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ESTIMASI PARAMETER DAN PENGUJIAN HIPOTESIS MODEL GEOGRAPHICALLY WEIGHTED GENERALIZED GAMMA REGRESSION Hasbi Yasin; Purhadi Purhadi; Achmad Choiruddin
Jurnal Gaussian Vol 11, No 1 (2022): 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.v11i1.33990

Abstract

Each location has unique characteristics, which are different from other locations which give rise to spatial effects between locations. Therefore, the Generalized Gamma Regression (GGR) model is not suitable to be applied to this problem. The solution is to use a Geographically Weighted Generalized Gamma Regression (GWGGR) model which produces different parameters for each observation location. This study aims to estimate GWGGR parameters using the Berndt-Hall-Hall-Hausman (BHHH) algorithm. After parameter estimation is performed, the hypothesis testing procedure is used to test the similarity of parameters between the generalized gamma regression and GWGGR and to test the significance of the independent variables in the model, either simultaneously using the Maximum Likelihood Ratio Test (MLRT) or partially using the Z-test. Keywords: BHHH, Generalized Gamma, GGR, GWGGR, MLRT.
PEMODELAN TRANSFORMASI FAST-FOURIER PADA VALUASI OBLIGASI KORPORASI (Studi Kasus: PT. Bank Danamon Tbk, PT. Bank CIMB Niaga Tbk, dan PT. Bank UOB Indonesia Tbk) Ubudia Hiliaily Chairunnnisa; Abdul Hoyyi; Hasbi Yasin
Jurnal Gaussian Vol 10, No 1 (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.v10i1.30937

Abstract

The basic assumption that is often used in bond valuations is the assumption on the Black-Scholes model. The practical assumption of the Black-Scholes model is the return of assets with normal distribution, but in reality there are many conditions where the return of assets of a company is not normally distributed and causing improperly developed bond valuation modeling. The Fast-Fourier Transform model (FFT) was developed as a solution to this problem. The Fast-Fourier Transformation Model is a Fourier transformation technique with high accuracy and is more effective because it uses characteristic functions. In this research, a modeling will be carried out to calculate bond valuations designed to take advantage of the computational power of the FFT. The characteristic function used is the Variance Gamma, which has the advantage of being able to capture data return behavior that is not normally distributed. The data used in this study are Sustainable Bonds I of Bank Danamon Phase I Year  2019 Series B, Sustainable Bonds II of Bank CIMB Niaga II Phase IV Year 2018 Series C, Sustainable Subordinated Bonds II of Bank UOB Indonesia Phase II 2019. The results obtained are FFT model using the Variance Gamma characteristic function gives more precise results for the return of assets with not normal distribution.  Keywords: Bonds, Bond Valuation, Black-Scholes, Fast-Fourier Transform, Variance Gamma
ANALISIS MODEL ANTREAN NON-POISSON DAN UKURAN KINERJA SISTEM BERBASIS GUI WEB INTERAKTIF MENGGUNAKAN R-SHINY (Studi Kasus: Bus di Terminal Penggaron Kota Semarang) Devi Wijayanti; Sugito Sugito; Hasbi Yasin
Jurnal Gaussian Vol 9, No 4 (2020): 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.v9i4.29010

