Pub Date : 2022-05-31DOI: 10.24843/mtk.2022.v11.i02.p365
I. Pratama, K. Dharmawan, Kartika Sari
Value at Risk (VaR) is a statistical technique used to manage and calculate the level of financial risk within a certain period of time and a certain level of confidence. VaR can be adjusted to liquidity risk which is called Liquidity adjusted Value at Risk (LVaR). Another alternative calculation is the Expected Shortfall (ES) which is a loss beyond the confidence limit that can occur due to liquidity. This study aims to estimate market risk with LVaR and ES on a stock portfolio incorporated in the LQ45 index using a Monte Carlo simulation. Furthermore, back-testing is carried out using the Kupiec test. The data used in this study are two stocks that are included in the LQ45 index which have the largest sales volume in a period of three years, namely ANTM and BBRI shares. As a result, it was found that the stock portfolio of ANTM and BBRI in the initial fund of Rp. 10,000,000.00 with a 95% confidence level, obtained ES of Rp.496.470,00 per day and an LVaR value of Rp 499.174,00 per day. The ES model obtained is less accurate while the LVaR model is accurate.
{"title":"ESTIMASI RISIKO PASAR DENGAN LVaR DAN EXPECTED SHORTFALL MENGGUNAKAN SIMULASI MONTE CARLO","authors":"I. Pratama, K. Dharmawan, Kartika Sari","doi":"10.24843/mtk.2022.v11.i02.p365","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i02.p365","url":null,"abstract":"Value at Risk (VaR) is a statistical technique used to manage and calculate the level of financial risk within a certain period of time and a certain level of confidence. VaR can be adjusted to liquidity risk which is called Liquidity adjusted Value at Risk (LVaR). Another alternative calculation is the Expected Shortfall (ES) which is a loss beyond the confidence limit that can occur due to liquidity. This study aims to estimate market risk with LVaR and ES on a stock portfolio incorporated in the LQ45 index using a Monte Carlo simulation. Furthermore, back-testing is carried out using the Kupiec test. The data used in this study are two stocks that are included in the LQ45 index which have the largest sales volume in a period of three years, namely ANTM and BBRI shares. As a result, it was found that the stock portfolio of ANTM and BBRI in the initial fund of Rp. 10,000,000.00 with a 95% confidence level, obtained ES of Rp.496.470,00 per day and an LVaR value of Rp 499.174,00 per day. The ES model obtained is less accurate while the LVaR model is accurate.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45824638","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}
Pub Date : 2022-05-31DOI: 10.24843/mtk.2022.v11.i02.p369
Alexander Hiro Wibisono, I. P. E. N. Kencana, I. W. Sumarjaya
The Reserve Officer Training Corps (ROTC) of the 901st Mayurajana Battalion. The 2000 Agreement caused the ROTC to be excluded from the Indonesian Military command structure, causing the ROTC in each campus to have a diverse standard of members due to the recruitment process which are done by students. C4.5 algorithm from chefboost was used to find the accuracy as well as assist the construction of an ideal C4.5 algorithm. The result shows the C4.5 algorithm by chefboost to have a 79.16% accuracy with the tendency to underestimate the data. During the modeling of the algorithm it is discovered that the source of the algorithm’s tendency to underestimate the data appears to be affected by the recruits administration and medical history.
