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All Journal JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI MATHunesa: Jurnal Ilmiah Matematika Fraction: Jurnal Teori dan Terapan Matematika
Werry Febrianti
Program Studi Matematika, Fakultas Sains, Institut Teknologi Sumatera
Mathematics

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Application of Autoregressive Integrated Moving Average (ARIMA) for Forecasting Inflation Rate in Indonesia Jova Edri Saputra; Werry Febrianti
Jurnal Matematika, Statistika dan Komputasi Vol. 21 No. 2 (2025): JANUARY 2025
Publisher : Department of Mathematics, Hasanuddin University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.20956/j.v21i2.36609

Abstract

Inflation is one of the indicators to maintain economic stability. Controlling inflation reflects the success of economic growth, while very high or volatile inflation can lead to economic instability. The purpose of this research is to forecast the time series data of inflation rate in Indonesia until the end of 2024 using ARIMA method. The data used in this study are secondary data of monthly inflation rates in Indonesia from January 2003 to May 2024 obtained from the Bank Indonesia website. Based on the research results, the optimal model for forecasting the inflation rate in Indonesia until the end of 2024 is ARIMA (1,0,1) with a MAPE of 6.91%. The forecasting results show a stable and not too significant increase and are still within the target range set by Bank Indonesia and the Government, which is between 1,5% and 3,5% for 2024.  
PENERAPAN SOLUSI PERSAMAAN DIFERENSIAL PARSIAL BLACK SCHOLES UNTUK MENGHITUNG HARGA PREMI ASURANSI PERTANIAN BERDASARKAN INDEKS CURAH HUJAN DI KABUPATEN LAMPUNG SELATAN Ahmad Fauzi; Werry Febrianti
MATHunesa: Jurnal Ilmiah Matematika Vol. 13 No. 02 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Asuransi pertanian indeks curah hujan menjadi solusi alternatif dalam rangka perlindungan terhadap sektor pertanian dari risiko gagal panen akibat kondisi cuaca buruk. Penelitian ini bertujuan untuk menghitung dan menganalisis besarnya premi asuransi pertanian berbasis indeks curah hujan dengan menggunakan solusi persamaan diferensial parsial Black-Scholes. Penentuan indeks curah hujan dilakukan melalui analisis Pearson Correlation, dan diperoleh bahwa curah hujan bulan Januari memiliki nilai korelasi negatif kuat terhadap hasil produksi pertanian yaitu sebesar -0,846. Uji normalitas dilakukan terhadap data indeks curah hujan menggunakan metode Shapiro-Wilk menunjukkan bahwa data berdistribusi normal. Perhitungan premi asuransi dengan persamaan diferensial parsial Black-Scholes digunakan variabel-variabel yaitu nilai pertanggungan sebesar Rp 8.000.000, rata-rata indeks curah hujan ) sebesar 312,64 mm, threshold curah hujan kritis sebesar 193.125 mm, suku bunga bebas risiko sebesar 0,05 pertahun, waktu masa panen 0,5 tahun, dan volatilitas data sebesar 0,298. Hasil perhitungan menunjukkan nilai = 2,303, dengan distribusi kumulatif normal = 0,011, sehingga premi asuransi yang diperoleh adalah sebesar Rp 83.080.
OPTIMISASI PORTOFOLIO UNTUK GREEN ECONOMY MENGGUNAKAN METODE SHARPE RATIO, TREYNOR RATIO, DAN JENSEN ALPHA Werry Febrianti; Ainol Yaqin
MATHunesa: Jurnal Ilmiah Matematika Vol. 13 No. 03 (2025)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v13n3.p314-320