Abstract

Since September 1, 2018, The Semarang City Government has diverted intercity bus stop within the province from Terboyo Terminal to Penggaron Terminal, resulting in an imbalance of movement and capacity of the Penggaron Terminal which causes queue of bus. Non-Poisson queue is a queue model in which the arrival and service distribution do not have a Poisson distribution or do not have an Exponential distribution. The study was conducted on buses entering the Penggaron Bus Station with the destination of Jepara, Kedungjati, Juwangi, Yogyakarta, Kudus/Pati/Lasem, Pekalongan/Tegal, and Purwokerto/Purworejo. The main goal of this project is to identify the queue model of Non-Poisson and calculate the measure of system performance using the GUI R. One of the programs in R that can create an interactive web-based GUI (Graphical User Interface) is R-Shiny. R-Shiny is a toolkit of R programs that can be used to create online programs. The distribution test obtained using the EasyFit program. The bus queue model of Jepara is (DAGUM/GEV/4):(GD/∞/∞), the queue model of Kedungjati is (GPD/ DAGUM/1):(GD/∞/∞), the queue model of Juwangi is (GEV/ GEV/1):(GD/∞/∞), the queue model of Yogyakarta is (DAGUM/ DAGUM/1) : (GD/∞/∞), the queue model of Kudus/Pati/Lasem is (DAGUM/GEV/1):(GD/∞/∞), the queue model of Pekalongan/Tegal is (GEV/DAGUM/1):(GD/∞/∞), and the queue model of Purwokerto/Purworejo is (GPD/DAGUM/1) : (GD/∞/∞). 
PENERAPAN METODE WAVELET NEURO-FUZZY SYSTEM (WNFS) DALAM MEMPREDIKSI HARGA BERAS DUNIA (Studi Kasus: Harga Beras Thailand sebagai Harga Acuan Dunia) Sri Endah Moelya Artha; Hasbi Yasin; Budi Warsito
Jurnal Gaussian Vol 6, No 4 (2017): 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.v6i4.30381

Abstract

Rice trade is one of the food resistance components in terms of its availability. The comprehensive integration between international commodity rice prices and domestic prices encourage the prediction of world rice prices, using the Thai rice price as the world's reference price. In this study, the wavelet neuro-fuzzy system which combines the wavelet transform and the neuro-fuzzy technique has been applied to monthly predict the world rice price. The observed monthly rice price data are decomposed into some sub-series components by maximal overlap discrete wavelet transform (MODWT), and then the appropriate sub-series that have higher correlation to the real data are used as inputs of the neuro-fuzzy model for monthly predicting world rice prices for six months in advance. The neuro-fuzzy model is begun with determining the membership value of each data using Fuzzy C-Means, followed by fuzzy inference procedure of the Sugeno zero-order model. Obtained results showed that the WNFS method can be used to predict the world rice price, with the error value resulted from learning process of MSE 20,69097 and MAPE 0,65584%. While the error measurement results for the six months in advance prediction shows the acquisition of MSE 3610,14847 and MAPE 13,62334%. Keywords : Prediction of Monthly World Rice Price, Maximal Overlap Discrete Wavelet Transform, Neuro-fuzzy System.
Aplikasi Teknologi Ulir Filter (TUF) dengan Media Geomembrane sebagai Upaya Peningkatan Kualitas dan Kuantitas Produksi Garam di Kabupaten Pati Jawa Tengah Hasbi Yasin; Sugito Sugito; Moch. Abdul Mukid; Alan Prahutama
E-Dimas: Jurnal Pengabdian kepada Masyarakat Vol 10, No 2 (2019): E-DIMAS
Publisher : Universitas PGRI Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26877/e-dimas.v10i2.3015

Abstract

Kebutuhan akan garam semakin meningkat, baik kebutuhan garam rumah tangga apalagi kebutuhan terhadap garam industri. Kabupaten Pati sebagai salah satu pusat produksi garam di Jawa Tengah diharapkan mampu untuk memenuhi permintaan garam yang semakin meningkat. Upaya yang dapat dilakukan adalah dengan peningkatan kualitas dan kuantitas garam melalui teknologi yang tepat, murah, dan mudah diaplikasikan oleh para petani garam. Salah satu metode yang dapat digunakan adalah produksi garam dengan sistem Teknolgi Ulir Filter (TUF) dengan media Geomembrane. Metode ini mampu meningkatkan efisiensi waktu produksi dan juga mampu meningkatkan kualitas garam yang dihasilkan. Oleh karena itu, Tim Pengabdian PKUM Undip bekerja sama dengan Kelompok Usaha Garam Rakyat (KUGAR) Karya Makmur dan KUGAR Garam Mulya dalam upaya meningkatkan produksi kuantitas dan kualitas garam di Kabupaten Pati, Jawa Tengah. Kegiatan ini dilakukan dalam bentuk perbaikan Standar Operasional Prosedur (SOP) tentang teknik produksi garam dan pemberian bantuan alat produksi untuk meningkatkan kapsitas produksi dan kualitas garam yang dihasilkan. Hasil kegiatan ini mampu meningkatkan produksi garam mencapai 30-40% dengan kualitas garam yang lebih baik (Kualitas K1/Garam Super).
Perbaikan Manajemen UKM melalui Kartu Biaya Pesan Produksi Hasbi Yasin; Darwanto Darwanto; Hari Susanta Nugraha
E-Dimas: Jurnal Pengabdian kepada Masyarakat Vol 9, No 1 (2018): E-DIMAS
Publisher : Universitas PGRI Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26877/e-dimas.v9i1.1746

