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Journal : Science and Technology Indonesia

Modeling and Analysis Data Production of Oil, and Oil and Gas in Indonesia by Using Threshold Vector Error Correction Model Widiarti; Usman, Mustofa; Putri, Almira Rizka; Russel, Edwin
Science and Technology Indonesia Vol. 9 No. 1 (2024): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2024.9.1.189-197

Abstract

Data in the fields of finance, business, economics, agriculture, the environment and weather are commonly in the form of time series data. To analyze time series data that involves more than one variable (multivariate), vector autoregressive (VAR) models, vector autoregressive moving average (VARMA) models are generally used. If the variables discussed have cointegration, then the VAR model is modified into a vector error correction model (VECM). The relationship between short-term dynamics and deviation in the VECM model is assumed to be linear. If there is a nonlinear relationship between short-term dynamics and deviation, then a threshold vector error correction model (TVECM) can be used. The variables used in this research consist of oil production and Indonesian oil and gas production from January 2019 to March 2021. The research results show that the best model for data on oil production and oil and gas production is the TVECM 2 Regime model. Based on the TVECM 2 Regime model, further analysis, namely Granger causality and Impulse Response Function are discussed.
LSTM-CNN Hybrid Model Performance Improvement with BioWordVec for Biomedical Report Big Data Classification Kurniasari, Dian; Warsono; Usman, Mustofa; Lumbanraja, Favorisen Rosyking; Wamiliana
Science and Technology Indonesia Vol. 9 No. 2 (2024): April
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2024.9.2.273-283

Abstract

The rise in mortality rates due to leukemia has fueled the swift expansion of publications concerning the disease. The increase in publications has dramatically affected the enhancement of biomedical literature, further complicating the manual extraction of pertinent material on leukemia. Text classification is an approach used to retrieve pertinent and top-notch information from the biomedical literature. This research suggests employing an LSTM-CNN hybrid model to tackle imbalanced data classification in a dataset of PubMed abstracts centred on leukemia. Random Undersampling and Random Oversampling techniques are merged to tackle the data imbalance problem. The classification model’s performance is improved by utilizing a pre trained word embedding created explicitly for the biomedical domain, BioWordVec. Model evaluation indicates that hybrid resampling techniques with domain-specific pre-trained word embeddings can enhance model performance in classification tasks, achieving accuracy, precision, recall, and f1-score of 99.55%, 99%, 100%, and 99%, respectively. The results suggest that this research could be an alternative technique to help obtain information about leukemia.
Modeling Vector Error Correction with Exogeneous (VECMX) Variable for Analyzing Nonstationary Variable Energy Used and Gross Domestic Product (GDP) Usman, Mustofa; Wamiliana; Russel, Edwin; Kurniasari, Dian; Widiarti; Elfaki, Faiz A.M
Science and Technology Indonesia Vol. 10 No. 1 (2025): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2025.10.1.283-293

Abstract

Analysis of energy used, GDP and population has been carried out in many countries and has become a topic of interest for many researchers and governments. This is because energy used is an important factor for society and industry in a country. In this study, the modeling of the relationship between energy used, GDP and population as an exogenous variable for the cases of Indonesia from 1967-2023 will be discussed. The energy used and GDP data are nonstationary with order one, I(1), and there is cointegration between energy used and GDP. Therefore, the model which will be used is the Vector Error Correction Model with Exogenous variable (VECMX) with population as the exogenous variable. From the results of analysis, the best model is VECMX(3,1) with cointegration rank R=1. Based on this model, the pattern of the relationship among the three variables, Granger-causality between energy used and GDP, exogenous impact on energy used and GDP, and forecasting for the next 10 years will be discussed.
The Kernel Function of Reproducing Kernel Hilbert Space and Its Application on Support Vector Machine Utami, Bernadhita Herindri Samodera; Warsono; Usman, Mustofa; Fitriani
Science and Technology Indonesia Vol. 10 No. 4 (2025): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2025.10.4.1096-1108

Abstract

Reproducing Kernel Hilbert Space (RKHS) is a Hilbert space consisting of functions that can be represented or reproduced by a kernel function. The development of data science has made RKHS a method that refers to an approach or technique using the concept of reproducing kernels in certain applications, especially machine learning. Support Vector Machine (SVM) is one of the machine learning methods included in the supervised learning category for classification and regression tasks. This research aims to determine the form of linear kernel functions, polynomial kernel functions, and Gaussian kernel functions in Support Vector Machine analysis and analyze their performance in Support Vector Machine classification and regression. Application of the RKHS method in SVM classification analysis using World Disaster Risk Dataset data published by Institute for International Law of Peace and Armed Conflict (IFHV) from Ruhr-University Bochum in 2022 obtained results that are based on the results by comparing the predictions of training data and testing data using linear kernel functions, polynomial kernels and Gaussian kernels, it is recommended that classification using linear kernels provides the best prediction performance.
Dynamic Modeling of Energy Data: World Crude Oil and Coal Prices 2017-2023 (A State-Space Model Analysis of Multivariate Time Series) Russel, Edwin; Wamiliana; Usman, Mustofa; Elfaki, Faiz AM; Adnan, Arisman; Lindrianasari
Science and Technology Indonesia Vol. 10 No. 4 (2025): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26554/sti.2025.10.4.1301-1311

Abstract

The analysis of global crude oil and coal prices has attracted considerable research interest, as these prices significantly affect both society and industry, making the topic highly relevant for governments and policy makers. This study examines the correlation between global coal and crude oil prices from 2017 to 2023. It analyzes the behavior of these price series using a unit root test and develops an optimal model for conducting a Granger-causality analysis. To forecast crude oil and coal prices for the next 30 periods, a state-space modeling approach is applied. The unit root test results reveal that these prices are non-stationary, suggesting that any shocks to prices will have persistent effects. The best-fitting model for the association between coal and crude oil prices is a vector autoregressive model of order two (VAR(2)). The Granger-causality results reveal that current crude oil prices are influenced by both their own past values and previous coal prices, and vice versa. Forecasts using the state-space model suggest a modest upward trend for crude oil prices over the next 30 periods, while coal prices are projected to rise more strongly.