Abstract

Investment strategies based on Environmental, Social, and Governance (ESG) principles are gaining popularity as a response to global sustainability challenges. This study evaluates the performance of an ESG-based stock portfolio derived from the IDX ESG Leaders index, representing a green investment strategy in the Indonesian market. Five constituent stocks—BBCA, UNVR, TLKM, SMGR, and DSNG—were selected based on ESG risk ratings and market capitalization. Using daily return data from January 2021 to April 2025, the portfolio performance was assessed through Sharpe Ratio, Treynor Ratio, and Jensen Alpha. The results show that BBCA demonstrated the highest risk-adjusted efficiency with a Sharpe Ratio of 0.00445, while DSNG showed the strongest performance relative to market expectations with a positive Jensen Alpha of 0.000003. TLKM recorded the highest Treynor Ratio at 0.00057. These findings suggest that ESG-oriented stock selection, when combined with rigorous risk-return analysis, can support the development of competitive and sustainable portfolios. This study highlights the financial viability of green investing and its potential contribution to sustainable capital markets.
OPTIMASI PORTOFOLIO MEAN ABSOLUTE DEVIATION MENGGUNAKAN METODE SIMPLEKS DUA FASE PADA JAKARTA ISLAMIC INDEX Visna Mutiara Rahma; Werry Febrianti; Triyana Muliawati
MATHunesa: Jurnal Ilmiah Matematika Vol. 14 No. 01 (2026)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v14n1.p27-37

Abstract

Investment is the activity of allocating capital to issuers with the aim of generating profits. Investment in the Islamic capital market is becoming increasingly popular, and to manage risk, investors need to construct an optimal portfolio. This study aims to optimize the portfolio of Sharia-compliant stocks listed in the Jakarta Islamic Index (JII) using the Mean Absolute Deviation (MAD) model. The MAD model is formulated as a linear programming problem and is solved using LINGO software version 15.0 as well as the two-phase simplex method manually. Both approaches produced identical results. Portofolio optimization involving 5 stocks, the investment weights are evenly distributed at 20% among MEDC, BRMS, BRIS, ADRO, and MDKA stocks, with a portfolio risk of 0.02241 and a portfolio return of 0.00102. Portofolio optimization involving 10 stocks, each stock receives a 10% allocation, with a portfolio risk of 0.02085 and a portfolio return of 0.00074. Portofolio optimization involving 15 stocks portfolio assigns 6.7% to most stocks and 6.2% to MEDC, with a portfolio risk of 0.02042 and a portfolio return of 0.00052. The best performance, with a Sharpe index of 0.04569, is achieved in the five-stock portfolio. The results demonstrate the effectiveness of the MAD model in optimizing Sharia-compliant stock portfolios.
Analisis Hubungan Antara Kepadatan Penduduk, Curah Hujan, Dan Suhu Udara Ter-hadap Kasus Demam Berdarah Dengue (DDB) Tahun 2021-2023 Di Kecamatan Kota Bandar Lampung Menggunakan Uji Korelasi Rank Spearman Werry Febrianti; Shela Azzura
Fraction: Jurnal Teori dan Terapan Matematika Vol. 5 No. 2 (2025): Fraction: Jurnal Teori dan Terapan Matematika
Publisher : Jurusan Matematika, Fakultas Teknik, Universitas Bangka Belitung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33019/fraction.v5i2.74

Abstract

Penelitian ini bertujuan untuk menganalisis hubungan antara kepadatan penduduk dengan kasus Demam Berdarah Dengue (DBD) tahun 2021-2023 menurut Kecamatan Kota Bandar Lampung. Data yang digunakan diperoleh dari Badan Pusat Statistik (BPS) Kota Bandar Lampung yang meliputi data jumlah penduduk, luas wilayah, dan kasus DBD di 20 Kecamatan dan 12 Kecamatan yang memiliki jumlah kasus DBD tertinggi. Metode yang digunakan adalah Uji Korelasi Rank Spearman digunakan untuk melihat hubungan dan kekuatan antara kedua variabel. Hasil penelitian menunjukkan bahwa kepadatan penduduk memiliki hubungan yang sangat lemah dan bersifat negatif di semua tahun yang diteliti. Curah hujan pada tahun 2023 menunjukkan hubungan positif sedang dan signifikan. Sedangkan, suhu udara pada tahun 2023 memiliki hubungan negatif sedang dan signifikan dengan kasus DBD. Kesimpulannya, faktor lingkungan seperti curah hujan dan suhu udara memiliki pengaruh yang lebih signifikan terhadap penyebaran DBD dibandingkan dengan kepadatan penduduk.
ANALISIS PENGARUH JUMLAH TENAGA MEDIS TERHADAP ANGKA HARAPAN HIDUP, INDEKS PEMBANGUNAN MANUSA, DAN ANGKA KEMATIAN IBU DI KOTA BANDAR LAMPUNG PERIODE 2014-2023 Werry Febrianti; Tia Anezka Laetisia Tanafa
Fraction: Jurnal Teori dan Terapan Matematika Vol. 5 No. 2 (2025): Fraction: Jurnal Teori dan Terapan Matematika
Publisher : Jurusan Matematika, Fakultas Teknik, Universitas Bangka Belitung

