Результаты поиска по 'assessment':
Найдено статей: 84
  1. Ansori Moch.F., Al Jasir H., Sihombing A.H., Putra S.M., Nurfaizah D.A., Nurulita E.
    Assessing the impact of deposit benchmark interest rate on banking loan dynamics
    Computer Research and Modeling, 2024, v. 16, no. 4, pp. 1023-1032

    Deposit benchmark interest rates are a policy implemented by banking regulators to calculate the interest rates offered to depositors, maintaining equitable and competitive rates within the financial industry. It functions as a benchmark for determining the pricing of different banking products, expenses, and financial choices. The benchmark rate will have a direct impact on the amount of money deposited, which in turn will determine the amount of money available for lending.We are motivated to analyze the influence of deposit benchmark interest rates on the dynamics of banking loans. This study examines the issue using a difference equation of banking loans. In this process, the decision on the loan amount in the next period is influenced by both the present loan volume and the information on its marginal profit. An analysis is made of the loan equilibrium point and its stability. We also analyze the bifurcations that arise in the model. To ensure a stable banking loan, it is necessary to set the benchmark rate higher than the flip value and lower than the transcritical bifurcation values. The confirmation of this result is supported by the bifurcation diagram and its associated Lyapunov exponent. Insufficient deposit benchmark interest rates might lead to chaotic dynamics in banking lending. Additionally, a bifurcation diagram with two parameters is also shown. We do numerical sensitivity analysis by examining contour plots of the stability requirements, which vary with the deposit benchmark interest rate and other parameters. In addition, we examine a nonstandard difference approach for the previous model, assess its stability, and make a comparison with the standard model. The outcome of our study can provide valuable insights to the banking regulator in making informed decisions regarding deposit benchmark interest rates, taking into account several other banking factors.

  2. Belyaeva A.V.
    Comparing the effectiveness of computer mass appraisal methods
    Computer Research and Modeling, 2015, v. 7, no. 1, pp. 185-196

    Location-based models — one of areas of CAMA (computer-assisted mass apriasal) building. When taking into account the location of the object using spatial autoregressive models structure of models (type of spatial autocorrelation, choice of “nearest neighbors”) cannot always be determined before its construction. Moreover, in practice there are situations where more efficient methods are taking into account different rates depending on the type of the object from its location. In this regard there are important issues in spatial methods area:

    – fields of methods efficacy;

    – sensitivity of the methods on the choice of the type of spatial model and on the selected number of nearest neighbors.

    This article presents a methodology for assessing the effectiveness of computer evaluation of real estate objects. There are results of approbation on methods based on location information of the objects.

    Views (last year): 2.
  3. Shumov V.V., Korepanov V.O.
    Mathematical models of combat and military operations
    Computer Research and Modeling, 2020, v. 12, no. 1, pp. 217-242

    Simulation of combat and military operations is the most important scientific and practical task aimed at providing the command of quantitative bases for decision-making. The first models of combat were developed during the First World War (M. Osipov, F. Lanchester), and now they are widely used in connection with the massive introduction of automation tools. At the same time, the models of combat and war do not fully take into account the moral potentials of the parties to the conflict, which motivates and motivates the further development of models of battle and war. A probabilistic model of combat is considered, in which the parameter of combat superiority is determined through the parameter of moral (the ratio of the percentages of the losses sustained by the parties) and the parameter of technological superiority. To assess the latter, the following is taken into account: command experience (ability to organize coordinated actions), reconnaissance, fire and maneuverability capabilities of the parties and operational (combat) support capabilities. A game-based offensive-defense model has been developed, taking into account the actions of the first and second echelons (reserves) of the parties. The target function of the attackers in the model is the product of the probability of a breakthrough by the first echelon of one of the defense points by the probability of the second echelon of the counterattack repelling the reserve of the defenders. Solved the private task of managing the breakthrough of defense points and found the optimal distribution of combat units between the trains. The share of troops allocated by the parties to the second echelon (reserve) increases with an increase in the value of the aggregate combat superiority parameter of those advancing and decreases with an increase in the value of the combat superiority parameter when repelling a counterattack. When planning a battle (battles, operations) and the distribution of its troops between echelons, it is important to know not the exact number of enemy troops, but their capabilities and capabilities, as well as the degree of preparedness of the defense, which does not contradict the experience of warfare. Depending on the conditions of the situation, the goal of an offensive may be to defeat the enemy, quickly capture an important area in the depth of the enemy’s defense, minimize their losses, etc. For scaling the offensive-defense model for targets, the dependencies of the losses and the onset rate on the initial ratio of the combat potentials of the parties were found. The influence of social costs on the course and outcome of wars is taken into account. A theoretical explanation is given of a loss in a military company with a technologically weak adversary and with a goal of war that is unclear to society. To account for the influence of psychological operations and information wars on the moral potential of individuals, a model of social and information influence was used.

