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Perbandingan Fuzzy Time Series Lee untuk Meramalkan Nilai Tukar Petani di Provinsi Gorontalo Alvitha Habibie; Lailany Yahya; Isran K. Hasan
Jambura Journal of Probability and Statistics Vol 4, No 1 (2023): Jambura Journal Of Probability and Statistics
Publisher : Department of Mathematics, Universitas Negeri Gorontalo

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34312/jjps.v4i1.17453

Abstract

Gorontalo Province is one of the provinces in Indonesia where 60% of the population are farmers and fishermen. As much as 28,66% of PDRB in Gorontalo Province in 2020 was contributed by the agricultural sector. Farmer's Exchange Rate is a measurement capability of agricultural products in producing goods or services. Therefore, NTP forecasting is needed so that it becomes a reference in the future in making a decision to increase the agricultural sector. In this study, a comparison was made of the Holt Winters Exponential Smoothing method with Lee's Fuzzy Time Series to find out which is the best forecasting method for predicting NTP in Gorontalo Province. Based on the forecasting results, the accuracy value obtained from FTS Lee has a mape value of 0,65557% for FTS Lee order 1 and 0,55607%. While the accuracy value obtained by the multiplicative Holt Winters Exponential Smoothing is 5.92509% and the additive Holt Winters Exponential Smoothing is 6,14574%. From the forecasting results obtained, it can be concluded that the best method for predicting NTP in Gorontalo Province is the FTS Lee Order 2 method. 
APPLICATION OF THE COPULA METHOD TO ANALYZE THE RELATIONSHIPS OF MACROECONOMIC FACTORS AFFECTING THE CSPI Sri Endang Saleh; Debyyansa Pakaya; Irsan K. Hasan; Ismail Djakaria
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 17 No 2 (2023): BAREKENG: Journal of Mathematics and Its Applications
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol17iss2pp0903-0912

Abstract

The Composite Stock Price Index (CSPI) is a valuable number in assessing the performance of the stocks listed on the stock exchange; by looking at the Composite Stock Price Index, investors can determine their investment strategy. However, the rise and fall of the Composite Stock Price Index depend on a country's macroeconomic conditions; if the economy weakens, the company's performance will also undermine investors' confidence, and confidence decreases. Analysing the relationship between the Composite Stock Price Index with macroeconomic factors can show how much the influence of these factors on the increase or decrease in the Composite Stock Price Index, the macroeconomic factors in question are inflation, interest rates and the rupiah exchange rate. In this study, dependency analysis was carried out with the Copula approach method involving the Tau Kendal method for parameter estimation and the Maximum Likelihood Estimation (MLE) method to choose the best Copula model to explain the relationship between the Composite Stock Price Index and these macroeconomic factors. Research results in it are found that the best Copula that can explain the dependency structure between the Composite Stock Price, The index with inflation and interest rates is the Gumbel Copula with parameters θ ̂= 1.264 and θ ̂= 1.174, While the Copula model is the best that can explain the structure of the dependency between Composite Stock Price Index and the exchange rate is Copula Student-t with parameter θ ̂= −0.6037.
Model Antrian Pelayanan Terhadap Nasabah Bank BRI Menggunakan Petri Net dan Aljabar Max Plus Sri Ayu Nurdin; Lailany Yahya; Isran K Hasan; Nurwan Nurwan
Research in the Mathematical and Natural Sciences Vol. 2 No. 2 (2023): May-October 2023
Publisher : Scimadly Publishing

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55657/rmns.v2i2.106

Abstract

Petri net is one model representing transitions and places connected by arrows. Max Plus Algebra is an algebraic structure in which all sets of real numbers  are equipped with max (maximum) and (addition). This research created a Petri net model of the customer service system for Bank BRI and a Max Plus Algebra model related to time to minimize service time at Bank BRI. The result is periodic time or characteristic values and vector characteristics where the values and are . The value of this vector's characteristics becomes a periodic time, which only takes 2 days 3 hours during working hours to disburse money after the client's arrival.