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Analisis Value At Risk Portofolio Saham Menggunakan Metode Varian-Kovarian Nur Rizki Wahidah; Yuki Novia Nasution; Nanda Arista Rizki
EKSPONENSIAL Vol 9 No 2 (2018)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Investing is a human effort to save a certain amount of money in time, in the hope of gaining some profit in the future. Investment decisions are fundamentally related to the management of funds in a given period, in which investors have hope to earn income or profit from the funds invested. Almost all investors do not want losses when investing. Various ways are done to avoid loss, or at least maximize profits with minimal risk. The value of risk that is often used is Value At Risk (VaR). Values At Risk (VaR) is one of the statistical tools used to measure the maximum loss of an asset or investment over a certain period with a certain degree of confidence to reduce the occurrence of the risk. This study aims to determine how the risk of stock portfolio of PT. Astra Agro Lestari Tbk (AALI) and PT.PP London Sumatra Indonesia Tbk (LSIP) use Value at Risk analysis using Varian-Covariance method at closing price of shares incorporated in Jakarta Islamic Index (JII) and Asset Value at Risk PT. Astra Agro Lestari Tbk (AALI) and PT.PP London Sumatra Indonesia Tbk (LSIP) to Value at Risk Portfolio. The results showed that if the initial fund invested to PT. Astra Agro Lestari Tbk. and PT.PP London Sumatra Indah Tbk. Rp. 10.000.000, - with a 95% confidence level obtained Value at Risk (VaR) of Rp. 369.682. this can be interpreted there is a 95% confidence that the losses received by investors will not exceed from Rp. 369.682..The result of PT. Astra Agro Lestari tbk. against portfolio risk at 6% and PT. PP London Sumatra Indonesia Tbk. of portfolio risk is 46%.

Perbandingan Klasifikasi Metode Naive Bayes dan Metode Decision Tree Algoritma (J48) pada Pasien Penderita Penyakit Stroke di RSUD Abdul Wahab Sjahranie Samarinda Irene Lishania; Rito Goejantoro; Yuki Novia Nasution
EKSPONENSIAL Vol 10 No 2 (2019)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Classification is a technique to form a model of the data that has not been classified, then the model can be used to classify new data. Naive Bayes is a classification using probability method based on the Bayes theorem with a strong assumption of independence. The decision tree algorithm (J48) is an implementation of the algorithm (C4.5) that produces decision trees. In this research, will be compared the results of classification accuracy with the naive Bayes method and the decision tree algorithm (J48) in stroke patients. That is, a person who has stroke will be classified by using the data of patients in Abdul Wahab Sjahranie Samarinda Hospital with 7 factors, namely age, gender, blood pressure, diabetes mellitus, dyslipidemia, uric acid levels and heart disease. The results showed that the decision tree algorithm (J48) method has the higher level of accuracy than the method naive Bayes for stroke classification.

Multi-Attribute Decision Making dengan Metode Fuzzy Technique for Order Preference by Similarity to Ideal Solution (FTOPSIS) Oktri Mayasari; Yuki Novia Nasution; Rito Goejantoro
EKSPONENSIAL Vol 9 No 1 (2018)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Fuzzy TOPSIS is a method that is used for identifying solution from one limited alternative set. The basic principle is that the chosen alternative must have the shortest distance from the positive ideal solution and the furthest distance from the negative ideal solution to determine relative proximity from an alternative with optimal solution. Fuzzy numbers in this method give effectiveness to determine the value of decision matrix. The purpose of this research is to find out the recommendation of investment in ADHI, PTPP, WIKA, and WSKT stocks by using fuzzy TOPSIS method. The alternatives that is used in this research are four stocks in the building construction sector on LQ45, from February to July 2017 namely Adhi Karya (Persero) Tbk. (ADHI), PP (Persero) Tbk. (PTPP), Wijaya Karya (Persero) Tbk. (WIKA), and Waskita Karya (Persero) Tbk. (WSKT) with the attributes that consist of nine financial ratios, namely Earnings Per Share (EPS), Book Value Per Share (BV), Debt to Assets Ratio (DAR), Debt to Equity Ratio (DER), Return on Assets (ROA), Return to Equity (ROE), Gross Profit Margin (GPM), Operating Profit Margin (OPM) and Net Profit Margin (NPM) on June 2016. The result of the research with fuzzy TOPSIS analysis generates preference value from stocks of ADHI amount 0,1711, stocks of PTPP amount 0,6169, stocks of WIKA amount 0,6310, and stocks of WSKT amount 0,7488. The result of preference value shows that stocks of WSKT with the highest preference value become the best recommendation option to invest rather than the stocks of ADHI, PTPP, or WIKA.