Abstract

Kain tenun sebagai kain budaya menjadi sangat penting dalam kehidupan masyarakat Indonesia. Salah satu sentra pengrajin kain tenun berada di desa Troso kecamatan Pecangaan kabupaten Jepara, yaitu pada UKM Ampel Jaya dan UKM Tiara. Permasalahan yang dihadapi salah satunya adalah masalah manajemen usaha dan produksi. Pada umumnya pengrajin tenun Troso memproduksi kain tenun berdasarkan pesanan dari klien atau pedagang kain dari luar daerah. Oleh sebab itu, maka diperlukan kecermatan agar dapat berproduksi seefisien mungkin. Pengrajin sering kali menghitung biaya produksi hanya berdasar perkiraan dan tidak ada ukuran yang jelas dalam menghitung besar biaya produksi. Tim Pelaksana IbPE memperkenalkan metode perhitungan biaya produksi dengan menggunakan Kartu Biaya Pesan Produksi untuk penetapan harga jual dan pengendalian biaya. Penerapan kartu ini juga sekaligus melengkapi program tahun sebelumnya yaitu tentang penggunaan Papan Informasi Produk dan Papan Informasi Stok. Dengan memanfaatkan media yang ada, UKM mitra dapat terbantu dalam menganalisa kondisi usahanya secara lebih jelas dan akurat sehingga bisa menjadi bahan rujukan dalam mengambil keputusan bisnis yang tepat.
Sosialisasi Pengelolaan Limbah Industri Batik pada Program IbPUD Kerajinan Batik Bakaran di Kabupaten Pati Jawa Tengah Abdul Hoyyi; Sugito Sugito; Hasbi Yasin
E-Dimas: Jurnal Pengabdian kepada Masyarakat Vol 9, No 2 (2018): E-DIMAS
Publisher : Universitas PGRI Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26877/e-dimas.v9i2.1785

Abstract

Batik Bakaran merupakan batik tulis khas Kabupaten Pati yang berasal dari Desa Bakaran, Kecamatan Juwana Jawa Tengah. Proses pembuatan batik tulis tidak terlepas dari apa yang dinamakan limbah. Limbah industri batik terdiri atas limbah cair, limbah padat dan limbah gas. Pengelolaan limbah yang kurang baik akan mengakibatkan pencemaran lingkungan dan bisa merusak ekosistem sekitarnya. Oleh karenanya perlu dilakukan sosialisasi pengelolaan limbah terhadap UKM-UKM Batik di Desa Bakaran Juwana Pati dengan narasumber dari Balai Besar Kerajinan dan Batik (BBKB) Yogyakarta. Metode pelaksanaan dilakukan dengan paparan materi dan diskusi aktif dengan UKM. Penanganan limbah bisa dilakukan melalui tahapan proses yaitu proses Kimia, proses Fisika dan proses Biologi. Dalam sosialisasi ini dibahas beberapa teknik pengelolaan limbah, dan lebih difokuskan kepada proses pada IPAL batik BBKB Yogyakarta. Tahapan prosesnya adalah: penyisihan lilin, pengendapan, koagulasi dan flokulasi, proses Biologi dan absorbsi arang aktif. Kegiatan ini diakhiri dengan kunjungan langsung dari BBPK ke lokasi pembuangan limbah industri batik.
Metode Permukaan Respon dan Aplikasinya pada Pengolahan Air Limbah Lindi Hitam dengan Menggunakan Reaksi Fenton Ajeng Arum Sari; Muryanto; Hasbi Yasin
Jurnal Riset Teknologi Pencegahan Pencemaran Industri Vol. 8 No. 1 (2017)
Publisher : Balai Besar Standardisasi dan Pelayanan Jasa Pencegahan Pencemaran Industri

