Judul: Regresi Komponen Utama dengan Pemodelan Sisaan ARCH/GARCH
Abstrak: Suhu merupakan salah satu unsur cuaca yang sangat penting karena dapat memberikan informasi mengenai pola curah hujan dan fenomena iklim ekstrim seperti El Nino dan La Nina. Badan Meteorologi Klimatologi dan Geofisika (BMKG) telah melakukan pemodelan suhu maksimum. Pemodelan yang dilakukan menggunakan Regresi Komponen Utama (RKU) menghasilkan koefisien korelasi (r) sebesar 0.243 dan Root Mean Square Error of Prediction (RMSEP) 1.385. Namun, model ini menghasilkan sisaan yang saling berkorelasi dan ragam sisaan yang tidak homogen. Model deret waktu ARMA dapat mengatasi korelasi antar sisaan, dan Autoregressive Conditional Heteroscedasticity (ARCH) atau Generalized Autoregressive Conditional Heteroscedasticity (GARCH) merupakan model yang dibentuk untuk menangani masalah ketidakhomogenan ragam. Pemodelan ARMA dan ARCH/GARCH digunakan untuk mengatasi kedua masalah tersebut. Tujuan penelititan ini adalah memodelkan suhu maksimum menggunakan regresi komponen utama dengan pemodelan sisaan ARCH/GARCH. Hasil menunjukkan bahwa model GARCH (2,1) merupakan model ragam terbaik dengan model rataan ARMA (1,1) yang memberikan nilai korelasi dan RMSEP yang sama dengan model RKU yang dilakukan oleh BMKG, tetapi model regresi komponen utama dengan pemodelan sisaan ARCH/GARCH terbukti mampu mengatasi masalah korelasi antar sisaan dan ketidakhomogenan ragam sisaan.
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Judul: Penggunaan ARCH/GARCH dalam Penanganan Heteroskedastisitas Ragam Sisaan (Studi Kasus: Curah Hujan Bulanan Stasiun Kalijati)
Abstrak: Rainfall data collected by BMKG are classified as time series data because the data is observed in the same time interval. Some problems such as serial correlation, nonstationarity in variance and mean of the data, and heteroscedasticity in the residual of the ARIMA model are frequently found particularly in the fluctuated rainfall data. The nonstationarity of variance can cause variance heteroscedasticity in ARIMA model, therefore a more sufficient ARCH/GARCH model is needed to overcome this problem. The variance of the monthly rainfall data in Kalijati Station from 1991 to 2012 was not stationary. Therefore this study used ARCH/GARCH method to handle heteroscedasticity problem which was found in ARIMA model of the rainfall data. Modeling the residual variance using ARCH/GARCH method obtained a smaller MAD value than ARIMA modeling. ARIMA (0,1,1) x (0,1,1)12 – GARCH (1,1) was the best simultaneous model which did not contain heteroscedasticity in the residual variance. The ARIMA (0,1,1) x (0,1,1)12 – GARCH (1,1) model forecasted that the monthly rainfall average in 2013 year was 279 mm with the highest monthly rainfall occuring on January 2013, which was 454 mm.
Keyword: GARCH, ARIMA, ARCH

Judul: Kolonisasi dan proliferasi sel testikular ikan nila putih yang ditransplantasikan ke ikan nila hitam triploid
Abstrak: The technology of fish testicular cells transplantation had been established to create a surrogate broodstock. This technology can also be utilized to generate YY-progenies that are useful to produce all-male fish. In this study, as a first step towards all-male tilapia production, white Nile tilapia testicular cells was transplanted into peritoneal cavity of triploid black tilapia larvae. A specific primer was designed to identify colonization and proliferation of transplanted cells in recipient fish using PCR method. Analysis of gonadosomatic index (GSI) was also performed to determine the transplanted cells proliferation in recipient gonad. The result of PCR analysis showed a specific DNA amplification product in the gonad of transplanted fish. The specific DNA donor was detected on the recipient gonad 90 dpt (days post transplantation) and it was not detected on 30 and 60 dpt. The GSI analysis showed that GSI recipient was increased and relatively similar with diploid non-transplanted Nile tilapia and it was higher than triploid non-transplanted Nile tilapia. These results showed that the donor cell could be colonized and proliferated in triploid black tilapia gonad. Thus, it is likely to obtain a broodstock that is able to produce donor-derived gamete in the near future.
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