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All Journal Sainmatika: Jurnal Ilmiah Matematika dan Ilmu Pengetahuan Alam Jurnal Statistika dan Aplikasinya Prosiding Seminar Nasional Pengabdian Kepada Masyarakat JMT (Jurnal Matematika dan Terapan)
Widyanti Rahayu
Universitas Negeri Jakarta
Agriculture, Biological Sciences & Forestry Humanities Chemistry Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Environmental Science Mathematics Physics Public Health Social Sciences Other

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Peramalan Indeks Saham LQ45 pada Masa Pandemi COVID-19 Menggunakan Analisis Intervensi Sherina Arthariani Zukrianto; Widyanti Rahayu; Dania Siregar
Jurnal Statistika dan Aplikasinya Vol 5 No 2 (2021): Jurnal Statistika dan Aplikasinya
Publisher : Program Studi Statistika FMIPA UNJ

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/JSA.05213

Abstract

Analisis intervensi merupakan metode pemodelan deret waktu yang dipengaruhi oleh suatu peristiwa yang menyebabkan data deret waktu mengalami fluktuatif. Metode analisis intervensi memiliki tujuan untuk mengukur besar dan lamanya efek dari suatu intervensi pada data deret waktu. Terdapat dua jenis variabel analisis intervensi, yaitu fungsi step dan fungsi pulse. Tujuan penelitian ini untuk memodelkan dan meramalkan model intervensi fungsi step pada indeks saham LQ45 dengan waktu intervensi yang diketahui. Deret waktu LQ45 dipengaruhi oleh suatu intervensi, yaitu pandemi COVID-19. Prosedur dalam melakukan metode analisis intervensi diawali dengan mengelompokkan data menjadi dua kelompok, yaitu data sebelum intervensi dan data saat intervensi sampai data terakhir. Data sebelum intervensi digunakan untuk pemodelan ARIMA. Model ARIMA yang didapatkan dari data sebelum terjadinya intervensi digunakan sebagai informasi untuk melakukan identifikasi orde intervensi. Selanjutnya dilakukan estimasi parameter dan pemeriksaan uji asumsi white noise serta uji asumsi berdistribusi normal. Model intervensi yang telah memenuhi kedua asumsi tersebut dapat digunakan untuk peramalan. Peramalan dari indeks saham LQ45 menghasilkan nilai indeks saham LQ45 yang cenderung konstan dan berkisar pada level indeks saham sebesar 883 – 884. Hasil peramalan indeks saham LQ45 sudah sangat baik dengan nilai galat sebesar 7%.
Penerapan Regresi Least Absolute Shrinkage And Selection Operator (LASSO) Untuk Mengidentifikasi Variabel Yang Berpengaruh Terhadap Kejadian Stunting di Indonesia Tesa Trilonika Pardede; Bagus Sumargo; Widyanti Rahayu
Jurnal Statistika dan Aplikasinya Vol 6 No 1 (2022): Jurnal Statistika dan Aplikasinya
Publisher : Program Studi Statistika FMIPA UNJ

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/JSA.06104

Abstract

Linear regression analysis is an analytical method that can be used to analyze data and draw meaningful conclusions about the dependence of one variable on another variable. In linear regression analysis there are several assumptions that must be met, namely normal distribution, there is no correlation between errors. There are several obstacles that cause the assumption to be unfulfilled, for example the occurrence of correlations between independent variables (multicollinearity). The analysis in this study uses the Least Absolute Shrinkage And Selection Operator (LASSO) regression method with the Least Angle Regression (LAR) algorithm because the stunting data in Indonesia has multicollinearity problems among the independent variables used. LASSO which can solve the case of multicollinearity in the regression at the same time it is possible to reduce the regression coefficient from the highly correlated independent variable to exactly zero. The LASSO coefficient obtained uses quadratic so that the LAR algorithm is used which is more efficient in LASSO computing. Based on the analysis that has been carried out, it is concluded that the variables of exclusive breastfeeding (X1), protein consumption (X2), DPT-HB exercise (X5), maternal height (X8) and diarrhea (X9) had an effect on stunting in Indonesia in 2018.
PELATIHAN RANCANGAN PERCOBAAN DALAM MENINGKATKAN KUALITAS RISET CIVITAS AKADEMIMA LLDIKTI WILAYAH III DKI JAKARTA Vera Maya Santi Santi; Widyanti Rahayu; Fariani Hermin; Syifa Azzahra; Novia Sucy Aristawidya
Prosiding Seminar Nasional Pengabdian Kepada Masyarakat Vol 2 (2021): PROSIDING SEMINAR NASIONAL PENGABDIAN KEPADA MASYARAKAT - SNPPM2021
Publisher : Lembaga Penelitian dan Pengabdian kepada Masyarakat Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (431.683 KB)

