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All Journal PROSIDING SEMINAR NASIONAL Media Statistika MATEMATIKA Jurnal Gaussian Jurnal Statistika Universitas Muhammadiyah Semarang TELKOMNIKA (Telecommunication Computing Electronics and Control) Jurnal Teknologi Informasi dan Ilmu Komputer AdBispreneur Seminar Nasional Variansi (Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika) Ilomata International Journal of Management Ilomata International Journal of Management International Journal of Economics, Management, Business, and Social Science Jurnal Manajemen dan Bisnis Indonesian Journal of Advanced Research (IJAR) Technopreneurship and Educational Development Review (TENDER)
Rukun Santoso
Departemen Statistika, Fakultas Sains Dan Matematika, Universitas Diponegoro
Civil Engineering, Building, Construction & Architecture Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Languange, Linguistic, Communication & Media Mathematics Social Sciences Other

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ANALISIS DATA INFLASI INDONESIA MENGGUNAKAN METODE FOURIER DAN WAVELET MULTISCALE AUTOREGRESIVE Suparti, Suparti; Santoso, Rukun; Prahutama, Alan; Yasin, Hasbi; Devi, Alvita Rachma
Prosiding Seminar Nasional Venue Artikulasi-Riset, Inovasi, Resonansi-Teori, dan Aplikasi Statistika (VARIANSI) Vol 1 (2018)
Publisher : Program Studi Statistika, FMIPA, Universitas Negeri Makassar

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (884.754 KB)

Abstract

Analisis regresi merupakan metode statistika untuk mengetahui hubungan antara variabel prediktor dan variabel respon. Pendekatan regresi dapat dilakukan dengan  pendekatan parametrik dan nonparametrik. Pendekatan parametrik ketat dengan asumsi dan harus dipenuhi untuk mendapatkan model yang baik. Sementara pendekatan nonparametrik tidak ketat dengan asumsi karena metode tersebut didasarkan pada pendekatan kurva yang tidak diketahui bentuknya. Pendekatan nonparametrik dapat dilakukan dengan beberapa pendekatan diantaranya metode Fourier dan Wavelet. Metode Fourier merupakan metode yang didasarkan pada deret cosinus atau sinus. Metode Fourier sangat sesuai untuk data yang mengalami pola berulang atau stasioner. Sedangkan pada pemodelan wavelet tidak hanya terbatas pada data berulang atau stasioner saja, akan tetapi juga mampu memodelkan data yang tidak stasioner. Pada penelitian ini dimodelkan nilai Inflasi di Indonesia dari Januari 2007 sampai Agustus 2017.  Variabel responnya adalah nilai inflasi, sedangkan variabel prediktornya adalah waktu. Metode Fourier dengan K=100 menghasilkan MSE sebesar 0,846216 dan R2 sebesar 80,12%. Model Wavelet menggunakan Multiscale Autoregresive dengan filter Haar, J=4 dan Aj = 2  mempunyai MSE sebesar 0,312 dengan R2  sebesar  96,91%.  Pada model Fourier dengan K=100 diperlukan parameter sebanyak 102 buah sedangkan model wavelet dengan J=4 dan Aj = 2 hanya diperlukan parameter sebanyak 10 buah. Jadi model wavelet sangat efisien dengan kinerja yang lebih bagus dibandingkan dengan model Fourier. Kata Kunci: Inflasi, nonparametrik, Fourier, Wavelet, MSE
GRAFIK PENGENDALI NON PARAMETRIK EMPIRIK Santoso, Rukun
MEDIA STATISTIKA Vol 1, No 2 (2008): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (156.226 KB) | DOI: 10.14710/medstat.1.2.83-90

Abstract

Shewhart control chart is constructed base on the normality assumption of process.  If the normality is fail then the empirical control chart can be an alternative solution. This means that the control chart is constructed base on empirical density estimator. In this paper the density function is estimated by kernel method.  The optimal bandwidth is selected by leave one out Cross Validation method. The result of empirical control chart will be compared to ordinary Shewhart chart.   Key words : Control chart, Kernel, Cross Validation
Metode Nonlinear Least Square (NLS) untuk Estimasi Parameter Model Wavelet Radial Basis Neural Network (WRBNN) Santoso, Rukun; Sudarno, Sudarno
MEDIA STATISTIKA Vol 10, No 1 (2017): Media Statistika
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (629.895 KB) | DOI: 10.14710/medstat.10.1.49-59

