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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi Jurnal Ilmiah Pangabdhi INTENSIF: Jurnal Ilmiah Penelitian dan Penerapan Teknologi Sistem Informasi Indonesian Journal of Applied Statistics MUST: Journal of Mathematics Education, Science and Technology BAREKENG: Jurnal Ilmu Matematika dan Terapan JTAM (Jurnal Teori dan Aplikasi Matematika) Zeta - Math Journal J Statistika: Jurnal Ilmiah Teori dan Aplikasi Statistika Jurnal Nasional Pendidikan Teknik Informatika (JANAPATI) ComTech: Computer, Mathematics and Engineering Applications Jurnal ABDINUS : Jurnal Pengabdian Nusantara G-Tech : Jurnal Teknologi Terapan Inferensi Contemporary Mathematics and Applications (ConMathA) Jurnal Statistika dan Aplikasinya Elastisitas Jurnal Ekonomi Pembangunan Journal of Mathematics Education and Science Indonesian Community Journal Eksponensial Limits: Journal of Mathematics and Its Applications
Elly Pusporani
Universitas Airlangga
Agriculture, Biological Sciences & Forestry Humanities Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Energy Engineering Environmental Science Industrial & Manufacturing Engineering Materials Science & Nanotechnology Mathematics Mechanical Engineering Physics Public Health Social Sciences Transportation Other

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Prediksi Harga Saham Big Four Banks di Indonesia Menggunakan Deret Fourier Multirespon Mochamad Rasyid; Sediono Sediono; M. Fariz Fadillah Mardianto; Elly Pusporani
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.v22i1.3379

Abstract

Exchange Rate Prediction of BRICS Countries against US Dollar Based on Multiresponse Fourier series Estimator Mardianto, M. Fariz Fadillah; Maulidya, Utsna Rosalin; Ginzel, Bryan Given Christiano; Putra, Mochamad Rasyid Aditya; Pusporani, Elly; Miswan, Nor Hamizah
JTAM (Jurnal Teori dan Aplikasi Matematika) Vol 10, No 2 (2026): April
Publisher : Universitas Muhammadiyah Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31764/jtam.v10i2.36983

Abstract

The dominance of the US dollar (USD) as the global reserve currency has begun to face structural challenges since the 2007-2008 financial crisis, which triggered the strengthening of the BRICS alliance. Although this alliance now controls 35% of the world's GDP and is actively pursuing de-dollarization, analysis of the volatility of their collective currencies is often limited to univariate parametric models that fail to capture inter-country dependencies and complex periodic fluctuation patterns. This study aims to fill this gap by applying a nonparametric multiresponse Fourier series regression to simultaneously model the interdependence of the five major BRICS currencies against the USD. Using weekly secondary data from June 2009 to February 2025 (817 observations) from investing.com, this study positions time as the predictor and the exchange rates of the five BRICS currencies as the response. The analysis results show that the best estimation model is obtained through a sine function without a trend component with an optimal oscillation parameter k=1, based on a minimum Generalized Cross Validation (GCV) value of 0.000702363. The prediction results from the training data produce a MAPE value of 4.7521%, which classifies the analysis as highly accurate. These findings strategically support the validation of the de-dollarization movement, providing a predictive instrument for developing countries to reduce their dependence on the USD, as well as strengthening the bargaining position of Eastern economies in a more multipolar international financial order.
Analisis Hubungan Faktor Ekonomi dan Sosial dengan Kabahagiaan Dunia Berdasarkan Korelasi Kanonik Julia Widiyanti; Cantika Dhiya; Ganesya Intantalia; Maulana Syah Putra Ramadhani; Elly Pusporani; Elly Ana
Journal of Mathematics Education and Science Vol. 9 No. 1 (2026): Journal of Mathematics Education and Science
Publisher : Universitas Nahdlatul Ulama Sunan Giri Bojonegoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.32665/james.v9i1.5076

