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All Journal Statistika Journal of the Indonesian Mathematical Society Jurnal Matematika & Sains Jurnal Riset Statistika Bandung Conference Series: Statistics
Sutawanir Darwis
Statistics Research Division, Faculty Of Mathematics And Natural Sciences, Institut Teknologi Bandung, Bandung,
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Industrial & Manufacturing Engineering Mathematics

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On Estimating the Transition Probabilities: A Case Study Sutawanir Darwis; Kuslan Kuslan
Jurnal Matematika & Sains Vol 13, No 1 (2008)
Publisher : Institut Teknologi Bandung

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Abstract

In actuarial science, a multistate process deals with the joint distribution of two random variables: time until termination and cause of the termination. In a three state process (active, retired, death), an insured in active state canbecome retired according to a force of decrement of retired, insured in retired state can move to death state accordingto a force of decrement of mortality. The main issues are the development of the estimation methods for transitionprobabilities and its implementation on a real data set. Analytical studies of multistate model are well developed in theliterature. However, the empirical studies based on real data set rarely reported. Furthermore, published works focusedon modeling the transition probabilities as function of period of transition. This work presents an extension of transitionprobabilities as function of age of insured and period of transition. A case study of modeling three state process andmethodology for estimating the model parameters from an insurance database under constant forces of decrement ispresented. The forces of decrement was estimated using single decrement moment estimation procedure, and yields atransition probability for a three state models. This paper aims to contribute to the development of empirical transitionprobabilities of multistate model based on real data set as an alternative to the traditional approach to doubledecrement modelling.
Spectral Decomposition of Transition Matrix Sutawanir Darwis; Kuslan Kuslan
Jurnal Matematika & Sains Vol 13, No 3 (2008)
Publisher : Institut Teknologi Bandung

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Abstract

The transition probabilities of a two-state Markov process can be determined explicitly. The modeling of forcetransition of two state Markov process using double decrement approach is well developed in the literature. However,the approaches are mainly analytic or illustrative and are based on small data set. The study based on large data set arerarely published. For higher number of states, the computation of transition probabilities is laborious, and analternative method is needed. This work aims to propose a spectral approach of forces of transition that attempts toaddress the issues. The method is based on results that are available when a Markov process with constant forces oftransition is assumed. In this case, transition probabilities are obtained regardless of the number of states. A differentialequation is used to express the relationship between forces of decrements and transition probabilities, and by assumingconstant force, the explicit solution is reduced to spectral decomposition of force of decrements. The results are thevisualization of transition probabilities, and a contribution for the development of double decrement table. The maincontributions of this work are a spectral representation of transition probabilities and a multistate approach to doubledecrement modeling.
Estimating Hyperbolic Decline Curves Parameters Sri Wahyuningsih; Sutawanir Darwis; Agus Yodi Gunawan; Kurni Permadi
Jurnal Matematika & Sains Vol 13, No 4 (2008)
Publisher : Institut Teknologi Bandung

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Abstract

The decline curve analysis refers to the estimation of some measure of well performance. The linearization of Arps hyperbolic decline curves leads to the estimation of initial value of decline exponent. This work proposes a graphical method to estimate the initial value of decline exponent and a binomial expansion to estimate the decline rate and the initial production value. The graphical approach is used to determine the initial value of the decline exponent for binomial expansion of hyperbolic Arps equations. Experimental study from some small data sets shows that our proposed method is capable in reducing the number of iterations needed in binomial linearization of hyperbolic decline curves. The main contribution of this work is a development of initial decline exponent estimation using graphical approach where the traditional approach is based on trial and error. Bias in estimating the initial values can produce large number of iterations in estimating the decline exponent. The proposed method is successfully reduce the number of iterations in estimating the decline exponent. Experimentally, this study indicates the existence of lower bound of decline exponent b* for each iteration using hyperbolic binomial expansion.  
ROBUST DECLINE CURVE ANALYSIS Darwis, Sutawanir; Ruchjana, Budi Nurani; Permadi, Asep Kurnia
Journal of the Indonesian Mathematical Society Volume 15 Number 2 (October 2009)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.15.2.50.105-111

