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Implementation of Transfer Function ARIMA Model for Stock Price Prediction Azizah, Alisa Jihan; Prasetya, Dwi Arman; Hindrayani, Kartika Maulida; Fahrudin, Tresna Maulana
International Journal of Advances in Data and Information Systems Vol. 6 No. 2 (2025): August 2025 - International Journal of Advances in Data and Information Systems
Publisher : Indonesian Scientific Journal

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59395/ijadis.v6i2.1396

Abstract

Dynamic economic growth requires stable financing sources, one of which is through the capital market. In stock investment activities, risk and return are two fundamental aspects that are interrelated and must be carefully considered. The volatility of ASII stock prices, influenced by various factors including exchange rates, can create uncertainty in investment decision-making. This study aims to predict the stock price of PT Astra International Tbk (ASII) using a transfer function model approach that integrates the influence of the Indonesian rupiah to US dollar exchange rate as an external variable. The transfer function model is an extension of the ARIMA model that can measure the dynamic relationship between input and output variables. Based on the estimation results, the best model obtained has a transfer function order of (b,s,r) = (1,0,0) with a noise series of (p_n,q_n) = (1,0). The prediction results show that ASII stock price movements tend to be stable with a gradual decline over the next 20 days. Model evaluation demonstrates low error rates, with MAE of 84.19, RMSE of 110.37, and MAPE of 1.65%. These results indicate that the transfer function model is effective in modeling and predicting short-term stock prices with reasonably good accuracy.
OPTICS-Based Clustering of East Java Regencies and Cities by Divorce Factors Nurhalizah, Cesaria Deby; Damaliana, Aviolla Terza; Prasetya, Dwi Arman
Journal of Information Systems and Technology Research Vol. 4 No. 3 (2025): September 2025
Publisher : Ali Institute or Research and Publication

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55537/jistr.v4i3.1227

Abstract

Divorce is a social phenomenon that occurs when a married couple decides to legally end their marriage. This decision is influenced by various factors such as conflict, economic pressure, domestic violence, and deviant behavior. The aim of this study is to group regencies and cities in East Java Province that share similarities in the main causes of divorce, in order to understand the patterns that emerge across regions. The OPTICS (Ordering Points to Identify the Clustering Structure) clustering method was chosen for its ability to identify cluster structures with varying densities. The modeling process was conducted using a proportion-based approach for each causal factor, with optimal parameters obtained through manual grid search using min_samples = 2, xi = 0.05, and min_cluster_size = 0.1. The analysis identified three main clusters, each dominated by conflict, economic hardship, and deviant behavior, respectively. The quality of the clustering was evaluated using a Silhouette Score of 0.588, indicating reasonably good results. These findings are expected to serve as an initial understanding of divorce causes in East Java and can be used as input for the formulation of more targeted social policies.
Prediksi Gangguan Kesehatan Mental pada Kalangan Mahasiswa Menggunakan Metode Pseudo-Labeling dan Algoritma Regresi Logistik Sari, Anggraini Puspita; Prasetya, Dwi Arman; Aditiawan, Firza Prima; Al Haromainy, Muhammad Muharrom
TAMIKA: Jurnal Tugas Akhir Manajemen Informatika & Komputerisasi Akuntansi Vol 4 No 2(SEMNASTIK) (2024): TAMIKA: Jurnal Tugas Akhir Manajemen Informatika & Komputerisasi Akunt
Publisher : Universitas Methodist Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46880/tamika.Vol4No2(SEMNASTIK).pp40-48

Abstract

Mental illness is a health condition that alters a person's thoughts, feelings, or behaviors, leading to distress and difficulty in maintaining a normal life. Mental health issues should not be taken lightly due to the challenges associated with diagnosis. Many students tend to experience mental health problems at various stages of their education, from diploma programs to doctoral studies. This situation becomes more critical as students approach the end of their studies and anticipate future prospects. This article explores the mental health status of students through symptoms, using logistic regression methods for prediction based on the dataset used. In this study, two types of data are employed: labeled dataset and unlabeled dataset, which are combined to create a semi-supervised learning approach. Labeled dataset is classified using a logistic regression algorithm, while unlabeled dataset employs the pseudo-labeling method. The analysis and modeling of the dataset indicate that the comparison between labeled and unlabeled dataset can significantly affect accuracy and processing time. Furthermore, the use of the pseudo-labeling method with the logistic regression algorithm is well-suited for the mental health case study, achieving an accuracy of 98% with a labeled to unlabeled dataset ratio of 1:2.
Comparison of Elbow and Silhouette Methods in Optimizing K-Prototype Clustering for Customer Transactions Kuswardana, Dendy Arizki; Prasetya, Dwi Arman; Trimono, Trimono; Diyasa, I Gede Susrama Mas
EDUTIC Vol 12, No 1: 2025
Publisher : Universitas Trunojoyo Madura

