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Jurnal Gaussian

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Published by Universitas Diponegoro

ISSN : - EISSN : 23392541 DOI : -

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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 733 Documents

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ANALISA FAKTOR-FAKTOR YANG MEMPENGARUHI KINERJA PERUSAHAAN MENGGUNAKAN PENDEKATAN PARTIAL LEAST SQUARE (Studi Kasus pada PT. Telkom Indonesia Divisi Regional Jawa Tengah-DIY dan Wilayah Telekomunikasi Semarang) Endah Cahyaningrum; Abdul Hoyyi; Moch. Abdul Mukid
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Persaingan dalam pasar global membawa banyak perubahan yang cukup dinamis pada semua aspek di suatu perusahaan. Hal ini menimbulkan trend baru dimana perusahaan yang berkelanjutan bergantung pada kemampuan perusahaan dalam merespon perubahan-perubahan yang ada secara efektif. Adanya sejumlah keunikan yang menjadi karakteristik sebuah perusahaan dan tidak dimiliki perusahaan lain dapat menciptakan faktor-faktor yang dapat meningkatkan suatu kinerja perusahaan. Faktor-faktor yang mempengaruhi kinerja perusahaan pada PT. Telkom Indonesia diungkapkan secara komprehensif dengan persamaan struktural berbasis komponen, Partial Least Square (PLS). PLS merupakan metode analisis yang tidak didasarkan pada banyak asumsi. Pada PLS tidak diperlukan asumsi normal multivariat, dapat menggunakan skala pengukuran nominal, ordinal, interval dan rasio serta ukuran sampel tidak harus besar. PLS mengestimasi model hubungan antar variabel laten dan variabel laten dengan indikatornya. Berdasarkan hasil analisis diperoleh kesimpulan bahwa kinerja perusahaan dipengaruhi oleh kinerja manajerial, keunggulan bersaing, Total Quality Management, kompensasi, sistem pengukuran kinerja dan budaya kualitas namun angkanya relatif kecil. Kata kunci : Partial Least Square, kinerja perusahaan

RISIKO KREDIT PORTOFOLIO OBLIGASI DENGAN CREDIT METRICS DAN OPTIMALISASI PORTOFOLIO DENGAN METODE MEAN VARIANCE EFFICIENT PORTFOLIO (MVEP) Nurul Fauziah; Abdul Hoyyi; Di Asih I Maruddani
Jurnal Gaussian Vol 1, No 1 (2012): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Investing is a important thing in a capital market. Bond investment must be noticed the risk especially credit risk. From the information of credit risk, investor can choose the right investment. Credit Metrics is a reduced form model to estimate the risk. Credit Metrics is centered by the corporate rating. The risk not only occur when corporate rating be default but also if the rating upgrade or downgrade. For a bond portfolio, can calculate the optimal portfolio by Mean Variance Efficient Portfolio method. Empirical study can be used for two bonds, first bond is Obligasi Adira Dinamika Multi Finance V Tahun 2011 Seri A and second one is Obligasi BFI Finance Indonesia III Tahun 2011 Seri A. First bond has 127.01640 (Billion) of credit risk and the second one bonds has 18.33472 (Billion). For a portfolio of that two bonds, they have 179.82460 (Billion). For the optimal portfolio, first bond has propotion 66.39% and 33.61% for the second bond.

IMPLEMENTASI METODE RESPONSE SURFACE SEBAGAI UPAYA OPTIMALISASI JUMLAH BINTIL AKAR PADA TANAMAN KEDELAI Muchammad Aziz Chusen; Rukun Santoso; Rita Rahmawati
Jurnal Gaussian Vol 6, No 2 (2017): 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.v6i2.16949

Response surface method is a set of statistics and mathematical techniques, useful to analyze the issue of multiple independent variables that affect to the dependent variable of response, and aim to optimize the response. The existence of response surface method is able to assist researchers in conducting improvised to get optimum results accurately and efficiently. In this experiment using the data factorial CRD (completely randomized design) with two factors and three levels. Two factors were tested consists of the elements cobalt and ferrum, with the level in the form of element concentrations with each ie cobalt (0 mg/L, 0.1 mg/L and 0.2 mg/L), and ferrum (0 mg/L, 1mg/L and 2 mg / L). Variable response is the number of nodules roots of soybean crops. After testing the response surface method produced a linear model of the first order Jumlah Bintil Akar Kedelai = 10.3 + 10.2 Ferum + 238.3 Kobalt – 1340.1 Kobalt 2 – 93 Ferum*(Kobalt 2). with the value of concentration at ferum = 2 mg/L and cobalt = 0.1 mg/L is able to generate growth in the number of nodules optimum soybean crop in these experiments. Keywords: Factorial design, Response surface