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21771/jrtppi.2017.v8.no1.p23-34

Abstract

Pembuatan bioetanol dari tandan kosong kelapa sawit menghasilkan lindi hitam dengan karakteristik nilai COD tinggi dan nilai oksigen terlarut rendah. Lignin sebagai senyawa utama dalam lindi hitam dapat didegradasi dengan menggunakan oksidasi tinggi dari sistem radikal OH seperti metode Fenton. Setelah itu, lindi hitam tersebut dapat didekolorisasi. Tujuan penelitian ini adalah untuk mengetahui kondisi optimum variabel pH, konsentrasi FeSO4, dan konsentrasi H2O2 untuk mendekolorisasi lindi hitam dengan menggunakan metode desain komposit pusat. FeSO4 dan H2O2 digunakan untuk reagen Fenton. Proses pengadukan dilakukan di jar test dengan kecepatan 200 rpm selama 10 menit, kemudian kecepatan pengadukan diturunkan hingga 50 rpm selama 2 jam, dan disedimentasi 24 jam. Dekolorisasi tertinggi lindi hitam diperoleh sebesar 53% pada pH 13 dengan perbandingan volume H2O2 dan FeSO4 1: 1. Metode Fenton mampu mendekolorisasi air limbah lindi hitam dari proses bioetanol sebesar 52% pada pH 13 dengan rasio volume Metode permukaan respon merupakan metode yang baik untuk mengoptimasi variabel-variabel sehingga mampu meningkatkan efisiensi dekolorisasi air limbah lindi hitam. Dekolorisasi air limbah lindi hitam dapat ditingkatkan hingga mencapai 73% apabila pH, konsentrasi FeSO4, dan konsentrasi H2O2 yang digunakan masing-masing sebesar 6,64; 0,1 mM, dan 3,68 mM. Hal ini menunjukkan bahwa metode Fenton mempunyai potensi dalam mengatasi permasalahan air limbah lindi hitam pada proses pembuatan bioetanol.
LIFE EXPECTANCY MODELING USING MODIFIED SPATIAL AUTOREGRESSIVE MODEL Hasbi Yasin; Budi Warsito; Arief Rachman Hakim; Rahmasari Nur Azizah
MEDIA STATISTIKA Vol 15, No 1 (2022): 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.15.1.72-82

Abstract

The presence of outliers will affect the parameter estimation results and model accuracy. It also occurs in the spatial regression model, especially the Spatial Autoregressive (SAR) model. Spatial Autoregressive (SAR) is a regression model where spatial effects are attached to the dependent variable. Removing outliers in the analysis will eliminate the necessary information. Therefore, the solution offered is to modify the SAR model, especially by giving special treatment to observations that have potentially become outliers. This study develops to modeling the life expectancy data in Central Java Province using a modified spatial autoregressive model with the Mean-Shift Outlier Model (MSOM) approach. Outliers are detected using the MSOM method. Then the result is used as the basis for modifying the SAR model. This modification, in principle, will reduce or increase the average of the observed data indicated as outliers. The results show that the modified model can improve the model accuracy compared to the original SAR model. It can be proved by the increased coefficient of determination and decreasing the Akaike Information Criterion (AIC) value of the modified model. In addition, the modified model can improve the skewness and kurtosis values of the residuals getting closer to the Normal distribution.
MODELING LIFE EXPECTANCY IN CENTRAL JAVA USING SPATIAL DURBIN MODEL Arief Rachman Hakim; Hasbi Yasin; Agus Rusgiyono
MEDIA STATISTIKA Vol 12, No 2 (2019): 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 (720.681 KB) | DOI: 10.14710/medstat.12.2.152-163

