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Jurnal Gaussian

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Published by Universitas Diponegoro

ISSN : - EISSN : 23392541 DOI : -

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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 9 Documents

Search results for , issue "Vol 8, No 2 (2019): Jurnal Gaussian" : 9 Documents clear

PEMILIHAN INPUT MODEL ANFIS UNTUK DATA RUNTUN WAKTU MENGGUNAKAN METODE FORWARD SELECTION DILENGKAPI GUI MATLAB (Studi Kasus: Jumlah Penumpang Kereta Api di Wilayah Jawa Non Jabodetabek) Tiara Sukma Valentina; Tarno Tarno; Alan Prahutama
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

One of the methods that is commonly used to identify a time series model and input ANFIS (Adaptive Neuro Fuzzy Inference System) model is PACF plot. The PACF plot shows the correlation between current observations and previous observations visually. Formally there are several methods that are known to effectively identify ANFIS inputs, one of which is the Forward Selection regression method. With the same concept as PACF, the process of selecting ANFIS inputs using the Forward Selection method is based on the order of the correlatiom between the predictors of the response which is indicated by the magnitude of the correlation coefficient. This study discusses the Forward Selection method in simulation data that has stationary characteristics, stationary with outliers, non stationary, non stationary with outliers and implements data on the number of train passengers in the Non Jabodetabek Java region. ANFIS modeling on data of the number of train passengers in the Non Jabodetabek Java region produces AIC of 15,5617, MAPE of 8,5093% and RMSE of 571,33691. The result of this study is equipped with a GUI which is useful as a tool to facilitate users in processing data.Keywords : PACF Plot, Forward Selection, ANFIS, non stasionary, outlier

PERBANDINGAN METODE ARIMA BOX-JENKINS DENGAN ARIMA ENSEMBLE PADA PERAMALAN NILAI IMPOR PROVINSI JAWA TENGAH Riski Arum Pitaloka; Sugito Sugito; Rita Rahmawati
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Import is activities to enter goods into the territory of a country, both commercial and non-commercial include goods that will be processed domestically. Import is an important requirement for industry in Central Java. The increase in high import values can cause deficit in the trade balance. Appropriate information about the projected amount of imports is needed so that the government can anticipate a high increase in imports through several policies that can be done. The forecasting method that can be used is ARIMA Box-Jenkins. The development of modeling in the field of time series forecasting shows that forecasting accuracy increases if it results from the merging of several models called ensemble ARIMA. The ensemble method used is averaging and stacking. The data used are monthly import value data in Central Java from January 2010 to December 2018. Modeling time series with Box-Jenkins ARIMA produces two significant models, namely ARIMA (2,1,0) and ARIMA (0,1,1). Both models are combined using the ARIMA ensemble averaging and stacking method. The best model chosen from the ARIMA method and ensemble ARIMA based on the least RMSE value is the ARIMA model (2,1,0) with RMSE value of 185,8892 Keywords: Import, ARIMA, ARIMA Ensemble, Stacking, Averaging

PEMODELAN B-SPLINE UNTUK MENGESTIMASI KURVA YIELD OBLIGASI PEMERINTAH KODE FIXED RATE Nurcahyanti, Tri Meida; Widiharih, Tatik; Warsito, Budi
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Bond is a medium-long term loan agreement that can be handed over, it contains a promise from the issuer to pay rewards in the form of interest on a particular period and paying off the principal debt on the time that has been appointed to the bond buyer. A method to find out the relationship between yield and time to maturity for a type of bond at any given time is illustrated through the yield curve. One of the methods for estimating yield curve is B-spline. The data that used to estimate the yield curve with B-spline model are sourced from Indonesia Stock Exchange, namely Government Bond Trading Report with code FR (Fixed Rate). The data periods used are 9, 16, and 23 November 2018. The best model for estimating the yield curve at any period of the data is linear B-spline model with 6 knots but the knot position is different for every data period. Based on the calculation of MAPE, the ability of the model to predict is very good. Investment with maximum profit based on the estimation of yield curve using B-spline linear model with 6 knot is FR0071.Keywords: bond, yield, yield curve, Government Bond, B-spline

