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Department of Statistic, Faculty of Science and Mathematics , Universitas Diponegoro Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro Gedung F lt.3 Tembalang Semarang 50275
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Jurnal Gaussian
Published by Universitas Diponegoro
ISSN : -     EISSN : 23392541     DOI : -
Core Subject : Education,
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Jurnal Gaussian terbit 4 (empat) kali dalam setahun setiap kali periode wisuda. Jurnal ini memuat tulisan ilmiah tentang hasil-hasil penelitian, kajian ilmiah, analisis dan pemecahan permasalahan yang berkaitan dengan Statistika yang berasal dari skripsi mahasiswa S1 Departemen Statistika FSM UNDIP.
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Articles 15 Documents
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Search results for , issue "Vol 10, No 3 (2021): Jurnal Gaussian" : 15 Documents clear
PERBANDINGAN METODE DOUBLE EXPONENTIAL SMOOTHING HOLT DAN FUZZY TIME SERIES CHEN UNTUK PERAMALAN HARGA PALADIUM Anes Desduana Selasakmida; Tarno Tarno; Triastuti Wuryandari
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32782

Abstract

Palladium is one of the precious metal commodities with the best performance since 3 years ago. Palladium has many benefits, including being used in the electronics, medical, jewelry and chemical industries. The benefits of palladium in the chemical field are that it can help speed up chemical reactions, filter out toxic gases in exhaust gases, and convert the gas into safer substances, so palladium is usually used as a catalyst for cars. Forecasting is a process of processing past data and projected for future interest using several mathematical models. The model used in this study is the Double Exponential Smoothing Holt and Fuzzy Time Series Chen methods. The process of forecasting palladium prices using monthly data from January 2011 to December 2020 with the Double Exponential Smoothing Holt method and the Fuzzy Time Series Chen method will be carried out in this study to describe the performance of the two methods. Based on the results of the analysis, it can be concluded that the Double Exponential Smoothing Holt and Fuzzy Time Series Chen methods have equally good performance with sMAPE values of 6.21% for Double Exponential Smoothing Holt and 9.554% for Fuzzy Time Series Chen. Forecasting for the next 3 periods using these two methods generally produces forecasting values that are close to the actual data. 
PENDEKATAN METODE MARKOWITZ UNTUK OPTIMALISASI PORTOFOLIO DENGAN RISIKO EXPECTED SHORTFALL (ES) PADA SAHAM SYARIAH DILENGKAPI GUI MATLAB Umiyatun Muthohiroh; Rita Rahmawati; Dwi Ispriyanti
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32805

Abstract

A portfolio is a combination of two or more securities as investment targets for a certain period of time with certain conditions. The Markowitz method is a method that emphasizes efforts to maximize return expectations and can minimize stock risk. One method that can be used to measure risk is Expected Shortfall (ES). ES is an expected measure of risk whose value is above Value-at-Risk (VaR). To make it easier to calculate optimal portfolios with the Markowitz method and risk analysis with ES, an application was made using the Matlab GUI. The data used in this study consisted of three JII stocks including CPIN, CTRA, and BSDE stocks. The results of the portfolio formation with the Markowitz method obtained an optimal portfolio, namely the combination of CPIN = 34.7% and BSDE = 65.3% stocks. At the 95% confidence level, the ES value of 0.206727 is greater than the VaR value (0.15512).  
IMPLEMENTASI MODEL ACCELERATED FAILURE TIME (AFT) BERDISTRIBUSI LOG-LOGISTIK PADA PASIEN PENYAKIT JANTUNG BAWAAN Dwi Nooriqfina; Sudarno Sudarno; Rukun Santoso
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32796

Abstract

Log-Logistic Accelerated Failure Time (AFT) model is survival analysis that is used when the survival time follows Log-Logistic distribution. Log-Logistic AFT model can be used to estimate survival time, survival function, and hazard function. Log-Logistic AFT model was formed by regressing covariates linierly against the log of survival time. Regression coefficients are estimated using maximum likelihood method. This study uses data from Atrial Septal Defect (ASD) patients, which is a congenital disease with a hole in the wall that separates the top of two chambers of the heart by using sensor type III. Survival time as the response variable, that is the time from patient was diagnosed with ASD until the first relapse and uses age, gender, treatment status (catheterization/surgery), defect size that is the size of the hole in the heart terrace, pulmonary hypertension status, and pain status as predictor variables. The result showed that variable gender, treatment status, defect size, pulmonary hypertension status, and pain status affect the first recurrence of ASD patients, so it is found that category of female, untreated patient, defect size ≥12mm, having pulmonary hypertension, having chest pain tend to have first recurrence sooner than the other category.
ANALISIS METODE BAYESIAN MENGGUNAKAN NON-INFORMATIF PRIOR UNIFORM DISKRIT PADA SISTEM ANTREAN PELAYANAN GERBANG TOL MUKTIHARJO Dini Febriani; Sugito Sugito; Alan Prahutama
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32783