Abstract

Empirical decline curve analysis of oil production data gives reasonable answer in hyperbolic type curves situations; however the methodology has limitations in fitting real historical production data in present of unusual observations due to the effect of the treatment to the well in order to increase production capacity. The development ofrobust least squares offers new possibilities in better fitting production data using declinecurve analysis by down weighting the unusual observations. This paper proposes a robustleast squares fitting lmRobMM approach to estimate the decline rate of daily production data and compares the results with reservoir simulation results. For case study, we usethe oil production data at TBA Field West Java. The results demonstrated that theapproach is suitable for decline curve fitting and offers a new insight in decline curve analysis in the present of unusual observations.DOI : http://dx.doi.org/10.22342/jims.15.2.50.105-111
Derajat Ketaksesuaian dan Derajat Kedivergenan Kalman filter Sutawanir Darwis; Aceng Komarudin Mutaqin; Yayat Karyana; Mohammand Sobri
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 14, No 2 (2014)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v14i2.1208

Abstract

Tulisan ini membahas beberapa ukuran derajat ketaksesuaian dan derajat kekonvergenan Kalmanfilter yang didefinisikan melalui matriks kovariansi. Pencilan mempengaruhi kinerja penaksiranstate. Dijabarkan pengaruh pencilan terhadap taksiran state dan kovariansi error.
Nonlinear Least Squares (NLS) Tracer Model Siti Rahmawati; Sutawanir Darwis
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 9, No 1 (2009)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v9i1.992

Abstract

Tracer test is used to study possible temperature decline and cooling of production well during longtermre-injection through studying connection between injection and production well. Tracer testinvolve injecting a chemical tracer into a hydrological system and monitoring it’s recovery throughtime. Concentration tracer in production well is nonlinear model. Nonlinear Least Squares Method isproposed to estimate the tracer parameter, i.e. average fluid velocity in the channel and dispersioncoefficient, by using simulation data tracer concentration from production wells AH-4bis, AH-19, andAH-22 in Ahuacapan, Elsavador. The results of estimation are used for predicting thermalbreakthrough and cooling production well during long term re-injection.
Updating Reservoir Models Using Ensemble Kalman Filter Sutawanir Darwis; AGUS YODI GUNAWAN; SRI WAHYUNINGSIH; NURTITI SUNUSI; ACENG KOMARUDIN MUTAQIN; NINA FITRIYATI
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 10, No 1 (2010)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v10i1.1007

Abstract

The Ensemble Kalman Filter (EnKF) has gain popularity as a methodology for real time updates ofreservoir models. A sample of models is updated whenever observation data available. Successfulapplication of EnKF to estimate reservoir properties has been reported. A flow modeling is missing inthis research area. This paper presents the applicability of EnKF in flow modeling for three cases:infinite reservoir, bounded reservoir and one dimensional composite reservoir. The solution of flowequation was derived and used as a modeling component of state space modeling of Kalman filterupdating formula. This three reservoir models shows that the EnKF methodology can be used forupdating the reservoir models.
ESTIMASI KERNEL FUNFSI INTENSITAS KEMUNCULAN GEMPA Ocke Kurniandi; Sutawanir Darwis
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 3, No 1 (2003)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v3i1.553

Abstract

Topik yang dibahas dalam tulisan ini adalah estimasi kernel untuk fungsi intensitas kemunculan gempa bumi dilingkungan sekitar pulau Jawa. Kemunculan gempa dapat dimodelkan sebagai proses Poisson spasial-waktu inhomogen dalamtulisan ini dibatasi pada masalah kemunculan gempa bumi dengan intensitas kekuatan gempa lebih dari 4 skala righter padadaerah domain suatu himpunan kompak di R2 (longitude dan Latitude). Estimasi kernel di R2 ini menghasilkan suatu peta konturintensitas kemunculan gempa yang berguna untuk prediksi daerah gempa.
Interpolasi Decline Rate Menggunakan Kriging Sekuensial Sutawanir Darwis; Gan Gan Saefullah
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 6, No 2 (2006)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v6i2.941

