Articles

INFERENSI STATISTIK DARI DISTRIBUSI NORMAL DENGAN METODE BAYES UNTUK NON-INFORMATIF PRIOR Prahutama, Alan; Sugito, Sugito; Rusgiyono, Agus
MEDIA STATISTIKA Vol 5, No 2 (2012): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

One of the method that can be used in statistical inference is Bayesian method. It combine sample distribution and prior distribution to get a posterior distribution. In this paper, sample distribution used is univariate normal distribution. Prior distribution used is non-informative prior. Determination technique of non-informative prior use Jefrrey’s method  from univariate normal distribution. After got the posterior distribution, find the  marginal distribution of mean and variance. So that will get the parameter estimation of interval for mean and variance. Hypothesis testing for mean and variance can find from parameter estimation of formed interval.   Keywords: Bayesian method, non-informatif prior, Jeffrey’s method, Parameter Estimation of Interval, Hypothesis test
ESTIMASI KANDUNGAN DO (DISSOLVED OXYGEN) DI KALI SURABAYA DENGAN METODE KRIGING Prahutama, Alan
Jurnal Statistika Vol 1, No 2 (2013): Jurnal Statistika
Publisher : Jurnal Statistika

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Abstract

Kota Surabaya merupakan salah satu kota terbesar dengan pemukiman penduduk yang cukup padat. Kali Surabaya merupakan salah satu sungai terbesar di Surabaya. Peningkatan sektor industri, pedatnya pemukiman penduduk menyebabkan pencemaran air di Kali Surabaya. Pengukuran tingkat kebersihan air menggunakan DO (Dissolved Oxygen). DO  merupakan oksigen terlarut yang digunakan untuk mengukur kualitas kebersihan air. Semakin besar nilai kandungan DO menunjukan bahwa kualitas air tersebut semakin bagus. Kriging merupakan salah satu metode geostatistika untuk  mengestimasi titik yang tidak tersempel dengan menggunakan unsur spasial pada lokasi yang tersempel. Salah satu estimasi titik didalam kriging menggunakan bobot. Penentuan bobot adalah dengan menggunakan model semivariogram.  Model yangdigunakan yaitu model Gaussian. Hasil yang diperoleh bahwa kandungan DO Kali Surabaya di titik sesudah outlet PT. Suparma menunjukan kandungan DO sebesar 4.1171.
ANALISIS KEMENANGAN PEMILIHAN GUBERNUR (PILGUB) JAWA TENGAH 2013 DENGAN AUTOKORELASI SPASIAL Prahutama, Alan
Jurnal Statistika Vol 2, No 1 (2014): Jurnal Statistika
Publisher : Jurnal Statistika

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Abstract

Indonesia merupakan negara yang menganut sistem demokrasi, dimana sistem pemilihan kepala daerah dilakukan secara demokrasi. Oleh karena itu setiap calon gubernur dan wakil gubernur berlomba-lomba untuk menarik simpati masyarakat dalam pemilihan gubernur (Pilgub). Pilgub Jawa Tengah 2013 diikuti oleh 3 calon gubernur dan wakil gubernur yaitu Hadi-Don, Bibit-Sudijono, dan Ganjar-Heru. Terkadang aspek suatu wilayah pelu diperhitungkan untuk melihat karaketristik pemilih berdasarkan wilayah. Autokorelasi spasial mengkaji tentang hubungan antara lokasi yang dipengaruhi oleh lokasi disekitarnya. Metode pengujian autokorelasi spasial menggunakan metode Moran’s I, Moran’s scatterplot, dan LISA. Pada Pilgub Jawa Tengah 2013 hasil analisis indeks Moran’s dan LISA menunjukan bahwa setiap pasangan calon mempunyai autokorelasi spasial. Daerah yang mempunyai autokorelasi spasial untuk ketiga pasangan calon tersebut antara lain wilayah Wonogiri, Sukoharjo, Kota Surakarta, Klaten, Karanganyar.
APLIKASI GENERALIZED SPACE TIME AUTOREGRESSIVE (GSTAR) PADA PEMODELAN VOLUME KENDARAAN MASUK TOL SEMARANG Anggraeni, Dian; Prahutama, Alan; Andari, Shofi
MEDIA STATISTIKA Vol 6, No 2 (2013): Media Statistika
Publisher : Jurusan Statistika FSM Undip

