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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 733 Documents
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PEMBENTUKAN PORTOFOLIO SAHAM OPTIMAL DENGAN MEAN ABSOLUTE DEVIATION PADA DATA SAHAM JAKARTA ISLAMIC INDEX Alifia Hana Linda Rachmawati; Mustafid Mustafid; Di Asih I Maruddani
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35471

Abstract

In 2017 to 2020 the Jakarta Islamic Index (JII) showed a positive trend and was quite stable compared to the LQ45 index. The selection of the JII stock index in this study is intended to obtain maximum profits. Investors are expected to create a series of portfolios to get maximum profit. One of the ways to identify stocks for portfolio formation is to use factor analysis. Factor analysis is used to summarize a large number of variables into new, smaller factors. This new factor is called the portfolio. The Mean Absolute Deviation (MAD) method is used for the formation of an optimal portfolio as well as an improvement on the Markowitz method in terms of non-linear (quadratic) mathematical models. The MAD method is the mean of the absolute value of the deviation between the realized return and the expected return. The optimization technique used in the MAD portfolio is the simplex method. Optimizing the objective function by constraining the set of constraints on the simplex method is done by forming a simplex table. Based on the processing using the simplex method, the investment weight for each of the stocks that make up the first portfolio is 30% CPIN shares; 29.23% of JPFA's shares; 10.77% shares of SMGR; and 30% shares in UNVR. Meanwhile, the investment weight of the constituent stocks for the second portfolio is 30% ACES shares; 10% of ERAA's shares; 30% of INCO's shares; 30% of PGAS shares; and 0% WIKA shares. The results of portfolio performance evaluation show that portfolio 2 is better than portfolio 1, by looking at the Sharpe Index for portfolio 2 of 0.0135629 and portfolio 1 of -0.0281177.
ANALISIS KLASIFIKASI MENGGUNAKAN METODE REGRESI LOGISTIK BINER DAN BOOTSTRAP AGGREGATING CLASSIFICATION AND REGRESSION TREES (BAGGING CART) (Studi Kasus: Nasabah Koperasi Simpan Pinjam Dan Pembiayaan Syariah (KSPPS)) Salma Innassuraiya; Tatik Widiharih; Iut Tri Utami
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35458

Abstract

The Save Loan and Sharia Financing Cooperatives (KSPPS) is a financial institution that offers deposits, loans, and financing to its members while adhering to Islamic sharia rules. Customers payment behaviour is influenced by their background differences, such as age, gender, occupation, and so on. The classification method is used to determine the characteristics of members who are currently in arears or are stuck in arears. Binary Logistic Regression and Bootstrap Aggregating Classification and Regression Trees were utilized as classification methods (BAGGING CART). A Logistic Regression with binary response variables is known as a Binary Logistic Regression. By resampling 50 times, the technique with the BAGGING process is used to improve the performance of the classification using CART. Customer data from one of the KSPPS in Central Java in 2021 was used in this investigation. Gender, age, marital status, employment, education level, time period, and income were the independent variables in this study, whereas payment status was the dependent variable (not stuck and stuck). The Binary Logistic Regression approach had an accuracy of 78.67 percent with an APER 21.33 percent, a Press's Q of 24.65, and a specificity of 98.30 percent, according to the classification accuracy statistics. The accuracy of the classification produced by CART with an accuracy value of 77.33 percent with an APER 22.67 percent, the value of Press's Q is 22,413, and specificity is 94.91 percent, then approached by BAGGING process the accuracy of the resulting classification by predicting data testing accuracy value of 78.67 percent with an APER 21.33 percent, press's Q value of 24.65, and specificity of 96.61 percent. Based on these findings, it can be inferred that using the BAGGING process can increase the CART method's performance to the point where it is nearly as good as Binary Logistic Regression, which has a slightly higher classification accuracy
PENGELOMPOKAN PROVINSI DI INDONESIA BERDASARKAN INDIKATOR KESEHATAN LINGKUNGAN MENGGUNAKAN METODE PARTITIONING AROUND MEDOIDS DENGAN VALIDASI INDEKS INTERNAL Diah Aliyatus Saidah; Rukun Santoso; Tatik Widiharih
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35478

Abstract

Environmental health is an important aspect in efforts to achieve public health. The condition of environmental health in Indonesia is varies in each province, so the priorities for increasing environmental health are also different. This study aims to grouping provinces in Indonesia based on environmental health indicators in order to know the high/low environmental quality in each province to assist the government in optimizing environmental health efforts. The grouping of provinces is done partitioning around medoids method which is robust to data containing outliers. The measure of similarity objects is calculated using the Euclidean and Manhattan distances, the selection of the best number of clusters is done by validating the internal index, namely the Calinski-Harabasz index, Baker-Hubert index, silhouette index, C-index, and Davies-Bouldin index. The result of this study is that the best number of clusters are two clusters using the Manhattan distance measurement method, with the largest Calinski-Harabasz index value = 24.10072, the largest Baker-Hubert index = 0.8466251, the largest silhouette index = 0.4246581, the smallest C-index = 0.07290109, and the smallest Davies-Bouldin index = 1.094805.
ANALISIS SENTIMEN DATA ULASAN APLIKASI RUANGGURU PADA SITUS GOOGLE PLAY MENGGUNAKAN ALGORITMA NAÏVE BAYES CLASSIFIER DENGAN NORMALISASI KATA LEVENSHTEIN DISTANCE Hindun Habibatul Mubaroroh; Hasbi Yasin; Agus Rusgiyono
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35472