Abstract

Central Java in 2017 was one of the provinces with high life expectancy, ranking second. Life expectancy of Central Java Province in 2017 is 74.08% per year. The fields of education, health and socio-economics, are several factors that are thought to influence the life expectancy in an area. To find out what factors that the regression analysis method can use to find out what factors influence the life expectancy. But in observations found data that have a spatial effect (location) called spatial data, a spatial regression method was developed such as linear regression analysis by adding spatial effects. One form of spatial regression is Spatial Durbin Model (SDM) which has a form like the Spatial Autoregressive Model (SAR). The difference between the two if in the SAR model the effect of spatial lag taken into account in the model is only on the response variable (Y) but in the SDM method, effect of spatial lag on the predictor variable (X) and response (Y) are also taken into account. Selection of the best model using Mean Square Error (MSE), obtained by the MSE value of 1.156411, the number mentioned is relatively small 0, which indicates that the model is quite good.
Co-Authors Abdul Hoyyi Achmad Choiruddin Adi Waridi Basyiruddin Adi Waridi Basyirudin Arifin Agus Rusgiyono Ajeng Arum Sari Alan Prahutama Alvita Rachma Devi Amanda Lucky Berlian Andreanto Andreanto Anggun Perdana Aji Pangesti Arief Rachman Hakim Arief Rachman Hakim Arumningtyas, Felinda Baluk, Andreas Pedo Bens Pardamean Budi Warsito Budi Warsito Danang Chandra Pradana, Danang Chandra Dani Al Mahkya Darwanto Darwanto Devi Wijayanti Dewi Setya Kusumawardani Dharmawan, Bagus Dwiky Dhea Kurnia Mubyarjati Di Asih I Maruddani Di Asih I Maruddani Di Asih I Maruddani Diah Safitri Dwi Hasti Ratnasari Dwi Ispriyanti Eko Siswanto Fadhilla Atansa Tamardina Fiqria Devi Ariyani Gera Rozalia Hanien Nia H Shega Hari Susanta Nugraha Hendrian, Jody Hidayatul Musyarofah Hindun Habibatul Mubaroroh Ika Chandra Nurhayati Inas Hasimah Inayati, Syarifah Indah Suryani Innosensia Adella Intan Monica Hanmastiana Isna Wulandari Ispriyansti, Dwi Johanes Roisa Prabowo Kadi Mey Ismail Kurniawan, Isma Dwi Lutfia Septiningrum Maghfiroh Hadadiah Mukrom Maria Odelia Mas'ad, Mas'ad Maulana Taufan Permana Mega Fitria Andriyani Meilia Kusumawardani, Meilia Moch. Abdul Mukid Mochammad Iffan Zulfiandri MUHAMMAD HARIS Muhammad Mujahid Muhammad Tahmid Muryanto Muryanto Muryanto, Muryanto Mustafid Mustafid Mutiara, Dinar Nova Delvia Nur Azizah Nur Indah Yuli Astuti, Nur Indah Yuli Pandu Anggara Purhadi Purhadi Puspita Kartikasari Ragil Saputra Rahmasari Nur Azizah Reza Dwi Fitriani Rezzy Eko Caraka Riama Oktaviani Samosir, Riama Oktaviani Rifki Adi Pamungkas, Rifki Adi Rita Rahmawati Rita Rahmawati Riza Fahlevi Rizki Brendita Br Tarigan Rose Debora Julianisa, Rose Debora Rukun Santoso Rung Ching Chen Saepudin, Yunus Sakhinah Abu Bakar Salma Farah Aliyah Sari, Ajeng Arum Sari, Indri Puspita Satriyo Adhy Setiawan Setiawan Setyoko Prismanu Ramadhan Siahaan, Rina Br Siska Alvitiani Siti Maulina Meutuah Sri Endah Moelya Artha Sudarno Sudarno Sudarno Sudarno Sugito Sugito - Sugito Sugito Suhartono Suhartono Suparti Suparti Tarno Tarno Tarno Tarno Tatik Widiharih Tiani Wahyu Utami Tsania Faizia Ubudia Hiliaily Chairunnnisa Via Risqiyanti Wahyu Sabtika Wawan Sugiarto, Wawan Wulandari, Heni Dwi Wulandari, Isna Youngjo Lee Yuciana Wilandari Yudha Subakti, Yudha Zulfa Wahyu Mardika, Zulfa Wahyu