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Komputasi Grid Menggunakan Globus untuk Menghitung Opsi Put Amerika dengan Simulasi Monte Carlo Purwinarko, Aji; Pulungan, Reza
Scientific Journal of Informatics Vol 1, No 1 (2014): May 2014
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v1i1.3637

Abstract

Internet dan teknologi komputasi grid mengubah cara kita mengatasi masalah yang kompleks. Komputasi grid terus menjanjikan untuk memberikan kemampuan yang tinggi dari berbagai sistem dan teknik komputasi. Kemampuan mendistribusikan aplikasi pada beberapa mesin adalah salah satu aspek kunci dari komputasi grid. Salah satu penyedia librari komputasi grid adalah Globus Toolkit. Komputasi grid ini dapat dimanfaatkan untuk menjalankan aplikasi opsi put Amerika dengan menggunakan simulasi Monte Carlo. Simulasi Monte Carlo dapat meramalkan harga saham yang akan terjadi. Dari hasil penelitian yang dilakukan, menunjukkan bahwa semakin banyak simulasi yang dilakukan maka semakin akurat nilai rata-rata harga saham. Hasil penelitian ini menunjukkan bahwa semakin banyak simulasi yang dilakukan, akan menghasilkan nilai opsi put yang konvergen dengan standard error yang kecil dan proses komputasi dengan menggunakan jumlah prosesor yang besar akan lebih cepat. 
Komputasi Grid Menggunakan Globus untuk Menghitung Opsi Put Amerika dengan Simulasi Monte Carlo Purwinarko, Aji; Pulungan, Reza
Scientific Journal of Informatics Vol 1, No 1 (2014): May 2014
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v1i1.3637

Abstract

Internet dan teknologi komputasi grid mengubah cara kita mengatasi masalah yang kompleks. Komputasi grid terus menjanjikan untuk memberikan kemampuan yang tinggi dari berbagai sistem dan teknik komputasi. Kemampuan mendistribusikan aplikasi pada beberapa mesin adalah salah satu aspek kunci dari komputasi grid. Salah satu penyedia librari komputasi grid adalah Globus Toolkit. Komputasi grid ini dapat dimanfaatkan untuk menjalankan aplikasi opsi put Amerika dengan menggunakan simulasi Monte Carlo. Simulasi Monte Carlo dapat meramalkan harga saham yang akan terjadi. Dari hasil penelitian yang dilakukan, menunjukkan bahwa semakin banyak simulasi yang dilakukan maka semakin akurat nilai rata-rata harga saham. Hasil penelitian ini menunjukkan bahwa semakin banyak simulasi yang dilakukan, akan menghasilkan nilai opsi put yang konvergen dengan standard error yang kecil dan proses komputasi dengan menggunakan jumlah prosesor yang besar akan lebih cepat.
PREDIKSI PENGGUNAAN BANDWIDTH MENGGUNAKAN ELMAN RECURRENT NEURAL NETWORK Radjabaycolle, Jefri; Pulungan, Reza
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 10 No 2 (2016): BAREKENG: Jurnal Ilmu Matematika dan Terapan
Publisher : MATHEMATIC DEPARTMENT, FACULTY OF MATHEMATICS AND NATURAL SCIENCES, UNIVERSITY OF PATTIMURA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (709.443 KB) | DOI: 10.30598/barekengvol10iss2pp127-135

Abstract

Jaringan Syaraf Tiruan (JST) sering dipakai dalam menyelesaikan permasalahan tertentu seperti prediksi, klasifikasi, dan pengolahan data. Berdasarkan hal tersebut, dalam penelitian ini mencoba menerapkan JST untuk menangani permasalahan dalam prediksi penggunaan bandwidth. Sistem yang dikembangkan dapat digunakan untuk memprediksi pengunaan bandwidth dengan menerapkan Elman Recurrent Neural Network (ERNN). Struktur Elman dipilih karena dapat membuat iterasi jauh lebih cepat sehingga memudahkan proses konvergensi.. Vektor input yang digunakan menggunakan windows size. Hasil penelitian dengan menggunakan target error sebesar 0.001 menunjukkan nilai MSE terkecil yaitu pada windows size 11 dengan nilai 0.002833. Kemudian dengan menggunakan 13 neuron pada hidden layer diperoleh nilai error paling optimal (minimum error) sebesar 0.003725.
A Systematic Review of Machine-vision-based Smart Parking Systems Abidin, Muhammad Zainal; Pulungan, Reza
Scientific Journal of Informatics Vol 7, No 2 (2020): November 2020
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v7i2.25654