METODE k-MEDOIDS CLUSTERING DENGAN VALIDASI SILHOUETTE INDEX DAN C-INDEX (Studi Kasus Jumlah Kriminalitas Kabupaten/Kota di Jawa Tengah Tahun 2018) Nahdliyah, Milla Alifatun; Widiharih, Tatik; Prahutama, Alan
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The k-medoids method is a non-hierarchical clustering to classify n object into k clusters that have the same characteristics. This clustering algorithm uses the medoid as its cluster center. Medoid is the most centrally located object in a cluster, so it’s robust to outliers. In cluster analysis the objects are grouped by the similarity. To measure the similarity, it can be used distance measures, euclidean distance and cityblock distance. The distance that is used in cluster analysis can affect the clustering results. Then, to determine the quality of the clustering results can be used the internal criteria with silhouette width and C-index. In this research the k-medoids method to classify of regencies/cities in Central Java based on type and number of crimes. The optimal cluster at k= 4 use euclidean distance, where the silhouette index= 0,3862593 and C-index= 0,043893. Keywords: Clustering, k-Medoids, Euclidean distance, Cityblock distance, Silhouette index, C-index, Crime

PEMODELAN INDEKS PEMBANGUNAN MANUSIA DI JAWA TENGAH DENGAN REGRESI KOMPONEN UTAMA ROBUST Tsania Faizia; Alan Prahutama; Hasbi Yasin
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Robust principal component regression is development of principal component regression that applies robust method at principal component analysis and principal component regression analysis. Robust principal component regression does not only overcome multicollinearity problems, but also overcomes outlier problems. The robust methods used in this research are Minimum Covariance Determinant (MCD) that is applied when doing principal component analysis and Least Trimmed Squares (LTS) that is applied when doing principal component regression analysis. The case study in this research is Human Development Index (HDI) in Central Java in 2017 which is influenced by labor force participation rates, school enrollment rates, percentage of poor population, population aged 15 years and over who are employed, health facilities, gross enrollment rates, and net enrollment rates. The model of HDI in Central Java in 2017 using robust principal component regression MCD-LTS provides the most effective result for handling multicollinearity and outliers with Adjusted R2 value of 0.6913 and RSE value of 0.469. Keywords: Robust Principal Component Regression, Multicollinearity, Outliers, Minimum Covariance Determinant (MCD), Least Trimmed Squares (LTS), Human Development Index (HDI).

PREDIKSI HARGA EMAS MENGGUNAKAN FEED FORWARD NEURAL NETWORK DENGAN METODE EXTREME LEARNING MACHINE Nisa Afida Izati; Budi Warsito; Tatik Widiharih
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

The prediction of gold price aims to find out the gold price in the future on the basis of historical data on gold prices in the past, so it can be used as a consideration by gold investors to investing in gold. Prediction methods that do not require assumptions, one of which is Artificial Neural Networks. In this study, using Artificial Neural Networks, Feed Forward Neural Network with Extreme Learning Machine (ELM). ELM is a non-iterative algorithm so ELM has advantages in process speed. The input weight and bias for this method are determined randomly. After that, to find the final weight using the Moore-Penrose Generalized Inverse calculation on the hidden layer output matrix. The best model selection criteria uses the Mean Absolute Percentage Error (MAPE). This study shows that the results of the training and testing process from the model 1 input neuron and 7 hidden neurons are very good, because it produces MAPE training = 0.6752% and MAPE testing = 0.8065%. Also gives a very good prediction result because it has MAPE = 0.5499% Keywords: gold price, Extreme Learning Machine, MAPE

