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Media Statistika

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ISSN : - EISSN : 24770647 DOI : -

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Decision Sciences, Operations Research & Management

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Articles 271 Documents

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RANCANGAN STRIP PLOT MODEL TETAP Wuryandari, Triastuti; Wilandari, Yuciana; Afifah, Noor
MEDIA STATISTIKA Vol 1, No 1 (2008): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The experiment involve the study of the effects of two or more factors can be used the factorial designs. The factorial designs have several advantages. They are more efficient than one factor at a time experints. Furthermore, a factorial designs is necessary when interaction may be present to avoid misleading conclutions. In the Strip Plot design is factorial two factors which random factors arenâ€™tÂ based on main plot or the whole plot but the important is itâ€™s interaction. There are three error in the Strip plot. They are error caused by factor A, error caused by factor B and error by A and B interaction. Â Keywords: Factorial, Strip Plot, Interaction

PEMODELAN VOLATILITAS UNTUK PENGHITUNGAN VALUE AT RISK (VaR) MENGGUNAKAN FEED FORWARD NEURAL NETWORK DAN ALGORITMA GENETIKA Yasin, Hasbi; Suparti, Suparti
MEDIA STATISTIKA Vol 7, No 2 (2014): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

High fluctuations in stock returns is one problem that is considered by the investors. Therefore we need a model that is able to predict accurately the volatility of stock returns. One model that can be used is a model Generalized Autoregressive Conditional Heteroskedasticity (GARCH). This model can serve as a model input in the model Feed Forward Neural Network (FFNN) with Genetic Algorithms as a training algorithm, known as GA-Neuro-GARCH. This modeling is one of the alternatives in modeling the volatility of stock returns. This method is able to show a good performance in modeling the volatility of stock returns. The purpose of this study was to determine the stock return volatility models using a model GA-Neuro-GARCH on stock price data of PT. Indofood Sukses Makmur Tbk. The result shows that the determination of the input variables based on the ARIMA (1,0,1) -GARCH (1,1), so that the model used FFNN consists of 2 units of neurons in the input layer, 5 units of neurons in the hidden layer neuron layer and 1 unit in the output layer. then using a genetic algorithm with crossover probability value of 0.4, was obtained that the Mean Absolute Percentage Error (MAPE) of 0,0039%.Â Keywords: FFNN, Genetic Algorithm, GARCH, Volatility

PEMODELAN GRAFIK PENGENDALI TOTAL DAN RATAAN DISKRIT UNTUK GENERALISASI DISTRIBUSI GEOMETRIK Sudarno, Sudarno; Mukid, Moch. Abdul
MEDIA STATISTIKA Vol 9, No 1 (2016): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Total events which do by counting will be obtained discret data type. The discret data type and geometric distribution could be drawn by total number of events chart (G chart) and average number of event chart (H chart). In this research result upper control limit, center line, and lower control limit, both G chart and H chart. Data processing of the case, resulting G chart that upper control limit is 80.77 and center line is 39.8, meanwhile by H chart obtained that upper control limit and center line, respectively, 11.54 and 5.8. The results of G chart and H chart could be used for prediction events at the future to anticipate the real problems. Therefore, the systems have no problem and their activities will be dynamic, stable and best perform.Â Keywords:Geometric Distribution, Total Number of Event Chart, Average Number of Event Chart

DISTRIBUSI RAYLEIGH UNTUK KLAIM AGREGASI Pramesti, Getut
MEDIA STATISTIKA Vol 4, No 2 (2011): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

An Aggregation of claims are claims the sum of individual claims can be described in a distribution of collective risks that occur in a single period of insurance.Â Distribution is depicted in a probability density function and cumulative density function.Â These functions can also describe the characteristics of the distribution through the mean and variance.Â Writing this paper is to determine the aggregate claims model with a amount individual claims Rayleigh distributed and the number of claims Poisson distributed.Â Discussion of the results obtained showed that the model's claim depends on the aggregation of individual claims and the number of claims that occurred during the period of insurance. Â Keywords: Aggregation, Claim, Rayleigh

ANALISIS KEPUTUSAN NASABAH DALAM MEMILIH JENIS BANK: PENERAPAN MODEL REGRESI LOGISTIK BINER (STUDI KASUS PADA BANK BRI CABANG BALIKPAPAN) Saiful Ghozi; Ramli Ramli; Asri Setyani
MEDIA STATISTIKA Vol 11, No 1 (2018): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

This paper analyze factors that influence customer preference between conventional and sharia bank, and which factor is the most dominant. The study was conducted in Balikpapan city from May 2017 until August 2017. The sample is 25 customers of BRI Sharia and 31 customers of conventional BRI. Statistical analysis model used in this paper is Binary Logistics Regression. There are 8 predictor variables to be analyzed to know their effect to customer decision in choosing bank between sharia bank and conventional bank. The variables are: knowledge of respondents about sharia bank (X1), knowledge of respondents about the difference between conventional and sharia banks (X2), knowledge of respondents about products offered by sharia bank (X3), promotion of sharia bank via printed media (X4), promotion of sharia bank via electronic media (X5), promotion of sharia bank in social activities (X6), the customer's efforts to observe religious orders (X7), and the customer's efforts to avoid the religious prohibitions (X8). The results of individual significance test indicate that knowledge of respondents about sharia bank, and promotion of sharia bank through electronic media has significant effect to the customer’s decision in choosing bank. And the most significant effect is promotion through electronic media (X5). Keywords : binary logistic regression, decision, sharia bank

