Результаты поиска по 'algorithm':
Найдено статей: 276
  1. Shovin V.A.
    Confirmatory factor model of hypertension
    Computer Research and Modeling, 2012, v. 4, no. 4, pp. 885-894

    A new method of constructing orthogonal factor model based on the method of correlation pleiades and confirmatory factor analysis. A new algorithm for confirmatory factor analysis. Based on an original method built factor model of hypertension the first stage. The analysis of correlations and indices of arterial hypertension.

    Views (last year): 2. Citations: 7 (RSCI).
  2. Moiseev N.A., Nazarova D.I., Semina N.S., Maksimov D.A.
    Changepoint detection on financial data using deep learning approach
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 555-575

    The purpose of this study is to develop a methodology for change points detection in time series, including financial data. The theoretical basis of the study is based on the pieces of research devoted to the analysis of structural changes in financial markets, description of the proposed algorithms for detecting change points and peculiarities of building classical and deep machine learning models for solving this type of problems. The development of such tools is of interest to investors and other stakeholders, providing them with additional approaches to the effective analysis of financial markets and interpretation of available data.

    To address the research objective, a neural network was trained. In the course of the study several ways of training sample formation were considered, differing in the nature of statistical parameters. In order to improve the quality of training and obtain more accurate results, a methodology for feature generation was developed for the formation of features that serve as input data for the neural network. These features, in turn, were derived from an analysis of mathematical expectations and standard deviations of time series data over specific intervals. The potential for combining these features to achieve more stable results is also under investigation.

    The results of model experiments were analyzed to compare the effectiveness of the proposed model with other existing changepoint detection algorithms that have gained widespread usage in practical applications. A specially generated dataset, developed using proprietary methods, was utilized as both training and testing data. Furthermore, the model, trained on various features, was tested on daily data from the S&P 500 index to assess its effectiveness in a real financial context.

    As the principles of the model’s operation are described, possibilities for its further improvement are considered, including the modernization of the proposed model’s structure, optimization of training data generation, and feature formation. Additionally, the authors are tasked with advancing existing concepts for real-time changepoint detection.

  3. Iakushkin O.O., Degtyarev A.B., Shvemberger S.V.
    Decomposition of the modeling task of some objects of archeological research for processing in a distributed computer system
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 533-537

    Although each task of recreating artifacts is truly unique, the modeling process for façades, foundations and building elements can be parametrized. This paper is focused on a complex of the existing programming libraries and solutions that need to be united into a single computer system to solve such a task. An algorithm of generating 3D filling of objects under reconstruction is presented. The solution architecture necessary for the system's adaptation for a cloud environment is studied.

    Views (last year): 1. Citations: 2 (RSCI).
  4. Fedorov A.A., Soshilov I.V., Loginov V.N.
    Augmented data routing algorithms for satellite delay-tolerant networks. Development and validation
    Computer Research and Modeling, 2022, v. 14, no. 4, pp. 983-993

    The problem of centralized planning for data transmission routes in delay tolerant networks is considered. The original problem is extended with additional requirements to nodes storage and communication process. First, it is assumed that the connection between the nodes of the graph is established using antennas. Second, it is assumed that each node has a storage of finite capacity. The existing works do not consider these requirements. It is assumed that we have in advance information about messages to be processed, information about the network configuration at specified time points taken with a certain time periods, information on time delays for the orientation of the antennas for data transmission and restrictions on the amount of data storage on each satellite of the grouping. Two wellknown algorithms — CGR and Earliest Delivery with All Queues are improved to satisfy the extended requirements. The obtained algorithms solve the optimal message routing problem separately for each message. The problem of validation of the algorithms under conditions of lack of test data is considered as well. Possible approaches to the validation based on qualitative conjectures are proposed and tested, and experiment results are described. A performance comparison of the two implementations of the problem solving algorithms is made. Two algorithms named RDTNAS-CG and RDTNAS-AQ have been developed based on the CGR and Earliest Delivery with All Queues algorithms, respectively. The original algorithms have been significantly expanded and an augmented implementation has been developed. Validation experiments were carried to check the minimum «quality» requirements for the correctness of the algorithms. Comparative analysis of the performance of the two algorithms showed that the RDTNAS-AQ algorithm is several orders of magnitude faster than RDTNAS-CG.