Abstract

The development of smart city concept, particularly in smart parking systems, has not solved a problem that occurs in metropolitan areas, such as in urban areas where the population has continued to rise, resulting in high demand for private vehicles and parking spaces. Finding a parking space is known as the most common issue the drivers have had specifically on peak hours’ time. During peak hours, the difficulty arises as many people look around to find vacant parking space at once, which causes many negative impacts on cities and drivers themselves, such as pollution, traffic congestion, traffic accidents, waste of time and fuel, emotions and so on. As a solution, smart parking system exist to equip parking lots with many different types of sensors to automatically detect free parking space that would guide drivers to find the nearest car parking space as efficient as possible. An effective smart parking system can solve this problem and make better use of parking resources. However, many smart parking systems still uses embedded sensors that are expensive for installation and inefficient. This paper presents a review of the existing approaches to the smart parking system. This paper focuses on a machine-vision-based technology used for smart parking system and highlights its main features, advantages and disadvantages.
A Systematic Review of Machine-vision-based Smart Parking Systems Abidin, Muhammad Zainal; Pulungan, Reza
Scientific Journal of Informatics Vol 7, No 2 (2020): November 2020
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v7i2.25654

Abstract

The development of smart city concept, particularly in smart parking systems, has not solved a problem that occurs in metropolitan areas, such as in urban areas where the population has continued to rise, resulting in high demand for private vehicles and parking spaces. Finding a parking space is known as the most common issue the drivers have had specifically on peak hours’ time. During peak hours, the difficulty arises as many people look around to find vacant parking space at once, which causes many negative impacts on cities and drivers themselves, such as pollution, traffic congestion, traffic accidents, waste of time and fuel, emotions and so on. As a solution, smart parking system exist to equip parking lots with many different types of sensors to automatically detect free parking space that would guide drivers to find the nearest car parking space as efficient as possible. An effective smart parking system can solve this problem and make better use of parking resources. However, many smart parking systems still uses embedded sensors that are expensive for installation and inefficient. This paper presents a review of the existing approaches to the smart parking system. This paper focuses on a machine-vision-based technology used for smart parking system and highlights its main features, advantages and disadvantages.
Komputasi Grid Menggunakan Globus untuk Menghitung Opsi Put Amerika dengan Simulasi Monte Carlo Purwinarko, Aji; Pulungan, Reza
Scientific Journal of Informatics Vol 1, No 1 (2014): May 2014
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v1i1.3637

Abstract

Internet dan teknologi komputasi grid mengubah cara kita mengatasi masalah yang kompleks. Komputasi grid terus menjanjikan untuk memberikan kemampuan yang tinggi dari berbagai sistem dan teknik komputasi. Kemampuan mendistribusikan aplikasi pada beberapa mesin adalah salah satu aspek kunci dari komputasi grid. Salah satu penyedia librari komputasi grid adalah Globus Toolkit. Komputasi grid ini dapat dimanfaatkan untuk menjalankan aplikasi opsi put Amerika dengan menggunakan simulasi Monte Carlo. Simulasi Monte Carlo dapat meramalkan harga saham yang akan terjadi. Dari hasil penelitian yang dilakukan, menunjukkan bahwa semakin banyak simulasi yang dilakukan maka semakin akurat nilai rata-rata harga saham. Hasil penelitian ini menunjukkan bahwa semakin banyak simulasi yang dilakukan, akan menghasilkan nilai opsi put yang konvergen dengan standard error yang kecil dan proses komputasi dengan menggunakan jumlah prosesor yang besar akan lebih cepat. 
Deep Belief Networks for Recognizing Handwriting Captured by Leap Motion Controller Abas Setiawan; Reza Pulungan
International Journal of Electrical and Computer Engineering (IJECE) Vol 8, No 6: December 2018
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (677.119 KB) | DOI: 10.11591/ijece.v8i6.pp4693-4704

