Jurnal Varian

Estimating and Forecasting Jakarta Composite Index in Pandemic Era Using ARIMA-GARCH Model

Agus Sofian Eka Hidayat, Gilang Primajati — Sun, 30 Jun 2024 23:00:34 +0800

Many industries have suffered financial losses as a result of the COVID-19 epidemic. The stock market's movement has been impacted by this circumstance. Due to the influence of some people, a large number of individuals with limited trading knowledge are attempting to participate in the stock market. Market volatility should be understandable in order to gain profit instead of having losses. Therefore, it's essential to comprehend the market of the future through analysis of the data. The purpose of this study is to use ARIMA-GARCH to predict the Indonesian stock market price during. The period covered by the dataset is January 2020–December 2022. The training data indicates that ARIMA (2,1,2) is the best model for ARIMA. The results showed that data residual fitted by ARIMA (2,1,2)-GARCH (1,2) exhibits heteroscedasticity, according to the residual analysis. The MAPE score is 2%, which is relatively small. It means that ARIMA (2,1,2)-GARCH (1,2) is good enough for forecasting the Jakarta Composite Index.

Naive Bayes Algorithm with Feature Selection Using Particle Swarm Optimization

Sri Astuti Thamrin, Iwan Kurniawan, Siswanto Siswanto — Sun, 30 Jun 2024 23:04:34 +0800

The COVID-19 vaccine in Indonesia has led to the emergence of public opinion which is conveyed on social media such as Twitter. One of the analyses that can be done to produce various information from public opinion is sentiment analysis. Sentiment analysis is used to determine whether an opinion tends to be positive or negative. This study aims to classify the public opinion of the COVID-19 vaccine in Indonesia with sentiment analysis and to visualize the location of the sentiment of the COVID-19 vaccine tweet data in Indonesia. To achieve this aim, the Naïve Bayes algorithm with Particle Swarm Optimization (PSO) feature selection was used. This study uses opinions into positive and negative class sentiments towards 2,547 tweets related to the COVID-19 vaccine in Indonesia from January to June 2021. The results show that the distribution of positive and negative class sentiments is 2,328 and 219, respectively. In addition, the positive sentiment for the COVID-19 vaccine was dominated by people on the island of Java based on a random number matrix initialized by the PSO method. The classification of public opinion on Twitter media provides accurate and optimal performance results using a combination of the Naïve Bayes algorithm with PSO feature selection. The results of the combination of these methods have accuracy and F1 score values of 91.28% and 95.38%, respectively. The visualization of geo-spatial mapping showed that positive sentiments related to the COVID-19 vaccine exist in almost all regions in Indonesia but are dominated by the Jabodetabek area.

Natural Disaster Mapping on Java Island Using Biplot Analysis

Sun, 30 Jun 2024 23:23:51 +0800

Indonesia is located in the ring of fire region. This condition causes Indonesia to have the potential to experience various disasters, such as volcano eruptions. In addition, rapid population growth has led to rampant land conversions that cause floods, landslides, tornadoes, droughts, and forest fires. The research aims to map natural disasters in Indonesia, especially Java Island to find out the provinces and their natural disasters tendency using Biplot analysis. Based on the results, Central Java, East Java, and West Java have a tendency to have floods and landslides. East Java tends to undergo earthquakes and Central Java has the potential to experience volcano eruptions. Through the natural disasters mapping, the government, especially the BMKG, will be able to find various solutions to overcome the natural disasters that have great potential to occur in provinces in Indonesia, especially Java Island as the manifestation toward SDGs Target 2030.

Stunting Prevalence Modeling Using Nonparametric Regression of Quadratic Splines

Tutik Handayani, Sifriyani Sifriyani, Andrea Tri Rian Dani — Sun, 30 Jun 2024 23:34:42 +0800

The nonparametric regression approach is used when the shape of the regression curve between the response variable and the predictor variable is assumed to be of unknown shape. The advantages of nonparametric regression have high flexibility. A nonparametric regression approach that is often used is truncated spline which has an excellent ability to handle data whose behavior changes at certain sub-sub intervals. The purpose of this study is to obtain the best model of multivariable nonparametric regression with linear and quadratic truncated spline approaches using the Generalized Cross Validation (GCV) and Unbiased Risk (UBR) methods and to find out the factors that influence the prevalence of stunting in Indonesia in 2021. The data used were the prevalence of stunting as a response variable and the predictor variable used was the percentage of infants receiving exclusive breastfeeding for 6 months, the percentage of households that have proper sanitation, the percentage of toddlers who get Early Initiation of Breastfeeding (IMD), the percentage of poor people, and the percentage of pregnant women at risk of SEZ. The results showed that the best quadratic truncated spline nonparametric regression model in modeling stunting prevalence was quadraic truncated spline using the GCV method with three knot points. This model has a minimum GCV value of 7.29 with an MSE value of 1.82 and a R² value of 94.07%.

