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All Journal Journal of Information Systems Engineering and Business Intelligence FaST : Jurnal Sains dan Teknologi
Margaretha, Helena
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Computer Science & IT Environmental Science

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PEMODELAN FREKUENSI DAN SIMULASI GETARAN SENAR GITAR BASS LISTRIK DAN GITAR AKUSTIK [FREQUENCY MODELING AND VIBRATION SIMULATION OF ELECTRIC BASS AND ACOUSTIC GUITAR STRINGS] Gunawan, Caroline; Margaretha, Helena; Cahyadi, Lina; Widjaja, Petrus
FaST - Jurnal Sains dan Teknologi (Journal of Science and Technology) Vol 7, No 2 (2023): NOVEMBER
Publisher : Universitas Pelita Harapan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19166/jstfast.v7i2.7594

Abstract

Mathematical equations can represent numerous real-world scenarios, a process known as mathematical modelling. Within this paper, we undertake modelling two musical instruments, specifically the electric bass guitar and the acoustic guitar. Our approach uses partial differential equations (PDEs) to represent these instruments accurately. By establishing the initial condition, we derive the final solution and simulate the frequency using parameters obtained from this solution alongside a frequency formula. The PDE for the electric bass guitar is of non-homogeneous second order, while the PDE for the acoustic guitar is of homogeneous fourth order. The simulation outcomes demonstrate that a lower vibration frequency for the electric bass guitar corresponds to a decreased string density, given a fixed tension. Similarly, this correlation holds for the acoustic guitar. With fixed string tension and Young's Modulus, a lower string density leads to a higher frequency and reduced inertia. Additionally, we provide graphical representations of the analytical solutions for both PDEs.  Bahasa Indonesia Abstract:Persamaan matematika dapat memodelkan banyak situasi dalam dunia nyata. Proses ini disebut pemodelan matematika. Salah satu contoh yang dapat dimodelkan adalah frekuensi alat musik (gitar bass listrik dan gitar akustik). Kedua alat musik tersebut dimodelkan frekuensinya dengan persamaan diferensial parsial (PDP). Solusi akhir akan diperoleh berdasarkan kondisi awal. Simulasi frekuensi dilakukan berdasarkan parameter yang ditemukan dari solusi akhir dan rumus frekuensi. PDP untuk gitar bass listrik adalah orde dua non-homogen, dan PDP untuk gitar akustik adalah orde empat homogen. Hasil simulasi menunjukkan bahwa untuk gitar bass dengan tegangan tertentu, senar dengan densitas rendah menghasilkan frekuensi getaran yang lebih rendah. Hasil yang konsisten juga ditunjukkan untuk gitar akustik. Pada tegangan senar dan Modulus Young yang diberikan, senar dengan densitas rendah menghasilkan frekuensi yang lebih tinggi dan inersia yang lebih rendah. Beberapa grafik solusi analitik dari kedua PDP tersebut juga ditampilkan dalam artikel ini.
Predicting the Volatility of Jakarta Composite Index Using GARCH and LSTM with Volume-Up Strategy Approach Dharmaningrat, I Made Adhi; Margaretha, Helena; Saputra, Kie Van Ivanky
Journal of Information Systems Engineering and Business Intelligence Vol. 11 No. 3 (2025): October
Publisher : Universitas Airlangga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20473/jisebi.11.3.311-322

