Dedy Dwi Prastyo

About Dedy Dwi Prastyo

Dedy Dwi Prastyo, With an exceptional h-index of 18 and a recent h-index of 17 (since 2020), a distinguished researcher at Institut Teknologi Sepuluh Nopember, specializes in the field of Applied Statistics, Machine Learning, Time Series Forecasting, Financial Econometrics, Data Science.

His recent articles reflect a diverse array of research interests and contributions to the field:

Machine Learning Modeling on Mixed-frequency Data for Financial Growth at Risk

Small area estimation of poverty severity index for Kecamatan (sub-district) in Surabaya city in 2020 using empirical best linear unbiased prediction method

Modeling and Forecasting Return Volatilities of Inter-Capital Market Indices using GARCH-Fractional Cointegration Model Variation

Performance of T2-based PCA mix control chart with KDE control limit for monitoring variable and attribute characteristics

Spatial Vector Autoregressive with Metric Exogenous Variable (SpVARX) for Inflation and Outflow Forecasting

A Comprehensive Analysis of Neutrosophic Bonferroni Mean Operator

Data forecasting performance evaluation of threshold spatial vector autoregressive with exogenous variables

State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export

Dedy Dwi Prastyo Information

University

Position

Department of Statistics

Citations(all)

1605

Citations(since 2020)

1400

Cited By

400

hIndex(all)

18

hIndex(since 2020)

17

i10Index(all)

38

i10Index(since 2020)

34

Email

University Profile Page

Google Scholar

Dedy Dwi Prastyo Skills & Research Interests

Applied Statistics

Machine Learning

Time Series Forecasting

Financial Econometrics

Data Science

Top articles of Dedy Dwi Prastyo

Title

Journal

Author(s)

Publication Date

Machine Learning Modeling on Mixed-frequency Data for Financial Growth at Risk

Procedia Computer Science

Wisnowan Hendy Saputra

Dedy Dwi Prastyo

Heri Kuswanto

2024/1/1

Small area estimation of poverty severity index for Kecamatan (sub-district) in Surabaya city in 2020 using empirical best linear unbiased prediction method

AIP Conference Proceedings

Nailatul Muna

Agnes Tuti Rumiati

Dedy Dwi Prastyo

2024/4/9

Modeling and Forecasting Return Volatilities of Inter-Capital Market Indices using GARCH-Fractional Cointegration Model Variation

Procedia Computer Science

Magdalena Effendi

Dedy Dwi Prastyo

Muhammad Sjahid Akbar

2024/1/1

Performance of T2-based PCA mix control chart with KDE control limit for monitoring variable and attribute characteristics

Scientific Reports

Muhammad Ahsan

Muhammad Mashuri

Dedy Dwi Prastyo

Muhammad Hisyam Lee

2024/3/28

Spatial Vector Autoregressive with Metric Exogenous Variable (SpVARX) for Inflation and Outflow Forecasting

Procedia Computer Science

Gama Putra Danu Sohibien

Dedy Dwi Prastyo

2024/1/1

A Comprehensive Analysis of Neutrosophic Bonferroni Mean Operator

Neutrosophic Sets and Systems

A Kanchana

D Nagarajan

S Broumi

Dedy Dwi Prastyo

2024/2/18

Data forecasting performance evaluation of threshold spatial vector autoregressive with exogenous variables

International Journal of Data and Network Science

G Sohibien

S Setiawa

D Prastyo

2024

State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export

Forecasting

Yoga Sasmita

Heri Kuswanto

Dedy Dwi Prastyo

2024/2/12

Modeling Earthquake Catalog in Sumatra by Space–Time Epidemic-Type Aftershock Sequences Model: Combining Davidon–Fletcher–Powell and Stochastic Declustering Algorithms

Christopher Andreas

Achmad Choiruddin

Dedy Dwi Prastyo

2024/4/27

Modeling the Volatility of World Energy Commodity Prices Using the GARCH-Fractional Cointegration Model

Procedia Computer Science

Prajna Pramita Izati

Dedy Dwi Prastyo

Muhammad Sjahid Akbar

2024/1/1

The Impact of Clustering-Based Sequential Multivariate Outliers Detection in Handling Missing Values

Mety Agustini

Kartika Fithriasari

Dedy Dwi Prastyo

2024/4/27

Performance evaluation of Bootstrap-Linear recurrent formula and Bootstrap-Vector singular spectrum analysis in the presence of structural break

AIP Conference Proceedings

Yoga Sasmita

Heri Kuswanto

Dedy D Prastyo

Bambang W Otok

2023/3/17

Rare Event Classification Based on Binary Generalized Extreme Value-Additive Models

Prilyandari Dina Saputri

Dedy Dwi Prastyo

Pratnya Paramitha Oktaviana

Ulil Azmi

Galuh Oktavia Siswono

2023/11/10

Nowcasting of daily consumer price index using time series regression and support vector regression

AIP Conference Proceedings

Santi Dewi Rahayu

Dedy Dwi Prastyo

Setiawan Setiawan

2023/1/27

Experimental Seakeeping and Uncertainty Analysis of Benchmark Ship Model in Regular Head and Beam Waves

NAŠE MORE: znanstveni časopis za more i pomorstvo

Nandiko Rizal

Dian Purnama Sari

Beny Cahyono

Dedy Dwi Prastyo

Baharuddin Ali

...

2023/1/27

Assessment and Prediction of Hydrometeorological Drought in Corong River Basin, Indonesia

Aceh International Journal of Science and Technology

Nur Azizah Affandy

Nadjadji Anwar

Mahendra Andiek Maulana

Dedy Dwi Prastyo

Zulkifli Yusop

...

2023/11/7

Clustering Stock Prices of Industrial and Consumer Sector Companies in Indonesia Using Fuzzy C-Means and Fuzzy C-Medoids Involving ACF and PACF

Muhammad Adlansyah Muda

Dedy Dwi Prastyo

Muhammad Sjahid Akbar

2023/1/24

Estimation of value at risk with ARMAX and GARCHX variation during COVID-19 pandemic period (Case study: IDX30 stock data in banking sub-sector on Indonesia stock exchange)

AIP Conference Proceedings

Rizky Nanda Noverianto

Agus Suharsono

Dedy Dwi Prastyo

2023/1/27

Forecasting meteorological drought through SPEI with SARIMA model

AIP Conference Proceedings

Nur Azizah Affandy

Nadjadji Anwar

Mahendra Andiek Maulana

Dedy Dwi Prastyo

Andang Kurniawan

...

2023/10/5

Modelling causality between agricultural and meteorological drought indices in the Corong River basin, East Java Indonesia

Journal of Water and Land Development

Nur A Affandy

Data Iranata

Nadjadji Anwar

Mahendra A Maulana

Dedy D Prastyo

...

2023

See List of Professors in Dedy Dwi Prastyo University(Institut Teknologi Sepuluh Nopember)

Co-Authors

academic-engine