  4. Chetyrbotskii V.A., Chetyrbotsky A.N.
    Problems of numerical simulation in the dynamics system “soil–plant”
    Computer Research and Modeling, 2020, v. 12, no. 2, pp. 445-465

    Modern mathematical models in the dynamics system “soil–plant” are considered. The components of this system are: agricultural plant, microorganisms of the rhizosphere (root zone of plants), the mineral nutrition elements of plants in their mobile and immobile forms. The model of submitted system based on the analysis of the adopted provisions was developed. The construction of system elements allows to display the coordinated dynamics of these elements among themselves. In particular, the dynamics of mineral nutrition elements in plants and the dynamics of their biomass are determined by the current contents in the rhizosphere of mineral fertilizers and organic origin substances (plant roots, leaves, etc.). The immobility of plants spatial distribution and the mobile spatial nature of microorganisms are assumed. This mechanism is determined by diffusion. Mutual relationships between weeds and pests are suggested. The dynamics of the mineral nutrition elements is determined by the peculiarity of sorption in the soil solution, environmental conditions, organic decomposition and fertilizer application. An analytical study for a system where each of the components is represented by only one species (fertilizer, the association of microorganisms and plants) was performed. An adaptation of the wave propagation model in the “resource–consumer” system (Kolmogorov–Petrovsky–Piskunov waves) has been developed for annual agricultural crops. The developed model has been adapted for the growth of Krasnoufimskaya-100 spring wheat in a vessel on peat lowland soil, where nitrogen, phosphorus, and potassium fertilizers were added variably. Sample distributions are plants biomass and the content of mineral nutrition elements in them. The parametric identification of the model and its adequacy was performed. An assessment of the model adequacy showed a good agreement between the model and experimental data.

  5. Shmidt Y.D., Ivashina N.V., Ozerova G.P.
    Modelling interregional migration flows by the cellular automata
    Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1467-1483

    The article dwells upon investigating the issue of the most adequate tools developing and justifying to forecast the interregional migration flows value and structure. Migration processes have a significant impact on the size and demographic structure of the population of territories, the state and balance of regional and local labor markets.

    To analyze the migration processes and to assess their impact an economic-mathematical tool is required which would be instrumental in modelling the migration processes and flows for different areas with the desired precision. The current methods and approaches to the migration processes modelling, including the analysis of their advantages and disadvantages, were considered. It is noted that to implement many of these methods mass aggregated statistical data is required which is not always available and doesn’t characterize the migrants behavior at the local level where the decision to move to a new dwelling place is made. This has a significant impact on the ability to apply appropriate migration processes modelling techniques and on the projection accuracy of the migration flows magnitude and structure.

    The cellular automata model for interregional migration flows modelling, implementing the integration of the households migration behavior model under the conditions of the Bounded Rationality into the general model of the area migration flow was developed and tested based on the Primorye Territory data. To implement the households migration behavior model under the conditions of the Bounded Rationality the integral attractiveness index of the regions with economic, social and ecological components was proposed in the work.

    To evaluate the prognostic capacity of the developed model, it was compared with the available cellular automata models used to predict interregional migration flows. The out of sample prediction method which showed statistically significant superiority of the proposed model was applied for this purpose. The model allows obtaining the forecasts and quantitative characteristics of the areas migration flows based on the households real migration behaviour at the local level taking into consideration their living conditions and behavioural motives.

