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ANALISIS REGRESI LINIER PIECEWISE DUA SEGMEN Syilfi Syilfi; Dwi Ispriyanti; Diah Safitri
Jurnal Gaussian Vol 1, No 1 (2012): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (568.225 KB) | DOI: 10.14710/j.gauss.v1i1.915

Abstract

Regression analysis is a statistical method that is widely used in research. In general, the regression analysis is the study of the relationship of one or more independent variables with the dependent variable. In analyze the functional relationship between X as the independent variables and Y as the dependent variable, there may be a linear relationship is different for each interval X. If the regression of X on Y has a linear relationship on the certain of the interval of X, but also has a distinct linear relationship at another interval of X, so the use of piecewise linear regression is appropriate in this case. Piecewise linear regression is a method in regression analysis that divided the independent variable into several segments based on a particular value called the X-knots, and in each segment of the data contained linear regression model. X-knot is a value on the independent variable, where X is the current value of the X-knots, it will form a linear regression equation of the line that is different than the current value of X is under X-knots. Piecewise linear regression can be applied in many fields, one of them in the waters of the analysis regarding the influence of river discharge on the basis of the number of transport sediman. By comparison MSE simple linear regression and multiple linear piecewise two segments, the result that the two segments piecewise linear regression is a model that describes the influence of river discharge on the basis of the number of bedload transport
KLASIFIKASI KELOMPOK RUMAH TANGGA DI KABUPATEN BLORA MENGGUNAKAN MULTIVARIATE ADAPTIVE REGRESSION SPLINE (MARS) DAN FUZZY K-NEAREST NEIGHBOR (FK-NN) Yani Puspita Kristiani; Diah Safitri; Dwi Ispriyanti
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (479.943 KB) | DOI: 10.14710/j.gauss.v4i4.10243

Abstract

Good classification method will result on less classification error. Classification method developed rapidly. Two of the existing classification methods are Multivariate Adaptive Regression Spline (MARS) and Fuzzy K-Nearest Neighbor (FK-NN). This research aims to compare the classification of poor household and prosperous household based on per capita income which has been converted according to the poverty line between MARS and FK-NN method. This research used secondary data in the form of result of National Economy and Social Survey (SUSENAS) in Blora subdistrict in 2014. The result of the classification was evaluated using APER. The best classification result using MARS method is by using the combination of BF= 76, MI= 3, MO= 1 because it will result on the smallest Generalized Cross Validation (GCV) and the APER is 10,119 %. The best classification result using FK-NN method is by using K=9 because it will result on the smallest error and the APER is 9,523 %. The APER calculation shows that the classification of household in Blora subdistrict using FK-NN method is better than using MARS method. Keywords: Classification, MARS, FK-NN, APER, SUSENAS, Blora
PEMISAHAN DESA/KELURAHAN DI KABUPATEN SEMARANG MENURUT STATUS DAERAH MENGGUNAKAN ANALISIS DISKRIMINAN KUADRATIK KLASIK DAN DISKRIMINAN KUADRATIK ROBUST Afianti Sonya Kurniasari; Diah Safitri; Sudarno Sudarno
Jurnal Gaussian Vol 3, No 1 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (397.983 KB) | DOI: 10.14710/j.gauss.v3i1.4770

Abstract

Semarang Regency is one of 29 counties and 6 towns in Central Java province. In the district there are rural areas and urban areas. Discriminant analysis is a technique related to the separation of objects into different groups that have been set previously, thus, discriminant analysis can be used to separate village in Semarang Regency into urban or rural groups. Linear discriminant analysis assumes that the covariance matrix of the two groups are equal, If the assumption of equality covariance matrix is denied, function of quadratic discriminant can be used for classification. Classical estimation for the sample mean vector and sample covariance matrix is very sensitive to the presence of outliers in the observations and the functioning of the separation can be non-robust. Estimators that can be used to cope with data containing outliers are the Minimum Covariance Determinant. Robust discriminant analysis is obtained by replacing the mean and covariance matrix using the classic MCD estimator. After analysis is performed, obtained result the data of 2011 Village Potential contains outlier, so that the robust quadratic discriminant analysis more appropriate because it can provide precision the results of separation 89,79% while classical quadratic discriminant analysis give exactness of 87,23%.
PENDETEKSIAN INFLUENTIAL OBSERVATION PADA MODEL REGRESI LINIER MULTIVARIAT MENGGUNAKAN JARAK COOK TERGENERALISASI (STUDI KASUS INDIKATOR PENDIDIKAN PROVINSI JAWA TENGAH TAHUN 2010) Puti Cresti Ekacitta; Diah Safitri; Triastuti Wuryandari
Jurnal Gaussian Vol 1, No 1 (2012): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (570.668 KB) | DOI: 10.14710/j.gauss.v1i1.906

