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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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PENERAPAN PENGENDALIAN KUALITAS DENGAN MEWMA DAN FUNGSI DENSITAS KERNEL MULTIVARIAT (Studi Kasus: PT Sukorejo Indah Textile Kab. Batang) Mifta Fara Sany; Rukun Santoso; Arief Rachman Hakim
Jurnal Gaussian Vol 8, No 1 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

In an era of industrial revolution 4.0, technology is increasingly sophisticated, requiring companies to be more creative. Product quality control is an effort to minimize the defective products produced by the company. The production of weaving sarongs at PT SUKORINTEX pays attention to the accuracy of the length and width of the sarong to conform to the standards set by the company. To find out the quality of woven sarong products at PT SUKORINTEX, analysis was performed using Multivariate Exponentially Weighted Moving Average (MEWMA) control charts and multivariate kernel control charts. The research variable was the characteristics of the X sarongs which is reflected in 2 variates, namely the average length and average width. Based on the results and discussion that has been done, the MEWMA control chart used a weighting λ which is determined using trial and error. MEWMA control charts can be said to be stable and controlled by λ = 0.1, Upper Control Limit (UCL) of 14.62943, and Lower Control Limit (LCL) of 0. Multivariate kernel control chart were declared uncontrolled with α = 0.1 and level = 0.06130611 because there were data that was outside the contour. Chart improvement was done by trial and error and obtained a controlled chart results at α = 0.01 and a level value of 0.03125701. Based on this case study, the quality control of the average length and width of WADIMOR woven sarong types 30 STR with MEWMA is better than the multivariate kernel density, because MEWMA is controlled and stable in controlling product quality. The results of the MEWMA control chart show a capable process because more than 1 process capability index value is obtained. Keywords: Multivariate Exponentially Weighted Moving Average (MEWMA) control chart, multivariate kernel control chart, process capability.

ANALISIS FAKTOR – FAKTOR YANG MEMPENGARUHI JUMLAH KEJAHATAN PENCURIAN KENDARAAN BERMOTOR (CURANMOR) MENGGUNAKAN MODEL GEOGRAPHICALLY WEIGHTED POISSON REGRESSION (GWPR) Haris, Muhammad; Yasin, Hasbi; Hoyyi, Abdul
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Theft is an act taking someone else’s property, partially or entierely, with intention to have it illegally. Motor vehicle theft is one of the most highlighted crime type and disturbing the communities. Regression analysis is a statistical analysis for modeling the relationships between response variable and predictor variable. If the response variable follows a Poisson distribution or categorized as a count data, so the regression model used is Poisson regression. Geographically Weighted Poisson Regression (GWPR) is a local form of Poisson regression where data sampling location is prioritized. GWPR model is used for identifying the factors that influence the numbers of motor vehicles theft, either using a weighted gauss kernel function or bisquare kernel function. Based on the value of Akaike Information Criterion (AIC) of Poisson regression and GWPR model, it is analyzed that GWPR model using a weighted fixed bisquare kernel function is the best model for analyzing the number of motor vehicles theft at every Sub-Districts in the Semarang city in 2012, because it has the smallest AIC value. This model has a precision of 88,81%.Keywords: Motor Vehicle Theft, Geographically Weighted Poisson Regression, Kernel Gauss Function, Kernel Bisquare Function, Akaike Information Criterion

PEMODELAN PENDAPATAN ASLI DAERAH (PAD) DI KABUPATEN DAN KOTA DI JAWA TENGAH MENGGUNAKAN GEOGRAPHICALLY WEIGHTED RIDGE REGRESSION Depy Veronica; Hasbi Yasin; Tatik Widiharih
Jurnal Gaussian Vol 5, No 3 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Linear Regression Analysis is a statistical method for modeling the relation between response variable and predictor variable. Geographically Weighted Regression (GWR) is an expansion of linear regression model if spatial heterogeneity occurred. Local multicollinearity test is required to know the presence of linear correlation between independent variables for each observation location. Geographically Weighted Ridge Regression (GWRR) is a extension of GWR model to solve local multicollinearity problem. Parameter estimation for GWR and GWRR model is done using Weighted Least Square (WLS) method by applying optimum bandwith with Cross Validation (CV) criteria. GWRR model is applied on locally generated recurring revenues (PAD) at district and city of Central Java and its result shows the ability of GWRR model to erase multicollinearity problem. Based on Mean Squared Error (MSE) and Akaike Information Criterion (AIC) value for GWR and GWRR model, it is know that the best model to analyze locally generated recurring revenues (PAD) at district and city of Central Java is GWRR model with the smallest MSE and AIC value. Keywords : Akaike Information Crietion, Spasial Heterogeneity, Geographically Weighted Ridge Regression, Mean Square Error, Local Multicoliniearity

