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Comparison of Discriminant Analysis and Support Vector Machine on Mixed Categorical and Continuous Independent Variables for COVID-19 Patients Data Haikal, Husnul Aris; Wigena, Aji Hamim; Sadik, Kusman; Efriwati, Efriwati
Scientific Journal of Informatics Vol 11, No 1 (2024): February 2024
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v11i1.48565

Abstract

Purpose: Numerous factors can affect the duration of COVID-19 recovery. One method involves utilizing natural herbal medication. This study seeks to determine the variables influencing the duration of COVID-19 recovery and to compare discriminant analysis and support vector machine models using COVID-19 patient data from West Sumatra.Methods: Two data mining methods, Discriminant Analysis and Support Vector Machine with different types of kernels (linear, polynomial, and radial basis function), were employed to categorize the time of COVID-19 recovery in this work. The study utilized 428 data points, with 75% allocated for training data and 25% for testing data. The independent factors were evaluated by determining the selection variables' information value (IV) to gauge their influence on the dependent variable. Data resampling techniques were employed to tackle the problem of data imbalance. This study employs data resampling techniques, including undersampling, oversampling, and SMOTE. The balancing accuracy of Discriminant Analysis and Support Vector Machine was examined.Result: The Discriminant Analysis with SMOTE achieved a balanced accuracy of 66.50%, outperforming the linear kernel Support Vector Machine with SMOTE, which had a balanced accuracy of 63.20% in this dataset.Novelty: This study assessed the novelty, originality, and value by comparing Discriminant Analysis and SVM algorithms with categorical and continuous independent variables. This research explores techniques for managing imbalanced data using undersampling, oversampling, and SMOTE, with variable selection based on information value assessment. 
Dimensionality Reduction Evaluation of Multivariate Time Series of Consumer Price Index in Indonesia Valentika, Nina; Sumertajaya, I Made; Wigena, Aji Hamim; Afendi, Farit Mochamad
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 10, No 1 (2026): January
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v10i1.34151

Abstract

Multivariate time series (MTS) analysis of the Consumer Price Index (CPI) in Indonesia often encounters challenges such as outliers, missing data, and inter-variable correlations. Principal Component Analysis (PCA) is a practical approach for dimensionality reduction; however, its performance may vary depending on the data characteristics. This study is a quantitative comparative study that integrates empirical analysis and Monte Carlo simulation based on a first-order Vector Autoregressive (VAR(1)) model to evaluate three PCA approaches: Classical PCA, Robust PCA (RPCA), and PCA of MTS. These methods were applied to weekly price data of eight strategic food commodities across 70 districts and cities in Indonesia. The evaluation employed three criteria: (1) dimensionality reduction efficiency (empirical and simulation), (2) reconstruction accuracy measured using Root Mean Square Error (RMSE) (empirical), and (3) robustness to outliers and inter-variable correlations (simulation). Empirical results indicate that Classical PCA (lag 1) and RPCA (lag 1) are both efficient and effective in reducing dimensionality with minimal information loss. Using the first three principal components, all three methods were able to explain at least 85% of the total variance, with lag 1 identified as optimal. Simulation results reveal that RPCA (lag 1) provides the most stable and consistent performance in the presence of outliers, while Classical PCA (lag 2) performs better under conditions of high inter-variable correlation and a low proportion of outliers. These findings suggest that robust covariance estimation can improve the accuracy of dimensionality reduction and enhance the stability of multivariate time-series analysis for food price data in Indonesia.
Household Climate Resilience Index and Its Determinants: An Empirical Study in DKI Jakarta Sundari, Marta; Sadik, Kusman; Wigena, Aji Hamim; Fitrianto, Anwar; Boer, Rizaldi
Jurnal Pengelolaan Sumberdaya Alam dan Lingkungan (Journal of Natural Resources and Environmental Management) Vol 16 No 2 (2026): Jurnal Pengelolaan Sumberdaya Alam dan Lingkungan (JPSL)
Publisher : Pusat Penelitian Lingkungan Hidup, IPB (PPLH-IPB) dan Program Studi Pengelolaan Sumberdaya Alam dan Lingkungan, IPB (PS. PSL, SPs. IPB)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jpsl.16.2.162

