bluuebunny/crossref_metadata_2025_split huggingface dataset:
Early detection of Indonesian financial crisis using combination of volatility and Markov switching models based on indicators of real exchange rate and M2/foreign exchange reserves
Authors: Nafisah N , Sugiyanto  , Pratiwi H 
Published: June 2020

Abstract
The financial crisis that occurred in the middle of 1997 and 2008 had a significant impact on the economy of Indonesia. To minimize the impact of the crisis, an early detection system that can detect some signs of a financial crisis is needed so that the relevant departments can apply some appropriate policies. The crisis occurred due to several macroeconomic indicators which reached very high fluctuation and changing condition. The combination of volatility and Markov switching models could explain the crisis. The indicators of the real exchange rate and M2/foreign exchange reserves from January 1990 to June 2018 were used to build such combined model. The results showed that the best model of real exchange rate and M2/foreign exchange reserves are MS GARCH (2,1,1). Real exchange rate indicator could explain the crisis in 1997 and 2008 periods, while the M2/foreign exchange reserves indicator could only explain the crisis in 1997. The predicted value of smoothed probability of real exchange rate and M2/foreign exchange reserves indicators showed that by the end of 2019 and early 2020 there will be no signs of a financial crisis in Indonesia.
Financial crisis prediction in Indonesia using combined of volatility and Markov switching models based on real interest rate on deposit and nominal exchange rate indicators
Authors: Rojanah D , Sugiyanto  , Zukhronah E 
Published: June 2020

Abstract
The financial crisis has happened Indonesia 1997 and 2008. The crisis had brought the disadvantages impact on the economy of Indonesia. To anticipate the impact of the crisis, an early detection system that can detect some signs of a financial crisis is needed so that the government as a decision maker in maintain the stability of the economy. The crisis occurred due to hight volatility and structural changes in macroeconomic indicators. One of model that can be used to captured signals crisis is a combination of volatility and Markov switching. Fluctuations can be explained using volatility model, while some changes in conditions are explained through Markov switching. This study uses indicators of the real interest rate on deposit and nominal exchange rate to detect signals crisis in Indonesia. The results showed that the MS-ARCH(2,1) models of the real interest rate on deposit could only explain the crisis that occurred in 1997 and the MS-GARCH(3,1,1) models of nominal exchange rate could explain the crisis that occurred in 1997 and 2008. Based on the predicted value of smoothed probability, it shows that from July 2019 to June 2020, there are no signals of financial crisis in Indonesia.
The application of combined Markov regime switching and volatility model in detecting early financial crisis in Indonesia
Authors: Ratnasari A P , Sugiyanto  , Subanti S 
Published: June 2020

Abstract
The financial crisis had occurred in Indonesia in the middle of 1997 to 1998 which caused the economy of Indonesia was down suddenly. Because the crisis occurred suddenly and even unexpectedly, the Indonesian government was not ready to deal with it. Therefore, the Indonesian government needs a system that can detect crisis signals; so that, such a financial crisis can be avoided. Export and import indicators have high fluctuation and regime-changing during a crisis so that they also can be used to detect crisis signals. The volatility model is able to explain the volatility which included in the indicators, while the Markov regime switching model can explain the regime-changing. Furthermore, a method that can be used to detect a crisis is the combination of Markov regime switching and volatility model. The value of smoothed probability obtained from the combination of those models is able to detect the financial crisis in Indonesia. The results show that export and import indicators can be modelled successively using MRS-GARCH (2,1,1) and MRS-ARCH (2,1). The results obtained from the prediction of those two models show that there is no financial crisis signal in Indonesia for a year later.
The prediction of financial crisis in Indonesia based on the smoothed probability value from the combination of volatility and Markov switching models
Authors: Pratiwi S D , Sugiyanto  , Pratiwi H 
Published: June 2020

