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Assessing the validity of clustering of panel data by Monte Carlo methods (using as example the data of the Russian regional economy)
Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1501-1513The paper considers a method for studying panel data based on the use of agglomerative hierarchical clustering — grouping objects based on the similarities and differences in their features into a hierarchy of clusters nested into each other. We used 2 alternative methods for calculating Euclidean distances between objects — the distance between the values averaged over observation interval, and the distance using data for all considered years. Three alternative methods for calculating the distances between clusters were compared. In the first case, the distance between the nearest elements from two clusters is considered to be distance between these clusters, in the second — the average over pairs of elements, in the third — the distance between the most distant elements. The efficiency of using two clustering quality indices, the Dunn and Silhouette index, was studied to select the optimal number of clusters and evaluate the statistical significance of the obtained solutions. The method of assessing statistical reliability of cluster structure consisted in comparing the quality of clustering on a real sample with the quality of clustering on artificially generated samples of panel data with the same number of objects, features and lengths of time series. Generation was made from a fixed probability distribution. At the same time, simulation methods imitating Gaussian white noise and random walk were used. Calculations with the Silhouette index showed that a random walk is characterized not only by spurious regression, but also by “spurious clustering”. Clustering was considered reliable for a given number of selected clusters if the index value on the real sample turned out to be greater than the value of the 95% quantile for artificial data. A set of time series of indicators characterizing production in the regions of the Russian Federation was used as a sample of real data. For these data only Silhouette shows reliable clustering at the level p < 0.05. Calculations also showed that index values for real data are generally closer to values for random walks than for white noise, but it have significant differences from both. Since three-dimensional feature space is used, the quality of clustering was also evaluated visually. Visually, one can distinguish clusters of points located close to each other, also distinguished as clusters by the applied hierarchical clustering algorithm.
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Solution of optimization problem of wood fuel facility location by the thermal energy cost criterion
Computer Research and Modeling, 2012, v. 4, no. 3, pp. 651-659Views (last year): 5. Citations: 2 (RSCI).The paper contains a mathematical model for the optimal location of enterprises producing fuel from renewable wood waste for the regional distributed heating supply system. Optimization is based on total cost minimization of the end product – the thermal energy from wood fuel. A method for solving the problem is based on genetic algorithm. The paper also shows the practical results of the model by example of Udmurt Republic.
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The solution of the logistics task of fuel supply for the regional distributed heat supply system
Computer Research and Modeling, 2012, v. 4, no. 2, pp. 451-470Views (last year): 1. Citations: 6 (RSCI).The technique for solving the logistic task of fuel supply in the region, including the interconnected tasks of routing, clustering, optimal distribution of resources and stock control is proposed. The calculations have been carried out on the example of fuel supply system of the Udmurt Republic.
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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. 719-725The 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.
Keywords: branch and bound algorithm, coarse grained parallelism.Views (last year): 2. Citations: 2 (RSCI). -
An implementation of a parallel global minimum search algorithm with an application to the ReaxFF molecular dynamic force field parameters optimization
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 745-752Views (last year): 1. Citations: 1 (RSCI).Molecular dynamic methods that use ReaxFF force field allow one to obtain sufficiently good results in simulating large multicomponent chemically reactive systems. Here is represented an algorithm of searching optimal parameters of molecular-dynamic force field ReaxFF for arbitrary chemical systems and its implementation. The method is based on the multidimensional technique of global minimum search suggested by R.G. Strongin. It has good scalability useful for running on distributed parallel computers.
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International Interdisciplinary Conference "Mathematics. Computing. Education"