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Journal : Jurnal Gaussian

PEMODELAN JARINGAN SYARAF TIRUAN DENGAN ALGORITMA ONE STEP SECANT BACKPROPAGATION DALAM RETURN KURS RUPIAH TERHADAP DOLAR AMERIKA SERIKAT Najwa, Maulida; Warsito, Budi; Ispriyanti, Dwi
Jurnal Gaussian Vol 6, No 1 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (767.388 KB) | DOI: 10.14710/j.gauss.v6i1.14768

Abstract

Exchange rate is the currency value of a country that is expressed by the value of another country's currency. Changes in exchange rates indicate risks or uncertainties that would return obtained by investors. With the predicted value of return, investors can make informed decisions when to sell or buy foreign currency to gain an advantage. Forecasting of return values can be using artificial neural network with backpropagation. In backpropagation procedure, data is divided into two pairs, namely training data for training process and testing data for testing process. In the training process, the network is trained to minimize the MSE. One of optimization method that can minimize the MSE is one step secant backpropagation. In this research, the data used is the return of the exchange rate of rupiah against US dollar in the period of January 1st, 2015 until December 31st, 2015. The results were obtained architecture best model neural network that was built from 8 neurons in the hidden layer, 1 unit of input layer with input xt-1 and 1 unit of output layer. The activation function used in the hidden layer and output layer are bipolar sigmoid and linear, respectively. The architecture chosen based on the smallest MSE of testing data is 0.0014. After obtaining the best model, data is foreseen in the period of November 2016 produce MAPE=153.23%.Keyword : Artificial Neural Network, Backpropagation, One Step Secant, Time Series, Exchange Rate.
PEMODELAN B-SPLINE UNTUK MENGESTIMASI KURVA YIELD OBLIGASI PEMERINTAH KODE FIXED RATE Nurcahyanti, Tri Meida; Widiharih, Tatik; Warsito, Budi
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (853.178 KB) | DOI: 10.14710/j.gauss.v8i2.26669

Abstract

Bond is a medium-long term loan agreement that can be handed over, it contains a promise from the issuer to pay rewards in the form of interest on a particular period and paying off the principal debt on the time that has been appointed to the bond buyer. A method to find out the relationship between yield and time to maturity for a type of bond at any given time is illustrated through the yield curve. One of the methods for estimating yield curve is B-spline. The data that used to estimate the yield curve with B-spline model are sourced from Indonesia Stock Exchange, namely Government Bond Trading Report with code FR (Fixed Rate). The data periods used are 9, 16, and 23 November 2018. The best model for estimating the yield curve at any period of the data is linear B-spline model with 6 knots but the knot position is different for every data period. Based on the calculation of MAPE, the ability of the model to predict is very good. Investment with maximum profit based on the estimation of yield curve using B-spline linear model with 6 knot is FR0071.Keywords: bond, yield, yield curve, Government Bond, B-spline
ANALISIS DATA RUNTUN WAKTU DENGAN METODE ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS) Saputra, Arsyil Hendra; Tarno, Tarno; Warsito, Budi
Jurnal Gaussian Vol 1, No 1 (2012): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (460.124 KB) | DOI: 10.14710/j.gauss.v1i1.570

Abstract

One popular method of time series analysis is ARIMA. The ARIMA method requires some assumptions; residual of model must be white noise, normal distribution and constant variance. The ARIMA model tends to be better for time series data which is linear. Whereas for the nonlinear time series data have been widely studied by nonlinear methods, one of that is Adaptive Neuro Fuzzy Inference System or ANFIS. The ANFIS method is a method that combines techniques Neural Network and Fuzzy Logic. In this thesis discussed the ANFIS method specifically for the analysis of time series data that have characteristics such as stationary, stationary with outlier, non stationary and non stationary with outlier, and the data of Indonesian palm oil prices is used as a case study. The ANFIS results which were obtained are compared with the results of ARIMA method by the value of RMSE. Based on the analysis and discussion, it is obtained that the results of ANFIS method are better than the results of ARIMA method.
PEMODELAN MARKOV SWITCHING AUTOREGRESSIVE Ariyani, Fiqria Devi; Warsito, Budi; Yasin, Hasbi
Jurnal Gaussian Vol 3, No 3 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (510.436 KB) | DOI: 10.14710/j.gauss.v3i3.6449