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21107/edutic.v12i1.29744

Abstract

This research presents a comparative analysis of the Elbow and Silhouette methods to identify the ideal number of clusters in applying the K-Prototypes algorithm for customer grouping using purchase transaction data. The K-Prototypes algorithm is employed due to its ability to handle both numerical and categorical data simultaneously. Customer purchase transaction data from the Point of Sale (POS) system is analyzed through preprocessing, feature transformation, and attribute segmentation stages before being clustered using the K-Prototypes algorithm. To identify the optimal cluster count, this study employs two methods: the Elbow and the Silhouette method. The results indicate that the Elbow method produces 2 clusters with a model evaluation score of 0.6368, while the Silhouette method suggests 2 clusters with a slightly lower score of 0.6186. In terms of computational efficiency, the Elbow method also demonstrates a faster processing time results highlight the significance of choosing an appropriate method for identifying the ideal number of clusters, ensuring it aligns with the specific goals of the analysis, whether emphasizing superior inter-cluster distinction or favoring a more parsimonious model configuration.
Antenna 5.8 GHz dengan Output Perbedaan Fasa 90 Derajat Ganda Menggunakan Jaringan Matriks Butler Feeding Mujahidin, Irfan; Prasetya, Dwi Arman; Arifuddin, Rahman; Arinda, Putri Surya
PROtek : Jurnal Ilmiah Teknik Elektro Vol 8, No 2 (2021): Protek : Jurnal Ilmiah Teknik Elektro
Publisher : Program Studi Teknik Elektro Universitas Khairun

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33387/protk.v8i2.3180

Abstract

A complex design of electromagnetic feeding network circuit components is needed for a wireless communication network system, and expensive materials, especially for electromagnetic components at a high frequency of 5.8 GHz with dual 90-degree phase difference output using butler matrix Feeding Network for wireless communication network systems. It is novel in form and has a frequency-free, frequency-free, non-complex configuration of microstrip electromagnetic circuits, and uses inexpensive materials at a frequency of 5.8 GHz. This system is a package consisting of a 5.8 GHz microstrip antenna with a rectangular microstrip antenna array and a Butler matrix of four inputs and outputs to achieve a double 90-degree phase difference. The antenna uses a via hole for the transmission line to the network feeding system, has one band and shallow bandwidth with four ports, and has one working frequency, namely 5.58 GHz under the S criterion -10dB, and uses a via hole for the transmission line to the network feeding system, the radiation pattern is forward, the gain level is 6.83dB, and the feeding impedance is 50 Ohm. S11 -26.19 dB for the 90-degree hybrid coupler, S21 31.65 dB, S51 -26.18 dB, and S61 32.52 dB which means these are all working well, and the overall size of this structure is 80mm x 65mm with FR4 of 4.4 dielectric constant having 50 ohms.
Optimizing Clustering Analysis to Identify High-Potential Markets for Indonesian Tuber Exports Prasetya, Dwi Arman; Sari, Anggraini Puspita; Idhom, Mohammad; Lisanthoni, Angela
Indonesian Journal of Electronics, Electromedical Engineering, and Medical Informatics Vol. 7 No. 1 (2025): February
Publisher : Jurusan Teknik Elektromedik, Politeknik Kesehatan Kemenkes Surabaya, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.35882/skzqbd57