Abstract

The use of wavelet radial basis model for forecasting nonlinear time series is introduced in this paper. The model is generated by artificial neural network approximation under restriction that the activation function on the hidden layers is radial basis. The current model is developed from the multiresolution autoregressives (MAR) model, with addition of radial basis function in the hidden layers. The power of model is compared to the other nonlinear model existed before, such as MAR model and Generalized Autoregressives Conditional Heteroscedastic (GARCH) model. The simulation data which be generated from GARCH process is applied to support the aim of research. The sufficiency of model is measured by sum squared of error (SSE). The computation results show that the proposed model has a power as good as GARCH model to carry on the heteroscedastic process.Keywords:Wavelet, Radial Basis, Heteroscedastic Model, Neural Network Model.
TERAPAN FUNGSI DENSITAS EMPIRIK DENGAN PENDEKATAN DERET FOURIER UNTUK ESTIMASI DIAGRAM PENGENDALI KUALITAS Santoso, Rukun
MATEMATIKA Vol 10, No 3 (2007): JURNAL MATEMATIKA
Publisher : MATEMATIKA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (59.653 KB)

Abstract

Any continues function on the Hilbert space L2[-p,p] can be represented as Fourier series. By this fact, a density function can be estimated by Fourier series as estimator of continues function on L2[-p,p]. Further, this function estimator will be used to derive process parameters that needed on the control quality chart design  
ANALISIS RISIKO INVESTASI SAHAM TUNGGAL SYARIAH DENGAN VALUE AT RISK (VAR) DAN EXPECTED SHORTFALL (ES) Saepudin, Yunus; Yasin, Hasbi; Santoso, Rukun
Jurnal Gaussian Vol 6, No 2 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (429.738 KB) | DOI: 10.14710/j.gauss.v6i2.16956

Abstract

One measure that can be used to estimate risk is Value at Risk (VaR). Although VaR is very popular, it has several weakness that VaR not coherent causes the lack of sub-additive. To overcome the weakness in VaR, an alternative risk measure called Expected Shortfall (ES) can be used.  The porpose of this research objective are to estimate risk by ES and by using VaR with Monte Carlo simulation. The data we used are the closing price of Unilever Indonesia stocks that consistently get into Jakarta Islamic Index (JII). To make VaR become easier for people to understand, an application is made using GUI in Matlab. The Expected Shortfall results from the calculation using 99% confidence level that may be experienced is at 0.039415 show that the risk exceed the VaR it is at 0.034245.  For 95% confidence level that may be experienced is at 0.030608 show that the risk exceed the VaR it is at 0.024471. For 90% confidence level that may be experienced is at 0.026110 show that the risk exceed the VaR it is at 0.019172. Show that the greater the level of confidence that is used the greater the risk will be borne by the investor.Keywords: Risk, Value at Risk (VaR), JII, Expected Shortfall (ES).
PERBANDINGAN MODEL REGRESI COX PROPORTIONAL HAZARD MENGGUNAKAN METODE BRESLOW DAN EFRON (Studi Kasus: Penderita Stroke di RSUD Tugurejo Kota Semarang) Setiani, Eri; Sudarno, Sudarno; Santoso, Rukun
Jurnal Gaussian Vol 8, No 1 (2019): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (560.865 KB) | DOI: 10.14710/j.gauss.v8i1.26624

Abstract

Cox proportional hazard regression is a regression model that is often used in survival analysis. Survival analysis is phrase used to describe analysis of data in the form of times from a well-defined time origin until occurrence of some particular even or end-point. In analysis survival sometimes ties are found, namely there are two or more individual that have together event. This study aims to apply Cox model on ties event using two methods, Breslow and Efron and determine factors that affect survival of stroke patients in Tugurejo Hospital Semarang. Dependent variable in this study is length of stay, then independent variables are gender, age, type of stroke, history of hypertension, systolic blood pressure, diastolic blood pressure, blood sugar levels, and BMI. The two methods give different result, Breslow has four significant variables there are type of stroke, history of hypertension, systolic blood pressure, and diastolic blood pressure, while Efron contains five significant variables such as type of stroke, history of hypertension, systolic blood pressure, diastolic blood pressure and blood sugar levels. From the smallest AIC criteria obtained the best Cox proportional hazard regression model is Efron method. Keywords: Stroke, Cox Proportional Hazard Regression model, Breslow method, Efron method.
ANALISIS REGRESI NONPARAMETRIK KERNEL MENGGUNAKAN METODE JACKKNIFE SAMPEL TERHAPUS-1 DAN SAMPEL TERHAPUS-2 (Studi Kasus: Pemodelan Tingkat Inflasi Terhadap Nilai Tukar Rupiah di Indonesia Periode 2004-2016) Putri, Agum Prafindhani; Santoso, Rukun; Sugito, Sugito
Jurnal Gaussian Vol 6, No 1 (2017): Jurnal Gaussian
Publisher : Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (794.587 KB) | DOI: 10.14710/j.gauss.v6i1.14756

