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All Journal Jurnal Ilmu Pertanian Indonesia Jurnal Manajemen dan Organisasi FORUM STATISTIKA DAN KOMPUTASI ComEngApp : Computer Engineering and Applications Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi TELKOMNIKA (Telecommunication Computing Electronics and Control) Jurnal Edukasi dan Penelitian Informatika (JEPIN) JUITA : Jurnal Informatika Indonesian Journal of Biotechnology Scientific Journal of Informatics BAREKENG: Jurnal Ilmu Matematika dan Terapan Indonesian Journal of Chemistry JTAM (Jurnal Teori dan Aplikasi Matematika) Jambura Journal of Mathematics ComTech: Computer, Mathematics and Engineering Applications Jurnal Jamu Indonesia Journal of Enterprise and Development (JED) ARRUS Journal of Mathematics and Applied Science Prosiding Seminar Nasional Official Statistics Xplore: Journal of Statistics PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON DATA SCIENCE AND OFFICIAL STATISTICS Scientific Journal of Informatics Indonesian Journal of Jamu Indonesian Journal of Statistics and Its Applications Limits: Journal of Mathematics and Its Applications
Farit Mochamad Afendi
Biopharmaca Research Center, Bogor Agricultural University Department Of Statistic, Faculty Of Mathematics And Natural Sciences, Bogor Agricultural University
Agriculture, Biological Sciences & Forestry Humanities Biochemistry, Genetics & Molecular Biology Chemical Engineering, Chemistry & Bioengineering Chemistry Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Electrical & Electronics Engineering Energy Engineering Health Professions Immunology & microbiology Materials Science & Nanotechnology Mathematics Mechanical Engineering Medicine & Pharmacology Physics Social Sciences Transportation Other

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Penguraian Mekanisme Kerja Jamu Berdasarkan Jejaring Bahan Aktif-Protein Target-Gene Ontology Handayani, Vitri Aprilla; Afendi, Farit Mochamad; Kusuma, Wisnu Ananta
Jurnal Jamu Indonesia Vol. 1 No. 3 (2016): Jurnal Jamu Indonesia
Publisher : Tropical Biopharmaca Research Center, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jji.v1i3.21

Abstract

Jamu merupakan obat tradisional Indonesia. Pada dasarnya obat herbal yang dibuat dari bahan-bahan alami yang diambil dari beberapa bagian dari tanaman obat yang mengandung beberapa zat dan senyawa yang penting dan bermanfaat bagi tubuh. Sejauh ini, khasiat untuk beberapa jenis jamu secara empiris telah terbukti. Dalam peneitian ini, kami bermaksud untuk menguraikan mekanisme kerja jamu menggunakan pendekatan komputasi. Penelitian ini berfokus pada ramuan jamu type 2 diabetesyang terdiri dari empat tanaman, yaitu: jahe, bratawali, sembung, dan pare. Kerangka analisis awal dengan membentuk 3 komponen jejaring yang terdiri dari: (1) bahan aktif tanaman (diperoleh dari Knapsack: 58 senyawa aktif), (2) protein target (diperoeh dari database pubchem: 416 protein target), dan (3) gene ontoogy(diperoeh dari database DAVID: 3104 GO). Selanjutnya, kami menerapkan analisis klaster-klasterdengan menggunakan konsep graf tri-partite. Graf tri-partite digunakan untuk mengelompokkan komponen-komponen penyusun jejaring dari empat tanaman yang disebutkandiatas, sehingga diperoleh system bagian-bagian penyusun ramuan jamu. Hal ini dilakukan untuk mengungkapkan mekanisme kerja jamu. Menggunakan metode fuzzy clustering pada data jejaring, kami memperoleh 15 senyawa aktif yang diduga potensial sebagai antidiabetes berada dalam kelompok berbeda. Pada 15 senyawa aktif memiliki nilai peluang cukup tinggi terbagi dalam kelompok yang berbeda, setiap kelompok terdiri dari pasangan bahan aktif yang memiliki efek sinergis tinggi. Berdasarkan koneksi antara klaster-klasterprotein dan GO-BP, penelitianini memperoleh informasi protein-protein yang menyebabkan T2D dan mekanisme proses biologis yang terkait. T2D bukan hanya disebabkan oleh protein kelainan sekresi insulin (insulin-merendahkan enzim isoform 1) saja, tetapi juga disebabkan oleh protein lain yang terlibat dalam penghambatan insulin di pankreas.
Penguraian Mekanisme Kerja Jamu dengan Menggunakan Analisis Graf Tripartit pada Jejaring Senyawa-Protein-Penyakit Rosyadah, Muchlishah; Afendi, Farit Mochamad; Kusuma, Wisnu Ananta
Jurnal Jamu Indonesia Vol. 2 No. 1 (2017): Jurnal Jamu Indonesia
Publisher : Tropical Biopharmaca Research Center, IPB University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/jji.v2i1.25

