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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.
Arjuna Subject : -
Articles 733 Documents
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PENERAPAN ANALISIS KLASTER METODE WARD TERHADAP KABUPATEN/KOTA DI JAWA TENGAH BERDASARKAN PENGGUNA ALAT KONTRASEPSI Yogi Isna Hartanto; Agus Rusgiyono; Triastuti Wuryandari
Jurnal Gaussian Vol 6, No 4 (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.v6i4.30387

Abstract

The cluster analysis of the Ward method is a cluster forming method based on minimizing the loss of information due to the incorporation of objects into clusters. An Error Sum of Square (ESS) is used as an objective function. Two objects will be combined if they have the smallest objective function among possibilities. The similarity measure used is the Euclidean distance. In this experiment used data from the number of users of contraceptives in Central Java Province. Contraceptives that can be detected its use is IUD, MOW, MOP, condoms, implants, injections, and pills. The results of cluster analysis of Ward method were obtained as many as 3 clusters. First cluster consists of 9 districts/cities with the number of use of most contraceptives, namely Cilacap, Banyumas, Pati, Pemalang, Tegal, Jepara, Grobogan, Demak, and Semarang City. Second cluster consists of 21 districts/cities with the number of use of medium contraceptives, namely Purbalingga, Banjarnegara, Kendal, Wonogiri, Pekalongan, Blora, Brebes, Kebumen, Wonososbo, Boyolali, Karanganyar, Sragen, Magelang, Klaten, Semarang, Purworejo, Temanggung , Sukorejo, Rembang, Batang, and Kudus. Third cluster consists of 5 districts/cities with the number of use of contraceptives a little, namely Magelang City, Salatiga City, Surakarta City, Pekalongan City, and Tegal City. Keywords: Contraceptives, Cluster Analysis, Ward Methods, Euclidean Distance
ANALISIS ARIMA DAN WAVELET UNTUK PERAMALAN HARGA CABAI MERAH BESAR DI JAWA TENGAH Chrisentia Widya Ardianti; Rukun Santoso; Sudarno Sudarno
Jurnal Gaussian Vol 9, No 3 (2020): 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.v9i3.28906

Abstract

Time series is a type of data collected according to the sequence of times in a certain time span. Time series data can be used as a predictor of future conditions. Analysis of time series data, one of the ARIMA units, is a parametric method that requires an assumption to get valid results. Data stationarity is one of the factors that must be fulfilled. Wavelet is a non-parametric method that is able to represent time and frequency information simultaneously, so that it can analyze non-stationary data. This research presents forecasting the price of red chili in Central Java using ARIMA and wavelet with the approach of the Multiscale Autoregressive (MAR) model. The best model is the one with the smallest MSE value. The results showed that the ARIMA(0,1,1) model was said to be the best model with MSE = 2252142. However, because the assumption of normality is not fulfilled, an alternative process is done with wavelet. Wavelet approach results show that the MAR model Haar filter level (j) = 4 with MSE = 2175906 is better than Daubechies 4 filter 4 level (j) = 1 with MSE = 3999669. Therefore, the Haar wavelet is considered better in the time series analysis. Keyword : ARIMA, wavelet, MAR, forecasting, MSE
PENERAPAN METODE GENERALIZED STRUCTURED COMPONENT ANALYSIS PADA KEPUASAN KONSUMEN (Studi Kasus: Pasien Klinik Q) Farisiyah Fitriani; Agus Rusgiyono; Tatik Widiharih
Jurnal Gaussian Vol 9, No 4 (2020): 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.v9i4.29416

Abstract

Customer satisfaction is used by a company to evaluate products or services whether it is sufficient with customer’s expectations. Satisfaction is influenced by factors that cannot be measured directly are called latent variables and can be measured through indicators used to measure satisfaction with Structural Equation Modeling (SEM). Generalized Structured Component Analysis (GSCA) method is part of a SEM based on a variant that does not require the assumption of a multivariate normal distribution and has a measure overall goodness of fit. The parameters used are factor loading, coefficients parameter, and weight of indicators and estimated with alternating least square. The type of data used primary data from the results of the questionnaire with stratified proportional random sampling and number of samples 286. This research using indicators as measurable variables as many 32 indicators and 8 latent variable. Considering to the evaluation of the structural model, it is found there are 5 variables that influence satisfaction, they are prices, quality yield, cleanliness, doctor's services, and employee services with a large influence of 77.18% and the impact of satisfaction on loyalty is 48.63 %. For the overall goodness of fit measure, it is known that the FIT value is 63.75% and the adjusted FIT (AFIT) value is 63.47%. The goodness of fit (GFI) produced the value in the amount of 96.43%, indicating that the general model has the good level of compatibility.Keywords: Generalized Structured Component Analysis, Structural Equation Modeling, Overall goodness of fit, Alternating Least Square, Stratified Proportional Random Sampling
PENERAPAN GRAFIK KENDALI JUMLAH KUMULATIF UNTUK MENDETEKSI PERGERAKAN KURS MATA UANG (Studi Kasus: Kurs Jual dan Kurs Beli Dollar Amerika) Silvia Julietty Sinaga; Mustafid Mustafid; Sugito Sugito
Jurnal Gaussian Vol 6, No 4 (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.v6i4.30382