Abstract

Abstract College as part of the education system also has a very important role, including as a printer for the nation’s next generation and even young researchers. Another function is as a research tool whose results can be applied and used in improving the welfare of the community. However, in reality, there are still many lack of understanding of lecturers and students on how to design an experiment from a quantitative study and difficulties in determining the right experimental design when dealing with real problems in the field. Because of the crucial role of lecturers and students as educational assets, especially in research development, the training targets in this training are lecturers and students appointed by the Region III Lembaga Layanan Pendidikan Tinggi (LLDIKTI), namely Private Universities from the DKI Jakarta province. This programme is implemented to improve the quality of research for lecturers and students and is expected to be able to design a quantitative research experiment, especially in the field of education. Based on the results of the questionnaire before and after the training, most of the training participants responded that the training was very beneficial and provided new knowledge, motivation and added skills that support the profession as lecturers and students. Abstrak Perguruan Tinggi sebagai bagian dari sistem pendidikan juga memiliki peranan yang sangat penting, antara lain sebagai pencetak generasi penerus bangsa bahkan peneliti-peneliti muda. Fungsi lainnya adalah sebagai sarana riset yang hasilnya dapat diterapkan dan digunakan dalam meningkatkan kesejahteraan masyarakatnya. Namun pada kenyataannya, masih banyak ditemukan rendahnya pemahaman dosen dan mahasiswa mengenai bagaimana merancang suatu percobaan dari suatu penelitian kuantitatif serta kesulitan dalam menentukan rancangan percobaan yang tepat Ketika berhadapan dengan permasalahan riil di lapangan. Oleh karena krusialnya peranan dosen dan mahasiswa sebagai aset pendidikan khususnya dalam pengembangan riset, maka sasaran pelatihan pada pelatihan ini adalah para dosen dan mahasiswa yang ditunjuk oleh Lembaga Layanan Pendidikan Tinggi (LLDIKTI) Wilayah III yaitu Perguruan Tinggi Swasta dari provinsi DKI Jakarta. Program ini dilaksanakan untuk meningkatkan kualitas riset bagi dosen dan mahasiswa serta diharapkan mampu merancang suatu percobaan penelitian kuantitatif khsususnya di bidang pendidikan. Berdasarkan hasil olah kuesioner sebelum dan sesudah pelatihan, sebagian besar peserta pelatihan memberikan respon bahwa pelatihan sangat memberikan manfaat dan pengetahuan baru, motivasi serta menambah keterampilan yang menunjang profesi sebagai dosen dan mahasiswa.
Intervention Analysis for Modeling and Forecasting Exchange Rates Rupiah Against Yen Anjuita Anjuita; Widyanti Rahayu; Dania Siregar
Sainmatika: Jurnal Ilmiah Matematika dan Ilmu Pengetahuan Alam Vol. 20 No. 1 (2023): Sainmatika : Jurnal Ilmiah Matematika dan Ilmu Pengetahuan Alam
Publisher : Universitas PGRI Palembang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31851/sainmatika.v20i1.9209

Abstract

The Rupiah exchange rate against the Yen is one of the most important exchange rates in Indonesia since the agreement between the two countries to conduct investment and trade transactions using local currency. Exchange rate movements tended to strengthen during 2019. In 2020 there was a COVID-19 intervention and there was a significant weakening. An intervention is an event that causes a sharp increase or decrease in time series data. Intervention analysis is an analysis used on the data affected by the intervention by measuring the magnitude of the change in value and the duration of the intervention. Intervention analysis research on data on the rupiah exchange rate against the yen is still very rarely done. This study aims to apply intervention analysis in modeling and forecasting the Rupiah against the Yen exchange rate by considering the impact of the COVID-19 intervention. Research shows that the COVID-19 intervention on the Rupiah exchange rate against the Yen has had a long impact with the best intervention model being ARIMA (4,2,0) with an order of intervention (0,1,0). The level of forecasting accuracy using the model is very good with a MAPE value of 2.69%.
Metode Bayesian untuk Estimasi Parameter Distribusi Eksponensial pada Data Tersensor Reza Anjab Ramadhan; Widyanti Rahayu; Ibnu Hadi
JMT : Jurnal Matematika dan Terapan Vol 4 No 2 (2022): JMT (Jurnal Matematika dan Terapan)
Publisher : Program Studi Matematika Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/jmt.4.2.3