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Climate change has intensified environmental pressures in urban coastal areas, particularly in DKI Jakarta, where recurrent flooding, tidal inundation, and heat extremes threaten urban sustainability. This study developed a Household Climate Resilience Index (HCRI) to assess the resilience of urban households to climate-related hazards using a robust principal analysis (RPCA) framework. The analysis was based on household survey data from 221 respondents across 17 urban villages in Jakarta, encompassing four resilience dimensions: exposure, sensitivity, incremental adaptation, and transformational adaptation. RPCA with a minimum covariance determinant estimator was applied to minimize the influence of outliers and ensure stable component estimation. The results reveal clear spatial heterogeneity in resilience, characterized by a distinct north–south gradient: northern coastal areas such as Kamal, Koja, and Pluit show the lowest resilience due to high flood exposure and land subsidence, whereas central and southern areas exhibit stronger adaptive capacity. The key determinants of resilience include flood frequency, household education levels, per-family expenditure, and proactive adaptation behaviors. The Kendall correlation test (τ = 0.518, p = 0.015) confirmed a significant positive association between flood occurrence and low resilience levels. The developed HCRI provides a robust, data-driven framework to support targeted climate adaptation policies and urban resilience planning in Jakarta, Indonesia. HCRI outputs, together with the identified key determinants (flood frequency, education, per-family expenditure, and proactive adaptation), can guide the prioritization of urban environmental management and adaptation investments in the most vulnerable urban villages, including drainage upgrading, land subsidence control, and coastal protection.
PENGGUNAAN SUPPORT VECTOR REGRESSION DALAM PEMODELAN INDEKS SAHAM SYARIAH INDONESIA DENGAN ALGORITME GRID SEARCH Saputra, Galih Hedy; Wigena, Aji Hamim; Sartono, Bagus
Indonesian Journal of Statistics and Applications Vol 3 No 2 (2019)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v3i2.172

Abstract

Indonesia as the largest Muslim population country in the world is a very potential market for sharia stocks. Sharia stocks performance can be seen from the Indonesia Sharia Stock Index (ISSI). Stock index modeling is conducted to determine the factors that affect the stock index or to predict the value of the stock index. Modeling using regression analysis is based on assumptions that do not always match with the characteristics of stock data that fluctuate. Support Vector Regression (SVR) method is a non-parametric approach based on machine learning. The problem often encountered in the analysis using SVR is to determine the optimal parameters to produce the best model. The determination of the optimal parameters can be solved by using the grid search algorithm. The purpose of this research is to make ISSI model using SVR with grid search algorithm with independent variable BI Rate, money supply, and exchange rate (USD / IDR). The best SVR model was obtained using weekly data with a total of 343 periods as well as a linear kernel with parameters ε = 0.03 and C = 2. The evaluation of the best model SVR is RMSE of 2.289 and correlation value of 0.873.
PENENTUAN NILAI AMBANG BATAS SEBARAN PARETO TERAMPAT DENGAN MEASURE OF SURPRISE Karimah, Yumna; Wigena, Aji Hamim; Soleh, Agus Mohamad
Indonesian Journal of Statistics and Applications Vol 3 No 2 (2019)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v3i2.284

Abstract

Extreme rainfall can result in natural disasters such as floods and landslides. These natural disasters will cause damage and losses to the surrounding environment. Prevention of damage from natural disasters can be done by extreme rainfall estimation. Estimates of extreme rainfall are based on Generalized Pareto Distribution (GPD) which requires threshold value information. The threshold value can be determined by two methods, namely Mean Residual Life Plot (MRLP) and Measure of Surprise (MOS). The purpose of this study is to determine and compare the threshold values ​​of MRLP and MOS. The data used are 10-day and monthly rainfall data. The results of this study indicate that the procedure of MOS is shorter and easier than that of MRLP. Based on the cross validation result, the log-likelihood value of MOS is larger than that of MRLP, then MOS is better than MRLP.