Abstract

Transition from depreciation to appreciation of exchange rate is one of regime switching that ignored by classic time series model, such as ARIMA, ARCH, or GARCH. Therefore, economic variables are modeled by Markov Switching Autoregressive (MSAR) which consider the regime switching. MLE is not applicable to parameters estimation because regime is an unobservable variable. So that filtering and smoothing process are applied to see the regime probabilities of observation. Using this model, transition probabilities and duration of the regime can be informed. In this case conducted exchange rate of Rupiah to US Dollar modeling with MSAR. The best model is MS(2)-AR(1) with transition probabilities from depreciation to appreciation is 0,052494 and appreciation to depreciation is 0,746716. Duration of the depreciation state is 19,04986 days and appreciation state is 1,339198 days.
ANALISIS KETAHANAN HIDUP PENDERITA DENGUE HEMORRHAGIC FEVER (DEMAM BERDARAH) DENGAN REGRESI COX KEGAGALAN PROPORSIONAL (Studi Kasus : Rumah Sakit Islam Nahdlatul Ulama Demak) Ummayah, Putri Qodar; Sudarno, Sudarno; Warsito, Budi
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32793

Abstract

Dengue hemorrhagic fever is an acute febrile disease caused by the dengue virus, which enters the human bloodstream through the bite of a mosquito of the genus Aedes Aegypti or Aedes Albopictus. Based on World Health Organization (WHO) records, it is estimated that 500,000 dengue hemorrhagic fever patients require hospital treatment every year and most of the sufferers are children. To analyze the relationship between recovery time in dengue fever patients and the factors that influence it using regression analysis, the dependent variable is the failure time and the function of the response variable tends to fail constant so to find out the relationship using Cox proportional hazard regression. Cox proportional hazard regression is a regression model that is often used in survival analysis. Survival analysis is a method used to describe data analysis in terms of time from the time of origin defined until a certain event occurs. In this study, the recovery time of dengue fever patients as a function of failure is proportional. The observations used by the researchers for each patient were not the same. The population of this study were all patients with dengue fever. The data used was obtained from the medical record section for data on the length of hospitalization of patients regarding the recovery of patients with dengue fever. The conclusion of the research shows that the factors that affect the recovery time of dengue fever patients are hematocrit, platelets, immunoglobulin G, and immunoglobulin M. 
ANALISIS KOMODITAS UNGGULAN PERIKANAN BUDIDAYA PROVINSI JAWA TENGAH TAHUN 2012-2016 MENGGUNAKAN METODE LOCATION QUOTIENT DAN SHIFT SHARE Dian Mariana L Manullang; Agus Rusgiyono; Budi Warsito
Jurnal Gaussian Vol 7, No 1 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (564.844 KB) | DOI: 10.14710/j.gauss.v7i1.26630

Abstract

Condition of capture fisheries is currently stagnating, even tended to decline, which is indicated by the decrease of production in some fishery development areas in Indonesia. Aquaculture is one solution that can be done. Central Java Province is a province that has a large aquaculture potential, therefore of course Central Java province has leading commodities that become the sector of regional economic development. This research discusses about the potential location for the development of each leading commodities in Central Java Province as a recommendation related to the centre of fisheries production. Analytical methods in this research are Location Quotient (LQ) dan Shift share. It used to see how big these locations have a potential in the development of aquaculture production and to identify spatial autocorrelation in the amount of aquaculture production using Moran’s index. The analysis of LQ and shift share shows that each district has a different potential in the development of leading commodities production. The value of the Moran’s index obtained equal to -0.1381, that is in the range of -1 <I ≤ 0, indicating that the presence of spatial autocorrelation is negative but small because of near to zero. It can be concluded that there is no similarity of the values between the districts or indicate that amount of aquaculture production among the districts in Central Java are not correlated.Keywords: Leading Commodities, Location Quotient (LQ), Shift Share, Moran’s  Index
ANALISIS METODE BAYESIAN PADA SISTEM ANTREAN PELAYANAN LOKET TIKET STASIUN TAWANG SEMARANG Aurum Anisa Salsabela; Sugito Sugito; Budi Warsito
Jurnal Gaussian Vol 10, No 2 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i2.29410