Penerapan Diagram Kontrol Multivariate Exponentially Weighted Moving Variance (MEWMV) Agustina Feni Baransano; Sri Wahyuningsih; Yuki Novia Nasution
EKSPONENSIAL Vol 9 No 2 (2018)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Statistical Process Control based on the quality characteristics can be divided into two kinds, namely univariate control chart and multivariate control charts.This study usedMultivariate Exponentially Weighted MovingVariance Control Chart (MEWMV).PDAM Tirta Mahakam in the districts of Kutai Kartanegara is one of the regional companies engaged in the production of drinking water, which is located in Tenggarong, East Kalimantan.In the production process, PDAM Tirta Mahakam always refers to the standard which is set by the government in producing drinking water.The purpose of this study was to determine whetherwater quality characteristics of PDAM Tirta Mahakam in a controlledstate or not by using control charts MEWMV,and to know the the water process capability. From the result of research it can be concluded that by using MEWMV control chart with weight , , and , show that the condition has been statistically in control. Process capability index MCpin multivariateexplains that the process has not been capable in precision with a value of 0,896 or not meet the specifications of the company.

Peramalan Kebutuhan Bahan Baku Plat Besi Menggunakan Metode Runtun Waktu Autoregressive Integrated Moving Average (ARIMA) dan Meminimumkan Biaya Total Persediaan dari Hasil Peramalan Mengunakan Metode Period Order Quantity (POQ) Mulyta Anggraini; Rito Goejantoro; Yuki Novia Nasution
EKSPONENSIAL Vol 10 No 1 (2019)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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ARIMA method is used to predict future patterns of data that is expected to approach the actual data. In the case of inventory control, the company must have a good planning system for forecasting results to get maximum benefit. Period Order Quantity Method is used to solve inventory problem and minimize the total inventory cost. The research objective are to predict how many iron plates which CV. Isakutama needs from January 2017 to Desember 2017 with ARIMA method and to minimize the predicted total inventory cost using Period Order Quantity method. Based on the research, the forecasting results of the iron plates for 12 months are 24, 24, 25, 24, 25, 25, 25, 25, 25, 25, 25 and 25 units, so that the total inventory cost is Rp.1,177,264,000 by providing them once every 52 days.

Klasifikasi Batubara Berdasarkan Jenis Kalori Dengan Menggunakan Algoritma Modified K-Nearest Neighbor Imalita Agustin; Yuki Novia Nasution; Wasono Wasono
EKSPONENSIAL Vol 10 No 1 (2019)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Coal is a sedimentary rock containing the main elements Carbon (C), Hydrogen (H), and Oxygen (O). Examination of coal samples in the laboratory according to company operational standard based on Air Dried Basis (ADB) are the amount of water, ash content, flying substance, solid carbon, sulfur, and Gross Calorific Value. At PT. Pancaran Surya Abadi Anggana Subdistrict Kutai Kartanegara, coal is classified based on its calorie type namely Antrachite, Bituminous, and Sub-Bituminous. In this research Modified K-Nearest Neighbor (MKNN) Algorithm is used to predict the classification. The k-Fold Cross Validation technique is used to obtain the optimal K value on MKNN Algorithm for accuracy. A measurement based on this research, the K-Optimal value used in MKNN Algorithm for coal classification in PT.Pancaran Surya Abadi is 3-NN. The value of K = 3 produces the prediction accuracy of Coal Classification based on the type of calories in PT.Pancaran Surya Abadi on 100% testing data

Pengklasifikasian Item Persediaan Menggunakan Metode Always Better Control-Fuzzy Retno Octaviyani; Desi Yuniarti; Yuki Novia Nasution
EKSPONENSIAL Vol 9 No 2 (2018)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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ABC Classification is a method of controlling inventory to control a small quantity of goods but has a high usage value. Inventories are categorized into three classes, namely A, B, and C. Fuzzy classification is a classification used to classify training data sets (data sets used to generate membership functions) and to predict data testing. The purpose of this study was to control inventory using the ABC classification method, Fuzzy Classification, and ABC-fuzzy classification. The results of ABC classification showed that from 182 items of drug, class A is consisted of 15 items of drug with a value of 69,276% usage, class B is consisted of 34 items of drug with a value of use of 20.723%, and class C is consisted of 133 items of drug with value use of 10.010%. The results of the fuzzy classification showed that of the 182 drug items, fuzzy 3 consisted of 9 medicinal items which meant that, there were 9 very important drugs, fuzzy 2 consisted of 171 drug items which meant that there were 171 important medicines, and fuzzy 1 consisted of 2 items of medicine which means that, there are 2 less important drugs. The results of the ABC-fuzzy classification showed that of 182 drug items, there were 17 items of drugs in the first priority which means that the 17 items of this drug are most preferred, then there are 41 items of drug on the 2nd priority which means the stock of 41 items of this drug is preferred, 124 items of drug on priority 3 which means that 124 items of this drug is not preferred.