Abstract

Multivariate linear regression model is regression model with one or more response variable and one or more predictor variable, with each response variable are mutually. In multivariate linear regression model sometimes often found Influential Observation. Influential Observation give most contributing in estimating regression coefficient. For detection Influential Observation on multivariate linear regression model is used Generalized Cook’s Distance. The aim of this research is to detection any or not any Influential Observation on multivariate linear regression model of education indicator in Central Java Province with response variable are Gross Participation Rate (APK), School Participation Rate (APS), and Pure Participation Number (APM) and predictor variable is percentage of population aged 10 years and over who graduated from junior high school. Result from this research  can be explained that if the percentage of population aged 10 years and over who graduated from junior high school increase one percent, it will have an impact on increasing gross participation rate the junior high school is 1.7849 % , increasing school participation rate is 1.6275 % and   increasing pure participation number is 1.3712 %. Also, from this results were obtained two observations are included Influential observation. Elimination of the two observations are included Influential observation in the multivariate linear regression model of education indicators in Central Java, affects the regression coefficients change only and does not have a major impact on the closeness of the relationship between response variables and predictor variables in the multivariate.
ANALISIS INTERVENSI KENAIKAN HARGA BBM TERHADAP PERMINTAAN BBM BERSUBSIDI PADA SPBU SULTAN AGUNG SEMARANG JAWA TENGAH Fandi Ahmad; Rita Rahmawati; Diah Safitri
Jurnal Gaussian Vol 4, No 1 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (787.902 KB) | DOI: 10.14710/j.gauss.v4i1.8101

Abstract

Fuel consumption is always interesting to study, in addition to the use of which is used by all the community but also because of the critical role of fuel as an indicator to determine the price of other staples. Not surprisingly, changes in fuel prices polemical definitely interesting to study. In this subject specifically on the impact of the fuel price hike subsidized fuel demand. Changes in fuel price (hike) will have an impact on people's behavior in anticipation of the event. Most people will take the step to buy fuel in bulk prior to the date of determination of the increase in fuel prices, resulting in a surge in demand for fuel. Intervention model is a time series model that can be used to model and predict the data containing the intervention of external factors. In the intervention model, there are two functions, namely the step and pulse functions. Step function is a form of intervention that occurs within a long period of time while the pulse function is a form of intervention that occurs only within a certain time. Based on the analysis suggests that the impact of the use of gasoline and diesel at the pump Sultan Agung Semarang wear both pulse function because the impact was immediate and occur only in a short time                                                                                                                                      Keywords: subsidized BBM, time series, intervention models, pulse function, step function
ANALISIS INTERVENSI FUNGSI STEP (Studi Kasus Pada Jumlah Pengiriman Benda Pos Ke Semarang Pada Tahun 2006 – 2011) Amelia Crystine; Abdul Hoyyi; Diah Safitri
Jurnal Gaussian Vol 3, No 3 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (453.946 KB) | DOI: 10.14710/j.gauss.v3i3.6439

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Data time series yang dipengaruhi oleh beberapa kejadian yang disebut intervensi akan mengakibatkan perubahan pola data pada satu waktu t. Analisis intervensi terdiri dari dua fungsi yaitu fungsi step dan fungsi pulse.Time series data that are influenced by several events called the intervention will lead to changes in the pattern of data at a t time. Analysis of intervention consists of two functions, that is the step function and pulse function. Intervention of step function represents an intervention that have long-term effects, whereas pulse function represents an intervention that takes place at a particular time. Step function intervention model was created based on the delay time of the intervention (b), the length of the intervention effect (s), and the pattern of intervention effects that was occured after b + s period (r). Intervention modeling was done after ARIMA (Autoregressive Integrated Moving Average) model was acquired. ARIMA model was used to determine the b, s, and r order of intervention. In this study, the step function intervention analysis was used to assess the amount of postage on the period January 2006 to February 2011. Based on the analysis, the ARIMA model produced was ARIMA (0,1,1). Based on intervention response obtained residual value b = 4, s = 0, r = 2 is used to form a model of intervention using the least squares method.
PERBANDINGAN KLASIFIKASI PENYAKIT HIPERTENSI MENGGUNAKAN REGRESI LOGISTIK BINER DAN ALGORITMA C4.5 (Studi Kasus UPT Puskesmas Ponjong I, Gunungkidul) Wella Rumaenda; Yuciana Wilandari; Diah Safitri
Jurnal Gaussian Vol 5, No 2 (2016): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (404.043 KB) | DOI: 10.14710/j.gauss.v5i2.11852