Abstract

Exchange rate is a conversion between currencies of a country to another country. Inflation can be defined as the rise of good and service’s level of price continually. The fluctuation of exchange rate is related to inflation, because inflation is the reflection of changes in the price level which happens in market and led to changes in level of money demand and supply. From the data distribution pattern which doesn’t show linearity relation, therefore the right modeling needs to be done using non-parametrical regression. Kernel Function which is used in non-parametrical component is Gaussian with optimal choice of bandwidth using the delete-1 Jackknife sample and the delete-2 Jackknife sample in Cross Validation (CV) method. This research using monthly data, 100 in sample data which taken from September 2014 until December 2012, while the number of out sample data used is 40 which taken from January 2013 until April 2014. Based on the analysis which had been done, the best kernel non-parametrical regression is the model using the delete-2 Jackknife sample because it produced the smallest Mean Absolute Percentage Error (MAPE) therefore it had better model accuracy evaluation. Keyword : Exchange Value, Non-parametrical Regression, Kernel, Jackknife Method, Cross Validation (CV)
PENGEMBANGAN ESTIMASI PARAMETER PADA METODE EXPONENTIAL SMOOTHING HOLT-WINTERS ADDITIVE MENGGUNAKAN METODE OPTIMASI GOLDEN SECTION Al Qarani, Muhammad Aqajahs; Santoso, Rukun; Safitri, Diah
Jurnal Gaussian Vol 7, No 4 (2018): 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.v7i4.28861

Abstract

Forecasting is an activity to estimate what will happen in the future, one method that can be used is Exponential Smoothing. In this study used the smoothing method of Exponential Smoothing Holt-Winters Additive with three parameters that can be used for prediction of time series data that has trend patterns and seasonal patterns. The problem that arises in this method is to determine the optimum parameter to minimize the forecast error value. This study uses the Golden Section optimization method to estimate the optimum parameters that minimize the MAPE value. The data used is data on foreign tourists who use accommodation services in Yogyakarta from the period January 2009 to December 2016 that have trend patterns and additive seasonal patterns. In simplifying the optimization calculation process, a syntax using RStudio is arranged which contains the Golden Section algorithm to determine the combination that has the optimum parameters. In this optimization there are two treshold error, namely 0.001 and 0.00001. The results showed that the parameter estimator with the Golden Section method for the treshold error of 0.001 obtained MAPE of 18,96732% and for treshold error of 0.00001 MAPE was 18,96536%. This value is in the same MAPE criteria which is 10% ─ 20% (good) so that the selection of the best model is determined based on minimal iteration. Therefore the weighting parameter value used is the result of optimization with ε ≤ 0.001, then from the selected model it is used to predict the number of foreign tourists using accommodation services in Yogyakarta in the next 12 months.
ANALISIS WEB USAGE MINING MENGGUNAKAN METODE MODIFIED GUSTAFSON – KESSEL CLUSTERING DAN ASSOCIATION RULE PADA WEBSITE UNIVERSITAS DIPONEGORO Kurniawati, Galuh Nurvinda; Santoso, Rukun; Sugito, Sugito
Jurnal Gaussian Vol 9, No 4 (2020): 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.v9i4.29446

Abstract

The comprehension of web visitors patterns are needed to develop website in an optimal fashion. The visitor pattern contained in the web log file of Diponegoro University’s website is clustered by Modified Gustafson-Kessel method. In general, this method produces two until six clusters. Two kinds of results are outlined in this paper. The first is the result contains two clusters, and the second is containing three clusters. In the first result, the visitors are divided into information seekers of student capacity and Engineering Faculty. In the second result, the visitors are divided into information seekers of Medicine Faculty, student admission and Engineering Faculty.  
KLASIFIKASI REGRESI LOGISTIK MULTINOMIAL DAN FUZZY K-NEAREST NEIGHBOR (FK-NN) DALAM PEMILIHAN METODE KONTRASEPSI DI KECAMATAN BULAKAMBA, KABUPATEN BREBES, JAWA TENGAH Rismia, Erysta Risky; Widiharih, Tatik; Santoso, Rukun
Jurnal Gaussian Vol 10, No 4 (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.v10i4.33095