A Regression Model of Public Interest for COVID-19 Vaccination in Welcoming Events in the Mandalika Circuit Area in Central Lombok Regency

Elok Faiqotul Himmah, Riana Riana — Sun, 30 Jun 2024 23:49:49 +0800

The lack of a threshold value for herd immunity against COVID-19 ahead of the MotoGP 2022 Event in the Mandalika Circuit Area, Central Lombok Regency is the reason for the author to conduct this research. The objectives of this research are 1) to make a mathematical model of the interest of the people of Central Lombok Regency in the Covid-19 vaccination in welcoming the 2022 MotoGP Event and 2) to determine the influence of MotoGP Event 2022 and other factors on the interest of the people of Central Lombok Regency in carrying out the COVID-19 vaccination. This research is a type of quantitative descriptive research. The independent variables in this study are the variables of ease of getting the Covid-19 vaccination (X1), the efficacy of the COVID-19 vaccination (X2), trust in the government (X3), and the 2022 MotoGP event (X4), while the dependent variable is the variable of interest in covid-19 vaccination (Y). To achieve the objectives of this study, the authors collected data through a questionnaire that was distributed to 332 respondents, they’re people who received the full vaccine aged 12-70 years. The questionnaire was tested for validity and reliability. Data must first be transformed into interval data using the Method of Successive Interval (MSI) then analyzed using multiple linear regression with classical assumptions including normality, multicolllinearity and heteroskedasticity. The results showed that the 2022 MotoGP event did not have a significant effect on the interest of the people of central Lombok Regency to take part in the COVID-19 vaccination. The biggest factor that influences is the factor of people's trust in the government.

Rainfall Forecasting at Six Surabaya Observation Post using ARIMAX and Support Vector Regression (SVR)

Regita Putri Permata, Rifdatun Ni'mah; Andrea Tri Rian Dani — Sun, 30 Jun 2024 00:00:00 +0800

There is a seasonal element every year, with the dry season often lasting from May to October and the rainy season lasting from November to April. However, climate change causes the changing of the rainy and dry seasons to be erratic, so it is necessary to anticipate weather conditions. Prediction of rainfall is used to see natural conditions in the future with time series modeling. The rainfall modeling method at the six Surabaya observation posts used is the Autoregressive Integrated Moving Average with exogenous variables (ARIMAX) and Support Vector Regression. The exogenous variable used is the captured seasonal pattern of rainfall. The SVR model uses input lags from the ARIMAX model and parameter tuning uses the Kernel Radial Based Function. Selection of the best model uses the minimum RMSE value. The results showed that the average occurrence of rain at the six rainfall observation posts occurred in January, February, March, April, November and December. The ARIMAX method in this study is well used to predict rainfall in Gubeng and rainfall in Wonorejo. The SVR input lag ARIMAX method is good for predicting rainfall for Keputih, Kedung Cowek, Wonokromo and Gunung Sari. Nonparametric methods are better used to forecast rainfall data because they are able to capture data patterns with greater volatility than parametric methods, one of which is the SVR method.

Classification Classification of Criminal Events in Indonesia based on Biplot Analysis

Sun, 30 Jun 2024 23:55:21 +0800

Kriminalitas merupakan suatu perilaku yang melanggar hukum dan aturan dalam masyarakat. Penelitian ini dilakukan untuk menganalisis data biplot jumlah kejahatan di berbagai provinsi di Indonesia. Biplot merupakan analisis yang berguna untuk menafsirkan hubungan antara variabel dan objek dalam bentuk grafik tunggal. Sumber data dalam penelitian ini adalah data sekunder yang berasal dari website Badan Pusat Statistik yang berjudul “Statistik Kriminal 2022”. 34 kepolisian daerah yang mewakili setiap provinsi di Indonesia menjadi objek pengamatan dan 9 klasifikasi kejahatan menjadi variabel. Metode penelitian ini menggunakan analisis biplot dengan bantuan fiton. Dari nilai Dekomposisi Nilai Singular, keragaman data yang dapat dijelaskan sebesar 73,714%. Pada grafik analisis biplot hubungan antar observasi diperoleh bahwa observasi atau objek polda dari setiap provinsi tersebar terpusat pada satu kuadran. Hubungan antar variabel yang paling tinggi adalah korelasi antara variabel kejahatan narkotika dengan kejahatan yang berkaitan dengan penggelapan, penipuan, dan korupsi, sedangkan hubungan yang paling rendah adalah korelasi antara kejahatan narkotika dengan kejahatan terhadap ketertiban umum. Dalam hubungan observasi dengan variabel diperoleh 4 kelompok. Keberagaman variabel yang paling tinggi terletak pada kejahatan terhadap kebebasan masyarakat, sedangkan keberagaman variabel yang paling rendah terletak pada kejahatan terhadap kesusilaan.