Abstract

Parameter is a value that describe the characteristics of a population. But the parameter of a real data, the value is unknown. To estimate the value of the parameter, there are several methods, which are maximum likelihood estimation method (MLE) and Bayesian parameter estimation method. In Bayesian method, the prior information is applied to update the current data. The prior is determined based on the information in the data. This article using censored data with exponential distribution, and using the conjugate prior. Followed by squared error loss function (SELF), the estimated value function on the λ parameter. When the function was applied on Stanford heart transplant data, the value of ˆλ = 0.00089, which means the patient’s failure (death) probability is low and the patient’s probability to survive is high.
Penentuan Strategi Bersaing Terbaik pada E-Commerce Menggunakan Metode AHP dan Game Theory Aulia Medangara Hakim; Yudi Mahatma; Widyanti Rahayu
JMT : Jurnal Matematika dan Terapan Vol 6 No 1 (2024): JMT (Jurnal Matematika dan Terapan)
Publisher : Program Studi Matematika Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/jmt.6.1.2

Abstract

Based on the iPrice.co.id website, there are five e-commerce sites in Indonesia with the highest number of visitors. This is caused by the competitive strategy implemented by each e-commerce in order to win or maintain competition with consideration of the most attractive strategy for potential customers. The purpose of this study is to determine the best competitive strategy that needs to be implemented by e-commerce using game theory and consumer evaluation of e-commerce and supporting variables using the AHP (Analytical Hierarchy Process) method. The sample of this research is Jakarta citizens who are e-commerce users. The results of the research on the AHP method obtained e-commerce ranking results with the highest priority ranking to the lowest, namely Tokopedia, Shopee, Lazada, Blibli and Bukalapak. The variables that consumers pay attention to when making purchases on e-commerce from the highest priority to the lowest, namely Security, Trust, Free Shipping, Lots of Promos, Price, Product Quality, Payment Methods, Web Appearance, Product Brands and Product Diversity, where the 6 variables with the highest priority are then selected and these variables are used to determine the best competitive strategy using the game theory method. The results from game theory show that for Tokopedia e-commerce it is necessary to use a Product Quality strategy, Flood of Promos, and Trust, for Shopee namely Free Shipping, Lots of Promos and Security, for Lazada namely Product Quality, Free Shipping, Lots of Promos, and Security, for Bukalapak namely Product Quality, Price, Free Shipping, Lots of Promos, Trust, and Security, for Blibli namely Price, Free Shipping, Lots of Promos and Security.
Implementasi Metode ARIMA-GARCH Terhadap Peramalan Konversi Mata Uang Yen ke Rupiah Bintang Sirius; Widyanti Rahayu; Yudi Mahatma
JMT : Jurnal Matematika dan Terapan Vol 5 No 2 (2023): JMT (Jurnal Matematika dan Terapan)
Publisher : Program Studi Matematika Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/https://doi.org/10.21009/jmt.5.2.4

Abstract

Buying and selling transactions are always used by humans to meet their needs. One of the transaction tools used is money. Each country has its own currency including Japan, with Yen continues to experience a significant decline throughout April 2022 exceeding 5-10%. Therefore, it is necessary to anticipate the rate of increase/decrease in Yen. After testing and forecasting, it was concluded that the most appropriate model for analyzing the data in this study was the ARIMA(3,1,3) - GARCH (1,1) model. This is because the model can overcome the homogeneity of the data. The conversion of Yen to Rupiah currency from August 2022 to July 2023 can be predicted to have fluctuations, and produce a MAPE value of 19.29%, which indicates that the precision level of the ARIMA(3,1,3) - GARCH(1,1) is good enough to use for the conversion data.
Co-Authors Anjuita Anjuita Aulia Medangara Hakim Bagus Sumargo Bintang Sirius Dania Siregar Dania Siregar Fariani Hermin Ibnu Hadi Mahatma, Yudi Novia Sucy Aristawidya Reza Anjab Ramadhan Sherina Arthariani Zukrianto Syifa Azzahra Tesa Trilonika Pardede Vera Maya Santi