OPTIMASI PARAMETER MODel AUTOREGRESSIVE MENGGUNAKAN ALGORITMA PARTICLE SWARM OPTIMIZATION Setyoko Prismanu Ramadhan; Hasbi Yasin; Suparti Suparti
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Box-Jenkins ARIMA method is a linear model in time series analysis which is widely used in various fields. One estimation method for Box-Jenkins ARIMA model is OLS method which aims to minimize the number of squared errors. This method is not effective when applied to time series data that is random, nonlinear and non-stationary. In this study discussed the alternative method of the PSO algorithm as an parameter optimization of the ARIMA model. PSO algorithm is an optimization method based on the behavior of a flock of birds or fish. The main advantage of the PSO algorithm is having a simple, easy to implement and efficient concept in calculations. This method is applied to data from PT Perusahaan Gas Negara shares. The results of both methods will be compared. In the AR model (1) the value of MSE is 0.532 and MAPE is 0.993. Meanwhile, the PSO algorithm obtained MSE 0.531 and MAPE 0.988. It was found that the PSO algorithm resulted in smaller MSE and MAPE values and could provide better results.Keywords : Time Series Analysis, Autoregressive, PSO

PENCARIAN JALUR TERPENDEK MENGGUNAKAN METODE ALGORITMA “ANT COLONY OPTIMIZATION” PADA GUI MATLAB (Studi Kasus: PT Distriversa Buana Mas cabang Purwokerto) Via Risqiyanti; Hasbi Yasin; Rukun Santoso
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

For company, shortest distribution route is an important thing to be developed in order to obtain effectiveness in the distribution of products to consumers. One way of development is to find the shortest route with Ant Colony Optimization algorithm. This algorithm is inspired by the behavior of ant colonies that can find the shortest path from the nest to the food source. One example of a distribution company is PT Distriversa Buana Mas, also known as DBM. DBM is a physical distribution company covering the entire Indonesian archipelago specialized in the distribution of pharmaceuticals and consumer goods such as personal care, cosmetic and food products. DBM uses land transportation in 18 brances spread across Indonesia. One branch of DBM is in the Purwokerto region that distributes products to 29 stores in the Purbalingga region. This research is done with the help of GUI as a computation tool. Based on test results, the GUI system that has been built able to simplify and speed up the selection process of finding the shortest route for distribute product of DBM in the Purbalingga region. Keywords: Travelling Salesman Problem, Distriversa Buana Mas, Algorithm, Ant Colony Optimization, GUI

PEMODELAN DATA KEMISKINAN PROVINSI JAWA TENGAH MENGGUNAKAN FIXED EFFECT SPATIAL DURBIN MODEL Siska Alvitiani; Hasbi Yasin; Mochammad Abdul Mukid
Jurnal Gaussian Vol 8, No 2 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Based on data from the Central Statistics Agency, Central Java has 4,20 million people (12,23%) poor population in 2017 with Rp333.224,00 per capita per month poverty line. So, Central Java has got the second rank after East Java as the province which has the highest poor population in indonesia in 2017. In this research use the fixed effects spatial durbin model method for modeling poor population in each city in Central Java at 2014-2017. The spatial durbin model is a spatial regression model which contains a spatial dependence on dependent variable and independent variable. If the spatial dependence on dependent variable or independent variables is ignored, the resulting coefficient estimator will be biased and inconsistent. The fixed effect is one of the panel data regression models which assumes a different intercept value at each observation but fixed at each time, and slope coefficient is constant. The advantage of using fixed effects in spatial panel data regression is able to know the different characteristics in each region. The dependent variable used is poor population in each city in Central Java, and the independent variable is Minimum Wage, Life Expectancy, School Participation Rate 16-18 Years, Expected Years of Schooling, Total Population, and Per Capita Expenditure. The results of the analysis shows that the fixed effects spatial durbin model is significant and can be used. The variables that significantly affect the model are the Life Expectancy and Expected Years of Schooling, and the coefficient of determination (R2) is 99.95%. Keywords: Poverty, Spatial, Panel Data, Fixed Effects Spatial Durbin Model

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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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Jawa tengah

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