{"title":"APLIKASI ALGORITMA DECISION TREE C4.5 SEBAGAI MODEL PENDUKUNG KEPUTUSAN SELEKSI ANGGOTA RESIMEN MAHASISWA UNIVERSITAS UDAYANA","authors":"Alexander Hiro Wibisono, I. P. E. N. Kencana, I. W. Sumarjaya","doi":"10.24843/mtk.2022.v11.i02.p369","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i02.p369","url":null,"abstract":"The Reserve Officer Training Corps (ROTC) of the 901st Mayurajana Battalion. The 2000 Agreement caused the ROTC to be excluded from the Indonesian Military command structure, causing the ROTC in each campus to have a diverse standard of members due to the recruitment process which are done by students. C4.5 algorithm from chefboost was used to find the accuracy as well as assist the construction of an ideal C4.5 algorithm. The result shows the C4.5 algorithm by chefboost to have a 79.16% accuracy with the tendency to underestimate the data. During the modeling of the algorithm it is discovered that the source of the algorithm’s tendency to underestimate the data appears to be affected by the recruits administration and medical history.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45246935","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}
Pub Date : 2022-05-31DOI: 10.24843/mtk.2022.v11.i02.p368
NI Ketut Ayu Murniasih, I. N. Widana, Ketut Jayanegara
The insurance program has developed quite rapidly and the products that are displayed are only very attractive from protection products to protection and investment products known as unit link insurance. In general, unit-linked insurance products are offered with a death benefit for one person or single life. This study discusses unit link insurance with death benefits for two people or living together using profit testing calculations with a stochastic approach. This study aims to calculate the company's expectations of death benefits, profits and profits from unit link insurance for joint life using a stochastic approach. In this study, the ages of the participants of this unit link insurance are 35, 45, and 55. Premium payments of Rp4.200,000.00 are made annually for 5 years and are covered until the age of 75 years. In the research, it is expected that the profit and death benefit using the stochastic approach are as follows: if the insured ages are 35, 45, and 55 years old, the company experiences a profit of Rp9,445,498,66, Rp5,975,926.42, and Rp2, respectively. 197,106.56 and the expected death benefit value is Rp. 33,167.00, Rp. 99,007.00 and Rp. 328.005.00, respectively.
{"title":"PRODUK UNIT LINK UNTUK JOINT LIFE MENGGUNAKAN PENDEKATAN STOKASTIK","authors":"NI Ketut Ayu Murniasih, I. N. Widana, Ketut Jayanegara","doi":"10.24843/mtk.2022.v11.i02.p368","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i02.p368","url":null,"abstract":"The insurance program has developed quite rapidly and the products that are displayed are only very attractive from protection products to protection and investment products known as unit link insurance. In general, unit-linked insurance products are offered with a death benefit for one person or single life. This study discusses unit link insurance with death benefits for two people or living together using profit testing calculations with a stochastic approach. This study aims to calculate the company's expectations of death benefits, profits and profits from unit link insurance for joint life using a stochastic approach. In this study, the ages of the participants of this unit link insurance are 35, 45, and 55. Premium payments of Rp4.200,000.00 are made annually for 5 years and are covered until the age of 75 years. In the research, it is expected that the profit and death benefit using the stochastic approach are as follows: if the insured ages are 35, 45, and 55 years old, the company experiences a profit of Rp9,445,498,66, Rp5,975,926.42, and Rp2, respectively. 197,106.56 and the expected death benefit value is Rp. 33,167.00, Rp. 99,007.00 and Rp. 328.005.00, respectively.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46454388","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}
Pub Date : 2022-05-31DOI: 10.24843/mtk.2022.v11.i02.p364
N. Setiawati, I. K. G. Sukarsa, G. Gandhiadi, I. P. E. N. Kencana
Grabfood is one type of online food delivery services. This services can be an alternative when people want to buy foods or drinks but cannot leave their activities. Knowing the consumer’s decision to use Grabfood is important because it such one of effort to improve the quality of this services. This research is aimed to determine factors behind consumer’s decision for using Grabfood services on the Grab application in Denpasar City. The method used in this research is factor analysis by analyzing the assessment of 120 respondents whom domiciled in Denpasar City and have used Grabfood services at least three times a month. Based on the results, there were five factors behind consumer’s decision for using Grabfood services in Denpasar City. Those factors are reliability factor of drivers, the ease of obtaining orders, informative and responsive factors for consumers, order assurance factors, and consumer care and understanding factors. Those five factors were able to explain the factors behind consumer’s decision for using Grabfood service on the Grab application in Denpasar City by 63.99%.
