Indonesian Journal of Statistics and Its Applications
Indonesian Journal of Statistics and Its Applications (eISSN:2599-0802): diterbitkan berkala 2 (dua) kali dalam setahun yang memuat tulisan ilmiah yang berhubungan dengan bidang statistika dan aplikasinya. Artikel yang dimuat berupa hasil penelitian bidang statistika dan aplikasinya dengan topik (tapi tidak terbatas): rancangan dan analisis percobaan, metodologi survey dan analisis, riset operasi, data mining, pemodelan statistika, komputasi statistika, time series dan ekonometrika, serta pendidikan statistika.
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<![CDATA[Response Surface Model with Comparison of OLS Estimation and MM Estimation ]]>
<![CDATA[Salsabila Basalamah]]>;
<![CDATA[Edy Widodo]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p273-283
<![CDATA[Response Surface Method (RSM) is a collection of statistical techniques in the form of experiments and regression, as well as mathematics that is useful for developing, improving, and optimizing processes. In general, the determination of models in RSM is estimated by linear regression with Ordinary Least Square (OLS) estimation. However, OLS estimation is very weak in the presence of data identified as outliers, so in determining the RSM model a strong and resistant estimation is needed namely robust regression. One estimation method in robust regression is the Method of Moment (MM) estimation. This study aims to compare the OLS estimation and MM estimation method to get the optimal point of response in this case study. Comparison of the best estimation models using the parameters MSE and R^2 adj. The results of MM estimation give better results to the optimal response results in this case study.]]>
<![CDATA[Forecasting Currency in East Java: Classical Time Series vs. Machine Learning ]]>
<![CDATA[J A Putri]]>;
<![CDATA[Suhartono Suhartono]]>;
<![CDATA[H Prabowo]]>;
<![CDATA[N A Salehah]]>;
<![CDATA[D D Prastyo]]>;
<![CDATA[Setiawan Setiawan]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p284-303
<![CDATA[Most research about the inflow and outflow currency in Indonesia showed that these data contained both linear and nonlinear patterns with calendar variation effect. The goal of this research is to propose a hybrid model by combining ARIMAX and Deep Neural Network (DNN), known as hybrid ARIMAX-DNN, for improving the forecast accuracy in the currency prediction in East Java, Indonesia. ARIMAX is class of classical time series models that could accurately handle linear pattern and calendar variation effect. Whereas, DNN is known as a machine learning method that powerful to tackle a nonlinear pattern. Data about 32 denominations of inflow and outflow currency in East Java are used as case studies. The best model was selected based on the smallest value of RMSE and sMAPE at the testing dataset. The results showed that the hybrid ARIMAX-DNN model improved the forecast accuracy and outperformed the individual models, both ARIMAX and DNN, at 26 denominations of inflow and outflow currency. Hence, it can be concluded that hybrid classical time series and machine learning methods tend to yield more accurate forecasts than individual models, both classical time series and machine learning methods.]]>
<![CDATA[Sentiment Analysis on Overseas Tweets on the Impact of COVID-19 in Indonesia ]]>
<![CDATA[Tigor Nirman Simanjuntak]]>;
<![CDATA[Setia Pramana]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p304-313
<![CDATA[This study aims to conduct analysis to determine the trend of sentiment on tweets about Covid-19 in Indonesia from the Twitter accounts overseas on big data perspective. The data was obtained from Twitter in the period of April 2020, with the word query "Indonesian Corona Virus" from foreign user accounts in English. The process of retrieving data comes from Twitter tweets by crawling the text using Twitter's API (Application Programming Interface) by employing Python programming language. Twitter was chosen because it is very fast and easy to spread through status updates from and among the user accounts. The number of tweets obtained was 8,740 in text format, with a total engagement of 217,316. The data was sorted from the tweets with the largest to smallest engagement, then cleaned from unnecessary fonts and symbols as well as typo words and abbreviations. The sentiment classification was carried out by analytical tools, extracting information with text mining, into positive, negative, and neutral polarity. To sharpen the analysis, the cleaned data was selected only with the largest engagement until those with 100 engagements; then was grouped into 30 sub-topics to be analyzed. The interesting facts are found that most tweets and sub-topics were dominated by the negative sentiment; and some unthinkable sub-topics were talked by many users.]]>
<![CDATA[Development of Automated Environmental Data Collection System and Environment Statistics Dashboard ]]>
<![CDATA[Dede Yoga Paramartha]]>;
<![CDATA[Ana Lailatul Fitriyani]]>;