Abstract

Kriging sebagai metode interpolasi membutuhkan proses inversi matriks korelasi antar sample.Secara empiris, observasi yang berada jauh dari titik interpolasi cenderung memiliki bobot nol ataunegative (screen effect). Tulisan ini mengusulkan metode kriging sekuensial untuk interpolasi lajupenurunan (decline rate) laju alir (mass flow) sumur produksi disekitar sumur produksi.Krigingsekuensial merupakan proses updating penambahan data disekitar titik interpolasi. Laju penurunanproduksi ditaksir melalui regresi ln(mass flow) terhadap waktu menggunakan model laju alireksponensial. Korelasi spatial laju alir penurunan mass flow interpolasi kriging sekuensialmengikuti pola sperikal. Interpolasi kriging sekuensial menghasilkan kontur merepresentasikandistribusi laju penurunan disekitar sumur produksi. Hasil interpolasi dapat digunakan untukmemperkirakan cadangan (energi) lapangan panas bumi.
Statistical Process Control Vibrasi Bearing untuk Identifikasi Degradasi Riyani Desriawati; Sutawanir Darwis; Nusar Hajarisman; Suliadi Suliadi; Achmad Widodo
STATISTIKA: Forum Teori dan Aplikasi Statistika Vol 20, No 1 (2020)
Publisher : Program Studi Statistika Unisba

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29313/jstat.v20i1.5298

Abstract

Statistical Process Control (SPC) is usually applied to  the production process of goods, with the aim of detecting the quality of a production item that is within or beyond the specified specifications. In this study, SPC was applied to the bearing vibration signal to detect the first observable defect on a machine that functions as part of a prognostic tool for maintenance decision making. The detection of damage and prognostic are two important aspects in machine maintenance based on current conditions or better known as Condition (data) Based Maintenance (CBM). This paper discusses the shewhart average level chart and adaptive shewhart average level chart to detect the first observable defect. The  shewhart chart is built with two assumptions, i.e. that the data must vary randomly around an established mean and follows a normal distribution. However, the adaptive Shewhart  chart there is no need for normal assumption. The exploration of our data shows that the assumption of normality is not fulfilled, so that the Shewhart average level chart is not implemented. The adaptive Shewhart  chart shows that the warning line for bearing 1 amounted to 5.547 and 3.631, for bearing 2 amounted to 5.491 and 3.635, for bearing 3 amounted to 5.762 and 3, 573, for bearing 4 of 5.604 and 33.615. The action line for bearing 1 is 6.026 and 3.152, for bearing 2 is 5.955 and 3.171, for bearing 3 is 6.309 and 3.026, for bearing 4 is 6.101 and 3.118. The first observable defect was t = 81 for bearing 1,  t = 146 for bearing 2,  t = 40 for bearing 3 and  t = 61 for bearing 4.  The adaptive Shewart chart can be used as a toll to estimate the initiation of transition state from normal to degenerate.
Co-Authors A Zanbar Soleh Aceng Komarudin Mutaqin Achmad Saifuddin Noer Achmad Widodo Agus Yodi Gunawan Allyaa Putri Asti Asep Kurnia Permadi Asep Kurnia Permadi Budi Nurani Ruchjana Dumaria R. Tampubolon Gan Gan Saefullah Kurni Permadi Kuslan Kuslan Lira Adiyani Mohammand Sobri Nadya Chaerunisa Apriani Nina Fitriyati NURTITI SUNUSI Nusar Hajarisman Ocke Kurniandi Riyani Desriawati Rizki Aulia Hawa Roslan Lacutonsina Siti Rahmawati Sri Wahyuningsih Sri Wahyuningsih Suliadi Suliadi Yayat Karyana