The COVID-19 pandemic has spread to all corners of the world, including Indonesia. Various factor... more The COVID-19 pandemic has spread to all corners of the world, including Indonesia. Various factors affect the spread of COVID-19 cases in an area so that the government and the community can make prevention and control efforts so that this pandemic does not spread. This study aims to model the number of COVID-19 cases in Indonesia using the Geographically Weighted Regression (GWR) method, which develops a linear regression model. The GWR model uses weights based on the location of each observation so that the model is obtained for that location. Determine the weighting on the bandwidth. Optimum bandwidth selection is obtained by minimizing the value of Cross-Validation (CV). The GWR model using a fixed bisquare kernel weighting function has an optimum bandwidth of 0.999948 with a minimum CV value of 397.076.128 with a coefficient of determination R2 of 85.1 %. The results show that the number of positive cases positively correlates with the number of patients who died from COVID-1...
In recent years, the use of vector variance as a measure of multivariate variability has received... more In recent years, the use of vector variance as a measure of multivariate variability has received much attention in wide range of statistics. This paper deals with a more economic measure of multivariate variability, defined as vector variance minus all duplication elements. For high dimensional data, this will increase the computational efficiency almost 50 % compared to the original vector variance. Its sampling distribution will be investigated to make its applications possible.
ESTIMASI: Journal of Statistics and Its Application, 2021
Stock is one of the popular financial market instruments. Issuing shares are one of the company&#... more Stock is one of the popular financial market instruments. Issuing shares are one of the company's choices when deciding to fund a company. The uncertainty of stock prices in the stock market is an important event to be taken into consideration in making a decision by investors so that a model is needed to describe a stock event. GARCH Dynamic Conditional Correlation (DCC) is a model with a conditional and variance time-dependent that describes the dynamics of stock volatility. This study discusses the DCC GARCH model equation which is applied to the LQ 45 data. The model obtained for BCA shares 𝑸t = + + so it can be concluded that DCC GARCH is more appropriate for BCA shares.
The stability of the correlation matrices is noteworthy. Usually to testing stability of coorelat... more The stability of the correlation matrices is noteworthy. Usually to testing stability of coorelation matrices used to statistics M Box, Jennrich and G. Its statistics However, M Box and G statistics as computation of matrix determinant and J statistic involves matrix inversion. The former needs the condition that all sample correlation matrices are positive definite which is not always satisfied in practice. This condition is not apt for high dimension data sets because its computational efficiency becomes low. To handle this obstacles, we proposed a new statistical test based on what we call vector variance of standardized variables (VVSV). The proposed test is constucted based on vector variance (VV).This is evidenced by several papers describing the correlation matrix, Vector variance of standardized variables sample used a statistical formula variance vector. In practice there are difficulties in the calculation to determine variance of Vector Variance of Sample Variance of Stan...
Ordinary kriging is one of the geostatistical techniques used for spatial prediction on a spatial... more Ordinary kriging is one of the geostatistical techniques used for spatial prediction on a spatially distributed random plane. Ordinary kriging is a linear unbiased estimator which is part of a semivariogram system of equations that minimizes errors of variance in estimating mineral resources. The semivariogram model shows optimal results in the estimation using the least square method, the effective minimization method smoothes the data points against the curve on a semivariogram graph, the least square makes the size error efficient in the semivariogram model and has been proven to be effective in reducing errors in the semivariogram model in the case of laterite nickel deposits. at PT. Vale Indonesia Tbk. Thus, conclusively the prediction of unsampled Ni content results is very accurate. This is indicated by the lowest root mean square error (RMSE) in limonite in the exponential model, saprolite in the spherical model, and bedrock in the gaussian model. The greatest value of Ni co...
Dispersion Multivariate quality control can be performed through and statistical. Statistics deri... more Dispersion Multivariate quality control can be performed through and statistical. Statistics derived through the log likelihood ratio method, statistics formed by variance covariance matrix. With the relationship between the variance covariance and correlation matrices that can be statistically established . In statistical assessment and have the same asymptotic distribution, which is . When these statistics are used it turns out that both of statistics very suitable for data that has smaller variance covariance value than the large one.