Abstract
Indonesia is a country that applies an open economic system. The application of an open economic system can lead to the transmission of crises from other countries, for example the major financial crisis that experienced by Indonesia in 1997 and 2008. The financial crisis caused disruption to the economy stability of the country itself, so it is necessary to predict the financial crisis with the aim to protect economy stability. The indicators used in this research are the Indonesia Composite Index (ICI) and foreign exchange reserves. The method used is a combination of volatility and Markov switching models, namely the MS-ARCH(2,1) for ICI indicator and MS-GARCH(2,1,1) for foreign exchange reserves indicator. The result showed that based on the smoothed probability value of the combination of those two models, the ICI indicator could explain the crisis that occurred in 1997 and 2008, while the foreign exchange reserves indicator could only explain the crisis that occurred in 1997. In addition, the results of financial crisis prediction in Indonesia show that Indonesia will not experience a financial crisis for the next year. However, if the ICI and foreign exchange reserves indicators decrease by at least 32%, a crisis can occur.
Application of GSTAR kriging model in forecasting and mapping coffee berry borer attack in Probolinggo district
Authors: Pramoedyo H , Ashari A , Fadliana A 
Published: June 2020

Abstract
Generalized Space Time Autoregressive (GSTAR) is one of multivariate time series modeling that considers aspects of location with heterogeneous location characteristics. The GSTAR model normally can only be used in forecasting an event in the future at the observed locations. The problem that often occurs in some cases is that there are locations to be modeled that do not have sufficient or incomplete data as data in other locations. For this reason, several alternatives can be done, and one of them is by combining the GSTAR model with the kriging interpolation technique. This modeling is known as GSTAR Kriging modeling. In this research, GSTAR Kriging modeling is applied in predicting and mapping coffee berry borer attacks in Probolinggo District. The model parameters are estimated using the GLS method in the SUR equation system. Forecasting results indicate that the GSTAR Kriging model has a high forecasting accuracy and is not much different from the GSTAR model. Meanwhile, based on the forecasting map, it can be seen that the peak of coffee berry borer attack is predicted to occur in July 2019 with the attack center located in Tiris Sub-district.
Initial soil properties of the restored degraded area under different vegetation cover in UB Forest, East Java, Indonesia
Authors: Yusuf M , Fernandes A A R , Kurniawan S , Arisoesilaningsih E 
Published: June 2020

Abstract
Forest ecosystem degradation due to conversion into agricultural land is increasingly widespread in tropics. This study aimed to determine the initial properties of forest soils in some restoration areas under different vegetation cover. The restoration sites were divided into three areas, namely intensive agricultural land (PI), abandoned coffee plantation (KTT), and remnant protected forest (HLS). In each restoration area, soil samples were taken at top 20 cm depth of soil from five sampling points with three replications. As a comparison, soils were also sampled from the reference sites (RS). Soil samples were then analyzed for some soil properties in the laboratory such as soil physical properties (soil aggregate, bulk density, soil moisture), soil chemical properties (organic matter, pH, electrical conductivity), and soil biological properties (soil bacteria). Results showed that soil physical and chemical properties measured in restoration areas were significantly different from RS (p<0.05). Soil physics properties among three restoration areas were not statistically different (p>0.05), but the soil chemical properties were statistically different. This soil chemical difference was presumably caused by spatial variation and vegetation cover. The diversity of soil bacteria in all studied areas was not statistically different (p<0.05) even though the environmental conditions in each area were different. Among soil properties showed interactions that affected each other based on multivariate data analysis. Forest conversion into agricultural land use had a negative impact on soil properties and tends to decrease soil quality and health.
Combination of extraction features based on texture and colour feature for beef and pork classification
Authors: Priyatno A M , Putra F M , Cholidhazia P , Ningsih L 
Published: June 2020