Abstract

The growth rate of the traffic that is high resulting in congestion on the road network system. One of the government's efforts in addressing the issue with the build highways to reduce congestion, especially in large cities. One of the queuing phenomena that often occurs in the city of Semarang is the queue at the Toll Gate Muktiharjo, that the queue of vehicles coming to make toll payment. This study aims to determine how the service system at the Toll Gate Muktiharjo. This can be known by getting a queue system model and a measure of system performance from the distribution of arrival and service. The distribution of arrival and service are determined by finding the posterior distribution using the Bayesian method. The bayesian method combine the likelihood function of the sample and the prior distribution. The likelihood function is a negative binomial. The prior distribution used a uniform discrete. Based on the calculations and analysis, it can be concluded that the queueing system model at the Toll Gate Muktiharjo is a (Beta/Beta/5):(GD/∞/∞). The queue simulation obtained that the service system Toll Gate Muktiharjo is optimal based on the size of the system performance because busy probability is higher than jobless probability.  
VALUE AT RISK (VAR) METODE DELTA-NORMAL BERDASARKAN DURASI UNTUK UKURAN RISIKO OBLIGASI PEMERINTAH Setiani Setiani; Di Asih I Maruddani; Dwi Ispriyanti
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32806

Abstract

A bond is one of invesment instrument that is basically a debt instrument. In investing, beside getting profit there is also the risk of loss. The risk of loss is unavoidable but it can be manageable. The concept of a portfolio in investing is to minimize risk. Value at Risk (VaR) is a method used to measure risk where VaR states the estimated amount of the maximum loss that will be obtained at a certain level of confidence during a certain period in normal market conditions. In this article the risk of bonds FR0053, FR0056, FR0059, FR0061 and portfolio combinations calculated with VaR value of the Delta-Normal method are calculated based on the duration of the bonds. Normality test of the bond market price return is required before calculating VaR. The results obtained if it is assumed that the bonds are purchased at a price of 100 and with a confidence level of 95%, then the portfolio that has the smallest risk is the Bond portfolio of FR0059 and FR0061 with a VaR value  Rp 21,436 (Trillions).  
PEMODELAN REGRESI RIDGE ROBUST S,M, MM-ESTIMATOR DALAM PENANGANAN MULTIKOLINIERITAS DAN PENCILAN (Studi Kasus : Faktor-Faktor yang Mempengaruhi Kemiskinan di Jawa Tengah Tahun 2020) Anggun Perdana Aji Pangesti; Sugito Sugito; Hasbi Yasin
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32799

Abstract

The Ordinary Least Squares (OLS) is one of the most commonly used method to estimate linier regression parameters. If there is a violation of assumptions such as multicolliniearity especially coupled with the outliers, then the regression with OLS is no longer used. One method can be used to solved the multicollinearity and outliers problem is Ridge Robust Regression.  Ridge Robust Regression is a modification of ridge regression method used to solve the multicolliniearity and using some estimators of robust regression used to solve the outlier, the estimator including : Maximum likelihood estimator (M-estimator), Scale estimator (S-estimator), and Method of moment estimator (MM-estimator). The case study can be used with this method is data with multicollinearity and outlier, the case study in this research is poverty in Central Java 2020 influenced by life expentancy, unemployment number, GRDP rate, dependency ratio, human development index, the precentage of population over 15 years of age with the highest education in primary school, mean years school. The result of estimation using OLS show that there is a multicollinearity and presence an outliers. Applied the ridge robust regression to case study prove that ridge robust regression can improve parameter estimation. The best ridge robust regression model is Ridge Robust Regression S-Estimator. The influence value of predictor variabels to poverty is 73,08% and the MSE value is 0,00791. 
ANALISIS SENTIMEN ULASAN APLIKASI TIKTOK DI GOOGLE PLAY MENGGUNAKAN METODE SUPPORT VECTOR MACHINE (SVM) DAN ASOSIASI Sola Fide; Suparti Suparti; Sudarno Sudarno
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32786

