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All Journal Jurnal Teknologi Informasi dan Ilmu Komputer Journal of Information Technology and Computer Science JIEET (Journal of Information Engineering and Educational Technology) Indonesian Journal of Electrical Engineering and Computer Science Indonesian Journal of Engineering and Technology (INAJET) Journal of Informatics and Computer Science (JINACS) Jurnal Ilmiah Edutic : Pendidikan dan Informatika J-Icon : Jurnal Komputer dan Informatika Repeater: Publikasi Teknik Informatika dan Jaringan Indonesian Journal of Electronics, Electromedical Engineering, and Medical Informatics
Ervin Yohannes
Unknown Affiliation
Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Education Electrical & Electronics Engineering Engineering Health Professions Materials Science & Nanotechnology Mechanical Engineering

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Penentuan Upah Minimum Kota Berdasarkan Tingkat Inflasi Menggunakan Backpropagation Neural Network (BPNN) Yohannes, Ervin; Mahmudy, Wayan Firdaus; Rahmi, Asyrofa
Jurnal Teknologi Informasi dan Ilmu Komputer Vol 2 No 1: April 2015
Publisher : Fakultas Ilmu Komputer, Universitas Brawijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (913.176 KB) | DOI: 10.25126/jtiik.201521128

Abstract

Upah Minimum Kota (UMK) adalah sebuah standardisasi upah atau gaji karyawan atau pegawai untuk diterapkan diperusahaan baik itu BUMN, BUMS, maupun perusahaan lain yang berskala besar. Faktor yang mempengaruhi UMK sangat banyak dan beragam salah satunya adalah rata-rata inflasi pengeluaran dimana terdapat 8 kategori yang dipakai. Tulisan ini memaparkan penggunaan Backpropagation Neural Network (BPNN) untuk memprediksi besarnya UMK. Pada tahap uji coba data dibagi menjadi dua bagian yaitu data latih dan data uji, dimana data latih digunakan untuk mencari jumlah iterasi, jumlah hidden layer, dan nilai learning rate yang optimal. Pengujian data latih memberikan hasil yakni jumlah iterasi optimal diperoleh pada saat iterasi 80, sedangkan untuk jumlah hidden layer yang optimal adalah sebanyak satu hidden layer dan untuk nilai learning rate optimal yakni pada saat bernilai 0.8. Semua variabel yang diperoleh dikatakan optimal karena memiliki rata-rata MSE paling kecil dibandingkan dengan data lainnya. Hasil yang diperoleh saat data uji dengan menggunakan iterasi, jumlah hidden layer, dan nilai learning rate yang optimal didapatkan hasil MSE sebesar 0.07280534710552478.
A Performance Comparison of LSTM and GRU Architectures for Forecasting Daily Bitcoin Price Volatility Nafisah, Nurun; Yamasari, Yuni; Yohannes, Ervin
JIEET (Journal of Information Engineering and Educational Technology) Vol. 9 No. 2 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/jieet.v9n2.p156-167

Abstract

The highly volatile movement of Bitcoin prices necessitates the use of prediction methods capable of accurately capturing complex and rapidly changing patterns. This study aims to compare the performance of two recurrent neural network architectures, namely Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU), in forecasting Bitcoin prices based on historical time series data. The analysis was conducted using daily closing price data, with several parameter configurations applied, including dropout value, learning rate, and number of epochs at a window size of 30. The training process was carried out using a univariate approach to assess the fundamental ability of each model to learn temporal patterns without the influence of external variables. The results indicate that the GRU model consistently outperforms LSTM across most experimental settings. The best performance was achieved with 30 epochs, dropout 0.1, and a learning rate of 0.001, producing RMSE 1478.333, MAE 1000.900, R² 0.996081, and MAPE 1.973072. These metrics demonstrate a lower error level and a stronger fit to actual Bitcoin price movements. Moreover, a paired t-test confirmed that the performance gap between the two models is statistically significant. Overall, the findings suggest that the Gated Recurrent Unit architecture is more efficient in capturing nonlinear patterns and responding to the volatile dynamics of cryptocurrency price fluctuations, making it a promising approach for future predictive modeling in financial time series.
Optimizing UKT Prediction Based on Socio-Economic Features: A Multimodel Evaluation with Feature Selection Srategies Putri, Windy Chikita Cornia; Yustanti, Wiyli; Yohannes, Ervin
EDUTIC Vol 12, No 2: 2025
Publisher : Universitas Trunojoyo Madura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21107/edutic.v12i2.31828