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33019/fraction.v5i2.75

Abstract

Jumlah tenaga medis berperan penting dalam meningkatkan kualitas kesehatan masyarakat. Peningkatan tenaga medis dapat meningkatkan AHH karena layanan kesehatan yang lebih baik memperpanjang usia harapan hidup. Selain itu, tenaga medis berkontribusi pada IPM melalui peningkatan komponen kesehatan. Kualitas tenaga medis yang baik juga membantu menurunkan AKI dengan memberikan layanan kesehatan yang lebih baik untuk ibu hamil dan melahirkan. Penelitian ini bertujuan untuk menganalisis pengaruh jumlah tenaga medis terhadap tiga indikator kesehatan utama, yaitu Angka Harapan Hidup (AHH), Indeks Pembangunan Manusia (IPM), dan Angka Kematian Ibu (AKI) di Kota Bandar Lampung selama periode 2014-2023. Hasil penelitian dengan regresi linier sederhana menunjukkan bahwa jumlah tenaga medis berpengaruh positif terhadap AHH dan IPM, dengan pengaruh lebih rendah terhadap AKI. Model terbaik untuk IPM memiliki koefisien determinasi 80,55%, menandakan pengaruh signifikan. Pengaruh terhadap AHH adalah 47,01% dan terhadap AKI 23,71%. Namun, ada faktor lain di luar jumlah tenaga medis yang juga mempengaruhi ketiga indikator kesehatan tersebut.
SEGMENTASI DAN ANALISIS KETIDAKPATUHAN PEMBAYARAN PAJAK REKLAME KOTA BANDAR LAMPUNG MENGGUNAKAN ALGORITMA K-PROTOTYPES CLUSTERING Rizky Ahmad Rifai; Werry Febrianti
MATHunesa: Jurnal Ilmiah Matematika Vol. 14 No. 02 (2026)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v14n02.p317-323

Abstract

Advertising tax constitutes a significant component contributing to the Local Own-Source Revenue of Bandar Lampung. A persistent problem identified is the high volume of advertising tax arrears, reflecting non-compliance in payment among tax objects. This research aims to perform segmentation and analysis of advertising tax non-compliance by employing the K-Prototypes Clustering algorithm. The data for this study were sourced from the archives of the Regional Revenue Agency of Bandar Lampung (Badan Pendapatan Daerah) for the billing period of April 2025, encompassing a total of 949 tax objects. The research methodology includes data pre-processing (categorical data transformation and numerical variable normalization using the z-score method), descriptive analysis, application of the K-Prototypes Clustering algorithm, and result evaluation utilizing the Average Silhouette Width (ASW). The clustering results yield three primary clusters, which represent taxpayer categories with varying degrees of non-compliance, analyzed based on the variables: principal arrears, payment delay, interest, tax year, tax month, and Technical Implementation Unit (UPTD). The evaluation using ASW produced a value of 0.422, indicating that the K-Prototypes Clustering algorithm is sufficiently effective in grouping the advertising tax objects.
PREDIKSI TOTAL TAGIHAN LISTRIK PELANGGAN TARIF P1 ULP SUKADANA MENGGUNAKAN METODE LONG SHORT-TERM MEMORY (LSTM) Rida Fitriani; Werry Febrianti
MATHunesa: Jurnal Ilmiah Matematika Vol. 14 No. 02 (2026)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v14n02.p324-332