{"title":"FAKTOR-FAKTOR YANG MELATARBELAKANGI KEPUTUSAN KONSUMEN MENGGUNAKAN JASA LAYANAN GRABFOOD PADA APLIKASI GRAB DI KOTA DENPASAR","authors":"N. Setiawati, I. K. G. Sukarsa, G. Gandhiadi, I. P. E. N. Kencana","doi":"10.24843/mtk.2022.v11.i02.p364","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i02.p364","url":null,"abstract":"Grabfood is one type of online food delivery services. This services can be an alternative when people want to buy foods or drinks but cannot leave their activities. Knowing the consumer’s decision to use Grabfood is important because it such one of effort to improve the quality of this services. This research is aimed to determine factors behind consumer’s decision for using Grabfood services on the Grab application in Denpasar City. The method used in this research is factor analysis by analyzing the assessment of 120 respondents whom domiciled in Denpasar City and have used Grabfood services at least three times a month. Based on the results, there were five factors behind consumer’s decision for using Grabfood services in Denpasar City. Those factors are reliability factor of drivers, the ease of obtaining orders, informative and responsive factors for consumers, order assurance factors, and consumer care and understanding factors. Those five factors were able to explain the factors behind consumer’s decision for using Grabfood service on the Grab application in Denpasar City by 63.99%.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48518418","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}
Pub Date : 2022-05-31DOI: 10.24843/mtk.2022.v11.i02.p371
Putu Savitri Devi, K. Dharmawan, L. Harini
Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence. The purpose of this study is to estimate the risk of a portfolio represented as a VaR where the volatilities were simulated by th the Monte Carlo and Quasi Monte Carlo methods. The Monte Carlo method involves generating random numbers and the Quasi Monte Carlo method uses Halton's quasi-random sequences. This study uses secondary data, namely daily stock price closing data. Based on the calculation, the VaR of the Quasi Monte Carlo Portfolio produces a maximum loss greater than that of the Monte Carlo Portfolio. This is due to randomization performed with different random number generators for each method and the number of simulations performed. It can be concluded that the Quasi Monte Carlo method is a better method than the Monte Carlo method in estimating the risk of portfolio losses in stocks in the telecommunications sector.
{"title":"ESTIMASI VALUE AT RISK PORTOFOLIO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN PEMBANGKIT BILANGAN ACAK HALTON","authors":"Putu Savitri Devi, K. Dharmawan, L. Harini","doi":"10.24843/mtk.2022.v11.i02.p371","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i02.p371","url":null,"abstract":"Estimating the value at risk (VaR) is an important aspect of investment. VaR is a standard method of measuring risk defined as the maximum loss over a certain period of time at a certain level of confidence. The purpose of this study is to estimate the risk of a portfolio represented as a VaR where the volatilities were simulated by th the Monte Carlo and Quasi Monte Carlo methods. The Monte Carlo method involves generating random numbers and the Quasi Monte Carlo method uses Halton's quasi-random sequences. This study uses secondary data, namely daily stock price closing data. Based on the calculation, the VaR of the Quasi Monte Carlo Portfolio produces a maximum loss greater than that of the Monte Carlo Portfolio. This is due to randomization performed with different random number generators for each method and the number of simulations performed. It can be concluded that the Quasi Monte Carlo method is a better method than the Monte Carlo method in estimating the risk of portfolio losses in stocks in the telecommunications sector.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"68911623","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}
Pub Date : 2022-01-31DOI: 10.24843/mtk.2022.v11.i01.p357
I. Wijaya, G. Gandhiadi, L. Harini
Boarding house is an alternative choice for students to fulfill their need for a place to live. The variety of boarding houses, along with their respective advantages and disadvantages, becomes a challenge for students in determining the boarding house that suits their desires and needs. An in-depth evaluation is needed by comparing boarding houses based on certain criteria. In this study will be known the best boarding house based on four assessment criteria, price, facility, location, and room area. This research was conducted in Mathematics Department, Udayana University, using the combination of Fuzzy Analytic Hierarchy Process (FAHP) and Simple Additive Weighting (SAW) method. Sample in this study amounted to 118 respondents, with purposive sampling was the sampling technique. FAHP method is used to obtain the weight of each criterion, with the use of triangular fuzzy numbers for pairwise comparison scale of FAHP, and the use of the extent analysis method for the synthetic extent value of the pairwise comparison. SAW method is used for the ranking process of 75 boarding houses alternative. The result showed that the weight of each criterion being 32% (price), 23% (facility), 40% (location), and 5% (room area), obtained A46 as the best boarding houses with a percentage gain value of 71%.
