Jurnal Matematika, Sains dan Teknologi最新文献

Hybrid Autoregressive Integrated Moving Average-Support Vector Regression for Stock Price Forecasting 混合自回归集成移动平均-支持向量回归预测股票价格

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-10-31 DOI: 10.33830/jmst.v24i2.4983.2023

None Hanan Albarr, None Rosita Kusumawati

{"title":"Hybrid Autoregressive Integrated Moving Average-Support Vector Regression for Stock Price Forecasting","authors":"None Hanan Albarr, None Rosita Kusumawati","doi":"10.33830/jmst.v24i2.4983.2023","DOIUrl":"https://doi.org/10.33830/jmst.v24i2.4983.2023","url":null,"abstract":"Stock investment provides high-profit opportunities but also has a high risk of loss. Investors use various decision-making methods to minimize this risk, such as stock price forecasting. This research aims to predict daily closing stock prices using a hybrid Autoregressive Integrated Moving Average (ARIMA)-Support Vector Regression (SVR) model and compare it with the single model of ARIMA and SVR, as well as compiling the R-shiny web for the hybrid ARIMA-SVR model which makes it easier for investors to use the model to support investment decision making. The hybrid ARIMA-SVR model is composed of two components: the linear component from the results of stock price forecasting using the Autoregressive Integrated Moving Average (ARIMA) model and the nonlinear components from the residual forecasting results of the ARIMA model using the Support Vector Regression (SVR) model. The data used was closing stock price data from April 1, 2019, to April 1, 2021, from PT Unilever Indonesia Tbk (UNVR.JK), PT Perusahaan Gas Negara Tbk (PGAS.JK), and PT Telekomunikasi Indonesia Tbk (TLKM.JK), from the Yahoo Finance website. The research results conclude that the hybrid ARIMA-SVR model has excellent capabilities in forecasting stock prices with the MAPE values for UNVR, PGAS, and TLKM stocks, respectively of 0.797%, 2.213%, and 0.993%, which are lower than the MAPE values of ARIMA-GARCH and SVR models. The hybrid model can be an alternative model with excellent capabilities in forecasting stock prices.","PeriodicalId":493950,"journal":{"name":"Jurnal Matematika, Sains dan Teknologi","volume":"83 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135927923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Mapping Indonesia's Covid-19 Death Case with Comorbidities Using Correspondence Analysis 使用对应分析绘制印度尼西亚Covid-19死亡病例与合并症

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-10-31 DOI: 10.33830/jmst.v24i2.5142.2023

Melinda Putri Utami, None Rosita Kusumawati

{"title":"Mapping Indonesia's Covid-19 Death Case with Comorbidities Using Correspondence Analysis","authors":"Melinda Putri Utami, None Rosita Kusumawati","doi":"10.33830/jmst.v24i2.5142.2023","DOIUrl":"https://doi.org/10.33830/jmst.v24i2.5142.2023","url":null,"abstract":"This research aims to map and identify COVID-19 deaths with comorbidities in Indonesia using correspondence analysis. The data collection technique involved the analysis of 6231 samples of COVID-19 death cases with comorbidities in Indonesia from the official website of the COVID‑19 Response Acceleration Task Force. The variables used were the number of COVID-19 deaths with comorbid hypertension, diabetes mellitus, cardiovascular disease, chronic obstructive pulmonary disease, kidney disease, immune disorders, liver disease, cancer, asthma, pregnancy, tuberculosis, and other respiratory disorders. The findings from this study divide four groups of provinces with characteristics: Group One with the characteristics of COVID-19 death cases with comorbid hypertension, diabetes mellitus, heart disease, kidney disease, lung disease, immune disorders, and cancer; Group Two with the characteristics of COVID-19 death cases with comorbid pregnancy, liver disease, and tuberculosis; Group Three with the characteristics of COVID-19 death cases with comorbid asthma; and Group Four with the characteristics of COVID-19 death cases with other comorbid respiratory disorders.","PeriodicalId":493950,"journal":{"name":"Jurnal Matematika, Sains dan Teknologi","volume":"16 11","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135808597","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Forecasting Consumer Price Index Expenditure Inflation for Food Ingredients Using Singular Spectrum Analysis 用奇异谱分析预测食品配料消费价格指数支出通胀

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-10-31 DOI: 10.33830/jmst.v24i2.4868.2023