Abstract

Determining the tuition fee group (UKT) for new students in Indonesian public universities represents a complex challenge requiring an equitable, data-driven approach. This study introduces an integrative feature selection strategy that combines five popular techniques Chi-Square, Recursive Feature Elimination (RFE), LASSO Regression, Random Forest Importance, and Exploratory Factor Analysis (EFA) to extract the most relevant attributes from 53 socioeconomic variables of prospective students at Universitas Negeri Surabaya. As a novelty, the study identifies intersecting features consistently selected by all five methods and evaluates their impact on the performance of five classification algorithms: Support Vector Machine (SVM), Decision Tree, Random Forest, K-Nearest Neighbor (KNN), and Naïve Bayes. Experimental results demonstrate a significant improvement in accuracy, with SVM increasing from 0.7550 to 0.7810. These findings confirm that integrative feature selection can optimize model performance while reducing data complexity. This study provides a replicable methodological contribution for developing transparent and adaptive classification systems based on socioeconomic data in higher education contexts.
Comparative Analysis of Traditional Machine Learning Models (SVM, KNN, and Linear Regression) for KSE 100 Stock Price Forecasting Febriansyah, Aldin; Ervin Yohannes
Journal of Informatics and Computer Science (JINACS) Vol. 7 No. 02 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Abstract—The erratic volatility of stock prices presents a significant challenge for analysts and investors when making informed investment decisions. Although the Efficient Market Hypothesis suggests that price prediction is theoretically impossible, numerous studies indicate that predictive models can yield high-quality results. This research compares the effectiveness of three traditional machine learning algorithms—Support Vector Machine (SVM), K-Nearest Neighbors (KNN), and Linear Regression (LR)—in forecasting the daily stock prices of the KSE 100 Index from the Pakistan Stock Exchange (PSX). The study utilized 3,221 daily closing prices recorded between February 22, 2008, and February 23, 2021. The models were implemented in Python and optimized through hyperparameter tuning using GridSearchCV. To ensure robust evaluation, five distinct data-splitting techniques were employed: a chronological split of 2020 and proportional splits of 80:20, 75:25, and 70:30. Performance was measured using MSE, RMSE, MAE, MAPE, and Accuracy metrics. The findings reveal that Linear Regression (LR) consistently delivered the best and most stable performance across all testing schemes. LR achieved its highest accuracy of 97.9% and lowest error (MSE 0.000404) in the 70:30 split, while maintaining a 97.3% accuracy in the 2020 test data. In contrast, KNN was the most sensitive model, with accuracy dropping to 92.2% in the 30% test scheme. These results underscore that LR is the most accurate and dependable option for stock price time-series prediction among these traditional models, proving that simpler models can remain highly competitive. Keywords— Stock Price Forecasting, Machine Learning, Linear Regression (LR), Support Vector Machine (SVM), K-Nearest Neighbors (KNN).
Penerapan Deep Learning untuk Pengenalan Aktivitas Manusia Secara Non-Intrusif Menggunakan Wi-Fi Channel State Information Reza Pahlevi; Ervin Yohannes
Repeater : Publikasi Teknik Informatika dan Jaringan Vol. 4 No. 1 (2026): Januari: Repeater : Publikasi Teknik Informatika dan Jaringan
Publisher : Asosiasi Riset Teknik Elektro dan Informatika Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.62951/repeater.v4i1.818

Abstract

This study is motivated by the increasing need for accurate modeling and classification of one-dimensional signal data in intelligent systems. The rapid development of deep learning has led to the adoption of more adaptive and complex neural network architectures capable of capturing both temporal dependencies and local patterns in sequential data. This research aims to analyze and compare the performance of several deep learning models, namely Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), and a hybrid Convolutional Neural Network–GRU (CNN–GRU) model for signal data classification. The research method employs a quantitative experimental approach involving data preprocessing, windowing, model training, and performance evaluation. Model performance is evaluated using accuracy, precision, recall, and F1-score metrics. The results indicate that the hybrid CNN–GRU model outperforms the other models, particularly in capturing local features and long-term temporal dependencies within signal data. These findings suggest that the integration of convolutional layers and recurrent mechanisms enhances feature representation and learning stability. This study is expected to contribute both theoretically and practically to the development of deep learning models for signal processing and time-series-based intelligent applications.
Co-Authors Ahmad Fikri Hanafi Asyrofa Rahmi, Asyrofa Esti, Esti Yogiyanti Febriansyah, Aldin Mulyono, Alfito Nafisah, Nurun Putri, Windy Chikita Cornia Ramadhany, Sinta Dhea Reza Pahlevi Shih, Timothy K. Utaminingrum, Fitri Wayan Firdaus Mahmudy Wiyli Yustanti Yogiyanti, Esti YUNI YAMASARI