{"title":"PENERAPAN FUZZY MULTIPLE ATTRIBUTE DECISION MAKING DALAM PEMILIHAN TEMPAT INDEKOS","authors":"I. Wijaya, G. Gandhiadi, L. Harini","doi":"10.24843/mtk.2022.v11.i01.p357","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i01.p357","url":null,"abstract":"Boarding house is an alternative choice for students to fulfill their need for a place to live. The variety of boarding houses, along with their respective advantages and disadvantages, becomes a challenge for students in determining the boarding house that suits their desires and needs. An in-depth evaluation is needed by comparing boarding houses based on certain criteria. In this study will be known the best boarding house based on four assessment criteria, price, facility, location, and room area. This research was conducted in Mathematics Department, Udayana University, using the combination of Fuzzy Analytic Hierarchy Process (FAHP) and Simple Additive Weighting (SAW) method. Sample in this study amounted to 118 respondents, with purposive sampling was the sampling technique. FAHP method is used to obtain the weight of each criterion, with the use of triangular fuzzy numbers for pairwise comparison scale of FAHP, and the use of the extent analysis method for the synthetic extent value of the pairwise comparison. SAW method is used for the ranking process of 75 boarding houses alternative. The result showed that the weight of each criterion being 32% (price), 23% (facility), 40% (location), and 5% (room area), obtained A46 as the best boarding houses with a percentage gain value of 71%.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42802340","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}
In this study discusses about the solve of improper integral uses ordinary step and the solve uses residu theorem. For the ordinary step is used the concept of integral and substitution integral, and the for the residu theorem is used the concept of a series from complex functions in complex areas. this study purpose for apply the residue theorem to improper integral of the real function. And know the proportion to calculate the integral value using the residue theorem and the ordinary steps, and applying the residu theorem in calculating improper integral of the real function that can't be done using the ordinary steps. Using concepts or approaches of complex function series thus produced the formula to calculate the improper integral of the real function. And the result of this study is that calculating unnatural integrals is easier and faster using the residue theorem than using the ordinary step. Not all the integral to the real function can be calculated using the ordinary steps therefore it can be used the residu theorem formula as an alternative.
{"title":"TEOREMA RESIDU DAN APLIKASINYA DALAM INTEGRAL TAK WAJAR","authors":"MOH. Atkurrahman, Muniar Zulfitni, Diyah Ayu Rizki Pradita","doi":"10.24843/mtk.2022.v11.i01.p352","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i01.p352","url":null,"abstract":"In this study discusses about the solve of improper integral uses ordinary step and the solve uses residu theorem. For the ordinary step is used the concept of integral and substitution integral, and the for the residu theorem is used the concept of a series from complex functions in complex areas. this study purpose for apply the residue theorem to improper integral of the real function. And know the proportion to calculate the integral value using the residue theorem and the ordinary steps, and applying the residu theorem in calculating improper integral of the real function that can't be done using the ordinary steps. Using concepts or approaches of complex function series thus produced the formula to calculate the improper integral of the real function. And the result of this study is that calculating unnatural integrals is easier and faster using the residue theorem than using the ordinary step. Not all the integral to the real function can be calculated using the ordinary steps therefore it can be used the residu theorem formula as an alternative.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43567054","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}
Pub Date : 2022-01-31DOI: 10.24843/mtk.2022.v11.i01.p355
Rizka Aulia Novalinda, I. N. Widana, Ketut Jayanegara
Joint life insurance is a single policy that covers two lives. The benefit is paid out when the first person dies. Insurance companies need to calculate and assign premiums and a policy value in order to know. the expected value of the future loss. The study used the quantitative data of mortality for men and women obtained from the Indonesian Mortality Table (TMI) 2011. Data analysis techniques use the New Jersey method of prospects and a legal approach of mortality that is De Moivre’s law. The purpose of this study is to determine policy value on joint life insurance that applies to De Moivre's laws and compare policy value on joint life insurance that applies De Moivre's laws and without the application of De Moivre's laws. Research shows that joint life insurance policy value with New Jersey methods of prospective and application of De Moivre's law always come into value smaller than those without an application of De Moivre's law, but at the end of period both are worth the same according to the value of their benefits.
