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Journal : Media Statistika

PEMODELAN REGRESI BERGANDA DAN GEOGRAPHICALLY WEIGHTED REGRESSION PADA TINGKAT PENGANGGURAN TERBUKA DI JAWA TENGAH Utami, Tiani Wahyu; Rohman, Abdul; Prahutama, Alan
MEDIA STATISTIKA Vol 9, No 2 (2016): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (303.285 KB) | DOI: 10.14710/medstat.9.2.133-147

Abstract

The problems in employment was the growing number of Open Unemployment Rate (OUR). The open unemployment rate is a number that indicates the number of unemployed to the 100 residents are included in the labor force. The purpose of this study is mapping the data OUR in Central Java and the suspect and identify linkages between factors that cause OUR in the District / City of Central Java in 2014. Factors that allegedly include population density (X1), Inflation (X2), the GDP value (X3), UMR Value (X4), the percentage of GDP growth rate (X5), Hope of the old school (X6), the percentage of the labor force by age (X7) and the percentage of employment (X8). Geographically Weighted Regression (GWR) is a method for modeling the response of the predictor variables, by including elements of the area (spatial) into the point-based model. This research resulted in the conclusion that the OLS regression models have poor performance because the residual variance is not homogeneous. There were no significant differences between GWR models with OLS model or in other words generally predictor variables did not affect the response variable (rate of unemployment in Central Java) spatially. However, GWR model could captured modelling in each region. Keywords: multiple linear regression, geographiically weighted regression, open unemployement rate in Central Java.
PREDIKSI HARGA SAHAM MENGGUNAKAN SUPPORT VECTOR REGRESSION DENGAN ALGORITMA GRID SEARCH Yasin, Hasbi; Prahutama, Alan; Utami, Tiani Wahyu
MEDIA STATISTIKA Vol 7, No 1 (2014): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (335.209 KB) | DOI: 10.14710/medstat.7.1.29-35

Abstract

The stock market has become a popular investment channel in recent years because of the low return rates of other investment. The stock price prediction is in the interest of both private and institution investors. Accurate forecasting of stock prices is an appealing yet difficult activity in the business world. Therefore, stock prices forecasting is regarded as one of the most challenging topics in business. The forecasting techniques used in the literature can be classified into two categories: linear models and non linear models.  One of forecasting techniques in nonlinear models is support vector regression (SVR). Basically, SVR adopts the structural risk minimization principle to estimate a function by minimizing an upper bound of the generalization. The optimal parameters of SVR can be use Grid Search Algorithm method. Concept of this method is using cross validation (CV). In this paper, the SVR model use linear kernel function. The accurate prediction of stock price, in telecommunication, is 92.47% for training data and 83.39% for testing data.   Keywords: Stock price, SVR, Grid Search, Linear kernel function.
MODELING OF LOCAL POLYNOMIAL KERNEL NONPARAMETRIC REGRESSION FOR COVID DAILY CASES IN SEMARANG CITY, INDONESIA Utami, Tiani Wahyu; Lahdji, Aisyah
MEDIA STATISTIKA Vol 14, No 2 (2021): 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.14.2.206-215

Abstract

Coronavirus disease 2019 (COVID-19) is an infectious disease caused by the severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) which was recently discovered. Coronavirus disease is now a pandemic that occurs in many countries in the world, one of which is Indonesia. One of the cities in Indonesia that has found many COVID cases is Semarang city, located in Central Java. Data on cases of COVID patients in Semarang City which are measured daily do not form a certain distribution pattern. We can build a model with a flexible statistical approach without any assumptions that must be used, namely the nonparametric regression. The nonparametric regression in this research using Local Polynomial Kernel approach. Determination of the polynomial order and optimal bandwidth in Local Polynomial Kernel Regression modeling use the GCV (Generalized Cross Validation) method. The data used this research are data on the number of COVID patients daily cases in Semarang, Indonesia. Based on the results of the application of the COVID patient daily cases in Semarang City, the optimal bandwidth value is 0.86 and the polynomial order is 4 with the minimum GCV is 3179.568 so that the model estimation results the MSE is 2922.22 and the determination coefficient is 97%. The estimation results show the highest number of Corona in the Semarang City at the beginning of July 2020. After the corona case increased in July, while the corona case in August decreased.
Co-Authors Abdul Rohman Agus Rusgiyono Aisyah Lahdji, Aisyah Alan Prahutama Alan Prahutama Ali Imron Alwan Fadlurohman Amrullah, Setiawan Anissatush Sholiha Arianti, Irma Arini Rizky Wahyuningtyas Ariska Fitriyana Ningrum Aulia, Syifa Aura Hisani, Zahra Ayu Wulandari Azqia Fajriyani Biru, Pelangi Langit Dannu Purwanto Devi Nurlita Dewi Ratnasari Wijaya Dhani, Oktaviana Rahma Dheanyta Alif Shafira Diana Wahyu Safitri Dwi Ispriyanti Eko Yuliyanto, Eko Elvia Nanda Sofiyanti Endah Suryaningsih Endang Tri Wahyuni Maharani Fathikatul Arnanda Fatimahthus Zahra, Diandra Fatmawati Nurjanah Fauzi, Fatkhurokhman Hanif Nur Ibrahim Hasbi Yasin Hikmah Nur Rohim, Febrian Iffah Norma Hidayati Ihsan Fathoni Amri Iis Widya Harmoko Iis Widya Harmoko, Iis Widya Imaroh Izzatun Indah Manfaati Nur Indah Sulistiya Indra Firmansyah Iqbal Kharisudin Ismawati - Juwita Rahayu Laila Khoirun Nisa Lia Miftakhul Janah M. Al Haris M. Saifudin Nur Martyana Prihaswati Maulana Afham Mifta Luthfin Alfiani Moh Yamin Darsyah Moh Yamin Darsyah Moh. Yamin Darsyah Nila Amelinda Putri Nur Chamidah Nurhidayah, Sri Nursamsiah Nursamsiah Pranandira Rilvandri, Quinsy Prizka Rismawati Arum Rahma Dhani, Oktaviana Rahman, Budiono Rahmi, Mulya Asy-syifa Rizma Novinda Puteri Rochdi Wasono Rochdi Wasono Roosyidah, Nila Ayu Nur Salma, Nadia Khoirunnafisa Salmaa Fauziah Septi Winda Utami Setiayani, Wiwik Silvia Tri Wahyuni Sri Kustiara Sudarno Sudarno Sugito Sugito Suherdi, Andri Suparti Suparti Suparti Suparti Suparti, S. Syaifullah, Ahmad Reyhan Toha Saifudin Ujang Maulana Ujiati Suci Rahayu Ulinuha, Samikoh Vega Zayu Varima Velia Arni Widyasari Wahyu Putri Pratiwii Wisudawati, Dinda Tri Yulianita, Tanti Yuliardi, Fahrul Raditiar Yunanita, Novia Yusnia Kriswanto