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Hypertension is a major problem in the world today. In Indonesia prevalence of hypertension is still high. There are two types of hypertension based on cause, primary and secondary hypertension. In this thesis focused on the classification of types of hypertension based on the cause using binary logistic regression and C4.5 algorithms with case studies in UPT Puskesmas Ponjong I, Gunungkidul of October-November 2015.  Binary logistic regression is a method that describes the relationship between the response variable and several predictor variables with the variable equal to 1 to declare the existence of a characteristic and the value 0 to declare the absence of a characteristic. C4.5 algorithm is one method of classification of data mining is used to create a decision tree. The predictor variables were used in this thesis are gender, age, systolic blood pressure, diastolic blood pressure, treatment history, as well as diseases and or other complaints. Based on this analysis, classification of hypertension by binary logistic regression method obtained value APER=27,4648% and 72,5352% of accuracy, while the value obtained using the algorithm C4.5 APER=35,9155% and the accuracy 64,0845 %. In two different test proportion was found that there were significant differences of the two methods.Keywords : Types of Hypertension, Classification, C4.5 Algorithm, Biner Logistic Regression, APER
KLASIFIKASI PENERIMA PROGRAM BERAS MISKIN (RASKIN) DI KABUPATEN WONOSOBO DENGAN METODE SUPPORT VECTOR MACHINE MENGGUNAKAN LibSVM Yogi Setiyo Pamuji; Diah Safitri; Alan Prahutama
Jurnal Gaussian Vol 4, No 4 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (338.209 KB) | DOI: 10.14710/j.gauss.v4i4.10244

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Beras Miskin (Raskin) Program is a program of social protection, as supporters of other programs such as nutrition improvement, healthy increase, education and productivity improvement of Poor Households. According to Badan Pusat Statistika, there were 14 criteria to determine a household is classified as poor households. Based on these criteria it will be classified of recipient households and non-recipient households of Beras Miskin (Raskin) Program by Support Vector Machine (SVM) method using LibSVM. The concept of classification by SVM is search for the best hyperplane which serves as a separator of two classes of data in the input space. Kernel function is used to convert the data into a higher dimensional space to allow a separation. LibSVM is a package program created by Chih-Chung Chang and Chih-Jen Lin from Department of Computer Science at National Taiwan University. The method used by LibSVM to obtain global solution of duality lagrange problem is decomposition method. To determine the best parameters of kernel function, used k-vold cross validation method and grid search algorithm. In this classification by SVM method using LibSVM, obtain the best accuracy value as 83,1933%, which is the kernel function Radial Basis Function (RBF). Keywords : Beras Miskin (Raskin) Program, Classification, Support Vector Machine (SVM), LibSVM, Kernel Function
VALUASI COMPOUND OPTION PUT ON CALL TIPE EROPA PADA DATA SAHAM FACEBOOK Muhammad Sunu Widianugraha; Di Asih I Maruddani; Diah Safitri
Jurnal Gaussian Vol 4, No 2 (2015): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (554.557 KB) | DOI: 10.14710/j.gauss.v4i2.8583

Abstract

Option is a contract that gives the right to individuals to buy (call options) or sell (put options) the underlying asset by a certain price for a certain date. One type of options that are traded is compound options. Compound option model is introduced by Robert Geske in 1979. Compound option is option on option. Compound option put on a call is put option where the underlying asset are call option. An empirical study using compound option put on a call stocks of Facebook. It has strike price compound option US$ 77.5 and strike price call option US$ 80, with the first exercise date on September 26, 2014 and the second exercise date on October 31, 2014. The theoritical price of compound option put on call on stocks of Facebook is US$ 75.65048. Keywords: Compound option, put on a call, option stocks of Facebook, Black-Scholes model, theoritical price.
KLASIFIKASI WILAYAH DESA-PERDESAAN DAN DESA-PERKOTAAN WILAYAH KABUPATEN SEMARANG DENGAN SUPPORT VECTOR MACHINE (SVM) Mekar Sekar Sari; Diah Safitri; Sugito Sugito
Jurnal Gaussian Vol 3, No 4 (2014): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (508.341 KB) | DOI: 10.14710/j.gauss.v3i4.8086

Abstract

This research will be carry out classification based on the status of the rural and urban regions that reflect the differences in characteristics/ conditions between regions in Indonesia with Support Vector Machine (SVM) method. Classification on this issue is working by build separation functions involving the kernel function to map the input data into a higher dimensional space. Sequential Minimal Optimization (SMO) algorithms is used in the training process of data classification of rural and urban regions to get the optimal separation function (hyperplane). To determine the kernel function and parameters according to the data, grid search method combined with the leave-one-out cross-validation method is used. In the classification using SVM, accuracy is obtained, which the best value is 90% using Radial Basis Function (RBF) kernel functions with parameters C=100 dan γ=2-5. Keywords : classification, support vector machine, sequential minimal optimization, grid search, leave-one-out, cross validation, rural, urban