Abstract

The characteristics of society in choosing contraceptive methods are also the crucial factors for the government to prepare the family planning services needed at Bulakamba District, Brebes Regency, Central Java. In this case, a classification process needs to be done to assist the process of classifying the characteristics of society in the selection of contraceptive methods. Multinomial Logistic Regression classification is good in exploring data information  meanwhile Fuzzy K Nearest Neighbor (FK-NN) classification is good for handling big data and noise. These two methods used in this study because they are relevant to the data applied and will be compared their classification accuracy through APER and Press's Q calculations.The classification accuracy results obtained based on the APER calculation for Multinomial Logistic Regression is 88,25% and Fuzzy K Nearest Neighbor (FK-NN) is 88,92%.  Meanwhile, the Press's Q value of both methods are 9600,945 and 9518,014 greater than χ 2𝛼,1 which is 3,841, so that it is statistically accurate. Based on the results obtained, it can be concluded that Multinomial Logistic Regression classification method has a better classification accuracy than Fuzzy K Nearest Neighbor (FK-NN) method. 
Co-Authors Abdiel Pandapotan Manullang Abdiyasti Nurul Arifa Abdul Hoyyi Achmad Soleh Ade Irma Pramudita Ade Irma Prianti Agum Prafindhani Putri, Agum Prafindhani Agus Rusgiyono Agustian, Kresnawidiansyah Al Qarani, Muhammad Aqajahs Alan Prahutama Alan Prahutama Alika Ramadhani Alvita Rachma Devi Arief Rachman Hakim Aris Sugiharto Aukhal Maula Fina Aulia Resti Avida Anugraheni AYU LESTARI Bahtiar Ilham Triyunanto Brahim Abdullah Budi Warsito Chrisentia Widya Ardianti Dhimas Bayususetyo Di Asih I Maruddani Di Asih I Maruddani Diah Aliyatus Saidah Diah Safitri Dinda Virrliana Ramadhanti Dwi Nooriqfina Emyria Natalia br Sembiring Erwin Permana Fauziyyah, Fida Gina Rosalinda Hana Hayati Hanum, Cholida Hasbi Yasin Hasbi Yasin Infan Nur Kharismawan Iyan Antono Jenesia Kusuma Wardhani Johanes Roisa Prabowo Khansa Amalia Fitroh Krismayadi Krismayadi Kurniawati, Galuh Nurvinda Laili Rahma Khairunnisa Lia Safitri Maharani, Chintya Ayu Margo Purnomo Mifta Fara Sany Mubarok, Endang Saefuddin Mubarok, Endang Saifuddin Muchammad Aziz Chusen Muhamad Syukron Muhammad Akhir Siregar Mustafid Mustafid Noer Rachma, Gustyas Zella Nor Hamidah Permana, Erwin Puspita Kartikasari Rahmat Hidayat Rahmatul Akbar Ratna Kurniasari Ria Epelina Situmorang Ria Sulistyo Yuliani Rima Nurlita Sari Rismia, Erysta Risky Rita Rahmawati Rita Rahmawati Rosinar Siregar Saepudin, Yunus Sekarini, Ratih Ayu Setiani, Eri Shinta Karunia Permata Sari Subagja, Asep Zamzam Sudarno Sudarno Sudarno Sudarno Sudarno Sudarno Sugito - Sugito Sugito Suparti Suparti Suparti Suparti Syazwina Aufa Syiva Multi Fani Tamura Rolasnirohatta Siahaan Tarno Tarno Tatik Widiharih Tatik Widiharih Ta’fif Lukman Afandi Thea Zulfa Adiningrumh Tina Diningrum Tita Aulia Edi Putri Tomi Ardi Uswatun Hasanah Utami, Krisdiana Nur Via Risqiyanti Wahyu Tiara Rosaamalia Wijayanto, Ahmad Windianingsih, Agustin Wiwin Wiwin Wiwin, Wiwin Yuciana Wilandari Zen, Agustian