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All Journal Lontar Komputer: Jurnal Ilmiah Teknologi Informasi Jurnal Statistika Universitas Muhammadiyah Semarang Jurnal Teknologi dan Manajemen Informatika Jurnal Ilmiah Teknik Elektro Komputer dan Informatika (JITEKI) Prosiding SNATIF Sistem : Jurnal Ilmu-Ilmu Teknik JEEMECS (Journal of Electrical Engineering, Mechatronic and Computer Science) Conference SENATIK STT Adisutjipto Yogyakarta Management and Economics Journal (MEC-J) JTAM (Jurnal Teori dan Aplikasi Matematika) CYCLOTRON Jurnal Abadimas Adi Buana Jiko (Jurnal Informatika dan komputer) Jurnal Teknik Elektro dan Komputer TRIAC Jurnal Riset Informatika JEECAE (Journal of Electrical, Electronics, Control, and Automotive Engineering) JASIEK (Jurnal Aplikasi Sains, Informasi, Elektronika dan Komputer) bit-Tech Jurnal Sistem informasi dan informatika (SIMIKA) JATI (Jurnal Mahasiswa Teknik Informatika) CIVITAS (JURNAL PEMBELAJARAN DAN ILMU CIVIC) International Journal of Advances in Data and Information Systems Journal of Computer Networks, Architecture and High Performance Computing Darmabakti : Junal Pengabdian dan Pemberdayaan Masyarakat JAREE (Journal on Advanced Research in Electrical Engineering) Jurnal Teknik Informatika (JUTIF) International Journal of Robotics and Control Systems Jurnal Teknologi dan Manajemen SinarFe7 Jurnal Penelitian Journal of Information Systems and Technology Research JAPI: Jurnal Akses Pengabdian Indonesia Internet of Things and Artificial Intelligence Journal JEECS (Journal of Electrical Engineering and Computer Sciences) TAMIKA: Jurnal Tugas Akhir Manajemen Informatika & Komputerisasi Akuntansi ITIJ Indonesian Journal of Electronics, Electromedical Engineering, and Medical Informatics Jurnal ilmiah teknologi informasi Asia
Dwi Arman Prasetya
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Aerospace Engineering Agriculture, Biological Sciences & Forestry Humanities Automotive Engineering Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Materials Science & Nanotechnology Mathematics Mechanical Engineering Nursing Public Health Social Sciences Other

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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.
Co-Authors ', Nachrowie ., Humaidi A. A. Ngurah Gunawan Aan Nehru Awanto Achmad Junaidi Aditya, Wigananda Firdaus Putra 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 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 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 Hesti Sholikah, Hesti Hidayatulail, Basitha F Hindrayani, Kartika Maulida Hiroshi Suzuki Hurmuzi, Erik Roma Ibrahim, Mohd Zamri Bin 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 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 Muharrom Al Haromainy Mulyadi Mulyadi Nachrowie Nachrowie Nachrowie, Nachrowie Nambo Hidetaka 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 Puput Dani Prasetyo Adi Putri, Irma Amanda Rabi, Abd. Rahman Arifuddin Rahmanda Putri, Endin Rahmawati, Adinda Aulia Respati Respati Rosariawari, Firra Rudi Wilson Sagita Rochman Salim, Hotimah Masdan Santika, Surya Saputra, Wahyu Syaifullah Jauharis Sari, Andina Paramita Siswanto Siswanto 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 Wahyu Dirgantara Wahyuni, Dinar H S wangge, ferdinandus Weisrawei, Yosef Yasin, Andrew Arjunanda Yohanes U D Sipul Yosef Weisrawei Yosua Satria Bara Harmoni Yunia Dwie Nurchayanie Yusaq Tomo Ardianto