  5. Minkin A.S., Knizhnik A.A., Potapkin B.V.
    OpenCL realization of some many-body potentials
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 549-558

    Modeling of carbon nanostructures by means of classical molecular dynamics requires a lot of computations. One of the ways to improve the performance of basic algorithms is to transform them for running on SIMD-type computing systems such as systems with dedicated GPU. In this work we describe the development of algorithms for computation of many-body interaction based on Tersoff and embedded-atom potentials by means of OpenCL technology. OpenCL standard provides universality and portability of the algorithms and can be successfully used for development of the software for heterogeneous computing systems. The performance of algorithms is evaluated on CPU and GPU hardware platforms. It is shown that concurrent memory writes is effective for Tersoff bond order potential. The same approach for embedded-atom potential is shown to be slower than algorithm without concurrent memory access. Performance evaluation shows a significant GPU acceleration of energy-force evaluation algorithms for many-body potentials in comparison to the corresponding serial implementations.

    Views (last year): 4. Citations: 1 (RSCI).
  6. Podryga V.O., Polyakov S.V.
    3D molecular dynamic simulation of thermodynamic equilibrium problem for heated nickel
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 573-579

    This work is devoted to molecular dynamic modeling of the thermal impact processes on the metal sample consisting of nickel atoms. For the solution of this problem, a continuous mathematical model on the basis of the classical Newton mechanics equations has been used; a numerical method based on the Verlet scheme has been chosen; a parallel algorithm has been offered, and its realization within the MPI and OpenMP technologies has been executed. By means of the developed parallel program, the investigation of thermodynamic equilibrium of nickel atoms’ system under the conditions of heating a sample to desired temperature has been executed. In numerical experiments both optimum parameters of calculation procedure and physical parameters of analyzed process have been defined. The obtained numerical results are well corresponding to known theoretical and experimental data.

    Views (last year): 2.
  7. Smirnov S.A., Tarasov A.S.
    An automated system for program parameters fine tuning in the cloud
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 587-592

    The paper presents a software system aimed at finding best (in some sense) parameters of an algorithm. The system handles both discrete and continuous parameters and employs massive parallelism offered by public clouds. The paper presents an overview of the system, a method to measure algorithm's performance in the cloud and numerical results of system's use on several problem sets.

  8. Bogdanov A.V., Degtyreva Ya.A., Zakharchuk E.A., Tikhonova N.A., Foux V.R., Khramushin V.N.
    Interactive graphical toolkit global computer simulations in marine service operational forecasts
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 641-648

    Efficiency and completeness of the numerical simulation in oceanography and hydrometeorology are entirely determined by algorithmic features of the construction of an interactive computer simulations in the scale of the oceans with adaptive coated closed seas and coastal waters refined mathematical models, with the possibility of specifying software parallelization calculations near the concrete — the protected areas of the sea coast. An important component of the research is continuous graphical visualization techniques in the course of calculations, including those undertaken in parallel processes with shared RAM or test points on the external media. The results of computational experiments are used in the description of hydrodynamic processes near the coast, which is important in keeping the organization of sea control services and forecasting marine hazards.

    Citations: 1 (RSCI).
  9. Lemtyuzhnikova D.V.
    Parallel representation of local elimination algorithm for accelerating the solving sparse discrete optimization problems
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 699-705

    The decomposition algorithms provide approaches to deal with NP-hardness in solving discrete optimization problems (DOPs). In this article one of the promising ways to exploit sparse matrices — local elimination algorithm in parallel interpretation (LEAP) are demonstrated. That is a graph-based structural decomposition algorithm, which allows to compute a solution in stages such that each of them uses results from previous stages. At the same time LEAP heavily depends on elimination ordering which actually provides solving stages. Also paper considers tree- and block-parallel for LEAP and required realization process of it comparison of a several heuristics for obtaining a better elimination order and shows how is related graph structure, elimination ordering and solving time.

    Views (last year): 1.
  10. Smirnov S.A., Voloshinov V.V.
    Pre-decomposition of discrete optimization problems to speed up the branch and bound method in a distributed computing environment
    Computer Research and Modeling, 2015, v. 7, no. 3, pp. 719-725

    The paper presents an implementation of branch and bound algorithm employing coarse grained parallelism. The system is based on CBC (COIN-OR branch and cut) open-source MIP solver and inter-process communication capabilities of Erlang. Numerical results show noticeable speedup in comparison to single-threaded CBC instance.

    Views (last year): 2. Citations: 2 (RSCI).
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International Interdisciplinary Conference "Mathematics. Computing. Education"