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All Journal PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS
Mila Novita
Departemen Matematika FMIPA UI
Computer Science & IT

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Vine Copula Model: Application to Chemical Elements in Water Samples Salsabila Zahra Aminullah; Mila Novita; Ida Fithriani
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2023 No. 1 (2023): Proceedings of 2023 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2023i1.346

Abstract

Copula can link the bivariate distribution function with marginal distribution functions without requiring specific information about the interdependence among random variables. There are several types of copulas, such as elliptical copulas, Archimedean copulas, and extreme value copulas. However, in multivariate modeling, each type of copula has limitations in modeling complex dependence structures in terms of symmetry and tail dependence properties. The class of vine copulas overcomes these limitations by constructing multivariate models using bivariate copulas in a tree-like structure. The bivariate copulas used in this study include the Clayton, Gumbel, Frank, Gaussian, and Student's t copula families. This study discusses the construction of vine copula models, parameter estimation, and their applications. The construction of vine copulas is done through the decomposition of conditional probability density functions and substituting bivariate copula density functions into the decomposition results. The data used in the study is the logarithm of the concentration of chemical elements in water samples in Colorado. The parameter estimation method used is pseudo-maximum likelihood with sequential estimation. Model selection is then performed using the Akaike information criterion (AIC) to determine the most suitable model. The results indicate that Caesium and Titanium have a dependency relationship with Scandium. Moreover, Scandium and Titanium exhibit the strongest dependence compared to other variable pairs.
Analysis of Spotify's Audio Features Trends using Time Series Decomposition and Vector Autoregressive (VAR) Model Daffa Adra Ghifari Machmudin; Mila Novita; Gianinna Ardaneswari
Proceedings of The International Conference on Data Science and Official Statistics Vol. 2023 No. 1 (2023): Proceedings of 2023 International Conference on Data Science and Official St
Publisher : Politeknik Statistika STIS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34123/icdsos.v2023i1.375

Abstract

Streaming is the most popular music consumption method of the current times. As the biggest streaming platform based on subscriber number, Spotify stores miscellaneous information regarding the music in the platform, including audio features. Spotify’s audio features are descriptions of songs features in form of variables such as danceability, duration, and tempo. These features are accessible via Application Programming Interface (API). On the other hand, Spotify also publishes their own charts consisting of 200 most streamed songs on the platform (based on regions) which are updated daily. By combining Spotify’s song charts and the songs’ respective audio features, this research conducted analysis on musical trends using time series modelling. First, the combined data is decomposed to extract the trend features. Second, a Vector Autoregressive (VAR) model is built and followed by forecasting of the audio features. Lastly, the performance of forecasted values and the actual observations is evaluated. As a result, this research has proven that musical trends can be forecasted in the future for a short period by using VAR model with relatively low error.
Co-Authors Daffa Adra Ghifari Machmudin Fithriani, Ida Gianinna Ardaneswari Salsabila Zahra Aminullah Shely Triana Suci Fratama Sari