Abstract

Jamming is one of the serious problem in Indonesia caused by the increase of vehicle. The government has made solution for this situation for example was public transportation. Train is one of the suitable public transportation because of the ticket price was cheap. Tawang Railway Stasion Semarang was the biggest railway station in Semarang. In the specific day such long holiday or celebrating day, many people have chosen train to bring them. This make a queuing situation on the counter of station. Queue theory models provide the random of arrival and service time. The Bayesian theory suits to handle the problem of queuing that has been working for several times. Based on the analysis of the queue models for customer service, self-print tickets, cancellation and ordering are (G/G/c):(GD/∞/∞) from the posterior distribution with combination from prior distribution and likelihood sample. The combination of prior distribution and likelihood sample used in this research is Poisson distribution for all ticket counter except the arrival for cancellation counter which Normal distribution. The likelihood sample used Poissonn distribution for all ticket counter, except for self-print tickets which Diskrit Uniform Distribution.  Queue models can be used to count the size of the system performance. Based on the calculations and analysis, it can be concluded that the queueing system to the customer service, self-print tickets, cancellation and ordering have been good because its steady state and busy probability is higher than jobless probability. Keywords: Tawang Railway Station, Queue, Bayesian, size of the system performance
PREDIKSI HARGA EMAS MENGGUNAKAN FEED FORWARD NEURAL NETWORK DENGAN METODE EXTREME LEARNING MACHINE Nisa Afida Izati; Budi Warsito; Tatik Widiharih
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1250.218 KB) | DOI: 10.14710/j.gauss.v8i2.26641

Abstract

The prediction of gold price aims to find out the gold price in the future on the basis of historical data on gold prices in the past, so it can be used as a consideration by gold investors to investing in gold. Prediction methods that do not require assumptions, one of which is Artificial Neural Networks. In this study, using Artificial Neural Networks, Feed Forward Neural Network with Extreme Learning Machine (ELM). ELM is a non-iterative algorithm so ELM has advantages in process speed. The input weight and bias for this method are determined randomly. After that, to find the final weight using the Moore-Penrose Generalized Inverse calculation on the hidden layer output matrix. The best model selection criteria uses the Mean Absolute Percentage Error (MAPE). This study shows that the results of the training and testing process from the model 1 input neuron and 7 hidden neurons are very good, because it produces MAPE training = 0.6752% and MAPE testing = 0.8065%. Also gives a very good prediction result because it has MAPE = 0.5499% Keywords: gold price, Extreme Learning Machine, MAPE
PEMODELAN JARINGAN SYARAF TIRUAN DENGAN CASCADE FORWARD BACKPROPAGATION PADA KURS RUPIAH TERHADAP DOLAR AMERIKA SERIKAT Ekky Rosita Singgih Wigati; Budi Warsito; Rita Rahmawati
Jurnal Gaussian Vol 7, No 1 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (462.117 KB) | DOI: 10.14710/j.gauss.v7i1.26636

Abstract

Neural Network Modeling (NN) is an information-processing system that has characteristics in common with human brain. Cascade Forward Neural Network (CFNN) is an artificial neural network that its architecture similar to Feed Forward Neural Network (FFNN), but there is also a direct connection from input layer and output layer. In this study, we apply CFNN in time series field. The data used isexchange rate of rupiah against US dollar period of January 1st, 2015 until December 31st, 2017. The best model was built from 1 unit input layer with input Zt-1, 4 neurons in the hidden layer, and 1 unit output layer. The activation function used are the binary sigmoid in the hidden layer and linear in the output layer. The model produces MAPE of training data equal to 0.2995% and MAPE of testing data equal to 0.1504%. After obtaining the best model, the data is foreseen for January 2018 and produce MAPE equal to0.9801%. Keywords: artificial neural network, cascade forward, exchange rate, MAPE 
ANALISIS DAMPAK SHOCK VOLUME PERDAGANGAN SAHAM PADA INDEKS HARGA SAHAM CONSUMER GOODS DENGAN STRUCTURAL VECTOR AUTOREGRESSIVE (SVAR) Infan Nur Kharismawan; Rukun Santoso; Budi Warsito
Jurnal Gaussian Vol 7, No 2 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (474.176 KB) | DOI: 10.14710/j.gauss.v7i2.26647