Abstract

One form of technological development in education is the increasing number of online based learning. More than that, during this period of Covid-19 pandemic distance education was tried by the government that requires learning are done online. The online learning application that is the implementation of this technological development continues to show its existence. Many non-formal educational companies are available, one of which is the Ruangguru, getting a nickname as a number one learning application requires the Ruangguru to continue and improve the performance. Users of the Ruangguru application can communicate a response to Ruangguru through the review feature available on the google play site. The reviews that have been written can be analyzed how the user sentiment is whether positive or negative using Multinomial Naïve Bayes. This method is used because it is easy to use with simple structures and gives high accuracy values. The model will be selected using 10-fold cross validation method to get the model with the best accuracy. The normalization phase of words was also perfected using Levenshtein Distance method that was proven to add accuracy value. Performance result using Multinomial Naïve Bayes by adding Levenshtein Distance method to fix the words gives an average accuracy value of 88,20% with the 8th fold as the fold with the best accuracy value of 94%.
ANALISIS LAJU PERBAIKAN KONDISI KLINIS PASIEN COVID-19 DENGAN MENGGUNAKAN PENDEKATAN MULTIPLE PERIOD LOGIT (Studi Kasus: Penderita COVID-19 yang Menjalani Rawat Inap di RSUD Depok Pada September 2021) Viona Alliza Diandra Putri; Sudarno Sudarno; Triastuti Wuryandari
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35461

Abstract

Coronavirus Disease-2019, known as Covid-19, is one of infectious diseases that occurred in Wuhan and named as Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-COV 2). This infectious disease is caused by a type of virus groups which can cause disease in animals or humans called Coronavirus. The quality of patient treatment can be seen from time that the patient needs to have clinical improvement and able to get out of the hospital. Survival analysis is a statistical procedure to analyse data with time until a certain event occurs as a response variable One of the methods that can be used is Logit Regression with multiple period logit approach. This research discusses the rate of clinical condition improvement of Covid-19 patients using survival analysis with multiple period logit approach. This logit approach called multiple period logit is used because the predictor variable in this research can change at any time until an event occurs. This research data obtained from medical records at RSUD Depok which are Covid-19 patient data who have been hospitalized in September 2021. The dependent variables consist of the hospitalization length and patient status (cured or censored), while the independent variables consist of age, gender, symptoms, systolic blood pressure, diastolic blood pressure, number of pulse rates, respiration, temperature, saturation, comorbid conditions, and smoking. The data consist of 68 patients which 53 patients go home in better condition. The results of analysis using multiple period logit approach obtained factors that affect the rate of clinical condition improvement of Covid-19 patients, there are age, symptoms, respiration, and congenital disease
PERAMALAN INDEKS HARGA KONSUMEN INDONESIA MENGGUNAKAN METODE SEASONAL-ARIMA (SARIMA) ARYA YAHYA
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35528

Abstract

The pattern of changes in the Consumer Price Index (CPI) is very important to observe from time to time because it is closely related to economic indicators such as the amount of money in circulation, exchange rates, interest rates, and other economic indicators. This study aims to form a model and predict the Indonesian Consumer Price Index using the SARIMA method. The data used in modeling are monthly CPI data for the period January 2012 to February 2022. The best model for predicting Indonesia's CPI is the SARIMA (0,1,1)(0,1,1)12  model. This study examines the CPI value in January and February 2022 which is not included in the estimation model, the estimation results (108,08 and 108,20) are very close to the actual CPI value issued by the Central Statistics Agency.
PEMODELAN JUMLAH WISATAWAN DI JAWA TENGAH MENGGUNAKAN METODE GENERALIZED SPACE TIME AUTOREGRESSIVE - SEEMINGLY UNRELATED REGRESSION (GSTAR-SUR) Innosensia Adella; Dwi Ispriyanti; Hasbi Yasin
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35473