Abstract
Behaviour of traders mixing beef and pork is very detrimental to consumers, especially followers of Islam because it is related to legal or forbidden food. So, consumers must be protected from these rogue traders. However, differentiating beef and pork is not easy for ordinary people, especially if you only see from one information that is the colour or texture. In this paper, we proposed a new combination of extraction features based on texture and colour features for the classification of beef and pork. The feature of the texture is to see the local information optimally by using a local optimal-oriented pattern (LOOP) so that it can provide better texture information. The colour features that will be used are hue, saturation, and value (HSV). Texture and colour features are combined into one, so that more enrich the information used. The combination of optimal local-oriented pattern features and hue saturation value gives increased accuracy for the classification of pork and beef. The results of tests that have been done show that the success rate of calcification by using a combination of features has increased. accuracy obtained is equal to 99.16 percent, recall 100 percent and precision 98.36 percent. this shows that by utilizing the colour features and texture features can provide improved classification due to increased information that can be used to do the classification.
Integration of photosystem I and photosystem II from tylakoid membrane of spirulina sp. for DSSC natural dye pigments
Authors: Kusuma D Y , Hidayah Q , Izziyah A N , Purnama B 
Published: June 2020

Abstract
Conversion of sunlight to electron within pigment-protein complex of Photosistem I (PS I) and Photosystem II (PS II) in kloroplast's tylakoid membrane is the hearth of photosynthesis process. This process is very efficient with nearly 100% quantum efficiency. In this paper, we demonstrate the integration of PS I and PS II pigment-protein complex extracted from spirulina sp, as the natural dye for DSSC structure. The PS I and PS II was obtained by ultrasonic cell rupture followed by staggered sequential centrifugation at various g-force level to separate the tylakoid protein complex from other cell components. Contrary to typical DSSC using inorganic dyes which requires elaborate surface treatment, expensive, and employing hazardous dyes, the devices described here are straightforward and inexpensive to fabricate. The device also perform well on photovoltaic activity yielding open circuit voltage of 0.20 V, short-circuit current density of 7.60 μA, and fill factor of 35% at 1 mW/cm2 incandescence lamp illumination.
Response of seed germination and seedling growth of Physalis accession from East Java
Authors: Mastuti R , Waluyo B , Batoro J 
Published: June 2020

Abstract
Environmental conditions significantly affects response of seed germination. This study aims to determine ex vitro and in vitro seed germination capacity and seedling growth of accession of Physalis sp derived from East Java including Madura Island. Ex vitro germination was carried out in mixed soil media: compost: husk charcoal while in vitro germination was carried out in agar-solidified medium. Ex vitro germinated seeds are generally able to produce 80-100% seedling in all accessions. Accessions from Madura Island have a better growth response compared to accessions from East part of Java Island. Although in vitro germination response was lower, the four accessions from the island of Madura namely A1 (Sumenep), A2 (Sampang), A4 (Sampang) and A5 (Pamekasan) have been able to produce regeneration and multiplication of shoots in vitro. The potential for in vitro growth in Physalis accessions needs to be developed to supply germplasm as a source of natural products in a controlled environment.
Designing video profile fashion program Malang State University using adobe premiere
Authors: Aini N , Hidayati N , Rahayu S E P 
Published: June 2020

Abstract
This research aims to make a video profile of Fashion Program in Malang state university. Whereas for a Program it must have a video profile, especially in digital era, it is necessary to make a video profile of the Fashion Program that serves as a very effective means of promotion to the public or others. In this research use Adobe Premiere CC 2019 and Adobe Photoshop CS6 software, so as to create an attractive video profile display. The research method divided into 3 stages, namely pre-production, production, and post-production. The results of the expert validation test, the video profile of Fashion Program was declared very feasible. Some suggestions given by experts, improvements were made, so as to create a video profile that was ready to be used as a promotional tool for Fashion Programs in Malang State University.
E-commerce implementation in supporting business services strategy (case study at petshop gifaro evidence)
Authors: Purba J T , Hery  , Widjaja A E 
Published: June 2020

