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Department of Statistic, Faculty of Science and Mathematics , Universitas Diponegoro Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro Gedung F lt.3 Tembalang Semarang 50275
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Jurnal Gaussian
Published by Universitas Diponegoro
ISSN : -     EISSN : 23392541     DOI : -
Core Subject : Education,
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Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM UNDIP.
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Articles 15 Documents
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Search results for , issue "Vol 10, No 4 (2021): Jurnal Gaussian" : 15 Documents clear
PENGELOMPOKAN TITIK GEMPA DI PULAU SULAWESI MENGGUNAKAN ALGORITMA ST-DBSCAN (Spatio Temporal-Density Based Spatial Clustering Application with Noise) Denny Jales Manalu; Rita Rahmawati; Tatik Widiharih
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.29499

Abstract

Earthquake is a natural disaster which is quite serious in Indonesia, especially on Sulawesi Island. Earthquake is fearful because it can’t be predicted when it will come, where it will come, and how strong the vibration, that often causes fatal damage and casualties. In effort to minimize losses caused by earthquake, it is necessary to divide areas which are easily affected by earthquake. One of the methods that can be used in dividing the area is by using the clustering technique. This research by using a clustering method with the ST-DBSCAN (Spatial Temporal-Density Based Spatial Clustering Application with Noise) algorithm on dataset of earthquake points in Sulawesi Island in 2019. This method by using the spatial distance parameters (Eps1 = 0.45), the temporal distance parameters (Eps2 = 7), and minimum number of cluster members (MinPts = 4), resulting in a total of 60 clusters with 8 large clusters and 216 noises 
PEMODELAN HARGA EMAS DUNIA MENGGUNAKAN METODE NONPARAMETRIK POLINOMIAL LOKAL DILENGKAPI GUI R Jody Hendrian; Suparti Suparti; Alan Prahutama
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.33103

Abstract

Investing in gold is a flexible choice because it can be sold at any time and used as an emergency fund. Investors should have the knowledge to predict data from time to time to achieve investment goals. One of the statistical methods for time series data modeling is ARIMA. The ARIMA model is strict with the assumptions that the data must be stationary, the residuals must be normally distributed, independent, and with constant variance, so an alternative model is proposed, namely nonparametric regression model, which has no modeling assumptions requirement. In this study, the daily world gold price data will be modeled using a local polynomial nonparametric model as an alternative because the assumptions in the ARIMA are not fulfilled. The data is divided into 2 parts, namely in sample data from January 2, 2020 to November 30, 2020 to form a model and out sample data from December 1, 2020 to December 31, 2020 used for evauation of model performance based on MAPE values. The chosen best model is the local polynomial model with Gaussian kernel function of degree 5, bandwidth of 373, and local point of 1744 with an MSE value of 482.6420. The local polynomial model out sample data MAPE value is 0.61%, indicating that the model has excellent forecasting capability. In this study, Graphical User Interface (GUI) using R software with the help of shiny package is also built, making data analyzing easier and generating more interactive display output. 
IMPLEMENTASI R-SHINY UNTUK ANALISIS BIPLOT KOMPONEN UTAMA (Studi Kasus: Penggunaan Alat Kontrasepsi pada Peserta Aktif KB di Provinsi Jawa Tengah Tahun 2019) Andreanto Andreanto; Hasbi Yasin; Agus Rusgiyono
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.33097

Abstract

The population problem is a fairly complex and complicated problem. Therefore, Indonesia seeks to control the birth rate with the Family Planning program. The implementation of this program can be evaluated through statistical data. The statistical analysis used is biplot principal component analysis to see the relationship between districts/cities in choosing the contraceptive device/method used, the variance of each contraceptive device/method, the correlation between contraceptive devices/methods, and the superiority value of the contraceptive device/method in the population. each district/city. The problem with performing the analysis is the limitations of easy-to-use open source software. As with R, users must understand writing code to perform data analysis. Therefore, to perform a biplot analysis of the principal components, an RShiny application has been created using RStudio. The R-Shiny that has been made has many  advantages,  including  complete  results  which  include  data  display,  data transformation, SVD matrix, to graphs along with plot graph interpretation. The results of the principal component biplot analysis using R-Shiny with α =1 have the advantage of a good principal component biplot, which is 95.63%. This shows that the biplot interpretation of the main components produced can be explained well the relationship between the district/city and the contraceptive methods/devices used. 
COPULA FRANK UNTUK PERHITUNGAN VALUE AT RISK PORTOFOLIO BIVARIAT PADA MODEL EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY Eka Anisha; Di Asih I Maruddani; Suparti Suparti
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.29932