Penentuan Besaran Premi Asuransi Jiwa dengan Model Apportionable Fractional Premiums Berdasarkan Tabel Mortalita dengan Metode Interpolasi Kostaki Muhammad Nor Abdul Rajak; Yuki Novia Nasution; Nanda Arista Rizki
EKSPONENSIAL Vol 9 No 1 (2018)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

Insurance is an agreement between the customer and insurance company, at which the insurance company bears some loss in the future and the customer pays the premium according to the agreement. Insurance company determines the amount of premiums based on mortality tables. The purpose of the research is to determine the characteristics of Indonesia mortaliy table with Kostaki interpolation method, to determine whole life insurance premium with apportionable fractional premiums model, and to determine the amount of the premium return. The results of the research indicate that in the mortality table of Indonesia in 2014, the number of female deaths tend to be lower than male at 1-74 years, but the number of deaths increased over the age of 75 years. The premiums paid by a 30 year-old male with a semester payment is Rp 2.358.988, quarterly payment is Rp 1.186.823, and monthly payment is Rp 397.253. The premiums paid by a 30 year-old female with a semester payment is Rp 2.044.666, quarterly payment is Rp 1.028.669, and monthly payment is Rp 344.242. Premium return of 30 years-old male is Rp 84.204.338 and of 30 years-old female is Rp 72.968.560.

Analisis Survival pada Data Kejadian Bersama Menggunakan Metode Exact Partial Likelihood Rahmawati Isnaeni; Yuki Novia Nasution; Sri Wahyuningsih
EKSPONENSIAL Vol 9 No 2 (2018)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Survival data is the data of survival time until the appearance of certain events. In the survival analysis, ties are sometimes found, that is the situation where there are two or more individuals who experience the same event at the same time. There are several methods in estimating the parameters in the case of a ties, one of which is by applying the exact partial likelihood method. The exact method is the most accurate method, which can be applied in estimating Cox regression parameters from traffic accident data of Samarinda City in 2016. Traffic accidents are one of the most deadly events. The four main factors that cause traffic accidents are human factors, vehicles, roads, and weather or environmental factors. The variables used in this study are age, gender, role of victim, driver’s license, vehicle type, time of incident, line of the road, and weather. The results of analysis with the help of Rstudio software showed that the factors whose affect the fatality rate of traffic accident victims of Samarinda City are age and gender. For the age variables concluded that each addition of one year of age of the accident victim, the risk of dying from a traffic accident will also increase 1,0258 times. As for the gender variables concluded that the victim of male sex has a risk of 0.4180 times greater to die due to traffic accidents compared with female victims.

Perbandingan Hasil Revised Distribution Method dan Metode Stepping Stone dengan Penentuan Nilai Awal Menggunakan Metode North West Corner dalam Meminimumkan Biaya Pendistruibusian Barang Zulaiha Eka Saputri; Yuki Novia Nasution; Wasono Wasono
EKSPONENSIAL Vol 10 No 1 (2019)
Publisher : Program Studi Statistika FMIPA Universitas Mulawarman

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Globalization and free trade era make the distribution of goods as if not limited by region. In the process of distribution of goods, cost calculation becomes a very important factor, to minimize the cost of distribution, it is necessary to apply a transportation modeling. Revised Distribution Method (RDI) is a method of transportation that does not use initial solutions in its completion. The RDI method is different with the Stepping Stone Method that uses the initial solution to determine the optimal solution. The purpose of this research is to minimize the cost of distribution of LPG gas 3 Kg using RDI and Stepping Stone method and then compare the two methods to see optimal results. The result shows that RDI method has 10 iterations with minimum cost of Rp 26.719.520,- thus saving 41% with cost difference of Rp 18.280.480,- from previous transportation cost of Rp 45.000.000,- while Stepping Stone method has 4 iterations with result a minimum charge of Rp 24.000.000,- thus saving 47% with a difference of Rp 20.968.000,- from the previous fee of Rp 45.000.000,-. So it can be concluded that the stepping stone method is a more appropriate method to minimize the amount of transportation costs at PT. Tri Pribumi Sejati.

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