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Forecasting the Volatility of Tuna Fish Prices in North Sumatra using the ARCH Method in the Period January - April 2024 Multiyaningrum, Riska; Amri, Ihsan Fathoni; Haris, M. Al; Salsabilla, Havinka Angel; Ginasputri, Heppy Nur Asavia; Sintya, Salsabila Dhea
Eigen Mathematics Journal Vol 7 No 2 (2024): December
Publisher : University of Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29303/emj.v7i2.236

Abstract

Tuna (Euthynnus affinis) is one of the most important fisheries commodities in Indonesia with significant economic value, especially in its contribution to fisheries export revenue. However, the price of tuna experiences significant fluctuations that can affect local and national economic stability. This study analyzes the daily price fluctuations of tuna in the North Sumatra market from January 1, 2024 to April 29, 2024 using a time series analysis approach. Daily price data were collected and analyzed to identify existing price patterns and volatility. The Autoregressive Conditional Heteroskedasticity (ARCH) model was selected to address the heteroscedasticity in the data, which suggests that the volatility of tuna prices can be well predicted based on past price behavior. The analysis steps include identifying the optimal ARCH model using the Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF), as well as testing parameter significance and normality assumptions to validate the model fit. The results show that the ARMA (1,0,0) model is the optimal one to model the price volatility of yellow tuna with the MAPE obtained of 2.382. compared to the ARMA-ARCH method with the MAPE value obtained of 2,747. Because it still contains heteroskedasticity effects, even though the results are good, the prediction results do not closely match the original data. The model is effective in improving price forecasting accuracy, which is important to support decision-making in risk management and economic planning in the fisheries sector. The findings contribute to understanding the dynamics of the yellowtail market and optimizing strategies for fisheries management.
Pemetaan Daerah Rawan Bencana di Pulau Sulawesi menggunakan Metode Density-Based Spatial Clustering of Applications with Noise (DBSCAN) Salsabilla, Havinka Angel; Diani, Nandini Lova; Ramadhan, Abimanyu Arya; Haris, M. Al
Indonesian Journal of Applied Statistics Vol 8, No 2 (2025)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v8i2.106040

Abstract

Indonesia terletak pada pertemuan tiga lempeng tektonik aktif sehingga memiliki tingkat kerawanan yang tinggi terhadap bencana alam seperti gempa bumi, banjir, letusan gunung api, dan tanah longsor. Pulau Sulawesi merupakan salah satu wilayah dengan aktivitas seismik dan hidrometeorologi yang tinggi, sehingga identifikasi daerah rawan bencana menjadi penting dalam upaya pengurangan risiko dan perencanaan mitigasi yang efektif. Penelitian ini bertujuan untuk memetakan daerah rawan bencana di Pulau Sulawesi menggunakan algoritma Density-Based Spatial Clustering of Applications with Noise (DBSCAN). DBSCAN merupakan metode klasterisasi berbasis kepadatan yang mampu mengidentifikasi pola spasial tanpa harus menentukan jumlah klaster di awal serta dapat mendeteksi data pencilan (outlier). Data yang digunakan adalah data sekunder dari Badan Nasional Penanggulangan Bencana (BNPB) tahun 2020–2024 yang mencakup kejadian bencana di seluruh kabupaten/kota di Pulau Sulawesi. Variabel yang dianalisis meliputi frekuensi kejadian banjir, tanah longsor, cuaca ekstrem, kekeringan, gempa bumi, letusan gunung api, dan gelombang pasang. Sebelum proses klasterisasi, data dinormalisasi menggunakan metode Min–Max. Hasil terbaik diperoleh pada parameter ε = 0,28 dan MinPts = 5, yang menghasilkan dua klaster utama dan satu kelompok noise. Klaster 1 menunjukkan wilayah dengan tingkat kejadian bencana tertinggi, terutama banjir, tanah longsor, dan cuaca ekstrem. Klaster 0 mencakup wilayah dengan intensitas bencana sedang, sedangkan kelompok noise terdiri atas wilayah dengan tingkat kejadian bencana yang rendah atau pola bencana yang tidak jelas. Penerapan algoritma DBSCAN terbukti efektif dalam pemetaan kerawanan bencana karena mampu menangani distribusi spasial yang tidak merata serta mengungkap pola tersembunyi. Hasil penelitian ini diharapkan dapat menjadi dasar dalam pengembangan strategi mitigasi bencana yang lebih terarah. Penelitian selanjutnya disarankan untuk menambahkan indikator kerentanan sosial-ekonomi serta memperluas cakupan data.Kata kunci: DBSCAN; Sulawesi; Klasterisasi Spasial; Pemetaan Bencana; Mitigasi RisikoIndonesia is located at the confluence of three active tectonic plates, making it highly vulnerable to natural disasters such as earthquakes, floods, volcanic eruptions, and landslides. Sulawesi Island is one of the regions with the highest seismic and hydro-meteorological activity in Indonesia, so identifying its disaster-prone areas is crucial for effective risk reduction and mitigation planning. This study aims to map disaster-prone areas in Sulawesi Island using the Density-Based Spatial Clustering of Applications with Noise (DBSCAN) algorithm. DBSCAN is a density-based clustering method that is able to identify spatial patterns without determining the number of clusters from the start, as well as detect outlier data. The data used is secondary data from National Disaster Management Authority (BNPB) for 2020–2024 covering disaster events in all districts/cities in Sulawesi. The variables analyzed include the frequency of floods, landslides, extreme weather, droughts, earthquakes, volcanic eruptions, and tidal waves. The data was normalized using the Min-Max method before the clustering process. The best results were obtained at parameters ε = 0.28 and MinPts = 5, resulting in two main clusters and one noise group. Cluster 1 shows areas with the highest disaster occurrences, especially floods, landslides, and extreme weather. Cluster 0 includes areas with moderate disaster intensity, while the noise group consists of areas with low or unclear disaster patterns. The application of DBSCAN has proven effective for disaster vulnerability because it is able to handle uneven spatial distribution and reveal hidden patterns. These results are expected to be the basis for developing more targeted disaster mitigation strategies. Further research is recommended to add socio-economic vulnerability indicators and expand data coverage.Keywords: DBSCAN; Sulawesi; Spatial Clustering; Disaster Mapping; Risk Mitigation