Abstract

Stocks are one type of investment that promises return for investors but often carries a high risk. Value at Risk (VaR) is a measuring tool that can calculate the amount of the worst loss that occurs in a stock portfolio with a certain level of confidence and within a certain time period. In general, financial data have a high volatility value, which causes the residuals are not normally distributed. ARCH/GARCH modoel is used to solve the heteroscedasticity problem. If the data also have an asymmetric effect, it is modelled with Exponential GARCH model. Copula-Frank is part of the Archimedian copula which is used to solve empirical cases. The data on this study were BBCA and KLBF stock price return data in the observation period 30 December 2011 – 6 December 2019. Furthermore, to test the validity of the VaR model, a backtesting test will be carried out using the Kupiec Test. The results showed that the best model used for BBCA stocks was ARIMA (1,0,1) EGARCH (1,1) and for KLBF stocks was ARIMA (1,0,1) EGARCH (1,2). The amount of risk with a 95% confidence level used a combination of the EGARCH and Copula-Frank models was 2.233% of today's investment. Based on the backtesting test used the Kupiec Test, the VaR model of the portfolio obtained was declared valid.
GEOGRAPHICALLY WEIGHTED NEGATIVE BINOMIAL REGRESSION UNTUK MENANGANI OVERDISPERSI PADA JUMLAH PENDUDUK MISKIN Nova Delvia; Mustafid Mustafid; Hasbi Yasin
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.33106

Abstract

Poverty is a condition that is often associated with needs, difficulties an deficiencies in various life circumstances. The number of poor people in Indonesia increase in 2020. This research focus on modelling the number of poor people in Indonesia using Geographically Weighted Negative Binomial Regression (GWNBR) method. The number of poor people is count data, so analysis used to model the count data is poisson regression.  If there is overdispersion, it can be overcome using negative binomial regression. Meanwhile to see the spatial effect, we can use the Geographically Weighted Negative Binomial Regression method. GWNBR uses a adaptive bisquare kernel for weighting function. GWNBR is better at modelling the number of poor people because it has the smallest AIC value than poisson regression and negative binomial regression. While the GWNBR method obtained 13 groups of province based on significant variables.      
PENDEKATAN METODE MARKOWITZ UNTUK OPTIMALISASI PORTOFOLIO DENGAN RISIKO EXPECTED SHORTFALL (ES) PADA SAHAM SYARIAH DILENGKAPI GUI MATLAB Umiyatun Muthohiroh; Rita Rahmawati; Dwi Ispriyanti
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.33098

Abstract

A portfolio is a combination of two or more securities as investment targets for a certain period of time with certain conditions. The Markowitz method is a method that emphasizes efforts to maximize return expectations and can minimize stock risk. One method that can be used to measure risk is Expected Shortfall (ES). ES is an expected measure of risk whose value is above Value-at-Risk (VaR). To make it easier to calculate optimal portfolios with the Markowitz method and risk analysis with ES, an application was made using the Matlab GUI. The data used in this study consisted of three JII stocks including CPIN, CTRA, and BSDE stocks. The results of the portfolio formation with the Markowitz method obtained an optimal portfolio, namely the combination of CPIN = 34.7% and BSDE = 65.3% stocks. At the 95% confidence level, the ES value of 0.206727 is greater than the VaR value (0.15512).  
PENERAPAN DIAGRAM KENDALI MAXIMUM MULTIVARIATE CUMULATIVE SUM (MAX-MCUSUM) PADA PENGENDALIAN KUALITAS PRODUK KACANG (Studi Kasus: Produk Kacang Garing di PT XY) Sintia Rizki Aprilianti; Tatik Widiharih; Sudarno Sudarno
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.30139