ANALISIS EFISIENSI BANK PERKREDITAN RAKYAT DI KOTA SEMARANG DENGAN PENDEKATAN DATA ENVOLEPMENT ANALYSIS Septianto, Hendi; Widiharih, Tatik
MEDIA STATISTIKA Vol 3, No 1 (2010): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The research was conducted to measure rural banks (Bank Perkreditan Rakyat / BPR) efficiency level in Semarang city. The measurement was done using non parametric approach with Data Envolepment Analysis (DEA) method constant return to scale assumption (CCR model). The research was using all rural banks in SemarangÂ (16 rural banks). The result indicated that 6 rural banks were efficient and 10 rurals banks were inefficient. Â Keywords: CCR Model, Efficient, Rural Bank

ANALISIS OBYEK DAN KARAKTERISTIK DARI MATRIKS INDIKATOR MENGGUNAKAN HYBRID ANALISIS KELAS LATEN DENGAN BIPLOT ANALISIS KOMPONEN UTAMA (BIPLOT AKU) Ginanjar, Irlandia; Pravitasari, Anindya Apriliyanti; Martuah, Aleknaek
MEDIA STATISTIKA Vol 6, No 2 (2013): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Analysis of the object and the characteristics will be much easier, efficient, and informative when based on a perceptual map, which can display objects and characteristics. Indicator matrix is a matrix where the rows represent objects and the columns is a dummy variable representing characteristics. This article writes about techniques to make perceptual map from indicator matrix, where that can provide information about the similarity between objects, the diversity of each characteristic, correlations between the characteristics, and characteristic values â€‹â€‹for each object, the techniques we call Hybrid Latent Class Cluster with PCA Biplot, where Latent Class Cluster Analysis is used to transform the indicator matrix to cross section matrix, where rows represent the objects and columns represent the characteristics, the observation cells is the probability of characteristic for each object, next the cross section matrix mapped using Principal Component Analysis Biplot (PCA Biplot). Â Key Words: Hybrid Latent Class Cluster with PCA Biplot, Latent Class Cluster Analysis, Biplot Principal Component Analysis, Indicator Matrix.

MENENTUKAN MATRIKS PELUANG TRANSISI UNTUK WAKTU OKUPANSI MENGGUNAKAN TRANSFORMASI LAPLACE DAN MATRIKS EKSPONENSIAL Sudarno, Sudarno
MEDIA STATISTIKA Vol 8, No 2 (2015): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The transition probability matrix is a matrix which contains some probability among two state. It has properties that every probability is non-negative and sum by row at every state is one. This paper want to determine the transition probability matrix by Laplace transform and exponential of a matrix methods. To construct the transition probability matrix by Laplace transform depends on identity matrix and generator matrix, but by matrix exponential method depends on generator matrix only. In this research obtained result that matrix exponential method easier than Laplace transformation. Because it is aided by software and programming. The transition probability matrix can be used to predict probability each other state. It could be used to predict value of state probability on long-term or limiting behavior, too. Otherwise, the transition probability mtrix could be used to construct occupancy times matrix.Keywords: Generator matrix, Laplace transform, Exponential matrix, Occupancy times matrix.

UJI HIDUP DIPERCEPAT PADA DISTRIBUSI EKSPONENSIAL TERSENSOR TIPE II DENGAN TEGANGAN KONSTAN Prayudhani, Oktaviana; Wuryandari, Triastuti
MEDIA STATISTIKA Vol 3, No 2 (2010): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Accelerated Life Testing (ALT) is used to obtain information quickly on life distribution, failure rates and reliabilities. ALT is achieved by subjecting the test units to conditions such that the failure occur sooner. Prediction of long term reliability can make within a short periode of time. Result from the ALT are used to extrapolate the unit characteristic at any future time and at given normal operating conditions. ALT using a time varying stess application is often used to induce failure in relatively short times. The most basic and useful type of ALT in which the stress on each unit is increased step by step over time, it can substantially shorten the duration of the reliability test. The life distribution which used in reliability test is exponential distribution. By using Maximum Likelihood Estimation is obtained point estimation of parameter on step stress, and povital quantity is obtained confidence interval for parameter. From this estimation Mean Time to Failure (MTTF) and reliability of product under normal operating condition Â Keysword: Accelerated Life Testing (ALT), Step Stress, Exponential Distribution, Maximum Likelihood Estimation, Povital Quantity

VALUE AT RISK IN STOCK PORTFOLIO USING T-COPULA: Case Study of PT. Indofood Sukses Makmur, Tbk. and Bank Mandiri (Persero), Tbk. Qorina Rara Sartika; Tatik Widiharih; Moch Abdul Mukid
MEDIA STATISTIKA Vol 12, No 2 (2019): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Value at Risk (VaR) is a measuring tool that can calculate the amount of the worst losses that occur in the stock portfolio with a certain level of confidence and in certain period of time. In general, financial data has a high volatility value, which is caused the variance of residual model is not constant and nonnormally distributed. In this case, Copula-GARCH can be used to calculate the VaR. The Generalized Autoregressive Conditional Heterocedasticity (GARCH) model can resolve the time series models that have non-constant residual variance. This research use the t-Copula to model the dependency structure in the combined distribution of stock returns. The t-copula function is good in terms of reaching the extreme value state that often occurs in the financial data of stock returns and has heavytails. The empirical data uses the stock return data of PT. Indofood Sukses Makmur, Tbk (INDF) and Bank Mandiri (Persero) Tbk (BMRI) in the period of October 8, 2012 - October 8, 2017. In this research, Value at Risk is calculated using the period 1 day ahead at 90% confidence level that is 0.042, at 95% confidence level that is 0.025 and at 99% confidence level that is 0.017 with weight of each stock is 50%.

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