Abstract

Jamu adalah obat tradisional di Indonesia. Berbeda dengan konsep one drug-one target pada obat kimia, jamu memiliki konsep multi components-network target. Hal ini disebabkan oleh keterlibatan senyawa aktif di jamu yang menargetkan beberapa protein dalam tubuh manusia.Jaringan yang menghubungkan senyawa aktif dan protein target, serta penyakit yang berhubungan dengan protein target, memberikan dasar yang kuat guna menjelaskan menjelaskan mekanisme kerja jamu secara komputasi.Data yang digunakan berasal dari jamu yang terdiri dari 4 tanaman, yaitu: pare (Momordica charantia), sembung (Blumea balsamifera), bratawali (Tinospora crispa), dan jahe (Zingiber officinale). Setiap tanaman memiliki senyawa aktif dan protein target dari tiap-tiap senyawa. Terdapat 47 senyawa aktif yang diperoleh dari jahe, 4 senyawa aktif dari sembung, 4 senyawa aktif dari pare, dan 3 senyawa aktif dari bratawali. Total ada 58 senyawa aktif yang diperoleh dari empat tanaman. Database PubChem mengidentifikasi bahwa terdapat 3.059 koneksiantara senyawa aktif dan protein tergetnya, dari 3059 koneksi tereduksi menjadi 396 protein yang unik. Selanjutnya, dengan menggunakan database disgenet, PharmGKB, dan Theurapetic Target Database didapatkan 118 sasaran penyakit yang memiliki koneksi terhadap 396 protein yang unik. Jejaring senyawa, protein target, dan penyakit yang telah dianalisis menggunakan analisis graf tripartit menunjukkan bahwa 396 protein unik dari jamu terkait dengan beberapa penyakit, sebagian besar berkaitan dengan penyakit metabolik, penyakit kardiovaskular (jantung), penyakit mata, neoplasma, stomatognatik, penyakit sistem saraf, dan penyakit Saluran pernapasan.
Comparison of Chi-Square Automatic Interaction Detector (CHAID) and Random Forest Methods in the Classification of Household Poverty Status in Central Java: Perbandingan Metode Chi-Square Automatic Interaction Detector (CHAID) dan Random Forest dalam Klasifikasi Status Kemiskinan Rumah Tangga di Jawa Tengah Izzati, Fatkhul; Masjkur, Mohammad; Afendi, Farit Mochamad
Indonesian Journal of Statistics and Applications Vol 8 No 1 (2024)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i1p1-13

