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PEMODELAN JUB DAN BI RATE TERHADAP INFLASI DAN KURS RUPIAH MENGGUNAKAN REGRESI SEMIPARAMETRIK BIRESPON BERDASARKAN ESTIMATOR PENALIZED SPLINE
Siti Fadhilla Femadiyanti;
Suparti Suparti;
Budi Warsito
Jurnal Gaussian Vol 9, No 2 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v9i2.27822
Some indicators of the Indonesian economy are inflation and the exchange rate of rupiah against US dollar. Inflation and the rupiah exchange rate are thought to be influenced by the money supply (JUB) and the BI Rate. The money supply has a nonparametric relationship pattern to inflation and the rupiah exchange rate, while the BI Rate has a parametric relationship pattern to inflation and the rupiah exchange rate. The right method for detecting the relationship between inflation and the exchange rate with JUB and BI Rate is birespon semiparametric regression with a splined penalized estimator. The semiparametric regression coefficient of birespon spline penalized is estimated using the Weighted Least square (WLS) method which is determined based on the degree of polynomials, the number and location of the optimal knot points, and the optimal lambda determined based on the minimum of Generalized Cross Validation (GCV). This research uses the R Program. Based on the results of the analysis, the best spline penalized birespon semiparametric regression model is located in the number of knots is 5 at the knot points of 5257,783; 6649,469; 8976,871; 11099,19 and 13535,51 found in the first degree of response is 1 and the second degree of response is 2 with an optimal lambda of 99,99. The results of the performance evaluation of the model produce value of is 99,9007%, meaning that the model's performance is very good for out samples of the data and the MAPE value of 2.89169% is less than 10% which means the model's performance is very good.
KETAHANAN HIDUP PASIEN GAGAL GINJAL DENGAN METODE KAPLAN MEIER (Studi Kasus di Rumah Sakit Umum Daerah dr. R. Soedjati Soemodiarjo Purwodadi)
Immawati Ainun Habibah;
Tatik Widiharih;
Suparti Suparti
Jurnal Gaussian Vol 7, No 3 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v7i3.26660
Chronic Kidney Disease (CKD) is a failure of kidney function that which get slowly and can not recover. Most of the patients CKD get death sudden becuse of cardiovascular complications (related to the heart and blood vessels) however only minor part can reach terminal phase (CKD stage 5) which need replacement therapy of Kidney. Replacement therapy of Kidney are hemodialysis, peritoneal dialysis, and Kidney transplant. Because of that, the importance to study how long the patient opportunity is life endurance analysis. Survival analysis methods to life depend from the life time and status of individual life time. Survival analysis uses Kaplan-Meier method. During the observation process, there is different observations so censor type III is choosen. Censor type III is censoring type which research is done to individual in and out for determine time, because of that estimation value of survival can be caunted using Kaplan Meier method with censor type III. This research uses medical records data from the patients with kidney failure period 1 January 2014 until 30 November 2017 in RSUD dr.R. Soedjati Soemodiarjo Purwodadi Grobogan Regency. The results of the analysis and discussion are known that if hemodialysis getting longer done, estimation value of survival. With an average estimate of survival is 776 days. Keywords: Chronic Kidney Disease, Survival Analysis, Kaplan Meier
PEMODELAN REGRESI 3-LEVEL DENGAN METODE ITERATIVE GENERALIZED LEAST SQUARE (IGLS) (Studi Kasus: Lamanya pendidikan Anak di Kabupaten Semarang)
Amanda Devi Paramitha;
Suparti Suparti;
Triastuti Wuryandari
Jurnal Gaussian Vol 5, No 1 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v5i1.10909
In a research, data was used often hierarchical structure. Hierarchical data is data obtained through multistage sampling from a population with independent variables can be defined within each level and dependent variable can be defined at the lowest level. One analysis that can be used for data with a hierarchical structure is a multilevel regression analysis. The purpose of this final three-level regression analyzes to establish regression models about the length of a child's education in the District of Semarang where the individual level-1 with a factor of gender, lodged at the family level-2 by a factor of the length of father's education and duration of maternal education and nesting on the environment level-3 with factor of residence, number of elementary school the large number of junior high school and the large number of high school. Parameter estimation in 3-level regression models can use several methods, one of which is a method of Iterative Generalized Least Square (IGLS). Of cases the length of education in the district of Semarang indicate that factors influencing factor is the length of father's education and the duration of the mother's education. Keywords : Hierarchical structure, multistage sampling, multilevel regression, Iterative Generalized Least Square.