Abstract
The aim of this paper is introduced the importance of information technology for all petshop business units. Givaro Petshop is a business to provides products for the needs of pet supplies and pet care services. Recently the Givaro Petshop still managed product inventory manually. To improve the business, Givaro Petshop need an e-commerce website that can improve the effectiveness of business processes.The development of the Givaro Petshop e-commerce website uses Systems Development Life Cycle (SDLC) with the Rapid Application Development Prototyping methodology. The results of this study are an e-commerce website that can be used to record inventory of products owned, record sales transactions, receive orders for animal care services, manage various reports needed and provide information to the general public.
Solid state organic photovoltaic devices using spirulina sp thylakoid membrane films as active material
Authors: Hidayah Q , Kusuma D Y , Aji O R , Izziyah A N , Purnama B 
Published: June 2020

Abstract
Efficient light-to-energy conversion in Photosynthetis proceeds with quantum efficiency near unity. However, solar cell devices which incorporates chlorophyll such as DSSC generally requires elaborate fabrication process and complex device structure with liquid electrolyte. In this work, a solid state organic solar cell device is presented. The device employs simple structure of ITO/Thylakoid membrane/Al layer in a solid state structure without require liquid electrolyte. As the active materials, Thylakoid membrane layer contains the whole photosynthetic pigment-protein complexes including Photosystem I and Photosystem II. Preliminary characterization of the solid state organic photovoltaic devices exhibits modest ISC of 0.44 μA, VOC of 0.17 V, and Fill Factor of 0.250 when illuminated under the 1 mW/cm2 incandescent radiation power. Plot of (αhv)2 against the (hv) for tyakoid membrane active materials reveals major optical band-gap values of 4.0–4.1 eV which corresponds to the absorbtion from the PS I and PS II light harvesting complexes. This encouraging result implies that incorporating the whole photosynthetic pigment-protein complex can enhance the performance of organic solar cell significantly.
An Analysis of the utilization of Gamal Plant (Gliricidia sepium) as a shade for coffee plants
Authors: Khusnul K , Suratno  , Prihatin J , Sudarti  
Published: June 2020

Abstract
Indonesia is the largest coffee exporter in the world, which is in the fourth position after Brazil, Vietnam and Colombia. However, the productivity of coffee produced from year to year tends to decrease and not optimal. This happens because of many factors, one of which is the type of shade plants used. Inappropriate shade plants affect the growth and productivity of coffee plants. The purpose of this research was to analyze the utilization of Gamal plant (Gliricidia sepium) as a shade for coffee plants. The respondents of this research were 35 coffee farmers in Jember and Banyuwangi regencies. The research variables measured included the types of coffee shade plants, reasons for using shade plants and farmers' knowledge about Gamal plant as a shade for coffee plants. The data collection was carried out using survey, interview and questionnaire. The data collection was done directly with the primary source. The results of this research informed that the shade plants used by coffee farmers were varied, such as banana, lamtoro, coconut tree, Gamal, avocado and sengon trees. Most of the coffee farmers used bananas by 86%, avocados by 65%, and wood by 46% as a shade. They chose the plants because they were easier to maintain, cheap seeds and produced fruit and woods which could be sold. Based on the literature, the most effective shade plants for coffee plants were Gamal plants. However, Gamal plant (Gliricidia sepium) is still not widely used by coffee farmers because the seeds are too expensive and it does not produce fruit that can be sold. The conclusion of this research was that most of the coffee farmers were still unaware and did not use Gamal as a shade plants.
An analysis of innovation on the utilization of cascara by coffee farmers
Authors: Komaria N , Suratno  , Prihatin J , Sudarti  
Published: June 2020