ANALISIS PREFERENSI SISWA SMA DI KOTA SEMARANG TERHADAP PROGRAM STUDI DI PERGURUAN TINGGI DENGAN METODE CHOICE-BASED CONJOINT Anggreani, Dini; Mukid, Moch. Abdul; Rusgiyono, Agus
Jurnal Gaussian Vol 2, No 4 (2013): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

This research aims to determine the design of study program that has the biggest opportunity to be chosen by the students. One method can be used to determine the preferences of high school students on existing study program in college is choice-based conjoint method. Variables used in this research are a minimum value of accreditation of selected study program that consist of three categories (A, B, and C), field of science study program that consist of two categories (exact sciences and not exact sciences), type of study program that consist of two categories (educational and not educational), and education level that consist of three categories (S1, D4, and D3). Data analysis techniques used in the choice-based conjoint method is conditional logit model. Variables order starting from the biggest contribution in influencing students preferences is accreditation of study program, level of education, type of study program, and field of science. The design of study program most likely to be chosen by the students is a study program with accreditation A, not exact sciences field, not educational type, and S1 level.

PEMODELAN VOLATILITAS RETURN PORTOFOLIO SAHAM MENGGUNAKAN FEED FORWARD NERURAL NETWORK (Studi Kasus :PT Bumi Serpong Damai Tbk. Dan PT H.M Sampoerna Tbk.) Rizki Pradipto Widyantomo; Abdul Hoyyi; Tatik Widiharih
Jurnal Gaussian Vol 7, No 2 (2018): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Time series analysis is an analysis used to predict a time-observed data, one of which is the ARIMA model. ARIMA model assumes a constant residual variance (homogeneous). While financial data usually produce ARIMA model with variance error that is not constant. If the assumption of homogeneity of the residual variance is not met, then the method that can be used is ARCH or GARCH model. Another method that can be used on the data assuming the homogeneity of the variance error is not met is the Neural Network model. In this model we use Neural Network model with variance and residual as the input variables that obtained from ARCH / GARCH model. The data used are BSDE and HMSP asset portfolio returns from November 14, 2016 to January 18, 2018. In this study the selected input variables are from ARIMA (1.0.1) GARCH (1,1) model. The best Neural Network model obtained is Neural Network model with 10 hidden layers with MSE value 6.58 x10-10 with model train evaluation which is MAPE value 1.14441%.Keywords: Time series Analysis, ARCH / GARCH, Neural Network, Return.

PEMODELAN REGRESI NONPARAMETRIK DATA LONGITUDINAL MENGGUNAKAN POLINOMIAL LOKAL (Studi Kasus: Harga Penutupan Saham pada Kelompok Harga Saham Periode Januari 2012 – April 2015) Khalid, Izzudin; Suparti, Suparti; Prahutama, Alan
Jurnal Gaussian Vol 4, No 3 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Stocks are securities that can be bought or sold by individuals or institutions as a sign of participating or possessing a company in the amount of its proportions. From the lens of market capitalization values, stocks are divided into 3 groups: large capitalization (Big-Cap), medium capitalization (Mid-Cap) and small capitalization (Small-Cap). Longitudinal data is observation which is conducted as n subjects that are independent to each subject observed repeatedly in different periods dependently. Smoothing technique used to estimate the nonparametric regression model in longitudinal data is local polynomial estimator. Local polynomial estimator can be obtained by WLS (Weighted Least Square) methods. Local polynomial estimator is very dependent on optimal bandwidth. Determination of the optimal bandwidth can be obtained by using GCV (Generalized Cross Validation) method. Among the Gaussian kernel, Triangle kernel, Epanechnikov kernel and Biweight kernel, it is obtained the best model using Gaussian kernel. Based on the application of the model simultaneously, it is obtained coefficient of determination of 97,80174% and MSE values of 0,03053464. Using Gaussian kernel, MAPE out sample of data is obtained as 11,74493%. Keywords: Longitudinal Data, Local Polynomial, Stocks

PEMODELAN DAN PERAMALAN VOLATILITAS PADA RETURN SAHAM BANK BUKOPIN MENGGUNAKAN MODEL ASYMMETRIC POWER AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (APARCH) Nur Musrifah Rohmaningsih; Sudarno Sudarno; Diah Safitri
Jurnal Gaussian Vol 5, No 4 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Stock is a sign of ownership of an individual or entity within a corporation or limited liability company. While the stock price index is a reflection of the movement of the stock price. Stock investments can not avoid the risk, so we need a model that can predict stock returns and volatility. Models are often used is ARCH/GARCH models. On the stock market also shows asymmetric effect(leverage), which is a negative relationship between the change in the value of returns with volatility movement. So, the model can be used is Asymmetric Power Autoregressive Conditional Heteroscedasticity (APARCH) model. APARCH model chosen to modeling and forecasting the volatility of Bukopin return stock is APARCH (1,2) model Keywords: Stock, volatility, asymmetric, return, APARCH