Abstract

The Average Control Chart (  can be used to see if there has been an average change in a process. But this graph has a weakness that is not sensitive to small average shifts. The Cumulative Sum Control Chart (CUSUM) is considered to be more effective in detecting small average process shifts, because it combines information taken from multiple samples by describing the cumulative number of sample deviations from the target value. Both of these graphs are used to detect currency exchange rate shifts with the conclusion that the exchange rate of US Dollar (USD) to Rupiah (IDR) are out of control. The Average Run Length (ARL) value of the CUSUM Chart tends to be smaller than ARL of the  chart. The ARL of CUSUM Control Chart for the selling rate and buying rate is 14,4269 and 19,3798. The ARL of  chart with the 3 sigma limit is 370,37. CUSUM control chart also gives the result that the average of selling rate has increased from 13,022 to 13,200 and the average of buying rate has decreased from 13,022 to 12,6027. This means that the Dollar selling price in the bank will increase/expensive while the Dollar purchase price will decrease/cheaper. Keywords: Exchange Rate, Average Control Chart, Cumulative Sum Control Chart (CUSUM), Average Run Length (ARL), US Dollar (USD), Rupiah (IDR)
PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG) DENGAN METODE RADIAL BASIS FUNCTION NEURAL NETWORK MENGGUNAKAN GUI MATLAB Rizki Brendita Br Tarigan; Hasbi Yasin; Alan Prahutama
Jurnal Gaussian Vol 7, No 4 (2018): 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.v7i4.28872

Abstract

Capital market Indonesia is one of the important factors in the development of the national economy, proved to have many industries and companies that use these institutions as a medium to absorb investment to strengthen its financial position. The recent years, Jakarta Composite Index (JCI) in Capital Market tend to strengthen. JCI data are the time series data obtained from the past to predict the future with caracteristics of JCI data are non stationary and non linier. Neural network is a computational method that imitate the biological neural network. There are several types of methods that can be used in neural network that is: Radial Basis Function Neural Network (RBFNN) Generalized Regression Neural Network (GRNN), dan Probabilistic Neural Network (PNN). Model of Radial Basis Function Neural Network is suitable for time series data. This model has a network architecture in the form of input layer, hidden layer and output layer. This research is done with the help of GUI as a computation tool. The results of analysis by using GUI conducted on the size sample of data as much as 1211 taken as 100 the data thus obtained value of 2315,6 MSE training and training MAPE value of 0,72%, while for the testing of 28886,7 MSE and MAPE testing value is 0,70%. Based on the results of forecasting, JCI values on January 02, 2018 until January 08, 2018 at 6499,922 every day. Keywords: Radial Basis Function Neural Network (RBFNN), Jakarta Composite Index (JCI), MSE, MAPE, Time Series, GUI.
PERAMALAN HARGA SAHAM DENGAN METODE LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR) (Studi Kasus pada Harga Saham Mingguan PT. Bank Mandiri Tbk Periode 03 Januari 2011 sampai 24 Desember 2018) Maria Odelia; Di Asih I Maruddani; Hasbi Yasin
Jurnal Gaussian Vol 9, No 4 (2020): 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.v9i4.29403

Abstract

Series such as financial and economic data do not always form a linear model, so a nonlinear model is needed. One of the popular nonlinear models is the Smooth Transition Autoregressive (STAR). STAR has two possible suitable transition function such as logistic and exponential that need to be test to find the appropriate transition function. The purpose of writing this thesis is to determine the LSTAR model, then use the model to predict the stock price of PT Bank Mandiri. This study uses the data of the weekly stock price of PT Bank Mandiri from the period of January 3, 2011 to December 24, 2018 as insample data and the period of January 1, 2019 to December 30, 2019 as outsample data. The research procedure begins with modeling the data with the Autoregressive (AR) process, testing the linearity of the data, modeling with LSTAR, forecasting, and finally evaluating the results of forecasting. Evaluating the results of the forecasting of the weekly share price of PT Bank Mandiri with the STAR model results in the best nonlinear model LSTAR (1,1). This model produces an highly accurate forecasting result with a value of symmetric Mean Square Error (sMAPE) to be 5.12%.Keywords: Nonlinear, Time Series, STAR, LSTAR.
EXPECTED SHORTFALL DENGAN PENDEKATAN GLOSTEN-JAGANNATHAN-RUNKLE GARCH DAN GENERALIZED PARETO DISTRIBUTION Lina Tanasya; Di Asih I Maruddani; Tarno Tarno
Jurnal Gaussian Vol 9, No 4 (2020): 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.v9i4.29447

