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All Journal Media Statistika JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Ilmiah Pangabdhi Jurnal Sains Matematika dan Statistika Syntax Literate: Jurnal Ilmiah Indonesia MUST: Journal of Mathematics Education, Science and Technology BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) J Statistika: Jurnal Ilmiah Teori dan Aplikasi Statistika Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan Jurnal Sosial Humaniora Mathvision : Jurnal Matematika Variance : Journal of Statistics and Its Applications G-Tech : Jurnal Teknologi Terapan Inferensi JAMBURA JOURNAL OF PROBABILITY AND STATISTICS Journal of Mathematics Education and Science Berkala Penelitian Hayati Indonesian Community Journal Jurnal Statistika dan Komputasi (STATKOM) Economic Development Analysis Journal Limits: Journal of Mathematics and Its Applications
Sediono, Sediono
Department Of Mathematics, Faculty Of Science And Technology, Universitas Airlangga, Jl. Dr. Ir. H. Soekarno, Mulyorejo, Kec. Mulyorejo, Kota Surabaya, Jawa Timur 60115
Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Energy Engineering Environmental Science Immunology & microbiology Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Materials Science & Nanotechnology Mathematics Mechanical Engineering Medicine & Pharmacology Physics Public Health Social Sciences Transportation Other

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FORECASTING THE CLOSING PRICE OF META STOCKS USING A PULSE FUNCTION INTERVENTION ANALYSIS APPROACH Mardianto, M. Fariz Fadillah; Faizun, Nurin; Nauvaldy, Muhammad; Sediono, Sediono
MEDIA STATISTIKA Vol 18, No 1 (2025): 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.18.1.83-92

Abstract

Meta Platforms, Inc. (META), the holding company that owns Facebook, Instagram, and WhatsApp, plays a crucial role in advancing artificial intelligence (AI). In early 2024, CEO Mark Zuckerberg announced an ambitious initiative to develop Artificial General Intelligence (AGI), leading to a significant rise in Meta's stock during the first quarter. Consequently, an analysis using the pulse function intervention method was conducted to model and forecast future data. The study utilized weekly data consisting of 124 training and 7 testing observations, spanning from March 13, 2022, to September 15, 2024. The optimal intervention model determined is ARIMA (0,2,1), with parameters (0,0,1) and an intervention point at t = 99. Predictions for a further 8 periods resulted a MAPE of 9.682003% and an MSE of 2411.771. These findings suggest that investors should consider the influence of Zuckerberg's AGI strategy announcement on stock performance. The post-announcement surge indicates a favorable market reaction, and investors should closely follow the AGI project's development to assess META's long-term potential in the technology sector.
MODELING OF WORLD CRUDE OIL PRICE BASED ON PULSE FUNCTION INTERVENTION ANALYSIS APPROACH Aliffia, Netha; Sediono, Sediono; Suliyanto, Suliyanto; Mardianto, M. Fariz Fadillah; Amelia, Dita
MEDIA STATISTIKA Vol 16, No 2 (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.16.2.136-147

Abstract

Crude oil has important role in global economy, including Indonesia with considerable dependence on crude oil energy consumption. The increase in crude oil prices can be triggered by several factors, one of which is geopolitical conflict that occurred due to Russia's invasion of Ukraine on February 24, 2022. As the result, world crude oil prices rose above US$100 per barrel for the first time since 2014. Therefore, this study uses pulse function intervention analysis approach to evaluate the impact of certain events in predicting data over the next few periods. The pulse function is used because the intervention occurs at the moment t only. The data used starts from June 8, 2020 to September 19, 2022 on weekly basis with the proportion of training and testing data is 90:10. The best intervention model obtained is ARIMA (3,2,0) with b=0, s=1, r=2, and intervention point at T=91. The prediction results for the next 12 periods obtained MAPE value of 2.8982% and MSE of 10.2687. This study is expected to help reduce risks due to uncertainty in world crude oil prices and in line with the goals of the Sustainable Development Goals (SDGs) to ensure access to reliable, sustainable, and affordable energy.
Co-Authors Adinda Tries Melati Aditya, Josephin Viona Ailsa Shafa Salsabila Ainaya Zakiyah Alfredi Yoani Aliffia, Netha Ameliatul 'Iffah Ana, Elly Andriani, Putu Eka Anggakusuma, Aurellia Calista Antonio Nikolas Manuel Bonar Simamora Ardi Kurniawan Ardi Kurniawan Arum Eka Ismiranda Putri Aufa Muhammad Yogi Riyanto Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azis, Aurelia Islami Azizah Dewi Ariyani Bagas Maulana Chaerobby Fakhri Fauzaan Purwoko Christopher Andreas Citra Imama Deby Victoria Dewanti, Maria Setya Dhyana Venosia Dhyana Venosia Dita Amelia Dita Amelia Dita Amelia, Dita Dyaksa, Mega Kurnia Effendi, Magdalena Elly Ana Elly Ana Elly Pusporani Eris Tri Kurniawati Faizun, Nurin Ferissa Maulida Ismi Ghasani, Anisah Nabilah Handoko Darmokoesoemo Hani Sudarmanto Hariawan Widi Nugroho Helda Urbhani Rosa Heri Kuswanto Hermawan, Mohamad David I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Idrus Syahzaqi Ilma Amira Rahmayanti Jannah, Sa’idah Zahrotul Karima, Sasy Okti Khoirun Niswatin Koesnadi, Grace Lucyana Kresna Oktafianto M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcel Laverda Subiyanto Marcelena Vicky Galena Mardianto, M. Fariz Fadillah Mas Loegito Miranda, Ariadna Sopia Mochamad Rasyid Nabila, Ainaya Zakiyah Naufal Ramadhan Al Akhwal Siregar Nauvaldy, Muhammad Netha Aliffia Noviatus Sholihah Nugroho, Hariawan Widi Nur Chamidah Nurul Fajriah Deswani Sangadji Oktavia, Sabrina Salsa Pramesti, Helfira Lady Ari Pratama, Bagas Shata Previan, Anggara Teguh Putri Fardha Asa Oktavia Hans Putri Nur Farida Rahmanita, Tentri Ryan Rahmat Agung Ibrahim Rahmawati, Hasri Renianti, Fayza Shafira Salsabylla Nada Apsariny Sasy Okti Karima Sa’idah Zahrotul Jannah Siagian, Kimberly Maserati Siti Maghfirotul Ulyah Siti Maghfrotul Ulyah Steven Soewignjo Suliyanto Suliyanto Suliyanto Suliyanto, Suliyanto Toha Saifudin Toha Saifudin Trisnadi Widyaleksono Catur Putranto Vionita, Anggi Triya Widyangga, Pressylia Aluisina Putri Wieldyanisa, Ezha Easyfa Yoani, Alfredi