PEMBENTUKAN POHON KLASIFIKASI BINER DENGAN ALGORITMA QUEST (QUICK, UNBIASED, AND EFFICIENT STATISTICAL TREE) PADA DATA PASIEN LIVER Muhammad Rosyid Abdurrahman; Dwi Ispriyanti; Alan Prahutama
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

In this modern era of fast food commonly found that sometimes have chemical substances and the increasing number of motor vehicles that cause the uncontrolled circulation of air pollution that can affect the health of the human liver. To assist in analyzing the presence of liver disorders in humans can be used QUEST (Quick, Unbiased, and Efficient Statistical Tree) algorithm to classify the characteristics of the patient's liver by liver function tests performed in clinical laboratories. QUEST construct rules to predict the class of an object from the values of predictor variables. The tree is constructed by partitioning the data by recuresively, where class and the values of the predictor variables of each observation in the data sample is known. Each partition is represented by a node in the tree. QUEST is one of the binary classification tree method. The results of the classification tree is formed, an important variable in classifying a person affected by liver disease or not, that is the variable Direct Bilirubin, Alkaline Phosphatase, Serum Glutamic Oxaloacetic Transaminase (SGOT), and age of the patient. Accuracy of the QUEST algorithm classifying liver patient data by 73,4 %. Keywords: binary classification trees, QUEST algorithm, liver patient data.

PENERAPAN DIAGRAM KONTROL MULTIVARIATE EXPONENTIALLY WEIGHTED MOVING AVERAGE (MEWMA) PADA PENGENDALIAN KARAKTERISTIK KUALITAS AIR (Studi Kasus: Instalasi Pengolahan Air III PDAM Tirta Moedal Kota Semarang) Anastasia Arinda; Mustafid Mustafid; Moch. Abdul Mukid
Jurnal Gaussian Vol 5, No 1 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Water treatment is intended to change the original water quality that does not fulfill the health requirements become a water for human consumption and must comply with the levels of certain parameters. Quality control can be done by forming a Multivariate Exponentially Weighted Moving Average (MEWMA) control chart. In the Multivariate Exponentially Weighted Moving Average (MEWMA) control charts with λ = 0.25 and UCL = 13.92658 seen that process controlled statistically. Once the process is under control, it can be done analysis of the ability of the process to determine whether the process fulfill the specifications or not. In the calculation process capability univariate each characteristics and multivariate process capability index values obtained more than 1 means that the process is going well. Keywords: water quality, Multivariate Exponentially Weighted Moving Average (MEWMA), process capability.

PEMILIHAN MODEL REGRESI LINIER MULTIVARIAT TERBAIK DENGAN KRITERIA MEAN SQUARE ERROR Aminuddin Aminuddin; Sudarno Sudarno; Sugito Sugito
Jurnal Gaussian Vol 2, No 1 (2013): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Regresi linier multivariat merupakan salah satu metode analisis regresi yang melibatkan lebih dari satu variabel respon, dengan model regresinya adalah . Penggunaan banyak variabel dalam analisis regresi linier multivariat dapat menjadi hal yang menyulitkan untuk menentukan besarnya pengaruh variabel prediktor terhadap variabel respon. Oleh karena itu, dilakukan penyeleksian variabel guna mendapatkan model regresi terbaik. Prosedur seleksi variabel dengan kriteria Mean Square Error (MSE) merupakan suatu metode untuk mendapatkan model terbaik dengan cara mencari model yang memiliki nilai MSE terkecil dari seluruh model yang mungkin

PERBANDINGAN DIAGRAM KONTROL MEWMA DAN DIAGRAM KONTROL T2 HOTELLING UNTUK PENGENDALIAN KUALITAS PRODUK KAIN POLYESTER (Studi Kasus : PT Daya Manunggal Kota Salatiga) Abdiyasti Nurul Arifa; Rukun Santoso; Tatik Widiharih
Jurnal Gaussian Vol 8, No 1 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Fabrics is one of the most important needs of human life, so demand for clothing is greatly increased. Polyester fabric is a superior product at PT Daya Manunggal Salatiga because it has good quality. The quality of the fabric is very important because it is very influential in the competition to attract consumer interest. To maintain the consistency of the quality of the products produced in accordance with specifications, it is necessary to control the quality of the production process. The quality characteristics used in the production process of polyester fabric are thick layers, thin layers, two weft threads partially and two weft threads one more interconnected with one another, so multivariate control diagrams are used. Multivariate Exponentially Weighted Moving Average (MEWMA) and T2 Hotelling are control diagrams for monitoring mean process. The results showed that the MEWMA control diagram with lambda 0.7 yielded controlled results with a BKA value of 14.56021. Whereas in the Hotelling T2 control diagram a data reduction of four revisions was made to achieve controlled results with a final BKA value of 10.10928. The controlled production process obtained multivariate process capability values of 0.9672105 <1 which means the process is not capable. Comparison of results from the two methods shows that the MEWMA control diagram is more sensitive than the T2 Hotelling control diagram.Keywords: Fabric, Multivariate Exponentially Weighted Moving Average (MEWMA), Hotelling T2, Process Capability Analysis