Abstract

Background: Stock market volatility forecasting is essential for financial decision-making, although the complexity presented significant challenges. This prompted previous studies to identify correlations between the volatilities of international stock indices and Jakarta Composite Index (JKSE), describing the potential of hybrid econometric and deep learning models in the prediction process. Objective: This study aims to develop an optimized hybrid model for forecasting the volatility of JKSE by integrating Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Long Short-Term Memory (LSTM), and Volume-Up (VU) strategy, in the context of an emerging market recovering from economic disruptions. Methods: Historical daily data from five major stock indices, namely JKSE, DJI, SPX, N225, and HSI, covering the period from January 1, 2000, to December 31, 2023, were used to formulate eleven datasets. Furthermore, a hybrid model was developed and evaluated by combining GARCH, LSTM, and VU strategy for conditional volatility estimation, sequential prediction, and data transformation, respectively. Hyperparameter tuning was performed to determine the best activation functions, batch sizes, and timesteps. Based on this perspective, Mean Squared Error (MSE) was used to assess predictive accuracy. Results: GARCH-LSTM exhibited superior performance over a standalone LSTM model, improving RMSE by 11.43%. The incorporation of VU strategy further enhanced accuracy, with an optimal setting (α = 0.5) leading to a total RMSE improvement of 17.35%. The best hyperparameters included SELU + tanh activation function and a batch size of 128 or 256. Meanwhile, a timestep of 1 provided the best predictive performance, depicting the importance of recent market movements in forecasting. Conclusion: In conclusion, this study proved the effectiveness of hybrid models in predicting stock market volatility in emerging markets. The results outlined the advantage of integrating econometric and deep learning approaches, with VU strategy playing a significant role in refining predictions. Keywords:  GARCH, LSTM, Volatility Prediction, Volume-Up Strategy, Emerging Markets, Economic Recovery
PEMODELAN FREKUENSI DAN SIMULASI GETARAN SENAR GITAR BASS LISTRIK DAN GITAR AKUSTIK [FREQUENCY MODELING AND VIBRATION SIMULATION OF ELECTRIC BASS AND ACOUSTIC GUITAR STRINGS] Gunawan, Caroline; Margaretha, Helena; Cahyadi, Lina; Widjaja, Petrus
FaST - Jurnal Sains dan Teknologi (Journal of Science and Technology) Vol. 7 No. 1 (2023): NOVEMBER
Publisher : Universitas Pelita Harapan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.19166/jstfast.v7i2.7594

Abstract

Mathematical equations can represent numerous real-world scenarios, a process known as mathematical modelling. Within this paper, we undertake modelling two musical instruments, specifically the electric bass guitar and the acoustic guitar. Our approach uses partial differential equations (PDEs) to represent these instruments accurately. By establishing the initial condition, we derive the final solution and simulate the frequency using parameters obtained from this solution alongside a frequency formula. The PDE for the electric bass guitar is of non-homogeneous second order, while the PDE for the acoustic guitar is of homogeneous fourth order. The simulation outcomes demonstrate that a lower vibration frequency for the electric bass guitar corresponds to a decreased string density, given a fixed tension. Similarly, this correlation holds for the acoustic guitar. With fixed string tension and Young's Modulus, a lower string density leads to a higher frequency and reduced inertia. Additionally, we provide graphical representations of the analytical solutions for both PDEs.  Bahasa Indonesia Abstract:Persamaan matematika dapat memodelkan banyak situasi dalam dunia nyata. Proses ini disebut pemodelan matematika. Salah satu contoh yang dapat dimodelkan adalah frekuensi alat musik (gitar bass listrik dan gitar akustik). Kedua alat musik tersebut dimodelkan frekuensinya dengan persamaan diferensial parsial (PDP). Solusi akhir akan diperoleh berdasarkan kondisi awal. Simulasi frekuensi dilakukan berdasarkan parameter yang ditemukan dari solusi akhir dan rumus frekuensi. PDP untuk gitar bass listrik adalah orde dua non-homogen, dan PDP untuk gitar akustik adalah orde empat homogen. Hasil simulasi menunjukkan bahwa untuk gitar bass dengan tegangan tertentu, senar dengan densitas rendah menghasilkan frekuensi getaran yang lebih rendah. Hasil yang konsisten juga ditunjukkan untuk gitar akustik. Pada tegangan senar dan Modulus Young yang diberikan, senar dengan densitas rendah menghasilkan frekuensi yang lebih tinggi dan inersia yang lebih rendah. Beberapa grafik solusi analitik dari kedua PDP tersebut juga ditampilkan dalam artikel ini.
Co-Authors Dharmaningrat, I Made Adhi Gunawan, Caroline Kie Van Ivanky Saputra Lina Cahyadi Widjaja, Petrus