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Journal : Jurnal Gaussian

PENERAPAN MODEL INDEKS TUNGGAL UNTUK OPTIMALISASI PORTOFOLIO DAN PENGUKURAN VALUE AT RISK DENGAN VARIANCE COVARIANCE (Studi Kasus: Saham yang Stabil dalam LQ 45 Selama Periode Februari 2011 – Juli 2016) Hanifa Eka Oktafiani; Di Asih I Maruddani; Suparti Suparti
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 (579.564 KB) | DOI: 10.14710/j.gauss.v6i1.14764

Abstract

One of popular investments among investors is investing in a form of stock in go public companies. Investing stocks must not be separated from a wide variety of risks. One way to minimize risk is by taking a portfolio of several stocks. This research uses single index model to form portfolio of several stocks because it has simple computation than other method. This model based on the observation that price of securities have linier fluctuation with market indeks. Estimate of Value at Risk (VaR) can be calculated using variance covariance method which requires that return of a stock and return portfolio of several stocks have a normal distribution. This research aplicated to stable several stocks, in the meaning that always recorded in LQ 45 during February 2011 until July 2016. Based on 21 stable stocks in LQ 45, there are six stocks included in the optimal portfolio. That is stock of GGRM (Gudang Garam Ltd.), BBCA (Bank Central Asia Ltd.), JSMR (Jasa Marga Persero Ltd.), LPKR (Lippo Karawaci Ltd.), BBRI (Bank Rakyat Indonesia Persero Ltd.), and INDF (Indofood Sukses Makmur Ltd.), which estimated of VaR in a month after investing on optimal portfolio at 95% confidence level is Rp 7.846.572,00 from initial capital of Rp 100.000.000,00. Keywords: Portfolio, Stock, Single Index Model, Variance Covariance, LQ 45 
ANALISIS PENGARUH KUALITAS LAYANAN DAN KUALITAS PRODUK TERHADAP LOYALITAS PELANGGAN PADA ONLINE SHOP MENGGUNAKAN STRUCTURAL EQUATION MODELING Fina Fitriyana; Mustafid Mustafid; Suparti Suparti
Jurnal Gaussian Vol 2, No 2 (2013): 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 (679.663 KB) | DOI: 10.14710/j.gauss.v2i2.2776

Abstract

Semakin meningkatnya jumlah pengguna internet membawa dampak yang besar bagi dunia bisnis dengan berbelanja lewat internet sebagai lifestyle. Fenomena ini membuat para pebisnis mulai beralih dari pemasaran tradisional ke pemasaran modern seperti membuka toko online lewat website maupun social media. Penelitian ini bertujuan menganalisa pengaruh kualitas layanan dan kualitas produk terhadap loyalitas pelanggan  pada  online shop. Model yang dipakai adalah model e-SERVQUAL dan metode analisisnya menggunakan structural equation modeling (SEM). Hasil dari penelitian ini menunjukkan adanya hubungan antara kualitas layanan dan kualitas produk terhadap loyalitas pelanggan pada online shop. Variabel indikator daya tanggap memiliki pengaruh yang paling besar terhadap variabel kualitas layanan pada online shop. Sedangkan, variabel indikator daya tahan memiliki pengaruh yang paling besar terhadap variabel kualitas produk pada online shop.
PERHITUNGAN SUKU BUNGA EFEKTIF UNTUK PENENTUAN ALTERNATIF PEMBIAYAAN KENDARAAN MOTOR PADA LEASING DAN BANK DENGAN METODE INTERPOLASI LINIER (Studi Kasus Harga Sepeda Motor Honda Beat Injeksi Terdaftar Bulan September 2014) Swasnita Swasnita; Suparti Suparti; Sugito Sugito
Jurnal Gaussian Vol 4, No 2 (2015): 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 (369.441 KB) | DOI: 10.14710/j.gauss.v4i2.8589

Abstract

Imposition of interest rates by the bank and leasing in providing credit is different. The interest rate usually not included in the brochure loan installments. The calculation of the interest rate can be calculated using the flat rate and the effective interest rate. In the calculation of the effective interest rate can be performed using linear interpolation. Determination of the motorcycle financing alternative most favorable to the customer, can be seen from the lowest interest rates charged. The results of the case study Honda Beat injection prices listed September 2014 on credit motorcycle through leasing Central Sentosa Finance (CSF), leasing Adira Multifinance (Adira) and credit through Bank Rakyat Indonesia showed the lowest interest rate on the lease Central Sentosa Finance (CSF). In addition to low interest rates charged are other benefits that the filing procedures quickly and without collateral (guarantee). Keywords : Flat Interest Rate, Effective Interest Rate, Linear Interpolation, Leasing, Bank
PEMILIHAN MODEL REGRESI POLINOMIAL LOKAL DAN SPLINE UNTUK ANALISIS DATA INFLASI DI JAWA TENGAH Elyas Darmawan; Suparti Suparti; Moch. Abdul Mukid
Jurnal Gaussian Vol 3, No 2 (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 (595.089 KB) | DOI: 10.14710/j.gauss.v3i2.5910