Abstract

Central Java was in second position as the province with the highest number of poor people in Indonesia in March 2020. Poverty alleviation efforts have been carried out, but many are still not yet on target. The purpose of this study was to model the classification of household poverty status in Central Java using CHAID and random forest methods and compare the two methods. The data used in this study is data from the 2020 National Socioeconomic Survey (SUSENAS) conducted by the Central Bureau of Statistics (BPS) for Central Java. The number of poor households is much less than non-poor households. Therefore, Synthetic Minority Oversampling Technique (SMOTE) was performed to handle unbalanced data. The random forest method produced better classification performance than the CHAID method with accuracy, sensitivity, specificity, and AUC of 93,95%, 98,43%, 89,92%, and 0,9417, respectively. The important variables that build the random forest model are the floor area of the house, the age of the head of the household, cooking fuel, the place for the final disposal of feces, and ownership of the place to defecate.
Analysis Of Stock Market, Mining Commodity, Exchange Rate, And Energy Sector Stock Index Using Vector Error Correction Model: Analisis Bursa Saham, Komoditas Pertambangan, Kurs, Dan Indeks Saham Sektor Energi Menggunakan Vector Error Correction Model Melati; Silvianti, Pika; Afendi, Farit Mochamad
Indonesian Journal of Statistics and Applications Vol 7 No 1 (2023)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v7i1p44-55

Abstract

Energy Sector is one of the sectors that has a significant impact on the overall economic growth of a country. Economic growth is always linked to energy consumption, as increasing economic development leads to higher energy demand. Therefore, this study aims to analyze the factors influencing the energy sector stock index in Indonesia using Vector Error Correction Model (VECM). The data used include the energy sector stock index, crude oil prices, coal prices, gas prices, Nikkei Index, Shanghai Index, Dow Jones Index, and exchange rates from January 2021 to March 2023. VECM analysis results indicate that in the short term, crude oil prices and coal prices have a significant impact on the energy sector stock index. In the long term, significant factors are coal prices, gas prices, Nikkei Index, and exchange rates. The Impulse Response Function (IRF) analysis reveals that shocks to the energy sector stock index, crude oil prices, and coal prices can increase the energy sector stock index. Conversely, shocks to the Nikkei Index can decrease the energy sector stock index. The Forecast Error Variance Decomposition (FEVD) results demonstrate that the contributions of the energy sector stock index, crude oil prices, coal prices, and gas prices are significant in explaining the behavior of changes in the energy sector stock index.
Study of Spatial Autoregressive Regression With Heteroskedasticity Using the Generalized Method of Moments and Bayesian Approach : Kajian Regresi Spasial Autoregresif dengan Heteroskedastik Menggunakan Generalized Method of Moments dan Pendekatan Bayes Koesnandy H, Abialam; Agus Mohamad Soleh; Farit Mochamad Afendi
Indonesian Journal of Statistics and Applications Vol 8 No 1 (2024)
Publisher : Statistics and Data Science Program Study, SSMI, IPB University, in collaboration with the Forum Pendidikan Tinggi Statistika Indonesia (FORSTAT) and the Ikatan Statistisi Indonesia (ISI)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29244/ijsa.v8i1p58-69

Abstract

Spatial dependence and spatial heteroskedasticity are problems in spatial regression. Spatial autoregressive regression (SAR) concerns only to the dependence on lag. The estimation of SAR parameters containing heteroskedasticity using the maximum likelihood estimation (MLE) method provides biased and inconsistent estimators. The alternative method that can be used are generalized method of moments (GMM) and Bayesian method. GMM uses a combination of linear and quadratic moment functions simultaneously so that the computation is easier than MLE. Bayesian method solves heteroskedasticity by modeling the structure of variance-covariance matrix. The bias are used to evaluate the GMM and Bayes in estimating parameters of SAR model with heteroskedasticity disturbances in simulation data. The results show that GMM and Bayes provides the bias of parameter estimates relatively consistent and smaller with larger number of observations. GMM and Bayes methods are applied to district/city GRDP data in Indonesia. The result show GMM method with Eksponential Distance Weights (EDW) matrix produces the minimum variance and the largest pseudo-R2
Comparison of ARIMA and GRU Models for High-Frequency Time Series Forecasting. Ridwan, Mochamad; Sadik, Kusman; Afendi, Farit Mochamad
Scientific Journal of Informatics Vol 10, No 3 (2023): August 2023
Publisher : Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/sji.v10i3.45965