<![CDATA[Setia Pramana]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p314-325
<![CDATA[Environmental data such as pollutants, temperature, and humidity are data that have a role in the agricultural sector in predicting rainfall conditions. In fact, pollutant data is common to be used as a proxy to see the density of industry and transportation. With this need, it is necessary to have automated data from outside websites that are able to provide data faster than satellite confirmation. Data sourced from IQair, can be used as a benchmark or confirmative data for weather and environmental statistics in Indonesia. Data is taken by scraping method on the website. Scraping is done on the API available on the website. Scraping is divided into 2 stages, the first is to determine the location in Indonesia, the second is to collect statistics such as temperature, humidity, and pollutant data (AQI). The module used in python is the scrapy module, where the crawling is effective starting from May 2020. The data is recorded every three hours for all regions of Indonesia and directly displayed by the Power BI-based dashboard. We also illustrated that AQI data can be used as a proxy for socio-economic activity and also as an indicator in monitoring green growth in Indonesia.]]>
<![CDATA[Projection Pursuit Regression (PPR) on Statistical Downscaling Modeling for Daily Rainfall Forecasting ]]>
<![CDATA[Rio Pradani Putra]]>;
<![CDATA[Dian Anggraeni]]>;
<![CDATA[Alfian Futuhul Hadi]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p326-332
<![CDATA[Rainfall forecasting has an important role in people's lives. Rainfall forecasting in Indonesia has complex problems because it is located in a tropical climate. Rainfall prediction in Indonesia is difficult due to the complex topography and interactions between the oceans, land and atmosphere. With these conditions, an accurate rainfall forecasting model on a local scale is needed, of course taking into account the information about the global atmospheric circulation obtained from the General Circulation Model (GCM) output. GCM may still be used to provide local or regional scale information by adding Statistical Downscaling (SD) techniques. SD is a regression-based model in determining the functional relationship between the response variable and the predictor variable. Rainfall observations obtained from the Meteorology Climatology and Geophysics Council (BMKG) are a response variable in this study. The predictor variable used in this study is the global climate output from GCM. This research was conducted in a place, namely Kupang City, East Nusa Tenggara because it has low rainfall. The Projection Pursuit Regression (PPR) will be used in this SD method for this study. In PPR modeling, optimization needs to be done and model validation is carried out with the smallest Root Mean Square Error (RMSE) criteria. The expected results must have a pattern between the results of forecasts and observations showing or approaching the observational data. The PPR model is a good model for predicting rainfall because The results of the forecast and observation show that the results of the rainfall forecast are observational data.]]>
<![CDATA[Online Marketplace Data to Figure COVID-19 Impact on Micro and Small Retailers in Indonesia ]]>
<![CDATA[Dhiar Niken Larasati]]>;
<![CDATA[Usman Bustaman]]>;
<![CDATA[Setia Pramana]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p333-342
<![CDATA[The COVID-19 outbreak is not only talking about health crises but also social and economic crises all over the world. In Indonesia, the outbreak has shaken almost all business sectors, however it seems to bring a silver lining for e-commerce sectors since the pandemic has developed online shopping habits. During the pandemic, the impact of COVID-19 on the Indonesian economy needs to be updated from time to time to be used on quick policymaking. Therefore, big data plays an important role to provide the information relatively fast. This paper aims to describe how big data i.e., marketplace data, could be used to figure the impact of COVID-19 outbreak on micro and small retailers in Indonesia. The dataset was collected regularly from a marketplace website in Indonesia from January to June 2020. To see the changing of sales during the COVID-19 period, the sales before and after social distancing policy implementation are compared. The result showed that the online marketplace in Indonesia is dominated by micro retailers based on the number of products sold in the marketplace. The total revenue of micro retailers gives a significant increase during the pandemic. Whereas for medium retailers, the increase in total revenue is seen to be lower than micro retailers’ total revenue. It indicates a positive sign for the growth of micro retailers in the online marketplace.]]>
<![CDATA[LQ45 Stock Portfolio Selection using Black-Litterman Model in Pandemic Time Covid-19 ]]>
<![CDATA[Siska Yosmar]]>;
<![CDATA[S Damayanti]]>;
<![CDATA[S Febrika]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p343-354