Abstract

Inflation becomes one of important problems as parameter of economic growth and determiner factor for government in formulating fiscal, monetary and nonmonetary policy. But, these days the policies were arranged can’t give the positive response to inflation pressure in the future.  Therefore, the prediction of inflation rates are needed. Inflation rates are predicted by nonparametric regression approach because of the fluctuation of inflation which can’t be solved by classic time series models. In this research, the best nonparametric regression models are selected between local polynomial and spline regression to predict Central Java Inflation movement in 2014. Based on analysis, the best nonparametric regression is spline order 2, knot points are 5,37; 5,44; 5,59 and 9,01 with GCV 0,4367286. By using that model, the prediction of Central Java inflation got down since October 2013 until February 2014 on level 7% and March until December 2014 on level 6%.
KLASIFIKASI TINGKAT KELUARGA SEJAHTERA DENGAN MENGGUNAKAN METODE REGRESI LOGISTIK ORDINAL DAN FUZZY K-NEAREST NEIGHBOR (STUDI KASUS KABUPATEN TEMANGGUNG TAHUN 2013) Dini Puspita; Suparti Suparti; Yuciana Wilandari
Jurnal Gaussian Vol 3, No 4 (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 (400.874 KB) | DOI: 10.14710/j.gauss.v3i4.8075

Abstract

Indonesian is a country that have a lot of people, its about 250 millions people. Each of they have a family. Family is a group of person who have relationship and responsibility for each other. The characteristic of family is very important in relationship with society. A lot of requirement must to be have in family. Ownership requirement in family can be figure of that family. In case, accuracy of classification about prosperity family in Kabupaten Temanggung 2013th will be analysed, in BKKBN is have 5 level of prosperity family, there are pra prosperity family, prosperity family 1, prosperity family 2, prosperity family 3, and prosperity family 3 plus. Regression Logistics Ordinal method and Fuzzy K-Nearest Neighbor (FK-NN) method be use for analysis this minithesis. From the analysis regression logistics ordinal accuracy of classification have value 80,47%, and FK-NN have value 87,60%. Both of the value accuracy of classification can get conclusion regression logistics ordinal method have a less value than FK-NN. So FK-NN method is a best method for level of prosperity family in Kabupaten Temanggung 2013th.Keywords : Prosperity Family, Regression Logistics Ordinal, Fuzzy K-Nearest Neighbor (FK-NN)
ANALISIS KETAHANAN HIDUP PENDERITA TUBERKULOSIS DENGAN MENGGUNAKAN METODE REGRESI COX KEGAGALAN PROPORSIONAL (Studi Kasus di Puskesmas Kecamatan Kembangan Jakarta Barat) Wulan Safitri; Triastuti Wuryandari; Suparti Suparti
Jurnal Gaussian Vol 5, No 4 (2016): 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 (881.966 KB) | DOI: 10.14710/j.gauss.v5i4.14735

Abstract

Tuberculosis (TB) is an infectious disease caused by the bacteria of the Mycobacterium groups that is Mycobacterium Tuberculosis. Most of the TB germs attack the lungs, but can also on other organs. In Indonesia based on the Survei Kesehatan Rumah Tangga (SKRT) in 2001 showed TB is the first cause of death in the group of infectious diseases. To determine the factors that affect the rate of healing of patients with TB is using regression analysis, because the dependent variable is the time of failure that equipped with censorship then used cox proportional hazard regression. Cox proportional hazard regression is a regression model that is often used in survival analysis. Survival analysis is the phrase used to describe the analysis of data in the form of times from a well-defined time origin until the occurrence of some particular event or end-point. The cases examined in this study are the factors that affect the rate of healing of patients with TB in Puskesmas Kecamatan Kembangan Jakarta Barat. The conclusion state that the factors affecting the rate of healing of patients with TB are a source of transmitting and medicine records. Keywords: Tuberculosis, Survival Analysis, Cox Proportional Hazard Regression
ANALISIS PROCRUSTES PADA INDIKATOR INDEKS PEMBANGUNAN MANUSIA (IPM) DI KABUPATEN/KOTA PROVINSI JAWA TENGAH (STUDI KASUS IPM TAHUN 2008 DAN 2013) Bunga Maharani; Moch. Abdul Mukid; Suparti Suparti
Jurnal Gaussian Vol 4, No 4 (2015): 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 (584.675 KB) | DOI: 10.14710/j.gauss.v4i4.10129