Abstract

Purpose: The purpose of this research is to assess the efficacy of ARIMA and GRU models in forecasting high-frequency stock price data, specifically minute-level stock data from HIMBARA banks. In time series analysis, time series data exhibit interesting interdependence among observations. Despite its popularity in time series forecasting, the ARIMA model has limitations in capturing complicated nonlinear patterns. Forecasting high-frequency data is becoming more popular as technology advances and more high-frequency data becomes available.Methods: In this study, we compare the ARIMA and GRU models in forecasting minute-level stock prices of HIMBARA banks. The data used consists of 62,921 minute-level stock data points for each bank in the HIMBARA group, collected in the year 2022. The GRU model was chosen because it is capable of capturing complex nonlinear patterns in time series data. Each method's predicting performance is assessed using the Mean Absolute Percentage Error (MAPE) statistic.Results: In terms of forecasting accuracy, the GRU model outperforms the ARIMA model. The GRU model achieves a MAPE of 0.77% for BMRI stock, while the ARIMA model achieves a MAPE of 4.09%. The GRU model predicts a MAPE of 0.34% for BBRI stock, while the ARIMA model predicts a MAPE of 3.02%. For BBNI stock, the GRU model obtains a MAPE of 0.63%, while the ARIMA model achieves a MAPE of 1.52%. The GRU model achieves a MAPE of 0.58% for BBTN stock, while the ARIMA model achieves a MAPE of 6.2%.Novelty: In terms of minute-level time series data modeling, research in Indonesia has been limited. This study adds a new perspective to the discussion by comparing two modeling approaches: the traditional ARIMA model and the sophisticated deep learning GRU model, both of which are applied to high-frequency data. Beyond the present scope, there are several promising future directions to pursue, such as anticipating intraday stock fluctuations. This unexplored zone not only contributes to the field of financial modeling but also has the ability to uncover intricate patterns in minute-level data, an area that has not been extensively studied in the Indonesian context.
COMPARATIVE ANALYSIS OF BCBIMAX AND PLAID BICLUSTERING ALGORITHM FOR PATTERN RECOGNITION IN INDONESIA FOOD SECURITY Sumertajaya, I Made; Hikmah, Nur; Afendi, Farit Mochamad
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 20 No 1 (2026): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol20iss1pp0335-0346

Abstract

Biclustering is an unsupervised learning algorithm that simultaneously groups rows and columns in a data matrix. Unlike conventional clustering, which evaluates objects across all variables independently, biclustering identifies subsets of objects and variables that share similar patterns—revealing localized structures within complex datasets. This study applies the BCBimax and Plaid algorithms to examine food security patterns across 34 Indonesian provinces. The indicators cover three key dimensions: availability, accessibility, and utilization of food. The algorithms are evaluated using the Jaccard Index, Mean Squared Residue (MSR), and the number of provinces effectively clustered. Results show that BCBimax, using a binarization threshold based on the median value, generates eight biclusters covering 58.8% of provinces. Meanwhile, the Plaid algorithm, applying constant column model parameters, produces six biclusters with 55.88% coverage, including overlapping memberships. Overall, BCBimax demonstrates superior performance, as indicated by a lower average MSR value (0.035) compared to Plaid (0.209). The Jaccard Index similarity score of 14.61% suggests that the biclusters formed by each method are significantly distinct. Both approaches indicate that the majority of Indonesian regions exhibit low to moderate food security characteristics.
PERFORMANCE EVALUATION OF SEASONAL ARIMA-SVR AND SEASONAL ARIMAX-SVR HYBRID METHODS ON FORECASTING PADDY PRODUCTION Risnawati, I'lmisukma; Afendi, Farit Mochamad; Sumertajaya, I Made
BAREKENG: Jurnal Ilmu Matematika dan Terapan Vol 20 No 1 (2026): BAREKENG: Journal of Mathematics and Its Application
Publisher : PATTIMURA UNIVERSITY