Abstract

Leap Motion controller is an input device that can track hands and fingers position quickly and precisely. In some gaming environment, a need may arise to capture letters written in the air by Leap Motion, which cannot be directly done right now. In this paper, we propose an approach to capture and recognize which letter has been drawn by the user with Leap Motion. This approach is based on Deep Belief Networks (DBN) with Resilient Backpropagation (Rprop) fine-tuning. To assess the performance of our proposed approach, we conduct experiments involving 30,000 samples of handwritten capital letters, 8,000 of which are to be recognized. Our experiments indicate that DBN with Rprop achieves an accuracy of 99.71%, which is better than DBN with Backpropagation or Multi-Layer Perceptron (MLP), either with Backpropagation or with Rprop. Our experiments also show that Rprop makes the process of fine-tuning significantly faster and results in a much more accurate recognition compared to ordinary Backpropagation. The time needed to recognize a letter is in the order of 5,000 microseconds, which is excellent even for online gaming experience.
Development of a Spatial Path-Analysis Method for Spatial Data Analysis Wiwin Sulistyo; Subanar Subanar; Reza Pulungan
International Journal of Electrical and Computer Engineering (IJECE) Vol 8, No 4: August 2018
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1162.002 KB) | DOI: 10.11591/ijece.v8i4.pp2456-2467

Abstract

Path analysis is a method used to analyze the relationship between independent and dependent variables to identify direct and indirect relationship between them. This method is developed by Sewal Wright and initially only uses correlation analysis results in identifying the variables' relationship. Path analysis method currently is mostly used to deal with variables with non-spatial data type. When analyzing variables that have elements of spatial dependency, path analysis could result in a less precise model. Therefore, it is necessary to build a path analysis model that is able to identify and take into account the effects of spatial dependencies. Spatial autocorrelation and spatial regression methods can be used to develop path analysis method so as to identify the effects of spatial dependencies. This paper proposes a method in the form of path analysis method development to process data that have spatial elements. This study also discusses our effort on establishing a method that could be used to identify and analyze the spatial effect on data in the framework of path analysis; we call this method spatial path analysis.
Modeling Gene Regulation in Graded Hypoxia Using Continuous-Time Markov Chains Putu Indah Ciptayani; Reza Pulungan
International Journal of Informatics and Communication Technology (IJ-ICT) Vol 2, No 2: August 2013
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (869.317 KB)

Abstract

Hypoxia inducible factor (HIF) is the main protein in hypoxia pathway. The response of HIF to changes of oxygen pressure is regulated by 2 oxygen sensors, prolyl hydroxylase (PHD) and factor inhibiting HIF (FIH). Studies have shown that biochemical reactions at molecular level actually exhibit stochastic and random behaviors. Modeling biochemical reactions using purely deterministic method, therefore, ignore these characteristics. Hence, we use stochastic modeling using CTMC to model this regulation. Nevertheless, the use of pure CTMC on complex biochemical reaction networks, such as hypoxia, results in an infeasible computation time and typically requires very large memory. Therefore, we use a numerical hybrid method that combines pure CTMC and deterministic methods. The purpose is to reduce time complexity and to obtain a better accuracy than deterministic method. Using this model, we can observe that an increase of oxygen pressure results in a decrease in the amount of HIF and that oxygen sensor FIH only inhibits C-TAD activity. The model is also able to classify 84% genes that were observedDOI: http://dx.doi.org/10.11591/ij-ict.v2i2.3845
A Load-Balanced Parallelization of AKS Algorithm Ardhi Wiratama Baskara Yudha; Reza Pulungan
TELKOMNIKA (Telecommunication Computing Electronics and Control) Vol 15, No 4: December 2017
Publisher : Universitas Ahmad Dahlan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12928/telkomnika.v15i4.6049

Abstract

The best known deterministic polynomial-time algorithm for primality testing right now is due to Agrawal, Kayal, and Saxena. This algorithm has a time complexity O(log^{15/2}(n)). Although this algorithm is polynomial, its reliance on the congruence of large polynomials results in enormous computational requirement. In this paper, we propose a parallelization technique for this algorithm based on message-passing parallelism together with four workload-distribution strategies. We perform a series of experiments on an implementation of this algorithm in a high-performance computing system consisting of 15 nodes, each with 4 CPU cores. The experiments indicate that our proposed parallelization technique introduce a significant speedup on existing implementations. Furthermore, the dynamic workload-distribution strategy performs better than the others. Overall, the experiments show that the parallelization obtains up to 36 times speedup.