Abstract

Now, Statistical quality control be a particular concern to large companies.PT XY is one of the largest nut company in Indonesia that has implemented the quality standards of a product. Max-MCUSUM control chart becomes a tool that is graphically used to monitor and evaluate whether the process is under control or nut. Based on Cheng and Thaga (2005), Max-MCUSUM control chart takes precedence over detecting small shift based on average and variability in industry data. The quality characteristic of Kacang Garing will be variables, namely broken nut skin, bean seed 1, and foam nut skin. Max-MCUSUM control chart is controlled with the control limit (h) from ARL (Average Run Length) simulation of 370 is 429,69. ARL is an average of samples that need to be decribed before it goes out of control. The research continued with multivariate capability process with MCp worth 0,905 and MCpk worth 1,355. Those value indicates that Kacang Garing has met the quality specification stipulated by PT XY. Broken nut skin becomes the most dominant cause based on pareto chart and carried out analysis by using fishbone chart so that is known the main factor causing broken nut skin are machine, material, and method. 
IMPLEMENTASI MODEL ACCELERATED FAILURE TIME (AFT) BERDISTRIBUSI LOG-LOGISTIK PADA PASIEN PENYAKIT JANTUNG BAWAAN Dwi Nooriqfina; Sudarno Sudarno; Rukun Santoso
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.33099

Abstract

Log-Logistic Accelerated Failure Time (AFT) model is survival analysis that is used when the survival time follows Log-Logistic distribution. Log-Logistic AFT model can be used to estimate survival time, survival function, and hazard function. Log-Logistic AFT model was formed by regressing covariates linierly against the log of survival time. Regression coefficients are estimated using maximum likelihood method. This study uses data from Atrial Septal Defect (ASD) patients, which is a congenital disease with a hole in the wall that separates the top of two chambers of the heart by using sensor type III. Survival time as the response variable, that is the time from patient was diagnosed with ASD until the first relapse and uses age, gender, treatment status (catheterization/surgery), defect size that is the size of the hole in the heart terrace, pulmonary hypertension status, and pain status as predictor variables. The result showed that variable gender, treatment status, defect size, pulmonary hypertension status, and pain status affect the first recurrence of ASD patients, so it is found that category of female, untreated patient, defect size ≥12mm, having pulmonary hypertension, having chest pain tend to have first recurrence sooner than the other category. 
Penerapan Text Mining untuk Melakukan Clustering Data Tweet Akun Blibli Pada Media Sosial Twitter Menggunakan K-Means Clustering Syiva Multi Fani; Rukun Santoso; Suparti Suparti
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.30409

Abstract

Social media is computer-based technology that facilitates the sharing of ideas, thoughts, and information through the building of virtual networks and communities. Twitter is one of the most popular social media in Indonesia which has 78 million users. Businesses rely heavily on Twitter for advertising. Businesses can use these types of tweet content as a means of advertising to Twitter users by Knowing the types of tweet content that are mostly retweeted by their followers . In this study, the application of Text Mining to perform clustering using the K-means clustering method with the best number of clusters obtained from the Silhouette Coefficient method on the @bliblidotcom Twitter tweet data to determine the types of tweet content that are mostly retweeted by @bliblidotcom followers. Tweets with the most retweets and favorites are discount offers and flash sales, so Blibli Indonesia could use this kind of tweet to conduct advertising on social media Twitter because the prize quiz tweets are liked by the @bliblidotcom Twitter account followers.
PEMODELAN BAYESIAN KONSUMSI RUMAH TANGGA AGREGAT MENGGUNAKAN PRIOR ZELLNER Muhammad Fajar
Jurnal Gaussian Vol 10, No 4 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i4.30871

Abstract

In the development of statistics, there are two views of parameters, namely frequentist and Bayesian. In Bayesian, the parameter is a random variable, not a constant like a frequentist view. The research aims to estimate the function or model of household consumption agrees using the Bayesian method. The data used in this study are GDP (y) and household consumption (x) at constant prices (2000) for the 1983Q1 - 2016Q4 period sourced from the Statistics-Indonesia. This study results that the Bayesian regression modeling of the household consumption function agrees with Zellner's previous use. The income coefficient in this model is significant and gets a marginal propensity to consume the value of 0.5702. This implies that more than half of people's income is used for consumption purposes.  

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