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Jurnal Gaussian

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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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Search results for , issue "Vol 3, No 4 (2014): Jurnal Gaussian" : 36 Documents clear

PERAMALAN VOLATILITAS MENGGUNAKAN MODEL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY IN MEAN (GARCH-M) (Studi Kasus pada Return Harga Saham PT. Wijaya Karya) Ratnasari, Dwi Hasti; Tarno, Tarno; Yasin, Hasbi
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Stock return volatility in the markets of developing countries (emerging markets) is generally much higher than the markets of developed countries. High volatility illustrates the level of high risk faced by investors due to reflect fluctuations in stock price movement. Therefore, it is probable, stock investments that are carried in Indonesia have a high risk opportunity. Important properties are often owned by time series data in the financial sector in particular to return data that the probability distribution of returns is fat tails and volatility clustering or often referred to as a case of heteroscedasticity.Time series models that can be used to model this condition are ARCH and GARCH. One form of ARCH/GARCH is Generalized Autoregressive Conditional Heteroscedasticity In Mean (GARCH-M). The purpose of this study is to predict volatility by using GARCH-M model in the return data analysis of daily stock price closing of Wijaya Karya (Persero) Tbk from October 18, 2012 until March 14, 2014 by using the active days (Monday to Friday). The best model is used for forecasting the volatility case in the stock price return of PT. Wijaya Karya is ARIMA (0,0, [35]) GARCH (1,1)-M. Keywords: Stocks, Volatility, Generalized Autoregressive Conditional Heteroscedasticity in Mean (GARCH-M)

ANALISIS SISTEM ANTREAN PELAYANAN DI PT POS INDONESIA (PERSERO) KANTOR POS II SEMARANG Anggraini Susanti Kusumawardani; Sugito Sugito; Rita Rahmawati
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

PT Pos Indonesia (Ltd.) is one of state-owned enterprise engaged the field of service. Along with the development of communication device which more sophisticated and modern, PT Pos Indonesia (Ltd.) has to restructure, reform, and transform. Hence, that mail and delivery service through post remains used and preferred by community. There are many things to do by the customers, this is the reason why PT Pos Indonesia (Ltd.) Kantor Pos II Semarang is always crowded by customers. Therefore, it’s important to analyze queuing system that describe the condition of service line and measures of performance of four types of service counters in PT Pos Persero (Ltd.) Kantor Pos II Semarang, those are Postage counter, Special Delivery, Express, and EMS counter, Money Orders counter, and Tax counter. Base on the observation that has been done, the queuing model at the Postage counter is (M/G/1):(GD/∞/∞), Special Delivery, Express, and EMS counter is (M/M/3):(GD/∞/∞), Money Orders counter is (M/M/2):(GD/∞/∞), and Tax counter is (M/M/2):(GD/∞/∞). Key words : PT Pos Indonesia (Ltd.) Kantor Pos II Semarang, Queuing Model, Measures of Performance.

ANALISIS SISTEM ANTRIAN PELAYANAN NASABAH BANK X KANTOR WILAYAH SEMARANG Prizka Rismawati Arum; Sugito Sugito; Yuciana Wilandari
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Waiting is very boring for many people because it will only waste a lot of their time. This situation is common happen in a queue, for example customers who will conduct the transaction in the bank. Bank X Semarang Regional Office is the largest branch of Bank X is in Semarang is also not free from this problem. Therefore, the queuing model search is very important in order to improve the quality of service to customers / clients. Based on the analysis of data in the Customer Service and Teller obtained the appropriate queuing models which, for Customer Service and Public Teller queuing model is (M / M / 6): (GD / ∞ / ∞) queuing model for the Teller Express is (M / M / 2): (GD / ∞ / ∞) and for Special Teller model of the queue is (M / G / 1): (GD / ∞ / ∞). Based on the calculations and analyzes that have been done, it can be concluded that the customer service system to the Customer Service and teller at Bank X Semarang Regional Office has been good. Keywords: Queue, Queuing System Model, Bank, Customer Service, Teller.