Abstract
The process of coffee production yields a lot of waste. Based on the observation, there was no innovation in the use of cascara to have high economic value, some amount of abundant cascara is used by the farmers as cattle feed and the rest is sold. The aim of this research was to analyze the level of innovation in cascara utilization by the coffee farmers. The variables of this research were the type of innovation used by the cascara community and the analysis of the economic value that has been obtained. The methods used were survey, interview, and questionnaire. The respondents of this study consisted of 26 coffee farmers in Jember regency. The results showed that the farmers who used cascara as fertilizer were 3.9%, cattle feed by 7.7%, used cascara tea of 3.9%, sold cascara by 65.3% and disposed it as much 19.2%. Based on the economic value, the use of cascara which has the lowest value is disposed it while the higher one is sold it, use it as cattle feed, fertilizer and cascara tea. Education for farmers is needed to make cascara benefits well in producing innovative and environmentally friendly products.
H-Infnitiy for world crude oil price estimation
Authors: Anshori M Y , Herlambang T , Karya D F , Rahmalia D , Inawati P A 
Published: June 2020

Abstract
In international or globalised trading, commodity trading does not only depend on the commodity, but also the role that companies have in commodity production and distribution. One step made by oil companies clearly determine the world oil prices associated with oil deposits (inventory) and drilling. The strategy they adopt in production will also be have strong effects on the world oil price trends. To observe the fluctuation of the world oil prices, an effort shall be made by estimating the world crude oil prices so that entrepreneurs can predict when the world oil prices fall or rise and determine policies in the production and use of oil. This study was to aplly method of the world crude oil price estimation, namely H-Infinity to determine the right decision the oil entrepreneurs shall make regarding the world crude oil. The simulation results showed that the application the H-Infinity method had an accuracy of around 97-98%.
Prediction of Indonesian financial crisis using Markov regime switching autoregressive conditional heteroscedasticity models based on bank deposits and lending/deposit interest rate indicators
Authors: Maulana A , Sugiyanto  , Slamet I 
Published: June 2020

Abstract
The financial crisis that occurred in middle of 1997 made Indonesia to become one of the countries which had the worst and the longest affected in term of its rate of recovery. This event made us aware of the importance of creating an early warning system for the financial crisis. The crisis occurred due to several macroeconomic indicators experiencing very high fluctuation and changes in the structure of the condition (regime). The combination of volatility and Markov regime switching models is a type of model that can explain the fluctuation and changes in such condition. The indicators of bank deposit and lending/deposit interest rate in January 1990 to June 2019 were used to construct the combined model. The results of this research showed that the MRS-ARCH(2,1) model for the bank deposit and lending/deposit interest rate indicators can explain the conditions of the financial crisis that occurred. The predicted value of the MRS-ARCH(2,1) model shows that from July 2019 to June 2020 there were no signs of a financial crisis in Indonesia.
Early detection models of currency crises in Indonesia based on inflation and interest rates indicators
Authors: Amri I F , Chamidah N , Sugiyanto  
Published: June 2020

Abstract
The global crisis that occurred in the middle of 1997 showed that the financial crisis had a huge impact on the Indonesian economy. The crisis happened because of several macroeconomic indicators experienced very high fluctuations that were followed by regime changes. The combination of the Markov regime-switching and volatility models are very suitable to explain high fluctuations and regime changes. The inflation and the interest rates indicators, it was obtained that the best model of those indicators was MRS-AR (2,1) and MRS-GARCH (2,2,0), respectively. The MRS-AR (2,1) model can capture crises from August 1997 to December 1998, while the MRS-GARCH (2,2,0) model can capture crises from January to December 1998. The smoothed probability prediction values of the two models, it could be concluded that Indonesia did not experience a currency crisis in 2019.
Mathematical modelling of two layer shallow water flow with incline and uneven bottom
Authors: Lina I R , Habibah U , Kusumawinahyu W M 
Published: June 2020

Abstract
This study aims to construct mathematical model of two layer shallow water flow based on physical phenomenon. The proposed model is with attention to incline and uneven bottom, usually is chosen as function of space b(x). The result is the governing equation of each layer consist of mass continuity and momentum equations. The layers of the model are determined by the density of the fluid. The first layer is water exposed to sunshine which the temperature is higher than the second layer. The difference of density between the first and the second layer results the difference of gravity force which in the second layer we use reduced gravity force (gravity force decreases due to density ratio).