OPTIMASI PARAMETER MODel AUTOREGRESSIVE MENGGUNAKAN ALGORITMA PARTICLE SWARM OPTIMIZATION
Setyoko Prismanu Ramadhan;
Hasbi Yasin;
Suparti Suparti
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v8i2.26666
Box-Jenkins ARIMA method is a linear model in time series analysis which is widely used in various fields. One estimation method for Box-Jenkins ARIMA model is OLS method which aims to minimize the number of squared errors. This method is not effective when applied to time series data that is random, nonlinear and non-stationary. In this study discussed the alternative method of the PSO algorithm as an parameter optimization of the ARIMA model. PSO algorithm is an optimization method based on the behavior of a flock of birds or fish. The main advantage of the PSO algorithm is having a simple, easy to implement and efficient concept in calculations. This method is applied to data from PT Perusahaan Gas Negara shares. The results of both methods will be compared. In the AR model (1) the value of MSE is 0.532 and MAPE is 0.993. Meanwhile, the PSO algorithm obtained MSE 0.531 and MAPE 0.988. It was found that the PSO algorithm resulted in smaller MSE and MAPE values and could provide better results.Keywords : Time Series Analysis, Autoregressive, PSO
ANALISIS SENTIMEN ULASAN APLIKASI TIKTOK DI GOOGLE PLAY MENGGUNAKAN METODE SUPPORT VECTOR MACHINE (SVM) DAN ASOSIASI
Sola Fide;
Suparti Suparti;
Sudarno Sudarno
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v10i3.32786
Corona virus pandemic requires people to do activities from home so the number of internet usage in Indonesia has increased because information is carried out through social media. One of the popular social media in Indonesia is TikTok. However, the Tiktok’s popularity cannot be separated from the footsteps of TikTok in Indonesia which was blocked by government for committing many violations. Each application allows users to provide a review about the application. To find out the users TikTok’s sentiment, sentiment analysis was carried out to classify reviews into positive and negative sentiments. Classification is carried out using the Support Vector Machine (SVM) with kernel Radial Basis Function (RBF) method which is more effective classification algorithm and kernel function, seen from previous studies. The parameters used in the SVM gamma default 0.0004255 and the Cost (C) parameter experiment used is 0,01; 0,1; 1; 10; 100; 1000. The results can provide information that can be retrieved using the association method. The steps are scrapping data, data preprocessing, sentiment scoring, TF-IDF weighting, classifying using the SVM RBF kernel method and text association. Evaluation of the model using a confusion matrix with the value of accuracy and kappa. The greater the value of accuracy and kappa, the better the performance of the classification model. The review classification resulted in the best accuracy rate of 90.62% and the best kappa of 81.24% which means that it includes an almost perfect classification result. Based on the data association, positive reviews are given because users like and are comfortable with the current version of TikTok which contains funny videos on fyp. Meanwhile, negative reviews were given because the user failed to register and his account was blocked, so the user asked TikTok to continue to make improvements.
PEMODELAN FUNGSI TRANSFER DAN BACKPROPAGATION NEURAL NETWORK UNTUK PERAMALAN HARGA EMAS (Studi Kasus Harga Emas Bulan Juli 2007 sampai Februari 2019)
Silvia Nur Rinjani;
Abdul Hoyyi;
Suparti Suparti
Jurnal Gaussian Vol 8, No 4 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v8i4.26727
The prestige of investment is increasingly rising as the people educates in managing finances. Gold is an alternative that most people tend to choose to invest. One of the important knowledge in gold investing is to predict the price in the future with factors that influence the price of gold. Therefore, in this research we made a model of gold prices based on crude oil prices. One method to forecast gold prices based on crude oil prices is the transfer function and backpropagation neural network. The results of transfer function model will be used as input for the backpropagation neural network method. The purpose of this research is to get the right forecasting method through the transfer function and backpropagation neural network model that can be used to predict gold prices. The results showed that the transfer function model with b = 0, r = [2], s = 0 and the ARMA noise model (0, [6]) is the best model to forecast the price of gold with the MAPE value of data out sample as 3,3507%. Keywords : Gold Price, Crude Oil Prices, Transfer Function,Backpropagation Neural Network, Forecasting
ANALISIS KURVA SURVIVAL KAPLAN MEIER MENGGUNAKAN UJI LOG RANK (Studi Kasus :Pasien Penyakit Jantung Koroner di RSUD Undata Palu)
Arianti Suhartini;
Rita Rahmawati;
Suparti Suparti
Jurnal Gaussian Vol 7, No 1 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v7i1.26633
Coronary heart disease is one of the leading causes of death in the world, including Indonesia. Based on doctor-diagnosed interviews, coronary heart disease’s prevalence in Indonesia on 2013 is 0,5% and based on a doctor-diagnosed is 1,5%. Central Sulawesi is ranked first and second for prevalence based on doctor-diagnosed interviews and doctor-diagnosed. The high number of people with coronary heart disease caused by lack of self-awareness in lifestyle changes. One of the parameters used to assess the success of treatment is the probability of survival. Survival analysis is a data analysis where the outcome of the variables studied is the time until an event occurs. This study raised the problem of survival of coronary heart patients at Undata Palu Hospital which is the main referral hospital for Central Sulawesi region. This research uses nonparametric method that is Kaplan Meier and Log Rank Test based on six factors are age, gender, stadium, disease status, complication and status of anemia. Nonparametric methods do not follow a particular distribution for survival time. Kaplan Meier's survival curve will describe the patient's characteristics of survival probability and followed by a Log Rank test to see if there are differences between curves. The result of analysis and discussion based on Log Rank test result showed that the factors of age, sex and disease status differ significantly. Keywords: Coronary heart disease, RSUD Undata Palu, Kaplan Meier analysis, Log Rank test.