Abstract

Agriculture is a key contributor to Indonesia's economic growth, with tubers representing the second most important food crop. Despite their significance, the export value of Indonesia’s tuber crops has not yet reached its full potential given the decline in the value of tuber exports since 2021. One of the contributing factors is the restricted range of export market options. This study aims to analyze export trade patterns to identify the most high-potential markets for Indonesian tuber commodities.  Clustering analysis is used as a key method to identify market locations by grouping countries based on similar trade characteristics. Clustering was conducted using the Gaussian Mixture Model (GMM), which enhanced by Particle Swarm Optimization (PSO) and evaluated by silhouette score and DBI. The dataset is collected from Indonesia’s Central Bureau of Statistics from 2019 to 2023, focusing on 5 kinds of tuber exports with total of 455 entries and 8 columns. Using the AIC/BIC method, the optimal number of clusters obtained is 2 which are low market opportunities (cluster 0) and high market oppurtunities (cluster 1). Results showed that the GMM model without optimization has silhouette score of 0.7602 and DBI of 0.8398, while the GMM+PSO model achieved an improved silhouette score of 0.8884 and DBI of 0.5584. Both score are categorized as strong structure but, GMM+PSO has higher silhouette score and lower DBI score, demonstrating the effectiveness of PSO in enhancing the clustering model’s performance. The key potential markets for Indonesian tuber exports are primarily concentrated in Asia, including countries such as China, Malaysia, Thailand, Vietnam, Hong Kong, and United States.
COMPARISON OF DECISION TREE AND RANDOM FOREST METHODS IN THE CLASSIFICATION OF DIABETES MELLITUS Maulidiyyah, Nova Auliyatul; Trimono, Trimono; Damaliana, Aviolla Terza; Prasetya, Dwi Arman
JIKO (Jurnal Informatika dan Komputer) Vol 7, No 2 (2024)
Publisher : Universitas Khairun

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33387/jiko.v7i2.8316

Abstract

Diabetes mellitus is a deadly disease caused by the failure of the pancreas to produce enough insulin. Indonesia ranks fifth in the world with the number of people with diabetes in 2021 at around 19.47 million, and this number continues to increase. One of the main challenges in diabetes management is to make the right classification between type 1 and type 2 diabetes, as misdiagnosis can result in inappropriate treatment and worsen the patient's condition. This study uses a machine learning approach to compare Decision Tree and Random Forest methods in classifying type 1 and type 2 diabetes mellitus. The goal is to identify the most effective model in predicting the type of diabetes based on medical record data. The comparison was done using k-fold cross validation and confusion matrix. The results showed that Random Forest provided an average accuracy of 94%, while Decision Tree reached 93% during cross validation testing. Although both models were able to perform well in classification, Random Forest showed a more stable performance and a slight edge in accuracy over Decision Tree. Evaluation with the confusion matrix showed that the Decision Tree model achieved 93% accuracy compared to Random Forest's 91%. In addition, the Decision Tree model also had a lower number of prediction errors, 7, compared to 9 for Random Forest. The most influential variables in classification also differed between the two models, showing the unique advantages and characteristics of each approach.
Application of Convolutional Neural Network (CNN) for Web-Based Translation of Indonesian Text into Sign Language Prameswari, Diajeng; Larasati; Muhammad Naswan Izzudin Akmal; Prismahardi Aji Riyantoko; Dwi Arman Prasetya
Jurnal Aplikasi Sains Data Vol. 1 No. 2 (2025): Journal of Data Science Applications.
Publisher : Program Studi Sains Data UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasid.v1i2.12

Abstract

Communication for the deaf and hard of hearing is often hindered by the limited number of sign language interpreters. This research aims to develop a web-based text-to-text sign language translation system using Convolutional Neural Networks (CNN) to bridge this communication gap. The system is built with the ASL Alphabet dataset containing 87,000 images from 29 classes (A-Z, SPACE, DELETE, NOTHING). The CNN model was designed with three convolutional layers and trained for 15 epochs using 80% of the data, while 20% of the data was used for testing. The user interface was developed using Streamlit for ease of use. Training results showed a training accuracy of 98.96% and a validation accuracy of 98.61% at the 15th epoch. Model evaluation yielded an overall accuracy of 98%, with high precision, recall, and F1-score values for most classes. This research demonstrates the significant potential of CNN in developing automatic sign language translators, which is expected to improve information accessibility and inclusivity for the deaf community.
Statistical Analysis of Infant Malnutrition Cases in North Sumatra Before and After COVID-19 Using the Wilcoxon Test Sitanggang, Desi Daomara; Putri, Serlinda Mareta; Agustin, Sesillia; Prasetya, Dwi Arman; Fahrudin, Tresna Maulana
Jurnal Aplikasi Sains Data Vol. 1 No. 2 (2025): Journal of Data Science Applications.
Publisher : Program Studi Sains Data UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasid.v1i2.16