Abstract

The stock trading in the capital market will result daily volume of trading stock that impact on stock price. One of the indicators that describes the stock price movement is stock index. There are many types of stock index, one of them is consumer goods stock index. Stock index is a sensitive economic variable affected by shock and need a restriction to form its economic model. Based on that, Structural Vector Autoregressive (SVAR) is used to describe its economic model. SVAR is formed by a stable VAR, fulfilled white noise, k-variate normal distribution. The purpose of this study are to forecast data on each variables and analyze the impact of the shock through the descriptions of variance decomposition. VAR used as the basis for SVAR is VAR(8) whose the forming variable stationary at the first different degree. Performances of forecasting SVAR using MAPE (Mean Absolute Percentage Error) for in sample data are 13.87434% (volume of trading stock) and 0.87045% (consumer goods stock index) and for out sample data are 14.22964% (volume of trading stock) and 1.76054% (consumer goods stock index). Response of consumer goods stock index to the impact of the volume of trading stock shock shown by proportion of variance decomposition tends to increase, while the shock by itself has decreased until reach its equilibrium point. Keywords:cosumer goods stock index, SVAR, variance decomposition, volume of trading stock 
Co-Authors . Widayat Abdul Hoyyi Adi Waridi Basyirudin Arifin Adi Wibowo Adi Wibowo Agus Rusgiyono Agus Winarno, Agus Ahmad Lubis Ghozali Ahmed, Kamil Alan Prahutama Anindita Nur Safira Arafa Rahman Aziz Arbella Maharani Putri Arief Rachman Hakim Arief Rachman Hakim Arief Rachman Hakim Aris Sugiharto Arsyil Hendra Saputra Atmaja, Dinul Darma Atur Ekharisma Dewi Aurum Anisa Salsabela Bagus Dwi Saputra Bayastura, Shahnilna Fitrasha Bayu Surarso Bimastyaji Surya Ramadhan Budiyono Budiyono Calvin, Esagu John Catur Edi Widodo Chrisna Suhendi Cintika Oktavia Di Asih I Maruddani Di Mokhammad Hakim Ilmawan Dian Mariana L Manullang Dinar Mutiara Kusumo Nugraheni Dwi Ispriyanti Dyna Marisa Khairina eka rahmawati Ekky Rosita Singgih Wigati Endang Fatmawati Endang Fatmawati Fachry Abda El Rahman Faisal Fikri Utama Faliha Muthmainah Fath Ezzati Kavabilla Fatiya Nur Umma Ferry Hermawan Fiqria Devi Ariyani Firdonsyah, Arizona Gayuh Kresnawati Gertrude, Akello Ghifar Rahman Handayani, Sri Hanif Kusumasasmita Haritsa, Rifda Tsaqifarani Harjum Muharam Hasbi Yasin Hendri Setyawan Henny Widayanti, Henny Heriyanto Hizkia Christian Putra Setiadi Indra Jaya Infan Nur Kharismawan Intan Monica Hanmastiana Jafron Wasiq Hidayat Junta Zeniarja Kadarrisman, Vincensius Gunawan Slamet Kiswanto Kiswanto M. Afif Amirillah M. Andang Novianta Maharani, Chintya Ayu Mahrus Ali Maori, Nadia Annisa Maryono Maryono Maryono Maryono Masruroh, Fitriana Maulida Najwa, Maulida Mifta Ardianti Moch. Abdul Mukid Mochamad Arief Budihardjo Moh Ali Fikri mohamad jamil muhammad shodiq Muliyadi Muliyadi Munji Hanafi Mustafid Mustafid Mustaqim Mustaqim, Mustaqim Nisa Afida Izati Noor Azizah Nur Fitriyah Nurcahyanti, Tri Meida Nurul Hidayati Oktavia, Cintika Oky Dwi Nurhayati Pandu Anggara Paul, Gudoyi M Perdana, Ery Purwanto Purwanto Puspita Kartikasari Putri, Nitami Lestari R Rizal Isnanto R. Rizal Isnanto Rachmat Gernowo Rachmat Gernowo Rahmat Gernowo Rahmatul Akbar Ratna Kencana Putri Rini Nuraini Rita Rahmawati Rita Rahmawati Riva Amrulloh Riza Rizqi Robbi Arisandi Royani, Noorhanida Rukun Santoso Rully Rahadian Safitri, Adila Salma Farah Aliyah Sang Nur Cahya Widiutama Sari, Juwita Dwinda Silvia Elsa Suryana Siti Fadhilla Femadiyanti Sri Endah Moelya Artha Sri Sumiyati Sudarno Sudarno Sudarno Sudarno Sudarno utomo Sugito Sugito Sulardjaka Sulardjaka Suparti Suparti Syafrudin Syafrudin Tarno Tarno Tarno Tarno Tatik Widiharih Tatik Widiharih Ta’fif Lukman Afandi Tri Yani Elisabeth Nababan Ummayah, Putri Qodar Vincensius Gunawan Slamet Kadarrisman Wahyul Amien Syafei Whisnumurti Adhiwibowo Wibowo, Catur Edi Widiyatmoko, Carolus Borromeus Winahyu Handayani Yanuar Yoga Prasetyawan Yundari, Yundari