Abstract

Stock is a type of investment in financial assets that are many interested by investors. When investing, investors must calculate the expected return on stocks and notice risks that will occur. There are several methods can be used to measure the level of risk one of which is Value at Risk (VaR), but these method often doesn’t fulfill coherence as a risk measure because it doesn’t fulfill the nature of subadditivity. Therefore, the Expected Shortfall (ES) method is used to accommodate these weakness. Stock return data is time series data which has heteroscedasticity and heavy tailed, so time series models used to overcome the problem of heteroscedasticity is GARCH, while the theory for analyzing heavy tailed is Extreme Value Theory (EVT). In this study, there is also a leverage effect so used the asymmetric GARCH model with Glosten-Jagannathan-Runkle GARCH (GJR-GARCH) model and the EVT theory with Generalized Pareto Distribution (GPD) to calculate ES of the stock return from PT. Bank Central Asia Tbk for the period May 1, 2012-January 31, 2020. The best model chosen was ARIMA(1,0,1) GJR-GARCH(1,2). At the 95% confidence level, the risk obtained by investors using a combination of GJR-GARCH and GPD calculations for the next day is 0.7147% exceeding the VaR value of 0.6925%. 
PERAMALAN MENGGUNAKAN MODEL FEED FORWARD NEURAL NETWORK DENGAN ALGORITMA ADAPTIVE SIMULATED ANNEALING (Studi kasus: Harga minyak mentah dunia yang dipublikasikan oleh OPEC) Affan Hanafaie; Sugito Sugito; Sudarno Sudarno
Jurnal Gaussian Vol 7, No 4 (2018): 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.v7i4.28865

Abstract

Today, crude oil trading industry is still an important industry in the world because it still has high fuel oil consumption. The crude oil prices tend to fluctuate causing the prediction of crude oil in the coming periods to be a challenge. Forecasting the price of crude oil can be done by various methods, one of them is ARIMA Box-Jenkins model with OLS method to estimate the parameter, but this method has several assumptions that must be met. As time goes by, many methods that discovered, one of them is artificial neural network which can combined with various parameter optimization methods such as Adaptive Simulated Annealing algorithm. Adaptive Simulated Annealing algorithm is an optimization method that inspired by the process of crystallization, the advantages of this algorithm has a running time faster than similar algorithms. The combination of artificial neural networks and Adaptive Simulated Annealing algorithms can be used to model the historical data without requiring assumptions in the analysis. Based on the analysis on this research, the best model is obtained FFNN 2-5-1 with MAPE value of 1.0042%. Keywords: neural network, Adaptive Simulated Annealing, crude oil.
PREDIKSI JUMLAH KEBERANGKATAN PENUMPANG PESAWAT TERBANG MENGGUNAKAN MODEL VARIASI KALENDER DAN DETEKSI OUTLIER (Studi Kasus di Bandara Soekarno-Hatta) Alvi Waldira; Abdul Hoyyi; Dwi Ispriyanti
Jurnal Gaussian Vol 9, No 3 (2020): 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.v9i3.28914

Abstract

 Transportation has a strategic role, even becoming one of the main needs of the community, especially air transportation services. A large number of passengers in air transportation always experiences a difference every month. One of the differences occurred when approaching Eid al-Fitr, which changes every year based on an Islamic calendar that is different from Masehi calendar. The lunar shift in the occurrence of Eid al-Fitr forms a pattern called calendar variation. The effects of calendar variations can be overcome by using an additional variable, such as a dummy variable, this variable which will be used in the ARIMAX model. Observation of time series is often influenced by several unexpected events such as outliers. This outlier causes the results of data analysis to be less valid. So the researchers added the detection of outliers in this study. Based on the analysis results, the ARIMA calendar variation model is obtained (1.0, [12]), with time variable t, dummy variable , and the addition of one outlier. This model has a MAPE value of 0.07079609 which means this model is very good for forecasting. Forecasting results showed an increase in the number of passengers during the two months before Eid. Keywords: Passenger, calendar variation, outlier detection
PENERAPAN ANALISIS KLASTER K-MODES DENGAN VALIDASI DAVIES BOULDIN INDEX DALAM MENENTUKAN KARAKTERISTIK KANAL YOUTUBE DI INDONESIA (Studi Kasus: 250 Kanal YouTube Indonesia Teratas Menurut Socialblade) Ahmad Badruttamam; Sudarno Sudarno; Di Asih I Maruddani
Jurnal Gaussian Vol 9, No 3 (2020): 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.v9i3.28907

Abstract

YouTube is one of the most popular online platforms today. The popularity of YouTube has makes it an effective advertising medium. In April 2019, Socialblade released the top 250 YouTube channels in Indonesia based on their gradations with various characteristics. YouTube channel data will be grouped into several clusters to make it easier for advertisers to choose channels with characteristics as needed. The purpose of this study is to determine the best number of clusters and determine their characteristics. The method used is the k-Modes cluster analysis with values k = 3, 4, 5, ..., 8. The k-Modes method can group objects that have categorical type variables into relatively homogeneous groups. The best number of clusters (k) can be checked using the Davies Bouldin Index (DBI). Based on the analysis carried out, obtained the best number of six clusters with a Davies-Bouldin Index value of 1.080509. The most recommended cluster for advertising is cluster 6, which has grade A characteristics, gold title, and has an estimated annual income of 5 million USD < income ≤ 10 million USD. Keywords: Youtube, Cluster Analysis, k-Modes, Categorical Data, Davies-Bouldin Index

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