Abstract

Child malnutrition remains a very important public health issue in Indonesia. Malnutrition is a condition of deficiency in energy and essential nutrients that can lead to impaired physical growth, mental development, and an increased risk of mortality in children. The prevalence of malnutrition among toddlers in Indonesia is still quite high and shows disparities between regions, especially in provinces with high poverty rates. One province of concern is North Sumatra, which, according to data from the Ministry of Health, has had a significant incidence of malnutrition in the last five years. This condition was exacerbated by the emergence of the COVID-19 pandemic at the end of 2019, which has had a major impact on various sectors of life, including family health and economy. The pandemic caused significant disruptions to primary healthcare systems, including a decrease in posyandu activities, immunizations, and monitoring of children's nutritional status. The decline in household income during the pandemic made it difficult for families to meet their balanced nutritional food needs. A UNICEF study showed an increased risk of acute malnutrition in children during the pandemic, especially in previously vulnerable areas. To measure the impact of the COVID-19 pandemic on the incidence of child malnutrition, a statistical approach that can compare data before and after the pandemic is needed. This study aims to analyze the difference in the incidence of child malnutrition before and after the COVID-19 pandemic in North Sumatra Province using the Wilcoxon test method. Using the Wilcoxon Signed-rank Test statistical method, a comparative analysis was performed between the medians of the data from 2018 and 2023. The results of the study showed that there was a difference between the medians of the two data sets.
Application of K-Means Clustering for Regency/City Clustering in East Java Based on 2024 Human Development Index Indicators Emilia, Kholidatus; Rahayu, Ayu Sri; Yuliani, Devina Putri; Prasetya, Dwi Arman; Riyantoko, Prismahardi Aji
Jurnal Aplikasi Sains Data Vol. 1 No. 2 (2025): Journal of Data Science Applications.
Publisher : Program Studi Sains Data UPN "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33005/jasid.v1i2.21