  6. Ignatev N.A., Tuliev U.Y.
    Semantic structuring of text documents based on patterns of natural language entities
    Computer Research and Modeling, 2022, v. 14, no. 5, pp. 1185-1197

    The technology of creating patterns from natural language words (concepts) based on text data in the bag of words model is considered. Patterns are used to reduce the dimension of the original space in the description of documents and search for semantically related words by topic. The process of dimensionality reduction is implemented through the formation of patterns of latent features. The variety of structures of document relations is investigated in order to divide them into themes in the latent space.

    It is considered that a given set of documents (objects) is divided into two non-overlapping classes, for the analysis of which it is necessary to use a common dictionary. The belonging of words to a common vocabulary is initially unknown. Class objects are considered as opposition to each other. Quantitative parameters of oppositionality are determined through the values of the stability of each feature and generalized assessments of objects according to non-overlapping sets of features.

    To calculate the stability, the feature values are divided into non-intersecting intervals, the optimal boundaries of which are determined by a special criterion. The maximum stability is achieved under the condition that the boundaries of each interval contain values of one of the two classes.

    The composition of features in sets (patterns of words) is formed from a sequence ordered by stability values. The process of formation of patterns and latent features based on them is implemented according to the rules of hierarchical agglomerative grouping.

    A set of latent features is used for cluster analysis of documents using metric grouping algorithms. The analysis applies the coefficient of content authenticity based on the data on the belonging of documents to classes. The coefficient is a numerical characteristic of the dominance of class representatives in groups.

    To divide documents into topics, it is proposed to use the union of groups in relation to their centers. As patterns for each topic, a sequence of words ordered by frequency of occurrence from a common dictionary is considered.

    The results of a computational experiment on collections of abstracts of scientific dissertations are presented. Sequences of words from the general dictionary on 4 topics are formed.

  7. Skvortsova D.A., Chuvilgin E.L., Smirnov A.V., Romanov N.O.
    Development of a hybrid simulation model of the assembly shop
    Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1359-1379

    In the presented work, a hybrid optimal simulation model of an assembly shop in the AnyLogic environment has been developed, which allows you to select the parameters of production systems. To build a hybrid model of the investigative approach, discrete-event modeling and aggressive modeling are combined into a single model with an integrating interaction. Within the framework of this work, a mechanism for the development of a production system consisting of several participants-agents is described. An obvious agent corresponds to a class in which a set of agent parameters is specified. In the simulation model, three main groups of operations performed sequentially were taken into account, and the logic for working with rejected sets was determined. The product assembly process is a process that occurs in a multi-phase open-loop system of redundant service with waiting. There are also signs of a closed system — scrap flows for reprocessing. When creating a distribution system in the segment, it is mandatory to use control over the execution of requests in a FIFO queue. For the functional assessment of the production system, the simulation model includes several functional functions that describe the number of finished products, the average time of preparation of products, the number and percentage of rejects, the simulation result for the study, as well as functional variables in which the calculated utilization factors will be used. A series of modeling experiments were carried out in order to study the behavior of the agents of the system in terms of the overall performance indicators of the production system. During the experiment, it was found that the indicator of the average preparation time of the product is greatly influenced by such parameters as: the average speed of the set of products, the average time to complete operations. At a given limitation interval, we managed to select a set of parameters that managed to achieve the largest possible operation of the assembly line. This experiment implements the basic principle of agent-based modeling — decentralized agents make a personal contribution and affect the operation of the entire simulated system as a whole. As a result of the experiments, thanks to the selection of a large set of parameters, it was possible to achieve high performance indicators of the assembly shop, namely: to increase the productivity indicator by 60%; reduce the average assembly time of products by 38%.