PEMODELAN INDEKS HARGA PROPERTI RESIDENSIAL DI INDONESIA MENGGUNAKAN METODE GENERALIZED SPACE TIME AUTOREGRESSIVE
Syazwina Aufa;
Rukun Santoso;
Suparti Suparti
Jurnal Gaussian Vol 11, No 1 (2022): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v11i1.34001
Generalized Space Time Autoregressive (GSTAR) is a model used for space time data analysis. Space time data is data related to events at previous times and different locations. GSTAR is an expansion of the Space Time Autoregressive (STAR) method. The STAR method is only suitable for homogeneous locations while GSTAR can be used for heterogeneous locations. This research uses Residensial Property Price Index (IHPR) data. IHPR data is in the form of a multivariate time series consisting of 18 cities/regions with a certain time span. In this study, the analysis of IHPR data is carried out by looking at the relationship between the previous time and other cities/regions. Therefore, the method that can be used is GSTAR method. Analysis of IHPR data in each city/region can help increase the supply of housing, thereby reducing the number of backlogs. The backlog of houses in Indonesia is still relatively high. Backlog is an indicator that is often used by the government to measure the number of housing needs in Indonesia. Based on the fulfillment of the assumptions and the smallest MSE value, the best model obtained is GSTAR(4;1,1,1,1) using cross-correlation normalized weight. The largest IHPR data on forcasting results is in the cities of Makassar, Manado, and Surabaya while the smallest IHPR data is in the city of Balikpapan. The GSTAR method produces forcasted data that is close to the actual data so it is good to use.Keywords : GSTAR, OLS, IHPR
Penerapan Text Mining untuk Melakukan Clustering Data Tweet Akun Blibli Pada Media Sosial Twitter Menggunakan K-Means Clustering
Syiva Multi Fani;
Rukun Santoso;
Suparti Suparti
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v10i4.30409
Social media is computer-based technology that facilitates the sharing of ideas, thoughts, and information through the building of virtual networks and communities. Twitter is one of the most popular social media in Indonesia which has 78 million users. Businesses rely heavily on Twitter for advertising. Businesses can use these types of tweet content as a means of advertising to Twitter users by Knowing the types of tweet content that are mostly retweeted by their followers . In this study, the application of Text Mining to perform clustering using the K-means clustering method with the best number of clusters obtained from the Silhouette Coefficient method on the @bliblidotcom Twitter tweet data to determine the types of tweet content that are mostly retweeted by @bliblidotcom followers. Tweets with the most retweets and favorites are discount offers and flash sales, so Blibli Indonesia could use this kind of tweet to conduct advertising on social media Twitter because the prize quiz tweets are liked by the @bliblidotcom Twitter account followers.
PENERAPAN METODEEXPECTED SHORTFALLPADA PENGUKURAN RISIKO INVESTASI SAHAM DENGAN VOLATILITAS MODEL GARCH
Nurul Fitria Fitria Rizani;
Mustafid Mustafid;
Suparti Suparti
Jurnal Gaussian Vol 8, No 1 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
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DOI: 10.14710/j.gauss.v8i1.26644
One of the methods that can be used to measure stock investment risk is Expected Shortfall (ES). ES is an expectation of risk size which value is greater than Value at Risk (VaR), ES has characteristics of sub-additive and convex. The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is used to model stock data that has high volatility. Calculating ES is done with data that shows deviations from normality using Cornish-Fisher's expansion. This researchapplies the ES at the closing stock price of PT Astra International Tbk. (ASII), PT Bank Negara Indonesia (Persero) Tbk. (BBNI), and PT Indocement Tunggal Prakarsa Tbk. (INTP) for the period of 11 February 2013 - 31 March 2019. Based on the volatility of GARCH (1,1) analysis, we find ES calculation for each stock by 95% level confidence. The ES for ASII shares is 4.1%, greater than the VaR value which isonly 2.64%.The ES for BBNI shares is 4.38%, greater than it’s VaR value which is only 2,86%. The ES for INTP shares is 6.22%, which is also greater than it’s VaR value which is only3,99%. The greather of VaR then Thegreather of ES obtained.Keywords: Expected Shortfall, Value at Risk, GARCH