Abstract

Human Development Index (HDI) as a measure of development in the performance of a whole formed through the approach of the four indicators which is real expenditure per capita, the average length of school, literacy rates and life expectancy. To learn about how the in contributing each indicators need to be identified the changes that occurred. Of the changes can use these as an ingredient of analysis in order to cope with or reduce the problems of development to realize the quality sustainably. Hence, this study aims to know of the changes of HDI in Central Java by mapping position of districts there are into a map geometry resulting from metric multidimensional scaling analysis. Where in 2008 as the beginning of leadership and 2013 as the end of leadership of Provincial Governor of Central Java Mr. Bibit Waluyo for five years served. By using an analysis procrustes, obtained the results that in the early period and the end of having the consistency of 90,53 %. In other words, the similarity of the large this indicates that at the beginning and end leadership of relatively no change.Keywords: Indicator, Map geometry, Metric multidimensional scaling, Changes analysis procrustes. 
ANALISIS DATA RUNTUN WAKTU MENGGUNAKAN METODE WAVELET THRESHOLDING DENGAN MAXIMAL OVERLAP DISCRETE TRANSFORM Dyah Ayu Kusumaningrum; Suparti Suparti; Di Asih I Maruddani
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 (695.996 KB) | DOI: 10.14710/j.gauss.v6i1.16132

Abstract

Wavelet is a mathematical tool for analyzing time series data. Wavelet has certain properties one of which is localized in the time domain and frequency and form an orthogonal basis in the space L2(R). There are two types of wavelet estimators are linear and nonlinear wavelet estimators. Linear wavelet estimators can be analyzed using the approach of Multiresolution Analysis (MRA), while nonlinear wavelet estimator called Wavelet Thresholding. Wavelet thresholding are emphasizing the reconstruction of wavelet using a number of the largest coefficient or can be said that only coefficient greater than a value taken, while other coefficients are ignored. There’re several factors that affect the smooth running of the estimation are the type of wavelet function, types of functions of thresholding, thresholding parameters, and the level of resolution. Therefore, in this thesis will have optimal threshold value in analyzing the data. Wavelet Thresholding method provides value of Mean Square Error (MSE) that  smaller compare to wavelet method with the approach Multiresolution Analysis (MRA). In this case study Wavelet Thresholding are considered better in the analysis of time series data. Keywords: Multiresolution Analysis, Wavelet Thresholding Estimator.
ANALISIS ANTRIAN DALAM OPTIMALISASI SISTEM PELAYANAN KERETA API DI STASIUN PURWOSARI DAN SOLO BALAPAN Siti Anisah; Sugito Sugito; Suparti Suparti
Jurnal Gaussian Vol 4, No 3 (2015): 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 (445.626 KB) | DOI: 10.14710/j.gauss.v4i3.9545

Abstract

Train is one of mass transportation’s mode in great demand by the people of Indonesia. Purwosari and Solo Balapan stations are place which often visited by the public to travel long distances by using the train from economy class, business and executive. With so many types of trains that pass through the station, so the queuing analysis needs to be done to find out how the train service system at the station.  From the results obtained, the queuing model at the Purwosari station is (M/M/2):(GD/∞/∞) for model lanes of 1 and 4 and lanes of 2 and 3. For the queuing model from lanes of 1 and 5 in the Solo Balapan station obtained models (M/M/2):(GD/∞/∞). Later models of queuing lanes of 2,3, and 4 at the station Solo Balapan is (M/M/3):(GD/∞/∞), while lane of 6 is (M/M/1):(GD/∞/∞). Keywords: Train, Purwosari and Solo Balapan Stations, Queuing models. 
PERBANDINGAN MODEL REGRESI BINOMIAL NEGATIF DENGAN MODEL GEOGRAPHICALLY WEIGHTED POISSON REGRESSION (GWPR) (Studi kasus : Angka Kematian Ibu di Provinsi Jawa Timur Tahun 2011) M. Ali Ma'sum; Suparti Suparti; Dwi Ispriyanti
Jurnal Gaussian Vol 2, No 3 (2013): 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 (725.605 KB) | DOI: 10.14710/j.gauss.v2i3.3671

Abstract

Maternal mortality rate is one of the crucial problems of death in Indonesia. Maternal deaths in East Java province is likely to increase so that the role of data and information are very important. Negative Binomial Regression is a model that can be used to address the problem overdispersion. While the method of spatial attention factor for type discrete data is Geographically Weighted Poisson Regression Model (GWPR). This study was conducted on the comparison between the Negative Binomial Regression and GWPR to discuss the factors that influence maternal mortality rate in the province of East Java. Indicators that affect maternal mortality include maternal health services. Maternal health services such as antenatal care, obstetric complications treated, Aid deliveries by skilled health care child birth, and neonatal health care services handled neonatal complications. The results of testing the suitability of model shows that there is no influence of spatial factors on maternal mortality rate in the province of East Java. Based on Negative Binomial Regression derived variable number of puerperal women who received vitamin A significantly affect maternal mortality rate, while for GWPR is divided into six clusters districts/cities by same significant variables. From the comparison value of AIC was found that GWPR better to analyzing Maternal mortality in East Java because it has the smallest value of AIC