CLUSTERING OF PROVINCE IN INDONESIA BASED ON EDUCATION INDICATORS USING K-MEDOIDS

Annisa Zuhri Apridayanti — Sun, 30 Jun 2024 23:58:54 +0800

Data mining is searching for interesting patterns or information by selecting data using specific techniques or methods. One method that can be used in data mining is K-Medoids. K-Medoids is a method used to group objects into a cluster. This research aimed to obtain the optimal number of clusters using the K-Medoids method based on Davies-Bouldin Index (DBI) validity on education indicators data by province in Indonesia in 2021. The results showed that the optimal number of clusters using the K-Medoids method based on DBI validity is 5 clusters. Cluster 1 consists of 1 province with a higher average dropout rate, average length of schooling, and well-owned classrooms compared to other clusters. Cluster 2 consists of 15 provinces with an average proportion of school libraries lower than Clusters 3 and 4 and higher than Clusters 1 and 5. Cluster 3 consists of 9 provinces with an average proportion of school libraries, proportions of school laboratories, net enrollment rates, and higher school enrollment rates than other clusters. Cluster 4 consists of 8 provinces with a higher average enrollment rate than the other clusters. Cluster 5 consists of 1 province with a higher average repetition rate and student-per-teacher ratio than other clusters.

MAPPING OF VILLAGE POPULATION PROFILE WITH SCHISTOSOMIASIS CASES IN POSO DISTRICT USING THE METHOD CLUSTERING LARGE APPLICATION (CLARA)

Mohammad Fajri — Mon, 01 Jul 2024 00:00:43 +0800

Schistosomiasis is a tropical disease caused by Schistosoma mansoni (intestinal schistosomiasis) and Schistosoma haematobium (urogenital schistosomiasis). Schistosomiasis in Indonesia is endemic to Central Sulawesi and is commonly found in the Napu Valley and Bada Valley areas, which are administratively included in Poso District and Sigi District. One approach to obtain information on schistosomiasis endemic areas is by mapping the population profile of villages with schistosomiasis cases. This mapping is intended to provide an overview of the social and demographic conditions of villages with schistosomiasis cases. One of the many analysis methods that can be used is cluster analysis. Cluster analysis is a method for grouping data based on the extent of their similarities. Data with similar characteristics will be grouped together, while data with different characteristics will be placed in different groups. Among several types of methods in cluster analysis is Clustering Large Application (CLARA). CLARA is a clustering method which is more robust to unusual data and can be applied to handle large volumes of data. The results of this study are obtained two optimum clusters, each possessing distinct characteristics as determined by Schistosomiasis cases indicators. Cluster 1 with low schistosomiasis cases and cluster 2 with high schistosomiasis cases.

Comparison of Naïve Bayes Classification Methods Without and With Kernel Density Estimation

Agus Hermawan, Siswanto Siswanto, Andi Kresna Jaya — Mon, 01 Jul 2024 00:01:37 +0800

Halal certification is important to give confidence to Muslim consumers around the world regarding the halalness of products. The Halal Product Assurance Organizing Body (BPJPH) is the official auditor in Indonesia that is responsible for the halal certification process. This study aims to address the need for verification and validation of data for halal certification applications in Indonesia by using the data science approach and machine learning technology. In this study, the Naïve Bayes classification method was used to optimize the data verification and validation process. However, this method needs to be improved by applying optimization methods such as Kernel Density Estimation (KDE) to improve classification results. The results showed that the Naïve Bayes classification method with KDE optimization produced better performance than the Naïve Bayes method without optimization. The performance of the Naïve Bayes classification model without optimization achieves 87.6% Accuracy, 85.4% Recall, 88.8% Precision, and 87.1% F_measure. Meanwhile, the Naïve Bayes classification model with KDE optimization achieves 97.5% Accuracy, 95.9% Recall, 98.9% Precision, and 97.8% F_measure. Thus, it can be concluded that the Naïve Bayes classification algorithm with KDE optimization results in a performance increase of 9.9% compared to the Naïve Bayes method without optimization. This research has important implications in handling complex and non-normally distributed data and providing solutions for BPJPH in the process of verifying halal certification.