Abstract

This study aims to analyze the multivariate relationship between socioeconomic factors and global happiness indicators. Data taken from the 2019 World Happiness Report, which covers 125 countries, was analyzed using canonical correlation methods. The socio-economic dimension is represented by four variables, namely social support, freedom to make life choices, log GDP per capita, and healthy life expectancy. Meanwhile, the second group of variables representing happiness indicators includes ladder score, positive affect, and negative affect. The first canonical function shows a very strong and statistically significant relationship between the two sets of variables. The resulting canonical correlation is very high, namely rho_1=0.9243 with a p-value < 0.001, and this function is able to explain 85.4% of the overlapping variance. The main contributing variables are social support with a loading of 0.983 and log GDP per capita of 0.914 in the socio-economic set, as well as ladder score with a loading of 0.997 in the happiness set. Meanwhile, the second and third canonical functions generated in this analysis show relatively limited contributions. The results of this analysis confirm that social support and economic prosperity play a fundamental role in a country's happiness. The policy implications of these findings emphasize the need for integrated interventions that simultaneously strengthen social capital and promote sustainable economic growth.
Factors Affecting Interest in Revisiting Kare Tourism Village Based on Structural Equation Modeling M Fariz Fadillah Mardianto; Elly Pusporani; Suliyanto Suliyanto; Sri Endah Nurhidayati; Na’imatul Lu’lu’a; Marcelena Vicky Galena
Inferensi Vol 9 No 1 (2026)
Publisher : Department of Statistics ITS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.12962/j27213862.v9i1.9951

Abstract

This research focuses on analyzing the factors that affect tourists' intentions to revisit Kare Tourism Village. Utilizing quantitative methods, primary data were gathered through questionnaires from 105 tourists who had previously visited the village. The SEM-PLS method was employed for analysis. In this study, several latent variables were identified, including facilities and services in Kare Tourism Village as exogenous latent variables, tourist satisfaction as both an endogenous latent variable and an intermediate variable, and tourist interest as the dependent variable. The findings reveal an value of 0.876 for tourist satisfaction, indicating that 87.6% of the variation in satisfaction can be explained by the model, which is considered strong. In contrast, the R² value for tourist interest is 0.548, suggesting that 54.8% of the variation in interest is explained by the model, classified as moderate. Additionally, the GoF value of 0.673 demonstrates a high model fit. Furthermore, the service variables in Kare Tourism Village significantly impact tourist satisfaction.
Forecasting Clove Price in South, Central, and North Sulawesi Using Generalized Space Time Autoregressive and Vector Autoregressive Pusporani, Elly; Mardianto, M. Fariz Fadillah; Rahmawati, Nike Meliana; Nariswari, Anggita; Hizbullah, Firqa Aqila
Indonesian Journal of Applied Statistics Vol 9, No 1 (2026)
Publisher : Universitas Sebelas Maret