VERIFIKASI MODEL ARIMA MUSIMAN MENGGUNAKAN PETA KENDALI MOVING RANGE (Studi Kasus : Kecepatan Rata-rata Angin di Badan Meteorologi Klimatologi dan Geofisika Stasiun Meteorologi Maritim Semarang) Kiki Febri Azriati; Abdul Hoyyi; Moch. Abdul Mukid
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Forecasting method Box-Jenkins ARIMA (Autoregressive Integrated Moving Average) is a forecasting method that can provide a more accurate forecasting results. To verify the model obtained using the one Moving Range Chart. The control charts are used to determine the change in the pattern of file seen from the residual value (the difference between the actual file and the file forecasting). File used in this study the average wind speed in the Tanjung Emas harbor during January 2008 to December 2013. The best of Seasonal ARIMA model is ARIMA (0,0,1) (0,0,1) 12. The results of the verification using the Moving Range Control Chart on the model showed that all residual values are within control limits to the length of the shortest interval, means of verification results show that the model is a good model used for forecasting future periods. Forecasting is generated during the period of the next 15 shows the seasonal pattern. This is shown in the figure forecast 2014 average wind speeds are highest in January, as well as forecasting the 2015 figures the average speed of the highest winds also occurred in January. Forecasting results reflect past file, because the actual file used also showed a seasonal pattern with the same seasonal period is annual, where the numbers mean wind speeds are highest in January. Keywords : Seasonal ARIMA, Moving Range Control Chart, Mean wind speeds.

KETEPATAN KLASIFIKASI KEIKUTSERTAAN KELUARGA BERENCANA (KB) MENGGUNAKAN ANALISIS REGRESI LOGISTIK BINER DAN FUZZY K-NEAREST NEIGHBOR IN EVERY CLASS DI KABUPATEN KLATEN Dhinda Amalia Timur; Yuciana Wilandari; Diah Safitri
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Fertility is one of the factors that affect population growth. High population growth resulted in the emergence of a variety of problems for a country including Indonesia. This requires a treatment that population growth can be controlled, one attempts to handle by using a Keluarga Berencana program. Therefore conducted a study to determine the factors that affect that participation of Keluarga Berencana (KB) by using Binary Logistic Regression analysis in which the participation of KB divided into two, namely join KB and KB did not participate. Based on the results obtained Binary logistic regression analysis predictor variables that significantly affect participation KB is the number of children, father's education, and mother's education. The resulting classification accuracy with training data comparison testing was 90:10 at 84.375%. Furthermore, the data were analyzed by using Fuzzy K-Nearest Neighbor in every Class (FK-NNC) to determine the accuracy of the classification results comparison with FK-NNC Binary Logistic Regression. From the analysis of the classification accuracy using the FK-NNC with a 90:10 ratio of training data and testing the value of K = 7 values obtained tersebesar ie 87.5%. The comparison of classification accuracy of this value indicates if the FK-NNC is better classify participation in Keluarga Berencana in Klaten district 2012. Keywords: Keluarga Berencana, Binary Logistic Regression, Fuzzy K-Nearest Neighbor in every Class (FK-NNC)

ANALISIS PREFERENSI MERK LAPTOP MAHASISWA UNIVERSITAS DIPONEGORO MENGGUNAKAN MODEL LOGIT TERSARANG Ain Hafidita; A Rusgiyono; Dwi Ispriyanti
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Today’s rapidly evolving information technology affects mostly the change of people’s choice in electronic devices (gadget) usage, especially laptops. Addressing this phenomenon, laptop manufacturers are competing to create innovative products to reach various elements of the consumer. Nested logit, which sorts the alternatives based on common properties into smaller groups (nests) and has a level so as to form a tree structure, is a method that can be used to model consumer preferences. Alternatives may have either unique or common characteristics that describe properties or components so called attributes. In this study, laptop brands are treated as alternatives and classified by the operating system. This research concluded that the most favorite brand is Asus (25.35 %), followed by Toshiba (22.81%), Lenovo (14.27%), HP (13.90%), Acer (12.40%) and the least is Macbook (11.27%). Attributes that significantly affect the brand preferences are laptop classification and warranty, while color is considered insignificant.

KLASIFIKASI KELULUSAN MAHASISWA FAKULTAS SAINS DAN MATEMATIKA UNIVERSITAS DIPONEGORO MENGGUNAKAN MULTIVARIATE ADAPTIVE REGRESSION SPLINE (MARS) Rizal Yunianto Ghofar; Diah Safitri; Agus Rusgiyono
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Education is a top priority for today's society. The quality of education can be seen from the learning achievement. There are so many factors that influence learning achievement in this regard graduation, therefore, necessary to identify the most influential factors that will be used to improve the quality of education. This study was conducted to obtain a model that is capable of classifying the data Faculty of Science and Mathematics Diponegoro University Semarang graduation using Multivariate Adaptive Regression Spline (MARS) method. MARS is a nonparametric regression method that can be used for data of high dimension. To get the best MARS models, made possible combinations Basis Function (BF), Maximum Interaction (MI), and Minimum Observation (MO) by trial and error. The best model is the model that is used in combination with BF = 28, MI = 2, MO = 1 because it has the smallest GCV value that is equal to 0,17781. There are three variables that contribute to the MARS model of the variable GPA, majors and gender. As for the variable organization, part time, entry point, and scholarships do not contribute to the model. Obtained misclassification of 20,50%. Press's Q test value indicates that statistically MARS method has been consistent in classifying the data FSM Diponegoro University Semarang graduation.