Abstract

Space-time model is a model that can explain data with spatial and time characteristics. The Generalized Space Time Autoregressive (GSTAR) model is one of the generalized space-time models from the Space Time Autoregressive (STAR) model. The GSTAR model is more flexible when dealing with areas that have heterogeneous characteristics than the STAR model. The GSTAR model models time series data in multiple regions at once. This model can then be used to model data on the number of tourists in four regions in Central Java, namely Semarang, Jepara, Magelang and Semarang district for the 2014 to 2019 period. in Central Java. On the residual model, the Lagrange Multiplier Test is carried out and it is known that there is a correlation between the residuals. The modeling was continued by using the Generalized Space Time Autoregressive – Seemingly Unrelated Regression (GSTAR-SUR) model. GSTAR-SUR is one of the more efficient models used to model GSTAR with correlated residuals. Residual through the white-noise assumption test, it is found that the appropriate model is the GSTAR-SUR(2,1) model. This model can then be used in forecasting data on the number of tourists in Semarang, Jepara, Magelang and Semarang district in the next period
ANALISIS LAJU PERBAIKAN KONDISI KLINIS PASIEN STROKE MENGGUNAKAN REGRESI HAZARD ADITIF LIN-YING (Studi Kasus: Data Pasien Stroke di RSUD Pandan Arang Boyolali Periode Januari 2021 - Agustus 2021) Alfiya Nurwidi Hastuti; Yuciana Wilandari; Sudarno Sudarno
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35465

Abstract

Additive hazard regression is a survival analysis that is an alternative to Cox proportional hazard regression. The additive hazard models that have been developed include the Aalen additive hazard model and the Lin-Ying. In this study, Lin-Ying additive hazard regression was used as an analytical method to be applied in stroke data that had been hospitalized at Pandan Arang Hospital Boyolali. This method is considered more effective because there is no assumption of proportionality. The purpose of using this method in this study are analyze the characteristics of stroke patients, form a Lin-Ying additive hazard regression model, find out the factors that affect the rate of improvement of the clinical condition of stroke patients, and interpret the model. Based on the analysis that has been done, the average length of hospitalization is 4,471 days ≈ 4 days, and the factors that significantly affect the rate of improvement of clinical conditions in stroke patients at Pandan Arang Hospital Boyolali are blood pressure and blood sugar.
PEMODELAN TOPIK PADA KELUHAN PELANGGAN MENGGUNAKAN ALGORITMA LATENT DIRICHLET ALLOCATION DALAM MEDIA SOSIAL TWITTER Diandra Zakeshia Tiara Kannitha; Mustafid Mustafid; Puspita Kartikasari
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35474

Abstract

Large scale social restrictions (PSBB) is a policy issued by the Government of Indonesia as one of the efforts to reduce the spread of the Covid-19 virus. The impact of the policy is that it requires people to conduct activities online . This makes the internet users in Indonesia in the year 2020 up to 73.7%. Each provider must be able to determine strategies in order to maintain the quality of service and customer loyalty. Good reputation for the company is also important, so customers want to use internet services through their company. One of them is by listening to the complaints of the customers towards the company. In this research, modeling the topic of customer complaints carried out using the Latent Dirichlet Allocation Algorithm. The Latent Dirichlet Allocation Algorithm was chosen because the method has good performance. The topic modelling process is carried out using the gibbs sampling estimation. The topic that is often complained to First Media is that internet was turns off while working, while for IndiHome is that the internet often turns off and disconnect. Based on the results of the interpretation, 70% for First Media and 81,81% for IndiHome that these topics had been in accordance with what is complained by customers through their tweets. From the topic that have been known, it can be used as an evaluation for their company in order to maintain service quality and customer loyalty
PEMODELAN KURS DOLLAR AMERIKA SERIKAT TERHADAP RUPIAH MENGGUNAKAN REGRESI PENALIZED SPLINE DILENGKAPI GUI R Gina Wangsih; Suparti Suparti; Sudarno Sudarno
Jurnal Gaussian Vol 11, No 2 (2022): 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.v11i2.35469

Abstract

United States Dollar (USD) exchange rate movement against Rupiah is the main guideline for economic actors in making decisions. Exchange rate movement of USD against Rupiah is a time series data. One of the statistical methods that can be used for modelling time series data is ARIMA. ARIMA method data must be stationery and residuals must be normally distributed, independent, and constant variance, which means an alternative model is needed so that it is not bound by any assumptions, namely a nonparametric penalized spline regression model. Selling rate data of USD against Rupiah is modeled using nonparametric penalized spline regression because the assumptions in the ARIMA model are not fulfilled. Penalized spline regression modeling is using full search algorithm in determining knot points. Lambda values are tested from 0 to 100000 on order 2, 3, and 4. Optimal penalized spline model is a model with minimum GCV value. R GUI facilitate the process of selecting the best model. Data is divided into 2 parts, namely in sample data for model formation and out sample data for evaluating the best model performance based on MAPE value. Penalized spline regression modeling produces the best model, namely optimal penalized spline model with minimum GCV value achieved on 3rd order with 35 knot points and lambda value = 2007. 96,20% value of R Squared model indicates the model is a strong model. In the evaluation of the best model, the MAPE data out sample value is 0.65%. MAPE value indicates the model has very good forecasting ability.

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