PENERAPAN ARTIFICIAL NEURAL NETWORK DENGAN OPTIMASI MODIFIED ARTIFICIAL BEE COLONY UNTUK MERAMALKAN HARGA BITCOIN TERHADAP RUPIAH Di Mokhammad Hakim Ilmawan; Budi Warsito; Sugito Sugito
Jurnal Gaussian Vol 9, No 2 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Bitcoin is one of digital assets that can be used to make a profit. One of the ways to use Bitcoin profitly is to trade Bitcoin. At trade activities, decisions making whether to buy or not are very crucial. If we can predict the price of Bitcoin in the future period, we can make a decisions whether to buy Bitcoin or not. Artificial Neural Network can be used to predict Bitcoin price data which is time series data. There are many learning algorithm in Artificial Neural Network, Modified Artificial Bee Colony is one of optimization algorithm that used to solve the optimal weight of Artificial Neural Network. In this study, the Bitcoin exchage rate against Rupiah starting September 1, 2017 to January 4, 2019 are used. Based on the training results obtained that MAPE value is 3,12% and the testing results obtained that MAPE value is 2,02%. This represent that the prediction results from Artificial Neural Network optimized by Modified Artificial Bee Colony algorithm are quite accurate because of small MAPE value.

ROBUST SPATIAL AUTOREGRESSIVE UNTUK PEMODELAN ANGKA HARAPAN HIDUP PROVINSI JAWA TIMUR Hidayatul Musyarofah; Hasbi Yasin; Tarno Tarno
Jurnal Gaussian Vol 9, No 1 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Spatial regression analysis is regression method used for type of data has a spatial effect. Spatial regression showing the presence of spatial effects on the response variable (Y) is a Spatial Autoregressive (SAR). Outlier often found in research spatial data. The outlier is called the spatial outliers. The analysis can be used to handle outliers in general is Robust Regression. There are several estimator that can be used in which the estimator Robust Regression S, M, MM and LTS. Meanwhile, Robust Regression were used to handle spatial outlier is a combination of SAR and Regression Robust method to form a new method that is Robust Spatial Autoregressive (Robust SAR). Type estimator used in this study is the S-Estimator. This study was conducted to determine the best model on a case study Life Expectancy of East Java Province. The best model is analyzed by comparing the methods of SAR and SAR Robust method. Based on the analysis results obtained MSE and Adjusted R2 values for the SAR method are 1.7521 and 55.54% while for the Robust SAR method are 0.7456 and 62.30%. The Robust SAR model has a lower MSE value and a higher Adjusted R2 when compared to the SAR model. Thus the best model for modeling the life expectancy in East Java is Robust SAR models.Keywords:Spatial Autoregressive (SAR), Robust SAR, Life expectancy

PENYUSUNAN DAN PENERAPAN METODE REGRESSION ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (RANFIS) UNTUK ANALISIS DATA KURS IDR/USD Lamik Nabil Mu'affa; Tarno Tarno; Suparti Suparti
Jurnal Gaussian Vol 9, No 2 (2020): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The exchange rate of rupiah is one of the important prices in an open economy because the exchange rate can be used as a tool to measure the economic condition of a country. The movement of the rupiah exchange rate affected the Indonesian economy, maintaining the stability of the rupiah exchange rate became an important thing to do. In an effort to maintain the stability of the rupiah exchange rate, the factors that influence it must first be identified. Several factors affect the IDR / USD exchange rate, namely the large trade price index, foreign exchange reserves, money supply and interest rates. In this study, the Regression Adaptive Neuro Fuzzy Inference System (RANFIS) method was used to analyze the effect of predictor variables on IDR / USD exchange rates. The optimal RANFIS model is strongly influenced by three things, namely the determination of input predictor variable, membership functions, and number of clusters. Determination of the optimal RANFIS model is measured based on the smallest MAPE in-sample. Based on empirical studies applied to predictor variables on IDR / USD exchange rates, it was found that the RANFIS model was optimal, namely with 3 predictor variable inputs consisting of large trade price index variables, money supply and interest rates; with the gauss membership function; 2 clusters and rules produce an MAPE in-sample of 1.93% and an MAPE out-sample of 2.68%, so the performance of the RANFIS model has a very good level of accuracy.

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