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.13057/ijas.v9i1.112470

Abstract

Cloves are a strategic plantation commodity in Indonesia with important economic and cultural value, and their price volatility directly affects farmers’ welfare, supply chain stability, and regional economic planning. Although previous studies have shown that the generalized space time autoregressive (GSTAR) model is more flexible than the space time autoregressive (STAR) model for heterogeneous locations, empirical studies comparing GSTAR and vector autoregressive (VAR) models for clove price forecasting across geographically interconnected provinces remain limited. This study addresses that gap by comparing the forecasting performance of GSTAR and VAR for monthly clove prices in North Sulawesi, Central Sulawesi, and South Sulawesi. The novelty of this study lies in the application of GSTAR with three spatial weighting schemes uniform, inverse distance, and cross-correlation normalization and its comparison with VAR in the context of clove price forecasting. Monthly data from January 2015 to December 2024 obtained from the Central Statistics Agency were analyzed using an 80:20 training-testing split. Stationarity testing showed that all series became stationary after first differencing, and lag selection based on the Akaike information criterion identified lag 1 as optimal for both models. The results indicate that the GSTAR(1)I(1) model with cross-correlation normalization weights provides the best forecasting performance, with an average MAPE of 3.18% and RMSE of 5,729.84, outperforming the VARI(1,1) model, which produced an average MAPE of 10.57% and RMSE of 15,214.11. These findings confirm that incorporating spatial dependence significantly improves forecasting accuracy and demonstrates that GSTAR is a more effective model for geographically interconnected commodity markets.Keywords: Love price, forecast, GSTAR, SDGs 8, decent work and economic growth, VAR.
Co-Authors Adinda Tries Melati Afifah Nur Makkiyah Ailsa Shafa Salsabila Ain, Dzuria Hilma Qurotu Alexandra, Victoria Anggia Alfredi Yoani Ana, Elly Audilla, Marfa Aufa Muhammad Yogi Riyanto Aulia Ramadhanti Ayuning Dwis Cahyasari Ayuning Dwis Cahyasari Azizah Dewi Ariyani Azzah Nazhifa Wina Ramadhani Bagas Maulana Cantika Dhiya Christopher Andreas Deby Victoria Diana Nurlaily Dita Amelia Dwitya, Shabrina Nareswari Elly Ana Fajrina, Sofia Andika Nur Farida Nur Hayati Farizi, Muhammad Fikry Al Fauzi, Doni Muhammad Ferissa Maulida Ismi Fidela Sahda Ilona Ramadhina Fitri, Marfa Audilla Fitriana Nur Afifa Ganesya Intantalia Ginzel, Bryan Given Christiano Grace Lucyana Koesnadi Haq, Affan Fayzul Hizbullah, Firqa Aqila I Kadek Pasek Kusuma Adi Putra Idrus Syahzaqi Indrasta, Irma Ayu Irhamah - Ismi, Ferissa Maulida Jannah, Sa'idah Zahrotul Jannah, Sa’idah Zahrotul Julia Widiyanti Karima, Sasy Okti Koesnadi, Grace Lucyana Lu'lu'a, Na'imatul Lu’lu’a, Na’imatul M. Fariz Fadillah Mardianto Marcel Laverda Subiyanto Marcelena Vicky Galena Marcelena Vicky Galena Maula, Sugha Faiz Al Maulana Syah Putra Ramadhani Maulidya, Utsna Rosalin Miswan, Nor Hamizah Mochamad Rasyid Nabila Rahma Na’ifa, Ariza Nabila, Ainaya Zakiyah Nadya Lovita Hana Trisa Nariswari, Anggita Nashwa Carista Na’imatul Lu’lu’a Nitasari, Alfi Nur Nurrohmah, Zidni ‘Ilmatun Nurul Fajriah Deswani Sangadji Permana, Made Riyo Ary Pramesti, Helfira Lady Ari Pratama, Bagas Shata Previan, Anggara Teguh Putra, Mochamad Rasyid Aditya Putri, Farah Fauziah Putri, Ferdiana Friska Rahmana Putri, Refa Berliana Rahmat Agung Ibrahim Rahmawati, Nike Meliana Rani, Lina Nugraha Rohayah, Dewi Sa'idah Zahrotul Jannah Sa'idah Zahrotul Jannah Salsabila, Fatiha Nadia Sari, Adma Novita Sari, Adma Novita Sasy Okti Karima Sediono, Sediono Setiawan, Nicoletta Almira Dyah Sheila Sevira Asteriska Naura Simamora, Antonio Nikolas Manuel Bonar Siregar, Naufal Ramadhan Al Akhwal Siti Maghfirotul Ulyah Siti Qomariyah Sri Endah Nurhidayati Steven Soewignjo Suliyanto Toha Saifudin Tsabita Amalia Shofa, Nayla Valida, Hanny Wieldyanisa, Ezha Easyfa Yoani, Alfredi Yuliati, Intan Yuniar, Muhammad Alvito Dzaky Putra Zah, Alfian Iqbal Zuleika, Talitha Zuleika, Talitha