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30598/barekengvol20iss1pp0367-0380

Abstract

This study explores advances in forecasting time series data by combining linear and non-linear models. Traditional methods such as ARIMA and its variant ARIMAX are effective for linear data but have limitations when dealing with non-linearity. Support Vector Regression (SVR), a non-linear method, complements these weaknesses. Hybrid models such as ARIMA-SVR and ARIMAX-SVR synergize ARIMA or ARIMAX for linear components and SVR for non-linear components, improving accuracy. The purpose of this study is to evaluate the performance of hybrid ARIMA-SVR and ARIMAX-SVR methods on Indonesian paddy production data. The data analyzed is national-level data per sub-round (i.e., three sub-rounds per year) from sub-round 1 (January-April) of 1992 to sub-round 3 (September-December) of 2024, obtained from the Indonesian Central Statistics Agency and the Indonesian Ministry of Agriculture.Forecasting accuracy is measured using Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE). The results show that the best model is the Seasonal ARIMAX (1,1,1)(0,1,1)[3]-SVR ( 0.05) hybrid model, with the smallest RMSE and MAPE values of 0.304 and 1.473%. The addition of the harvested area variable and the ASF dummy improved the accuracy of the ARIMAX model prediction, while the application of SVR to ARIMAX residuals successfully captured previously undetected linear patterns. Based on these considerations, the Seasonal ARIMAX(1,1,1)(0,1,1)[3]-SVR ( 0.05) hybrid model was selected as the model with the best performance.
Dimensionality Reduction Evaluation of Multivariate Time Series of Consumer Price Index in Indonesia Valentika, Nina; Sumertajaya, I Made; Wigena, Aji Hamim; Afendi, Farit Mochamad
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 10, No 1 (2026): January
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v10i1.34151

Abstract

Multivariate time series (MTS) analysis of the Consumer Price Index (CPI) in Indonesia often encounters challenges such as outliers, missing data, and inter-variable correlations. Principal Component Analysis (PCA) is a practical approach for dimensionality reduction; however, its performance may vary depending on the data characteristics. This study is a quantitative comparative study that integrates empirical analysis and Monte Carlo simulation based on a first-order Vector Autoregressive (VAR(1)) model to evaluate three PCA approaches: Classical PCA, Robust PCA (RPCA), and PCA of MTS. These methods were applied to weekly price data of eight strategic food commodities across 70 districts and cities in Indonesia. The evaluation employed three criteria: (1) dimensionality reduction efficiency (empirical and simulation), (2) reconstruction accuracy measured using Root Mean Square Error (RMSE) (empirical), and (3) robustness to outliers and inter-variable correlations (simulation). Empirical results indicate that Classical PCA (lag 1) and RPCA (lag 1) are both efficient and effective in reducing dimensionality with minimal information loss. Using the first three principal components, all three methods were able to explain at least 85% of the total variance, with lag 1 identified as optimal. Simulation results reveal that RPCA (lag 1) provides the most stable and consistent performance in the presence of outliers, while Classical PCA (lag 2) performs better under conditions of high inter-variable correlation and a low proportion of outliers. These findings suggest that robust covariance estimation can improve the accuracy of dimensionality reduction and enhance the stability of multivariate time-series analysis for food price data in Indonesia.
Perbandingan Metode GARCH, LSTM, GRU, dan CNN pada Peramalan Volatilitas Kurs Adeline Vinda Septiani; Farit Mochamad Afendi; Anang Kurnia
Limits: Journal of Mathematics and Its Applications Vol. 22 No. 1 (2025): Limits: Journal of Mathematics and Its Applications Volume 22 Nomor 1 Edisi Ma
Publisher : Pusat Publikasi Ilmiah LPPM Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/limits.v22i1.3384