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Abstract

Time series data from neighboring separated location often associated both spatially and through time. Generalized space time autoregrresive (GSTAR) model is one of the most common used space-time model to modeling and predicting spatial and time series data. This study applied GSTAR to modeling vehicle volume entering four tollgate (GT) in Semarang City: GT Muktiharjo, GT Gayamsari, GT Tembalang, and GT Manyaran. The data was collected by month from 2003 to 2009. The best model provided by this study is GSTAR (21)-I(1,12) uniformly weighted with the smallest REMSE mean 76834. Key words: GSTAR, Vehicle Volume, Space-Time Model
PEMODELAN TINGKAT INFLASI INDONESIA MENGGUNAKAN MARKOV SWITCHING AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY Wahyudi, Omy; Warsito, Budi; Prahutama, Alan
Jurnal Gaussian Vol 4, No 1 (2015): Wisuda Periode Januari 2015
Publisher : Jurusan Statistika UNDIP

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Abstract

The financial sector often under conditions of fluctuating due to changes in monetary policy, the political instability even just a rumor. The linear model cannot capture changes in these conditions, so the model used is Markov Switching Autoregressive Conditional Heteroskedasticity (SWARCH). This model produces value of transition probability and the duration of each state. Filtering and smoothing process performed to determine probability of the observation data in each state. Modeling about the inflation data in Indonesia was done. The model used is SWARCH (2.1) with 240 data. The probability of inflation rate switch from non crisis state to crisis state is 0.016621, while the probability of inflation rate switch from crisis state to non crisis state is 0.195719. Expectation value of the length time in non crisis state is 60.16 days and the crisis state is 5.11 days.Keywords :  filtering, smoothing, transition probability, SWARCH
METODE SERVQUAL-SIX SIGMA UNTUK PENINGKATAN KUALITAS PELAYANAN PUBLIK (Studi Kasus di Kantor Kecamatan Kedungbanteng, Purwokerto) Prameswara, Dian Andhika; Mustafid, Mustafid; Prahutama, Alan
Jurnal Gaussian Vol 3, No 4 (2014): Wisuda Periode Oktober 2014
Publisher : Jurusan Statistika UNDIP

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Abstract

Implementation public service is the fulfillment of civil rights that must be implemented by the government, so that its implementation must fit and be able to provide comfort and satisfaction for the society. Therefore, the performance of public services should be improved constantly and controlled so as to meet the needs of service users, because of the good and bad of a public service can be public benchmarks to assess the performance of the government. Measuring the quality of services is not as easy to measure the quality of the product, because the services are subjective. Therefore, the dimension of Servqual as a tool used to measure the performance of public services and Six Sigma to improve the performance of the public service. This study aims to apply the Servqual-Six Sigma methods with the aim to improve the performance of public services Kedungbanteng District Office. The results obtained in this study is that the dimensions of Servqual Six Sigma can be applied to improve the quality of public services.. As a whole, the results obtained indicate that the process of public service at the Kedungbanteng District Office not meet the standards of satisfaction targets 8. The process is based on the dimensions of Servqual is tangible, reliability, responsiveness, assurance, and empathy, respectively located in the sigma value 3,089; 3,102; 3,054; 3,195 and 3,219. This means, the number of mismatches that may arise from one million services performed for each dimension is respectively 5,61%; 5,46%; 6,01%; 4,5% and 4,28%. Keywords: Public service, Servqual, Six Sigma
ANALISIS SUPPORT VECTOR REGRESSION (SVR) DALAM MEMPREDIKSI KURS RUPIAH TERHADAP DOLLAR AMERIKA SERIKAT Amanda, Rizky; Yasin, Hasbi; Prahutama, Alan
Jurnal Gaussian Vol 3, No 4 (2014): Wisuda Periode Oktober 2014
Publisher : Jurusan Statistika UNDIP

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Abstract

In economy, the global markets have an important role as a forum for international transactions between countries in selling or purchasing goods or services on an international scale. Money as legal tender in the trading activities, but the problem is the difference between the state of the currency, the exchange rate will be established. Exchange rate is the value of a countrys currency is expressed in another countrys currency value. Fluctuations in foreign exchange rates greatly affect the Indonesian economy, so the determination of the exchange rate should be beneficial to a country can run the economy well. To predict the exchange rate of the Rupiah against the United States dollar in this study used methods of Support Vector Regression (SVR) is a technique to predict the output in the form of continuous data. SVR aims to find a hyperplane (line separator) in the form of the best regression function is used to predict the exchange rate against the United States dollar with linear kernel and polynomial functions. Criteria used in measuring the goodness of the model is the MAPE (Mean Absolute Percentage Error) and R2 (coefficient of determination). The results of this study indicate that both the kernel function gives very good accuracy in the prediction results of the exchange rate with R2 of 99.99% with MAPE 0.6131% in the kernel linear and R2 result of 99.99% with MAPE 0.6135% in the kernel polynomial. Keyword : Exchange rate, Support Vector Regression (SVR),  Hyperplane, Linear Kernel, Polynomial Kernel, ε-insensitive, Accuracy
PENGUKURAN KINERJA PORTOFOLIO SAHAM MENGGUNAKAN MODEL BLACK-LITTERMAN BERDASARKAN INDEKS TREYNOR, INDEKS SHARPE, DAN INDEKS JENSEN (Studi Kasus Saham-Saham yang Termasuk dalam Jakarta Islamic Index Periode 2009-2013) Azizah, Siti; Sugito, Sugito; Prahutama, Alan
Jurnal Gaussian Vol 3, No 4 (2014): Wisuda Periode Oktober 2014
Publisher : Jurusan Statistika UNDIP