KLASIFIKASI WILAYAH DESA-PERDESAAN DAN DESA-PERKOTAAN WILAYAH KABUPATEN SEMARANG DENGAN SUPPORT VECTOR MACHINE (SVM) Mekar Sekar Sari; Diah Safitri; Sugito Sugito
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

This research will be carry out classification based on the status of the rural and urban regions that reflect the differences in characteristics/ conditions between regions in Indonesia with Support Vector Machine (SVM) method. Classification on this issue is working by build separation functions involving the kernel function to map the input data into a higher dimensional space. Sequential Minimal Optimization (SMO) algorithms is used in the training process of data classification of rural and urban regions to get the optimal separation function (hyperplane). To determine the kernel function and parameters according to the data, grid search method combined with the leave-one-out cross-validation method is used. In the classification using SVM, accuracy is obtained, which the best value is 90% using Radial Basis Function (RBF) kernel functions with parameters C=100 dan γ=2-5. Keywords : classification, support vector machine, sequential minimal optimization, grid search, leave-one-out, cross validation, rural, urban

ANALISIS PELAYANAN SERVIS DI BENGKEL NASMOCO CABANG SOLO BARU DENGAN METODE ANTRIAN Fatma Septy Deviana; Sugito Sugito; Moch. Abdul Mukid
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

World automotive in Indonesia has grown and has a very tight competition. As a company that is in the automotive world and is one of sole agent Toyota in Indonesia to Central Java and Yogyakarta, Nasmoco Solo Baru branch have service and parts facility. As a service provider, Nasmoco Solo Baru branch seeks to serve customers well according to the arrival rate of each customer. Thus, the need to know the measure of system performance on each part on the system service advisor. Queuing system at Nasmoco Solo Baru contained in the Registration Service, Service Parts, and the Cashier Section. Based on the results obtained and the analysis of queuing models are on the Registration Service (M/G/7): (GD/∞/∞) for Monday-Saturday with the booking system and (G/G/7): (GD/∞/∞) for non-booking system, while on Sunday/Holiday booking system model is obtained (M/M/2): (GD/∞/∞) and (M/G/2): (GD/∞/∞) to non-booking system. The model obtained in the service for Monday-Saturday with the booking system and non-booking is (M/G/17): (GD /∞/∞), while on Sunday/Holiday booking system obtained with the model (M/G/9): (GD/∞/ ∞) and (M/M/9): (GD/∞/∞) to the non-booking system. At the cashier queue model for a Monday-Saturday have the same model with a Sunday/Holiday is (M/G/9): (GD/∞/∞). Keywords: Queuing Systems, Nasmoco Solo Baru Branch, Registration Services, Service Parts, Cashier Section.

IDENTIFIKASI CURAH HUJAN EKSTREM DI KOTA SEMARANG MENGGUNAKAN ESTIMASI PARAMETER MOMEN PROBABILITAS TERBOBOTI PADA NILAI EKSTREM TERAMPAT (Studi Kasus Data Curah Hujan Dasarian Kota Semarang Tahun 1990-2013) Annisa Rahmawati; Agus Rusgiyono; Triastuti Wuryandari
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The methods used to analyze extreme rainfall is the Extreme Value Theory (EVT). One of the approaches of EVT is the Block Maxima (BM) which follows the distribution of Generalized Extreme Value (GEV). In this study, the dasarian rainfall data of 1990-2013 in the Semarang City is divided based on block monthly and the month examined are October, November, December, January, February, March and April. The resulted blocks are 24 with 3 observations each block. Estimated parameter of form, location and scale are obtained by using the method of Probability Weight Moments (PWM). The result of this study is January has the greatest occurrence chance of extreme value with the value of estimated parameter of form 0,3840564, location 138,8152989 and scale 68,6067117. In addition, the alleged maximum value of dasarian rainfall obtained in a period of 2, 3, 4, 5 and 6 years are 243,45753 mm, 308,23559 mm, 357,26996 mm, 397,96557 mm and 433,28889 mm. Keywords: rainfall, Extreme Value Theory, Block Maxima, Generalized Extreme Value, Probability Weight Moments

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Jawa tengah

INDONESIA