{"title":"PENERAPAN HUKUM DE MOIVRE PADA PENENTUAN NILAI CADANGAN PREMI ASURANSI JIWA JOINT LIFE","authors":"Rizka Aulia Novalinda, I. N. Widana, Ketut Jayanegara","doi":"10.24843/mtk.2022.v11.i01.p355","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i01.p355","url":null,"abstract":"Joint life insurance is a single policy that covers two lives. The benefit is paid out when the first person dies. Insurance companies need to calculate and assign premiums and a policy value in order to know. the expected value of the future loss. The study used the quantitative data of mortality for men and women obtained from the Indonesian Mortality Table (TMI) 2011. Data analysis techniques use the New Jersey method of prospects and a legal approach of mortality that is De Moivre’s law. The purpose of this study is to determine policy value on joint life insurance that applies to De Moivre's laws and compare policy value on joint life insurance that applies De Moivre's laws and without the application of De Moivre's laws. Research shows that joint life insurance policy value with New Jersey methods of prospective and application of De Moivre's law always come into value smaller than those without an application of De Moivre's law, but at the end of period both are worth the same according to the value of their benefits.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47036565","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}
Pub Date : 2022-01-31DOI: 10.24843/mtk.2022.v11.i01.p363
F. Y. Ishak
In this paper we study the existence and uniqueness solution for a first kind fractional Volterra boundary value problem involving Hadamard type and three-point boundary conditions. Our analysis is based on Krasnoselskii-Zabreiko’s fixed point theorem and Banach contraction principle. As an application we discuss a Hadamard type boundary value problem with fractional integral boundary conditions. We emphasize that our results are new in the context of Hadamard fractional calculus and are well illustrated with the aid of examples.
{"title":"EXISTENCE AND UNIQUENESS SOLUTION FOR THREE-POINT HADAMARD-TYPE FRACTIONAL VOLTERRA BVP","authors":"F. Y. Ishak","doi":"10.24843/mtk.2022.v11.i01.p363","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i01.p363","url":null,"abstract":"In this paper we study the existence and uniqueness solution for a first kind fractional Volterra boundary value problem involving Hadamard type and three-point boundary conditions. Our analysis is based on Krasnoselskii-Zabreiko’s fixed point theorem and Banach contraction principle. As an application we discuss a Hadamard type boundary value problem with fractional integral boundary conditions. We emphasize that our results are new in the context of Hadamard fractional calculus and are well illustrated with the aid of examples.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41520834","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}
Pub Date : 2022-01-31DOI: 10.24843/mtk.2022.v11.i01.p362
N. Fitriyani, I. Budiantara
Regression analysis is one of the statistical analyses used to estimate the relationship between the predictor and the response variable. Data are given in pairs, and the relationship between the predictor and the response variable was assumed to follow a nonparametric regression model. This model is flexible in estimating the curve when a typical data pattern does not follow a specific pattern. The nonparametric regression curve was approached by using the truncated spline function with several knots. The truncated spline estimator in nonparametric regression is linear in the observation. It is highly dependent on the knot points. The regression model's random error is assumed to have an independent normal distribution with zero mean and equal variance. The truncated spline's curve estimate was obtained by minimizing the error model through the least squared optimization method. The nonparametric regression truncated spline's estimator properties are linear, unbiased, and if the error is normally distributed, the estimator is normally distributed.
{"title":"CURVE ESTIMATION AND ESTIMATOR PROPERTIES OF THE NONPARAMETRIC REGRESSION TRUNCATED SPLINE WITH A MATRIX APPROACH","authors":"N. Fitriyani, I. Budiantara","doi":"10.24843/mtk.2022.v11.i01.p362","DOIUrl":"https://doi.org/10.24843/mtk.2022.v11.i01.p362","url":null,"abstract":"Regression analysis is one of the statistical analyses used to estimate the relationship between the predictor and the response variable. Data are given in pairs, and the relationship between the predictor and the response variable was assumed to follow a nonparametric regression model. This model is flexible in estimating the curve when a typical data pattern does not follow a specific pattern. The nonparametric regression curve was approached by using the truncated spline function with several knots. The truncated spline estimator in nonparametric regression is linear in the observation. It is highly dependent on the knot points. The regression model's random error is assumed to have an independent normal distribution with zero mean and equal variance. The truncated spline's curve estimate was obtained by minimizing the error model through the least squared optimization method. The nonparametric regression truncated spline's estimator properties are linear, unbiased, and if the error is normally distributed, the estimator is normally distributed.","PeriodicalId":11600,"journal":{"name":"E-Jurnal Matematika","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44149363","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}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：