriyanti
MEDIA STATISTIKA Vol 11, No 1 (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 (506.342 KB) | DOI: 10.14710/medstat.11.1.65-78

Abstract

The research purpose is modeling adaptive neuro fuzzy inference system (ANFIS) combined with autoregressive integrated moving average (ARIMA) for time series data. The main topic is application of Lagrange Multiplier (LM) test for input selection, determining the number of membership function and generating rules in ANFIS. Based on partial autocorrelation (PACF) plot, the lag inputs which are thought have an effect to data are evaluated by using LM-test. Procedure of LM test is applied to determine the optimal number of membership functions. Based on the result, a number of rule-bases are generated. The best model is applied for forecasting potato production data in Central Java. The case study of this research is modeling monthly data of potato production from January 2004 up to December 2016. From empirical study, ANFIS optimal was obtained with lag-1 and lag-11 as inputs with two membership functions and two fuzzy rules. The hybrid method based on ARIMA and ANFIS is also implemented. The result of the prediction with a hybrid method is compared to the ANFIS and ARIMA. Based on the value of Mean Absolute Percentage Error (MAPE), hybrid model ARIMA-ANFIS has a good performance as a model of ANFIS and ARIMA individually.Keywords: Time Series, Potato production, hybrid, ANFIS, ARIMA, LM-test
KAPLAN-MEIER AND NELSON-AALEN ESTIMATORS FOR CREDIT SCORING Tatik Widiharih; Agus Rusgiyono; Sudarno Sudarno; Bagus Arya Saputra
MEDIA STATISTIKA Vol 16, No 1 (2023): 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.16.1.37-46

Abstract

Financial institutions use credit scoring analysis to predict the probability that a customer will default. In this paper, we determine the probability of default using nonparametric survival analysis that are Kaplan-Meier and Nelson-Aalen. The analysis is based on survival function curves, cumulative hazard function curves, mean survival time, and standard error of estimators. Based on the curves of survival function for both Kaplan Meier and Nelson Aalen estimators relatively the same. Based on the curves of cumulative hazard function, mean survival time, and standard error the Nelson-Aalen estimators are slightly higher than Kaplan-Meier.
Co-Authors Abdul Hoyi Abdul Hoyyi Agustina Sunarwatiningsih Alan Prahutama Alan Prahutama Andreanto Andreanto Anggita, Esta Dewi Anifa Anifa Anindita Nur Safira ANNISA RAHMAWATI Annisa Rahmawati Arief Rachman Hakim Aulia Putri Andana Aulia Rahmatun Nisa Bagus Arya Saputra Bayu Heryadi Wicaksono Bellina Ayu Rinni Besya Salsabilla Azani Arif Bramaditya Swarasmaradhana Budi Warsito Dede Zumrohtuliyosi Dermawanti Dermawanti Desy Tresnowati Hardi Di Asih I Maruddani Diah Safitri Diah Safitri Dian Mariana L Manullang Dini Anggreani Diyah Rahayu Ningsih Dwi Asti Rakhmawati Dwi Ispriyansti Dwi Ispriyanti Eis Kartika Dewi Ely Fitria Rifkhatussa'diyah Elyasa, Fatiya Rahmita Enggar Nur Sasongko Etik Setyowati Etik Setyowati, Etik Farisiyah Fitriani fatimah Fatimah Febriana Sulistya Pratiwi Feby Kurniawati Heru Prabowo Fitriani Fitriani Hana Hayati Hanik Malikhatin Hanik Rosyidah, Hanik Hasbi Yasin Hasbi Yasin Hildawati Hildawati Hindun Habibatul Mubaroroh Ika Chandra Nurhayati Ilham Muhammad Imam Desla Siena Inas Husna Diarsih Iwan Ali Sofwan Kevin Togos Parningotan Marpaung Listifadah Listifadah M. Afif Amirillah M. Atma Adhyaksa Marthin Nosry Mooy Maryam Jamilah An Hasibuan Maulana Taufan Permana Merlia Yustiti Moch. Abdul Mukid Moch. Abdul Mukid Muhammad Rizki Muhammad Taufan Mustafid Mustafid Mustafid Mustafid Mustofa, Achmad Nabila Chairunnisa Nor Hamidah Noveda Mulya Wibowo Novie Eriska Aritonang Nur Khofifah Nur Walidaini Octafinnanda Ummu Fairuzdhiya Puji Retnowati Puspita Kartikasari Putri Fajar Utami Rengganis Purwakinanti Revaldo Mario Ria Sulistyo Yuliani Riana Ikadianti Riszki Bella Primasari Rita Rahmawati Rita Rahmawati Rizal Yunianto Ghofar Rizky Aditya Akbar Rosita Wahyuningtyas Rukun Santoso Salsabila Rizkia Gusman Setiyowati, Eka Shella Faiz Rohmana Siti Lis Ina Atul Hidayah Sudargo Sudarno Sudarno Sudarno Sudarno Sudarno Sudarno Sudarno Sudarno Sugito - Sugito Sugito Sugito Sugito Suparti Suparti Suparti Suparti Susi Ekawati sutimin sutimin Tarno Tarno Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Tiani Wahyu Utami Tika Dhiyani Mirawati Tika Nur Resa Utami, Tika Nur Resa Titis Nur Utami Tri Ernayanti Tri Yani Elisabeth Nababan Triastuti Wuryandari Triastuti Wuryandari Tyas Ayu Prasanti Tyas Estiningrum Ulfi Nur Alifah Ungu Siwi Maharunti Uswatun Hasanah Vierga Dea Margaretha Sinaga Viliyan Indaka Ardhi Winastiti, Lugas Putranti Yogi Isna Hartanto Yuciana Wilandari Yuciana Wilandari Yuciana Wilandari