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All Journal Xplore: Journal of Statistics Indonesian Journal of Statistics and Its Applications
Rahma Anisa
IPB University
Computer Science & IT Decision Sciences, Operations Research & Management Engineering Mathematics Other

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Pemodelan Pemodelan Angka Kematian Bayi di Jawa Barat Menggunakan Pendekatan Analisis Regresi Spline dan Kernel Riska Indah Puspita; Rahma Anisa; La Ode Abdul Rahman
Xplore: Journal of Statistics Vol. 11 No. 3 (2022): Vol. 11 No. 3 (2022)
Publisher : Department of Statistics, IPB

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (556.332 KB) | DOI: 10.29244/xplore.v11i3.1026

Abstract

The Infant Mortality Rate (IMR) is a very sensitive indicator of health service efforts, especially those related to newborns. IMR is also one of the problems that need to solve and the target of the SDGs number 3 (Good health and well-being). Java Province consists of 27 regencies/cities with an IMR of 3,26/1000 live births in 2019. The pattern of IMR data in West Java province had a pattern that changes at certain points so that the modeling is carried out using nonparametric regression. The selected nonparametric regression approach was spline regression which able to adapt more effectively with the characteristics of the data and kernel regression is easy to implementation. The explanatory variables used are life expectancy, the percentage of poor people, the open unemployment rate and the average length of schooling. The best model given by spline regression at 3 knot and kernel regression with bandwidth 1.2; 1.2; 1.1; and 1. Based model evaluation, the spline regression model's performance is better than the kernel regression with MSE, RMSE, and MAPE values are 0.66; 0.81, and 18.54%
Energy Sector Stock Price Forecasting with Time Series Clustering Approach: Peramalan Harga Saham Sektor Energi dengan Pendekatan Penggerombolan Data Deret Waktu Linda Sakinah; Rahma Anisa; I Made Sumertajaya
Indonesian Journal of Statistics and Applications Vol 8 No 2 (2024)
Publisher : Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i2p132-142

Abstract

Stock investment promises higher returns but carries high risks because unpredictable price fluctuations. Energy sector shows potential due to its highest sectoral index growth in 2022. However, this doesn’t indicate that stock price increases occur evenly among all issuers. Therefore, it’s necessary to analyze clustering of issuers based on similarity of their stock price movements and used for forecasting stock prices at cluster level. This study aims to evaluate performance of clustering energy sector issuers using autocorrelation-based distance and dynamic time warping(DTW), and to forecast stock prices at cluster level. The data used consists weekly closing stock prices. The clustering used hierarchical average linkage method. Stock price forecast for each cluster used ARIMA model and its performance was evaluated using rolling-cross validation. The results showed that DTW distance had the best clustering performance. Energy sector issuers were grouped into four clusters with strong cluster category, indicated by silhouette coefficient >0.71. ARIMA models for each cluster produced MAPE values between 10-20%, categorizing them as good forecasting models. Clusters A and D were recommended for investors because have highest potential for capital gain based on forecasted stock prices. That clusters also consisted of companies with strong fundamentals and dividend policies.
Co-Authors I Made Sumertajaya La Ode Abdul Rahman Linda Sakinah Riska Indah Puspita