PEMODELAN PERSENTASE BALITA GIZI BURUK DI JAWA TENGAH DENGAN PENDEKATAN GEOGRAPHICALLY WEIGHTED REGRESSION PRINCIPAL COMPONENTS ANALYSIS (GWRPCA) Novika Pratnyaningrum; Hasbi Yasin; Abdul Hoyyi
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Geographically Weighted Regression Principal Components Analysis (GWRPCA) is a combination of method of Principal Components Analysis (PCA) and Geographically Weighted Regression (GWR). PCA is used to eliminate the multicollinearity effect in regression analysis. GWR is a local form of regression and a statistical method used to analyze the spatial data. In GWRPCA predictor variables is a principal components of the PCA result. Estimates of parameters of the GWRPCA model can use Weighted Least Square (WLS). Selection of the optimum bandwidth use Cross Validation (CV) method. Conformance testing PCA regression and GWRPCA models approximated by the F distribution, while the partial identification of the model parameters using the t distribution. In PCA obtained variables that affect the percentage of severe children malnutrition in Central Java in 2012 can be represented or replaced with PC1 and PC2 which can explain the total variance of data is 78.43%. Application GWRPCA models at the percentage of severe children malnutrition in Central Java in 2012 showed every regency locations have different model with global coefficient of determination is 0.6313309 and the largest local coefficient of determination is 0.72793026 present in Batang regency, while the smallest local coefficient of determination is 0.03519539 present in Sukoharjo regency. Keywords : Severe Malnutrition, Multicollinearity, Geographically Weighted Regression Principal Components Analysis, Weighted Least Square,Coefficient of Determination.

PERAMALAN OUTFLOW UANG KARTAL DI BANK INDONESIA WILAYAH JAWA TENGAH DENGAN METODE GENERALIZED SPACE TIME AUTOREGRESSIVE (GSTAR) Aukhal Maula Fina; Tarno Tarno; Rukun Santoso
Jurnal Gaussian Vol 5, No 3 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Generalized Space Time Autoregressive (GSTAR) model is a method that has interrelation between time and location or called with space time data. This model is generalization of Space Time Autoregressive (STAR) model where GSTAR more flexible for data with heterogeneous location characteristics. The purposes of this research are to get the best GSTAR model that will be used to forecast the outflow in the Bank Indonesia Office (BIO) Semarang, Solo, Purwokerto and Tegal. The best model obtained in this study is GSTAR (11) I(1) using the inverse distance weighting locations. This model has an average value of MAPE 35.732% and RMSE 440.52. The best model obtained explains that the outflow in BIO Semarang, Solo and Purwokerto are affected by two time lag before while for outflow in BIO Tegal is affected by two time lag befor and outflows in three other BIO. Keywords: GSTAR, Space Time, Outflow, Currency

OPTIMALISASI PORTOFOLIO MENGGUNAKAN CAPITAL ASSET PRICING MODEL (CAPM) DAN MEAN VARIANCE EFFICIENT PORTFOLIO (MVEP) (Studi Kasus: Saham-Saham LQ45) Mardison Purba; Sudarno Sudarno; Moch. Abdul Mukid
Jurnal Gaussian Vol 3, No 3 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Investment is planting some funds to get profit. However, there is a positive relationship between risk and return that is High Risk High Return. So, the investor seeks to maximize expected return using portfolio optimization. The nature of the stock fluctuates over time, often times it poses a risk to lose money. In the science of finance, the fluctuations of stock returns is known as volatility. Then the stock volatility measurement uses Exponentially Weighted Moving Average (EWMA). Methods of Capital Assets Pricing Model (CAPM) is used for the selection of the best stocks of the nine sectors LQ45. Portfolios are formed of nine sectors were weighted using the Mean-Variance optimal Efficient Portfolio (MVEP). The weight placed on the largest fund shares at IMAS 25.12%, amounting to 19.53% BDMN, BWPT by 6.40%, 9.75% for INCO, SMCB by 7.72%, amounting to 9.37% INDF, BKSL for 2.27%, 16.87% and TLKM of MAPI by 2.98%. Based on analysis, volatility measurement of IMAS, TLKM and BDMN especially using EWMA. Risk measurement tool used for stock portfolio is Value at Risk (VaR) and Risk measurement tool used for stocks is Component Value at Risk (CVaR). With a confidence level of 95% and an investment of IDR 100.000.000 the loss investment using VaR for one day in the future is IDR 1.799.824. Meanwhile, if using CVaR then the maximum loss investment for the day ahead is IDR 1.523.000,73.

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Jawa tengah

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