Dalam analisis deret waktu terdapat model stasioner dan model non stasioner. Salah satu model der... more Dalam analisis deret waktu terdapat model stasioner dan model non stasioner. Salah satu model deret waktu yang stasioner adalah model Autoregressive . Model Autoregressive adalah suatu model yang mengasumsikan bahwa data pada periode sekarang dipengaruhi oleh data pada periode sebelumnya. Dalam memodelkan suatu data deret waktu seringkali dijumpai adanya ketidak lengkapan data yang disebut data hilang. Data hilang disebabkan oleh beberapa faktor, antara lain karena informasi untuk sesuatu tentang objek tidak diberikan, sulit dicari, atau memang informasi tersebut tidak ada. Untuk itu perlu dilakukan penelitian lebih lanjut pada pendekatan model Autoregressive jika terdapat data hilang. Dalam menaksir parameter data hilang digunakan metode Ordinary Least Square (OLS). Parameter model Autoregressive dengan data hilang yang signifikan akan digunakan dalam membangun model. Setelah mendapatkan model, langkah selanjutnya adalah menguji kelayakan model yaitu uji asumsi White Noise dan uji ...
Pengujian kestabilan matriks korelasimerupakan salah satuanalisis statistika yang memegang perana... more Pengujian kestabilan matriks korelasimerupakan salah satuanalisis statistika yang memegang peranan penting dalampembangunan ekonomi danindustri keuangan.Penelitian ini bertujuan untuk membahas uji kestabilan dua matriks korelasi melalui vektor variansi variabel standar dan mengaplikasikannya pada data. Statistik penguji yang digunakan dalam penelitian ini yakni statistik yang didasarkan pada vektor variansi variabel standar (VVVS) sebagai ukuran dispersi multivariat di mana seluruh variabel yang terlibat berupa variabel standar di bawah asumsi kenormalan. Selanjutnya untuk menyelidiki variansi dari VVVS maka digunakan beberapa sifat-sifat dari matriks komutasi, dan operator . Dalam menganalisis data digunakan alat bantu software minitab 15 dan matlab 7.11.Berdasarkan hasil eksperimen dan simulasi dalam penelitian ini menunjukkan bahwa secara umum statistik VVVS memiliki tingkat kompleksitas komputasi jauh lebih mudah dibanding dengan statistik popular lainnya. Hasil simulasi data ...
The COVID-19 pandemic has spread to all corners of the world, including Indonesia. Various factor... more The COVID-19 pandemic has spread to all corners of the world, including Indonesia. Various factors affect the spread of COVID-19 cases in an area so that the government and the community can make prevention and control efforts so that this pandemic does not spread. This study aims to model the number of COVID-19 cases in Indonesia using the Geographically Weighted Regression (GWR) method, which develops a linear regression model. The GWR model uses weights based on the location of each observation so that the model is obtained for that location. Determine the weighting on the bandwidth. Optimum bandwidth selection is obtained by minimizing the value of Cross-Validation (CV). The GWR model using a fixed bisquare kernel weighting function has an optimum bandwidth of 0.999948 with a minimum CV value of 397.076.128 with a coefficient of determination R2 of 85.1 %. The results show that the number of positive cases positively correlates with the number of patients who died from COVID-1...
In recent years, the use of vector variance as a measure of multivariate variability has received... more In recent years, the use of vector variance as a measure of multivariate variability has received much attention in wide range of statistics. This paper deals with a more economic measure of multivariate variability, defined as vector variance minus all duplication elements. For high dimensional data, this will increase the computational efficiency almost 50 % compared to the original vector variance. Its sampling distribution will be investigated to make its applications possible.
ESTIMASI: Journal of Statistics and Its Application, 2021
Stock is one of the popular financial market instruments. Issuing shares are one of the company&#... more Stock is one of the popular financial market instruments. Issuing shares are one of the company's choices when deciding to fund a company. The uncertainty of stock prices in the stock market is an important event to be taken into consideration in making a decision by investors so that a model is needed to describe a stock event. GARCH Dynamic Conditional Correlation (DCC) is a model with a conditional and variance time-dependent that describes the dynamics of stock volatility. This study discusses the DCC GARCH model equation which is applied to the LQ 45 data. The model obtained for BCA shares 𝑸t = + + so it can be concluded that DCC GARCH is more appropriate for BCA shares.