<![CDATA[The world was shocked by the emergence of a virus that spread very quickly to several countries including Indonesia at the end of 2019. This virus infection is called Corona Virus Disease 2019 (Covid-19). The outbreak of Covid-19 not only threatens human lives but also disrupts various economic, financial, and business activities, especially in Indonesia. A stock portfolio is a collection of financial assets in a unit that is held or created by an investor, investment company, or financial institution. The Black-Litterman model of the stock portfolio is a portfolio model that involves the CAPM equilibrium return and investor views. The purpose of this study is to determine the stock portfolio with the Black-Litterman model using company data listed in the LQ45 stock index from January 2020 to June 2020. Four of the twenty-nine LQ45 stocks were selected as assets in the stock portfolio. The stock portfolio containing the four stocks, namely ICBP, KLBF, MNCN, and TLKM with the Black-Litterman model resulted in an expected return of 2.07% and a risk of 2.82%.]]>
<![CDATA[Nowcasting Indonesia's GDP Growth Using Machine Learning Algorithms ]]>
<![CDATA[Nadya Dwi Muchisha]]>;
<![CDATA[Novian Tamara]]>;
<![CDATA[Andriansyah Andriansyah]]>;
<![CDATA[Agus M Soleh]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p355-368
<![CDATA[GDP is very important to be monitored in real time because of its usefulness for policy making. We built and compared the ML models to forecast real-time Indonesia's GDP growth. We used 18 variables that consist a number of quarterly macroeconomic and financial market statistics. We have evaluated the performance of six popular ML algorithms, such as Random Forest, LASSO, Ridge, Elastic Net, Neural Networks, and Support Vector Machines, in doing real-time forecast on GDP growth from 2013:Q3 to 2019:Q4 period. We used the RMSE, MAD, and Pearson correlation coefficient as measurements of forecast accuracy. The results showed that the performance of all these models outperformed AR (1) benchmark. The individual model that showed the best performance is random forest. To gain more accurate forecast result, we run forecast combination using equal weighting and lasso regression. The best model was obtained from forecast combination using lasso regression with selected ML models, which are Random Forest, Ridge, Support Vector Machine, and Neural Network.]]>
<![CDATA[Clustering with Euclidean Distance, Manhattan - Distance, Mahalanobis - Euclidean Distance, and Chebyshev Distance with Their Accuracy ]]>
<![CDATA[Said Al Afghani]]>;
<![CDATA[Widhera Yoza Mahana Putra]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p369-376
<![CDATA[There are several algorithms to solve many problems in grouping data. Grouping data is also known as clusterization, clustering takes advantage to solve some problems especially in business. In this note, we will modify the clustering algorithm based on distance principle which background of K-means algorithm (Euclidean distance). Manhattan, Mahalanobis-Euclidean, and Chebyshev distance will be used to modify the K-means algorithm. We compare the clustered result related to their accuracy, we got Mahalanobis - Euclidean distance gives the best accuracy on our experiment data, and some results are also given in this note.]]>
<![CDATA[Ensemble Learning For Television Program Rating Prediction ]]>
<![CDATA[Iqbal Hanif]]>;
<![CDATA[Regita Fachri Septiani]]>
<![CDATA[ Indonesian Journal of Statistics and Applications Vol 5 No 2 (2021) ]]>
Publisher : <![CDATA[Departemen Statistika, IPB University dengan Forum Perguruan Tinggi Statistika (FORSTAT) ]]>
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DOI: 10.29244/ijsa.v5i2p377-395
<![CDATA[Rating is one of the most frequently used metrics in the television industry to evaluate television programs or channels. This research is an attempt to develop a prediction model of television program ratings using rating data gathered from UseeTV (interned-based television service from Telkom Indonesia). The machine learning methods (Random Forest and Extreme Gradient Boosting) were tried out utilizing a set of rating data from 20 television programs collected from January 2018 to August 2019 (train dataset) and evaluated using September 2019 rating data (test dataset). Research results show that Random Forest gives a better result than Extreme Gradient Boosting based on evaluation metrics: Root Mean Square Error (RMSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE). On the training dataset, prediction using Random Forest produced lower RMSE and MAE scores than Extreme Gradient Boosting in all programs, while on the testing dataset, Random Forest produced lower RMSE and MAE scores in 16 programs compared with Extreme Gradient Boosting. According to MAPE score, Random Forest produced more good quality prediction (4 programs in the training dataset, 16 programs in the testing dataset) than Extreme Gradient Boosting method (1 program in the training dataset, 12 programs in the testing dataset) both in training and testing dataset.]]>