  8. Smolyak S.A.
    Valuation of machines at the random process of their degradation and premature sales
    Computer Research and Modeling, 2024, v. 16, no. 3, pp. 797-815

    The model of the process of using machinery and equipment is considered, which takes into account the probabilistic nature of the process of their operation and sale. It takes into account the possibility of random hidden failures, after which the condition of the machine deteriorates abruptly, as well as the randomly arising need for premature (before the end of its service life) sale of the machine, which requires, generally speaking, random time. The model is focused on assessing the market value and service life of machines in accordance with International Valuation Standards. Strictly speaking, the market value of a used machine depends on its technical condition, but in practice, appraisers only take into account its age, since generally accepted measures of the technical condition of machines do not yet exist. As a result, the market value of a used machine is assumed to be equal to the average market value of similar machines of the corresponding age. For these purposes, appraisers use coefficients that reflect the influence of the age of machines on their market value. Such coefficients are not always justified and do not take into account either the degradation of the machine or the probabilistic nature of the process of its use. The proposed model is based on the anticipation of benefits principle. In it, we characterize the state of the machine by the intensity of the benefits it brings. The machine is subjected to a complex Poisson failure process, and after failure its condition abruptly worsens and may even reach its limit. Situations also arise that preclude further use of the machine by its owner. In such situations, the owner puts the machine up for sale before the end of its service life (prematurely), and the sale requires a random timing. The model allows us to take into account the influence of such situations and construct an analytical relationship linking the market value of a machine with its condition, and calculate the average coefficients of change in the market value of machines with age. At the same time, it is also possible to take into account the influence of inflation and the scrap cost of the machine. We have found that the rate of prematurely sales has a significant impact on the cost of new and used machines. The model also allows us to take into account the influence of inflation and the scrap value of the machine. We have found that the rate of premature sales has a significant impact on the service life and market value of new and used machines. At the same time, the dependence of the market value of machines on age is largely determined by the coefficient of variation of the service life of the machines. The results obtained allow us to obtain more reasonable estimates of the market value of machines, including for the purposes of the system of national accounts.

  9. Shestoperov A.I., Ivchenko A.V., Fomina E.V.
    Changepoint detection in biometric data: retrospective nonparametric segmentation methods based on dynamic programming and sliding windows
    Computer Research and Modeling, 2024, v. 16, no. 5, pp. 1295-1321

    This paper is dedicated to the analysis of medical and biological data obtained through locomotor training and testing of astronauts conducted both on Earth and during spaceflight. These experiments can be described as the astronaut’s movement on a treadmill according to a predefined regimen in various speed modes. During these modes, not only the speed is recorded but also a range of parameters, including heart rate, ground reaction force, and others, are collected. In order to analyze the dynamics of the astronaut’s condition over an extended period, it is necessary to perform a qualitative segmentation of their movement modes to independently assess the target metrics. This task becomes particularly relevant in the development of an autonomous life support system for astronauts that operates without direct supervision from Earth. The segmentation of target data is complicated by the presence of various anomalies, such as deviations from the predefined regimen, arbitrary and varying duration of mode transitions, hardware failures, and other factors. The paper includes a detailed review of several contemporary retrospective (offline) nonparametric methods for detecting multiple changepoints, which refer to sudden changes in the properties of the observed time series occurring at unknown moments. Special attention is given to algorithms and statistical measures that determine the homogeneity of the data and methods for detecting change points. The paper considers approaches based on dynamic programming and sliding window methods. The second part of the paper focuses on the numerical modeling of these methods using characteristic examples of experimental data, including both “simple” and “complex” speed profiles of movement. The analysis conducted allowed us to identify the preferred methods, which will be further evaluated on the complete dataset. Preference is given to methods that ensure the closeness of the markup to a reference one, potentially allow the detection of both boundaries of transient processes, as well as are robust relative to internal parameters.

  10. Solovyov S.A., Rose J., Dzyublyk I.V., Trokhimenko E.P.
    Predictive models of efficacy and public health impact of vaccination with rotavirus vaccine in Ukraine
    Computer Research and Modeling, 2012, v. 4, no. 2, pp. 407-421

    There were presented the results of the computational and theoretical studies related to assessing of an efficacy and public health impact of a vaccination with a rotavirus vaccine in Ukraine. The required indicators are: the genotype-specific vaccine efficacy, number of the severe illness preventions, hospitalizations, outpatient visits and deaths. The results were obtained in a form of tree of decisions based on Makrov model by using mathematical model with computer simulation. The results showed the significant positive effect of the vaccination compared to no vaccination, in case of high level of vaccine coverage in Ukraine.

    Views (last year): 2.
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