Abstract

Corona virus pandemic requires people to do activities from home so the number of internet usage in Indonesia has increased because information is carried out through social media. One of the popular social media in Indonesia is TikTok. However, the Tiktok’s popularity cannot be separated from the footsteps of TikTok in Indonesia which was blocked by government for committing many violations. Each application allows users to provide a review about the application. To find out the users TikTok’s sentiment, sentiment analysis was carried out to classify reviews into positive and negative sentiments. Classification is carried out using the Support Vector Machine (SVM) with kernel Radial Basis Function (RBF) method which is more effective classification algorithm and kernel function, seen from previous studies. The parameters used in the SVM gamma default 0.0004255 and the Cost (C) parameter experiment used is 0,01; 0,1; 1; 10; 100; 1000. The  results can provide information that can be retrieved using the association method. The steps are scrapping data, data preprocessing, sentiment scoring, TF-IDF weighting, classifying using the SVM RBF kernel method and text association. Evaluation of the model using a confusion matrix with the value of accuracy and kappa. The greater the value of accuracy and kappa, the better the performance of the classification model. The review classification resulted in the best accuracy rate of 90.62% and the best kappa of 81.24% which means that it includes an almost perfect classification result. Based on the data association, positive reviews are given because users like and are comfortable with the current version of TikTok which contains funny videos on fyp. Meanwhile, negative reviews were given because the user failed to register and his account was blocked, so the user asked TikTok to continue to make improvements.
PEMODELAN SISTEM ANTREAN PELAYANAN BUS JALUR BARAT TERMINAL TIRTONADI KOTA SURAKARTA DENGAN METODE BAYESIAN Nurul Khasanah; Sugito Sugito; Yuciana Wilandari
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32807

Abstract

Tirtonadi is the largest bus station in Surakarta City. The departure line is devided into two lines, namely west line and east line. The west line serves buses to the west of Surakarta City. The number of buses that enter and leave the station every day causes bus queues. Modeling the queue system and analyzing the system performance measure aims to determine wether the bus service system is good or not. The queue system model is obtained by finding the distribution of arrival patterns and service patterns using the Bayesian method. This method is used because it combines the information from the current research and the prior information from the previous research. The queueing condition of the five lanes in the west line meets steady state conditions because the utility value is less than 1. The queue displant is First Come First Service (FCFS) with unlimited customers and unlimited calling sources. Based on the posterior distribution, the queue system of service bus is (GAMM/IG/1):(GD/∞/∞) for Solo-Jakarta-Bandung lane and Pedesaan lane, while for Solo-Purwokerto-Cilacap, Solo-Yogyakarta, and Solo-Semarang has the queue system (GAMM/GAMM/1):(GD/∞/∞). The queue system of service bus for each lane has good services based on the value of system performance measure. 
ANALISIS METODE BAYESIAN PADA SISTEM ANTREAN RAWAT JALAN DI RSUP Dr. KARIADI DENGAN DISTRIBUSI SAMPEL POISSON DAN GEOMETRIK Nur Azizah; Sugito Sugito; Hasbi Yasin
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32801

Abstract

Hospital service facilities cannot be separated from queuing events. Queues are an unavoidable part of life, but they can be minimized with a good system. The purpose of this study was to find out how the queuing system at Dr. Kariadi. Bayesian method is used to combine previous research and this research in order to obtain new information. The sample distribution and prior distribution obtained from previous studies are combined with the sample likelihood function to obtain a posterior distribution. After calculating the posterior distribution, it was found that the queuing model in the outpatient installation at Dr. Kariadi Semarang is (G/G/c): (GD/∞/∞) where each polyclinic has met steady state conditions and the level of busyness is greater than the unemployment rate so that the queuing system at Dr. Kariadi is categorized as good, except in internal medicine poly. 
PENERAPAN k-MODES CLUSTERING DENGAN VALIDASI DUNN INDEX PADA PENGELOMPOKAN KARAKTERISTIK CALON TKI MENGGUNAKAN R-GUI Hanik Malikhatin; Agus Rusgiyono; Di Asih I Maruddani
Jurnal Gaussian Vol 10, No 3 (2021): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.14710/j.gauss.v10i3.32790

Abstract

Prospective TKI workers who apply for passports at the Immigration Office Class I Non TPI Pati have countries destinations and choose different PPTKIS agencies. Therefore, the grouping of characteristics prospective TKI needed so that can be used as a reference for the government in an effort to improve the protection of TKI in destination countries and carry out stricter supervision of PPTKIS who manage TKI. The purpose of this research is to classify the characteristics of prospective TKI workers with the optimal number of clusters. The method used is k-Modes Clustering with values of k = 2, 3, 4, and 5. This method can agglomerate categorical data. The optimal number of clusters can be determined using the Dunn Index. For grouping data easily, then compiled a Graphical User Interface (GUI) based application with RStudio. Based on the analysis, the optimal number of clusters is two clusters with a Dunn Index value of 0,4. Cluster 1 consists of mostly male TKI workers (51,04%), aged ≥ 20 years old (91,93%), with the destination Malaysia country (47%), and choosing PPTKIS Surya Jaya Utama Abadi (37,51%), while cluster 2, mostly of male TKI workers (94,10%), aged ≥ 20 years old (82,31%), with the destination Korea Selatan country (77,95%), and choosing PPTKIS BNP2TKI (99,78%). 

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