Abstract

This study aims to predict the total electricity bills of P1 tariff customers at the Sukadana Customer Service Unit (ULP) using the Long Short-Term Memory (LSTM) method. In this study, the data used is historical monthly data from January 2023 to June 2025, which includes energy consumption (kWh), hours of use, power, working hours, and total bills. The research process includes data collection, separation of data into training and test data, parameter determination, model training, tuning, and evaluation using Mean Absolute Percentage Error (MAPE). The tuning results showed the best configuration in 56 LSTM units, 12 Dense units, and a learning rate of 0.1. The model produced a MAPE value of 2.89% for training data and 5.81% for test data, which was categorized as highly accurate. This model was then used to predict the electricity bill for July 2025, with an estimated result of IDR 433,344,576.00. The results of this study show that the LSTM method is capable of effectively recognizing time series data patterns and can be used as a tool for more accurate electricity bill estimates, as well as supporting decision-making in operational planning at PLN UP3 Metro.
PENENTUAN HARGA OPSI SAHAM KARYAWAN DENGAN EFEK DILUSI MENGGUNAKAN MODEL BINOMIAL HULL-WHITE Renaldi Junifer Silalahi; Werry Febrianti; Achmad Suryadi Nasution
MATHunesa: Jurnal Ilmiah Matematika Vol. 14 No. 02 (2026)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v14n02.p333-342

Abstract

This study aims to evaluate and analyze the determination of Employee Stock Option values by taking into account the impact of dilution using the Hull-White Binomial Model. The focus of the study includes four stocks from a total of fifteen stocks of companies that have implemented an Employee Stock Option (ESO) scheme, have normally distributed return data, and are listed on the Indonesia Stock Exchange (IDX). The Hull-White Binomial Model is applied to calculate the price of Employee Stock Options through simulation using a binomial tree approach, which also considers certain characteristics such as the exit rate and grace period. Several other features such as dividend yield and the dilution effect are also taken into account as impacts on the company resulting from the issuance or expenditure of new shares in this study. The results of the study indicate that the dilution effect has a significant influence on the price of Employee Stock Options with the percentages obtained being for BBCA (14.003973%), BBNI (40.74311%), UNTR (23.225471%), and ASII (28.292408%), which causes a decrease in the proportion of holders when the company issues new shares. The calculation shows that the highest value of employee stock options after considering the dilution effect is in UNTR company shares at IDR 89,109.98, while the lowest value is seen in BBCA company shares at IDR 30,129.39
ANALISIS PERUBAHAN SIFAT MEKANIS KEKUATAN TARIK DAN KEMULURAN MATERIAL PVC INSULATION 104 NATURAL DALAM PROSES PRODUKSI KABEL CU/PVC (NYA) 4 MM² Helen Twomay Sianturi; Werry Febrianti
MATHunesa: Jurnal Ilmiah Matematika Vol. 14 No. 02 (2026)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v14n02.p547-553

Abstract

This study aims to analyze the effect of the cable production process on the mechanical properties, namely tensile strength and elongation, of PVC 104 Natural Insulation material for CU/PVC (NYA) 4 mm² cables. As a preliminary step, a Shapiro-Wilk normality test was conducted on the difference data (setelah-sebelum) to validate the use of parametric statistical methods. The results showed that the difference data for both variables were normally distributed, allowing the analysis to proceed using a Paired T-Test at a significance level of The t-test results indicated that the production process significantly increased the kuat tarik ( ) and significantly decreased the elongation ( ). This statistically valid conclusion indicates that the production process makes the Insulation material stronger but less flexible
Co-Authors Achmad Suryadi Nasution Ahmad Fauzi Ainol Yaqin Helen Twomay Sianturi Jova Edri Saputra Renaldi Junifer Silalahi Rida Fitriani Rizky Ahmad Rifai Shela Azzura Tia Anezka Laetisia Tanafa Triyana Muliawati Visna Mutiara Rahma