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Abstract

The composing of portfolio is one of the way to minimize the risk of investment. Through portfolio, it is expected that some stocks still give return when other stocks are loss. From this composed portfolio, every investor expect appropriate return. The higher the return is better. Black-Litterman Model is the method which optimize the investor’s return by giving difference financial capital proportion for every stocks of portfolio. This method combines both the aspect historical data and the investor view to make new prediction about return of portfolio as the basic to compose the weight model of assets. Investor often compose some portfolio to plan their investment, to compare the performance (capability to produce return and also risk) from any number of portfolio, before evaluating whether the performance of chosen portfolio has been appropriate with the expectation. The measurement of the performance of portfolio is done by using Sharpe, Treynor, and Jensen Indeks. The result of the case study of eleven Jakarta Islamic Indexstocks in the period of 2009-2013 recommend the portfolio with the best perform, whichis optimized which Black-Litterman Model. Based on Sharpe Indeks, the best portfolio consists of SMGR 60,79% and INTP 39,21% of capital allocation. Based on Treynor and Jensen Indeks, the best portfolio consists of SMGR 22,59%, INTP 37,67%, PTBA 1,62%, ANTM 2,69%, ITMG 16,17%, and KLBF 19,26%. Keywords :     JII, Portfolio, Black-Litterman Model, Treynor Index, Sharpe Index, Jensen Index. 
APLIKASI METODE MOMEN PROBABILITAS TERBOBOTI UNTUK ESTIMASI PARAMETER DISTRIBUSI PARETO TERAMPAT PADA DATA CURAH HUJAN (Studi Kasus : Data Curah Hujan di Kota Semarang Tahun 2004-2013) Purwakinanti, Rengganis; Rusgiyono, Agus; Prahutama, Alan
Jurnal Gaussian Vol 3, No 4 (2014): Wisuda Periode Oktober 2014
Publisher : Jurusan Statistika UNDIP

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Abstract

The method used to analyze the extreme rainfall is Extreme Value Theory (EVT). One of the approaches in the EVT is Peak Over Threshold (POT) which follows the Generalized Pareto Distribution (GPD). The shape and scale parameter estimates obtained using the method of probability weighted moment. The results of this research were presumptive maximum value within a period of 1 year to the period 2004 to 2013 showed that year 2009/2010 has the possibility of extreme value compared with other years. Also obtained Mean Absolute Percentage Error values ( MAPE ) of 33.19 %. This result is a big difference because the MAPE values above 10 %, thus allowing the emergence of extreme values. Keywords: Rainfall, Extreme Value Theory, Peak Over Threshold, Generalized Pareto Distribution, Probability Weighted Moment
PEMBENTUKAN POHON KLASIFIKASI BINER DENGAN ALGORITMA QUEST (QUICK, UNBIASED, AND EFFICIENT STATISTICAL TREE) PADA DATA PASIEN LIVER Abdurrahman, Muhammad Rosyid; Ispriyanti, Dwi; Prahutama, Alan
Jurnal Gaussian Vol 3, No 4 (2014): Wisuda Periode Oktober 2014
Publisher : Jurusan Statistika UNDIP

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Abstract

In this modern era of fast food commonly found that sometimes have chemical substances and the increasing number of motor vehicles that cause the uncontrolled circulation of air pollution that can affect the health of the human liver. To assist in analyzing the presence of liver disorders in humans can be used QUEST (Quick, Unbiased, and Efficient Statistical Tree) algorithm to classify the characteristics of the patients liver by liver function tests performed in clinical laboratories. QUEST construct rules to predict the class of an object from the values of predictor variables. The tree is constructed by partitioning the data by recuresively, where class and the values of the predictor variables of each observation in the data sample is known. Each partition is represented by a node in the tree. QUEST is one of the binary classification tree method. The results of the classification tree is formed, an important variable in classifying a person affected by liver disease or not, that is the variable Direct Bilirubin, Alkaline Phosphatase, Serum Glutamic Oxaloacetic Transaminase (SGOT), and age of the patient. Accuracy of the QUEST algorithm classifying liver patient data by 73,4 %. Keywords: binary classification trees, QUEST algorithm, liver patient data.