Deteksi Fraud Menggunakan Metode Model Markov Tersembunyi Pada Proses Bisnis

Andrean Hutama Koosasi, Riyanarto Sarno, Abdul Munif
Submission Date: 2017-01-25 15:17:34
Accepted Date: 2017-03-17 10:12:41

Abstract


Model Markov Tersembunyi merupakan sebuah metode statistik berdasarkan Model Markov sederhana yang memodelkan sistem serta membaginya dalam 2 (dua) state, state tersembunyi dan state observasi. Dalam pengerjaan tugas akhir ini, penulis mengusulkan penggunaan metode Model Markov Tersembunyi untuk menemukan fraud didalam sebuah pelaksanaan proses bisnis. Dengan penggunaan metode Model Markov Tersembunyi ini, maka pengamatan terhadap elemen penyusun sebuah kasus/kejadian, yakni beberapa aktivitas, akan diperoleh sebuah nilai peluang, yang sekaligus memberikan prediksi terhadap kasus/kejadian tersebut, sebuah fraud atau tidak. Hasil ekpserimen ini menunjukkan bahwa metode yang diusulkan mampu memberikan prediksi akhir dengan evaluasi TPR sebesar 87,5% dan TNR sebesar 99,4%.

Keywords


Fraud; Model Markov Tersembunyi; Proses Bisnis; Probabilitas; SOP

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