Nur Aziza S, Aswi Aswi, Muhammad Fahmuddin S, None Asrirawan

{"title":"Forecasting Consumer Price Index Expenditure Inflation for Food Ingredients Using Singular Spectrum Analysis","authors":"Nur Aziza S, Aswi Aswi, Muhammad Fahmuddin S, None Asrirawan","doi":"10.33830/jmst.v24i2.4868.2023","DOIUrl":"https://doi.org/10.33830/jmst.v24i2.4868.2023","url":null,"abstract":"Inflation is an economic problem that significantly impacts the macro economy and people's real income if it occurs continuously. South Sulawesi Province often experienced significant inflation fluctuations during 2005-2019. In 2015, inflation in South Sulawesi reached 3.32%, ranking the highest in Eastern Indonesia. Ten food ingredients played an essential role in influencing inflation that year. However, until now, research on forecasting Consumer Price Index expenditure inflation for food ingredients in South Sulawesi using the Singular Spectrum Analysis method has never been carried out. The novelty in this research lies in using the Singular Spectrum Analysis method, which provides a new contribution to forecasting inflation trends in South Sulawesi and deepens understanding of regional inflation problems. This research aims to forecast consumer price index expenditure inflation for food ingredients in South Sulawesi using the Singular Spectrum Analysis method. This research used CPI expenditure inflation data for food ingredients from the official website of the Central Statistics Agency of South Sulawesi for the monthly period from January 2014 - June 2022. The forecasting results show that the lowest inflation rate is predicted to occur in December 2022 at -0,12%, while the highest level is expected to be reached in May 2023 at 0.43%. Furthermore, the mean absolute percentage error value of 3.54% indicates that the forecasting model has a very good level of accuracy. The results of this forecasting have the potential to be used by economic policymakers in South Sulawesi in designing more effective policies to overcome the problem of inflation, especially in the food ingredients and its impact on society. The practical implications of this research can help improve regional economic stability and community welfare.","PeriodicalId":493950,"journal":{"name":"Jurnal Matematika, Sains dan Teknologi","volume":"16 6","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135808602","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Forecasting Daily Maximum and Minimum Air Temperatures in The Cilacap District Using Arima and Exponential Smoothing 利用Arima和指数平滑法预测西昌县日最高和最低气温

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-10-31 DOI: 10.33830/jmst.v24i2.5078.2023

None Hana Yulia Anggraeni, None Riski Aspriyani, None Mizan Ahmad

引用次数: 0

The Fifth Coefficient Approximation of The Inverse Strongly Convex Function 强凸逆函数的第五系数逼近

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-10-31 DOI: 10.33830/jmst.v24i2.4977.2023

Krisna Adilia Daniswara, Aris Alfan, Ahmad Khairul Umam

引用次数: 0

PERBANDINGAN PERFORMA METODE INTERPOLASI POLINOMIAL NEWTON-GREGORY MAJU DAN NEWTON-GREGORY MUNDUR DALAM MENGESTIMASI JUMLAH PENDUDUK DI PROVINSI PAPUA 多项式分解法的性能比较牛顿-格雷戈里向前推进，牛顿-格雷戈里后退，形成巴布亚省的人口

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-09-14 DOI: 10.33830/jmst.v23i2.5147.2022

Agus Firanto, Darsih Idayani

{"title":"PERBANDINGAN PERFORMA METODE INTERPOLASI POLINOMIAL NEWTON-GREGORY MAJU DAN NEWTON-GREGORY MUNDUR DALAM MENGESTIMASI JUMLAH PENDUDUK DI PROVINSI PAPUA","authors":"Agus Firanto, Darsih Idayani","doi":"10.33830/jmst.v23i2.5147.2022","DOIUrl":"https://doi.org/10.33830/jmst.v23i2.5147.2022","url":null,"abstract":"Population data is one of the absolute requirements that must be fulfilled by the Central Statistics Agency (Badan Pusat Statistik) to determine the grand design of development in the Province of Papua. However, the most complete and accurate source of population data comes from the results of a population census carried out every ten years. With long intervals and requiring costs, time, and effort, it will be more efficient and save time and effort if the number of residents can be estimated. Estimating the population required the proper method. Therefore, in this article, a comparison of Forward Newton-Gregory Polynomial Interpolation and Backward Newton-Gregory Polynomial Interpolation techniques is carried out to estimate the population of Papua Province. The estimated results of the two methods are compared by comparing the relative amount of error. The comparison results show that the relative error average of the Forward Newton-Gregory Polynomial Interpolation 0,014200679 is smaller than the relative error average of the Backward Newton-Gregory Polynomial Interpolation 0,047163677. So, it can be concluded that the Forward Newton-Gregory Polynomial Interpolation method is better than Backwards Newton-Gregory Polynomial Interpolation in predicting the population of Papua Province.","PeriodicalId":493950,"journal":{"name":"Jurnal Matematika, Sains dan Teknologi","volume":"213 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135552315","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

BILANGAN KROMATIK HARMONIS PADA GRAF PAYUNG, GRAF PARASUT, DAN GRAF SEMI PARASUT 伞状图、伞状图和半伞状图的谐色数

Jurnal Matematika, Sains dan Teknologi Pub Date : 2023-05-20 DOI: 10.33830/jmst.v24i1.3945.2023

Fransiskus Fran, Nilamsari Kusumastuti, None Robiandi

引用次数: 0