The stability of the correlation matrices is noteworthy. Usually to testing stability of coorelat... more The stability of the correlation matrices is noteworthy. Usually to testing stability of coorelation matrices used to statistics M Box, Jennrich and G. Its statistics However, M Box and G statistics as computation of matrix determinant and J statistic involves matrix inversion. The former needs the condition that all sample correlation matrices are positive definite which is not always satisfied in practice. This condition is not apt for high dimension data sets because its computational efficiency becomes low. To handle this obstacles, we proposed a new statistical test based on what we call vector variance of standardized variables (VVSV). The proposed test is constucted based on vector variance (VV).This is evidenced by several papers describing the correlation matrix, Vector variance of standardized variables sample used a statistical formula variance vector. In practice there are difficulties in the calculation to determine variance of Vector Variance of Sample Variance of Stan...
Ordinary kriging is one of the geostatistical techniques used for spatial prediction on a spatial... more Ordinary kriging is one of the geostatistical techniques used for spatial prediction on a spatially distributed random plane. Ordinary kriging is a linear unbiased estimator which is part of a semivariogram system of equations that minimizes errors of variance in estimating mineral resources. The semivariogram model shows optimal results in the estimation using the least square method, the effective minimization method smoothes the data points against the curve on a semivariogram graph, the least square makes the size error efficient in the semivariogram model and has been proven to be effective in reducing errors in the semivariogram model in the case of laterite nickel deposits. at PT. Vale Indonesia Tbk. Thus, conclusively the prediction of unsampled Ni content results is very accurate. This is indicated by the lowest root mean square error (RMSE) in limonite in the exponential model, saprolite in the spherical model, and bedrock in the gaussian model. The greatest value of Ni co...
Dispersion Multivariate quality control can be performed through and statistical. Statistics deri... more Dispersion Multivariate quality control can be performed through and statistical. Statistics derived through the log likelihood ratio method, statistics formed by variance covariance matrix. With the relationship between the variance covariance and correlation matrices that can be statistically established . In statistical assessment and have the same asymptotic distribution, which is . When these statistics are used it turns out that both of statistics very suitable for data that has smaller variance covariance value than the large one.
Dalam analisis deret waktu terdapat model stasioner dan model non stasioner. Salah satu model der... more Dalam analisis deret waktu terdapat model stasioner dan model non stasioner. Salah satu model deret waktu yang stasioner adalah model Autoregressive . Model Autoregressive adalah suatu model yang mengasumsikan bahwa data pada periode sekarang dipengaruhi oleh data pada periode sebelumnya. Dalam memodelkan suatu data deret waktu seringkali dijumpai adanya ketidak lengkapan data yang disebut data hilang. Data hilang disebabkan oleh beberapa faktor, antara lain karena informasi untuk sesuatu tentang objek tidak diberikan, sulit dicari, atau memang informasi tersebut tidak ada. Untuk itu perlu dilakukan penelitian lebih lanjut pada pendekatan model Autoregressive jika terdapat data hilang. Dalam menaksir parameter data hilang digunakan metode Ordinary Least Square (OLS). Parameter model Autoregressive dengan data hilang yang signifikan akan digunakan dalam membangun model. Setelah mendapatkan model, langkah selanjutnya adalah menguji kelayakan model yaitu uji asumsi White Noise dan uji ...
Pengujian kestabilan matriks korelasimerupakan salah satuanalisis statistika yang memegang perana... more Pengujian kestabilan matriks korelasimerupakan salah satuanalisis statistika yang memegang peranan penting dalampembangunan ekonomi danindustri keuangan.Penelitian ini bertujuan untuk membahas uji kestabilan dua matriks korelasi melalui vektor variansi variabel standar dan mengaplikasikannya pada data. Statistik penguji yang digunakan dalam penelitian ini yakni statistik yang didasarkan pada vektor variansi variabel standar (VVVS) sebagai ukuran dispersi multivariat di mana seluruh variabel yang terlibat berupa variabel standar di bawah asumsi kenormalan. Selanjutnya untuk menyelidiki variansi dari VVVS maka digunakan beberapa sifat-sifat dari matriks komutasi, dan operator . Dalam menganalisis data digunakan alat bantu software minitab 15 dan matlab 7.11.Berdasarkan hasil eksperimen dan simulasi dalam penelitian ini menunjukkan bahwa secara umum statistik VVVS memiliki tingkat kompleksitas komputasi jauh lebih mudah dibanding dengan statistik popular lainnya. Hasil simulasi data ...
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