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Journal : Indonesian Journal of Applied Statistics

Implementation of Transfer Learning for Covid-19 and Pneumonia Disease Detection Through Chest X-Rays Based on Web Nindya Eka Apsari; Sugiyanto Sugiyanto; Sri Sulistijowati Handajani
Indonesian Journal of Applied Statistics Vol 5, No 1 (2022)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v5i1.59442

Abstract

Coronavirus disease 2019, known as COVID-19, attacks the human respiratory system caused by severe acute respiratory syndrome coronavirus-2 (SARS-Cov-2). COVID-19 disease and pneumonia show similar symptoms such as fever, cough, even headache. Diagnosis of pneumonia can be tested through diagnostic tests, including blood tests, chest X-rays, and pulse oximetry, while the diagnosis of COVID-19 recommended by WHO is with swab test (RT-PCR). But in fact, the swab test method takes a relatively long time, for about one to seven days, for the result, and is not cheap. For that, there needs to be a development that can be one of the options in diagnosing COVID-19 and pneumonia at once, especially since both diseases have similar symptoms. One option that can be done is the diagnosis using a chest X-ray. This research aims to detect COVID-19 disease and pneumonia through chest X-rays using transfer learning to increase the accuracy of disease diagnosis with a more efficient time. The architecture used is EfficientNet B0 with variations in optimization parameters, learning rates, and epochs. EfficientNet B0 Adam optimization with a learning rate of 0.001 in the 6th epochs is a great model that we obtained. Furthermore, the evaluation of the model got accuracy, precision, recall, and f1-score of 92%. Then the model visualization is done using Grad-CAM. To implement the best model, web application development is done to make it easier to detect COVID-19 disease and pneumonia.Keywords: COVID-19; pneumonia; EfficientNet; transfer learning; web
Early Detection of South Korean Financial Crisis using MS-GARCH Based on Term of Trade Indicator Husna Afanyn Khoirunissa; Sugiyanto Sugiyanto; Sri Subanti
Indonesian Journal of Applied Statistics Vol 4, No 2 (2021)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v4i2.49169

Abstract

Abstract. The 1997 Asian financial crisis, which occurred until 1998, had a significant impact on the economies of Asian countries, including South Korea. The crisis brought down the South Korean currency quickly and sent the economy into sudden decline. Because the impact of the financial crisis was severe and sudden, South Korean requires a system which able to sight crisis signals, therefore that, the crisis will be fended off. One in all the indicators that can detect the financial crisis signals is that the term of trade indicator which has high fluctuation and change in the exchange rate regime. The mixture of Markov Switching and volatility models, Generalized Autoregressive Conditional Heteroscedasticity (GARCH), or MS-GARCH could explain the crisis. The MS-GARCH model was built using data from the South Korean term of trade indicator during January 1990 until March 2020. The findings obtained in this research can be inferred that the best model of the term of trade is MS-GARCH (2,1,1). Term of trade indicator on that model could explain the Asian monetary crisis in 1997 and also the global monetary crisis in 2008. The smoothed probability of term of trade indicators predicts in April till December 2020 period, there will be no signs of the monetary crisis in South Korea.Keywords: financial crisis, MS-GARCH, South Korea, term of trade indicator
Model Variasi Kalender pada Regresi Runtun Waktu untuk Peramalan Jumlah Pengunjung Grojogan Sewu Etik Zukhronah; Winita Sulandari; Isnandar Slamet; Sugiyanto Sugiyanto; Irwan Susanto
Indonesian Journal of Applied Statistics Vol 4, No 2 (2021)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v4i2.47163

Abstract

Abstract. Grojogan Sewu visitors experience a significant increase during school holidays, year-end holidays, and also Eid al-Fitr holidays. The determination of Eid Al-Fitr uses the Hijriyah calendar so that the occurrence of Eid al-Fitr will progress 10 days when viewed from the Gregorian calendar, this causes calendar variations. The objective of this paper is to apply a calendar variation model based on time series regression and SARIMA models for forecasting the number of visitors in Grojogan Sewu. The data are Grojogan Sewu visitors from January 2009 until December 2019. The results show that time series regression with calendar variation yields a better forecast compared to the SARIMA model. It can be seen from the value of  root mean square error (RMSE) out-sample of time series regression with calendar variation is less than of SARIMA model.Keywords: Calendar variation, time series regression, SARIMA, Grojogan Sewu