Abstract

Currency volatility is an important aspect of time series data analysis in economics and finance. This study aims to compare the performance of four methods: Generalized Autoregressive Conditional Heteroscedasticity (GARCH), Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), and Convolutional Neural Network (CNN), in predicting the volatility of the Rupiah against the US Dollar. The data used is daily exchange rates from January 2015 to March 2024. The evaluation is conducted by calculating the Root Mean Square Error (RMSE) and the percentage of actual values within a 95% confidence interval on training and testing data. The results indicate that LSTM achieves the lowest RMSE, with values of 5.30E-05 on training data and 2.50E-05 on testing data, demonstrating high accuracy in capturing non-linear patterns and long-term fluctuations. GRU records the highest percentage of actual values within the confidence interval, at 90.32% for training data and 91.72% for testing data, reflecting superior consistency compared to other methods. Meanwhile, GARCH shows competitive performance but lacks robustness on testing data. CNN exhibits the lowest performance, with high RMSE and a low percentage of data within the confidence interval. Overall, GRU emerges as the best method, offering an optimal balance between predictive accuracy and consistency, making it a reliable tool for modeling exchange rate volatility in high-volatility scenarios. Consequently, GRU is utilized for forecasting exchange rate volatility for the next 30 days. These findings contribute to the selection of appropriate methods for modeling exchange rate volatility, particularly amidst global market uncertainty.
Co-Authors . Indahwati . Sutoro Aam Alamudi Abd. Rasyid Syamsuri Adeline Vinda Septiani Agus Mohamad Soleh Agus Santoso Aji Hamim Wigena Akbar Rizki Akbar Rizki Akbar Rizki Aki Hirai Anang Kurnia Anggraini Sukmawati Annisa Malik Apino, Ezi Aqmar, Nurzatil Bagus Sartono Budi Susetyo Budi Waryanto Budi Waryanto Budi Waryanto Budi Waryanto Cici Suhaeni Dairul Fuhron Dalimunthe, Amir Abduljabbar Dian Ayuningtyas Eka Setiawaty Erwandi Erwandi Erwandi Erwandi fatimah Fatimah Febie Tri Lestari Fitrianto, Anwar H S, Rahmat Handayani, Vitri Aprilla Handayani, Vitri Aprilla Hari Wijayanto Hari Wijayanto Hasibuan, Rafika Aufa Hasnita Hasnita Hasnita, Hasnita Herdina Kuswari Heri Retnawati Hiroki Takahashi I Made Sumertajaya Ikhlasul Amalia Rahmi Indahwati Indahwati Indahwati Intan Juliana Panjaitan Isnan Mulia Itasia Dina Sulvianti Izzati, Fatkhul Kensuke Nakamura Khairil Anwar Notodiputro Koesnandy H, Abialam Kusman Sadik Kuswari, Herdina Latifah Kosim Darusman M. Rafi Maya Deanti Maysarah Sabariah Kudadiri Md. Altaf-Ul-Amin . Melati Mochamad Ridwan Mochamad Ridwan, Mochamad Mohammad Masjkur Muchlishah Rosyadah Muhammad Ali Umar Mukhamad Najib Nadhif Nursyahban Nur Hikmah Nur Janah Nur Jannah Nurul Qomariasih Octaviani, Siti Nurfajar Panjaitan, Intan Juliana Pardede, Timbul Pika Silvianti Pika Silvianti Pika Silvianti Puspita, Novi Qomariasih, Nurul Rifqi Aulya Rahman Risnawati, I'lmisukma Rizal Bakri Rossi Azmatul Barro Rosyada, Munaya Nikma Rosyadah, Muchlishah Rudi Heryanto Safitri, Wa Ode Rahmalia Septaningsih, Dewi Anggraini Septanti Kusuma Dwi Arini Shigehiko Kanaya Siti Nurfajar Octaviani Sulistiyani . Syahrir, Nur Hilal A. Syahrir, Nur Hilal A. Usman, Muhammad Syafiuddin Valentika, Nina Widhiyanti Nugraheni Widya Putri Nurmawati Winata, Hilma Mutiara Wisnu Ananta Kusuma Zana Aprillia