Abstract

This study applies the K-Means clustering algorithm to group 38 regencies and cities in East Java Province based on five Human Development Index (HDI) indicators for the year 2024. These indicators include Life Expectancy (UHH), Expected Years of Schooling (HLS), Mean Years of Schooling (RLS), and Real Expenditure Per Capita (PPK). The aim of this research is to uncover hidden patterns and disparities in regional development, which can be used as a basis for more targeted and data-driven policy interventions.The optimal number of clusters was determined using three evaluation metrics: the Elbow Method, Silhouette Score, and Davies-Bouldin Index. These evaluations collectively identified three distinct clusters. Cluster 0 represents regions with high levels of development across all indicators. Cluster 1 consists of regions with moderate development levels and potential for improvement, while Cluster 2 contains regions with significantly lower values, particularly in education and income metrics.In addition to clustering, a correlation analysis was conducted to examine the relationship between HDI and its supporting indicators. The results show that Mean Years of Schooling (RLS) and Real Expenditure Per Capita (PPK) have the strongest positive correlation with HDI across all clusters. This highlights the key role of education and economic well-being in improving human development. The findings emphasize the importance of clustering analysis in shaping equitable and region-specific development strategies.
Co-Authors ', Nachrowie ., Humaidi A. A. Ngurah Gunawan Aan Nehru Awanto Achmad Junaidi Aditya, Wigananda Firdaus Putra Agustin, Sesillia Agustina, Fadlila Akio Kitagawa Alam, Fajar Indra Nur Ali, Munawar Amrullah, Ahmad Wildan Andre Leto Andrew Arjunanda Yasin Anggraini Puspita Sari Anindha Lazuardi Aries Boedi Setiawan Arifani, Kahpi Baiquni Arifuddin, Rahman Arinda, Putri Surya Arum Puspita Ayu Atiana Sofia Kaci Awang, Wan Suryani Wan Azizah, Alisa Jihan Aziziyah, Luqna Baidowi Baidowi Baidowi Baidowi Bambang Nurdewanto Barus, Indra Basitha F Hidayatulail Cahyani Kuswardhani, Hajjar Ayu cahyono, wahyu eko Candra Laksana Damai Arbaus, Damai Damaliana, Aviolla Terza Danang - Destiawan Danang Destiawan Desyderius Minggu Dicky Kurniawan Diyasa, I Gede Susrama Mas Dody Pintarko Dwi Agung Ayubi E, Nachrowie Ekawati, Anies Eko Wahyu Prasetyo Elta Sonalitha Sonalitha Emilia, Kholidatus Erik Roma Hurmuzi Fahrudin, Tresna Maulana Farhans, Muhammad Izzudin Febriyanti, Alvi Yuana Firdaus Firdaus Firza Prima Aditiawan Gatut Yulisusianto Halim, Christina Hari Fitria Windi Hendry Yudha Pratama Herdianti, Rahmalia Anindya Hesti Sholikah, Hesti Hidayatulail, Basitha F Hikmata Tartila Hindrayani, Kartika Maulida Hiroshi Suzuki Hurmuzi, Erik Roma Ibrahim, Mohd Zamri Bin idhom, Mohammad Iffadah, Adhisa Shilfadianis Indra Barus Irsyadi, Muhamad Haidir Ismail, Jefri Abdurrozak Januar, Teddy Jariyah Jeki Saputra Junita Junita Kartika Maulida Hindrayani Kassim, Anuar bin Mohamed Kholid, Fajar Kukuh Yudhistiro, Kukuh Kurniawan, Dicky Kusuma, Dwi Febri Chandra Kusuma, Firdaus Miftakh Kuswardana, Dendy Arizki Laksana, Candra Larasati Lestari, Amanda Ayu Dewi Lisanthoni, Angela Maldini, Andry Syva Mas Diyasa, I Gede Susrama Maulidiyyah, Nova Auliyatul Mohammad Ansori Mohammad, Bawazir Fadhil Muhaimin, Amri Muhammad Ansori Muhammad Ghinan Navsih Muhammad Muharrom Al Haromainy Muhammad Naswan Izzudin Akmal Mulyadi Mulyadi Nachrowie Nachrowie Nachrowie, Nachrowie Nambo Hidetaka Niken Sulistyowati Ningrum, Imelda Widya Ninik Sisharini Ninis Herawati Norma Windiyanti Novita Anggraini Nur Rachman Nur Rachman Supatmana Muda Nur Rochman Nur Rochman Nurhalizah, Cesaria Deby Prakoso, Akbar Tri Prameswari, Diajeng Prismahardi Aji Riyantoko Puput Dani Prasetyo Adi Putri, Irma Amanda Putri, Serlinda Mareta Rabi, Abd. Rahayu, Ayu Sri Rahman Arifuddin Rahmanda Putri, Endin Rahmawati, Adinda Aulia Respati Respati Riyantoko, Prismahardi Aji Rosariawari, Firra Rudi Wilson Sagita Rochman Salim, Hotimah Masdan Santika, Surya Saputra, Wahyu Syaifullah Jauharis Sari, Andina Paramita Sigit, Syauqita Siswanto Siswanto Sitanggang, Desi Daomara Siti Nuurlaily Rukmana, Siti Nuurlaily Stanislaus Yoseph Subairi Subairi Sumartono Sumartono Sumartono Suprayogi Suprayogi Suprayogi Suprayogi Surya Nanda Santika, Surya Takahiro Kitajima Takashi Yasuno Tresna Maulana Fahrudin Trimono Trimono, Trimono Utomo, Setyobudi Wahyu Dirgantara Wahyu Putra Pratama Wahyu Syaifullah Jauharis Saputra Wahyuni, Dinar H S wangge, ferdinandus Weisrawei, Yosef Yasin, Andrew Arjunanda Yohanes U D Sipul Yosef Weisrawei Yosua Satria Bara Harmoni Yuliani, Devina Putri Yunia Dwie Nurchayanie Yusaq Tomo Ardianto