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Analysis of predictive properties of ground tremor using Huang decomposition
Computer Research and Modeling, 2024, v. 16, no. 4, pp. 939-958A method is proposed for analyzing the tremor of the earth’s surface, measured by means of space geodesy, in order to highlight the prognostic effects of seismicity activation. The method is illustrated by the example of a joint analysis of a set of synchronous time series of daily vertical displacements of the earth’s surface on the Japanese Islands for the time interval 2009–2023. The analysis is based on dividing the source data (1047 time series) into blocks (clusters of stations) and sequentially applying the principal component method. The station network is divided into clusters using the K-means method from the maximum pseudo-F-statistics criterion, and for Japan the optimal number of clusters was chosen to be 15. The Huang decomposition method into a sequence of independent empirical oscillation modes (EMD — Empirical Mode Decomposition) is applied to the time series of principal components from station blocks. To provide the stability of estimates of the waveforms of the EMD decomposition, averaging of 1000 independent additive realizations of white noise of limited amplitude was performed. Using the Cholesky decomposition of the covariance matrix of the waveforms of the first three EMD components in a sliding time window, indicators of abnormal tremor behavior were determined. By calculating the correlation function between the average indicators of anomalous behavior and the released seismic energy in the vicinity of the Japanese Islands, it was established that bursts in the measure of anomalous tremor behavior precede emissions of seismic energy. The purpose of the article is to clarify common hypotheses that movements of the earth’s crust recorded by space geodesy may contain predictive information. That displacements recorded by geodetic methods respond to the effects of earthquakes is widely known and has been demonstrated many times. But isolating geodetic effects that predict seismic events is much more challenging. In our paper, we propose one method for detecting predictive effects in space geodesy data.
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Improving the quality of route generation in SUMO based on data from detectors using reinforcement learning
Computer Research and Modeling, 2024, v. 16, no. 1, pp. 137-146This work provides a new approach for constructing high-precision routes based on data from transport detectors inside the SUMO traffic modeling package. Existing tools such as flowrouter and routeSampler have a number of disadvantages, such as the lack of interaction with the network in the process of building routes. Our rlRouter uses multi-agent reinforcement learning (MARL), where the agents are incoming lanes and the environment is the road network. By performing actions to launch vehicles, agents receive a reward for matching data from transport detectors. Parameter Sharing DQN with the LSTM backbone of the Q-function was used as an algorithm for multi-agent reinforcement learning.
Since the rlRouter is trained inside the SUMO simulation, it can restore routes better by taking into account the interaction of vehicles within the network with each other and with the network infrastructure. We have modeled diverse traffic situations on three different junctions in order to compare the performance of SUMO’s routers with the rlRouter. We used Mean Absoluter Error (MAE) as the measure of the deviation from both cumulative detectors and routes data. The rlRouter achieved the highest compliance with the data from the detectors. We also found that by maximizing the reward for matching detectors, the resulting routes also get closer to the real ones. Despite the fact that the routes recovered using rlRouter are superior to the routes obtained using SUMO tools, they do not fully correspond to the real ones, due to the natural limitations of induction-loop detectors. To achieve more plausible routes, it is necessary to equip junctions with other types of transport counters, for example, camera detectors.
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An Algorithm for Simulating the Banking Network System and Its Application for Analyzing Macroprudential Policy
Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1275-1289Modeling banking systems using a network approach has received growing attention in recent years. One of the notable models is that developed by Iori et al, who proposed a banking system model for analyzing systemic risks in interbank networks. The model is built based on the simple dynamics of several bank balance sheet variables such as deposit, equity, loan, liquid asset, and interbank lending (or borrowing) in the form of difference equations. Each bank faces random shocks in deposits and loans. The balance sheet is updated at the beginning or end of each period. In the model, banks are grouped into either potential lenders or borrowers. The potential borrowers are those that have lack of liquidity and the potential lenders are those which have excess liquids after dividend payment and channeling new investment. The borrowers and the lenders are connected through the interbank market. Those borrowers have some percentage of linkage to random potential lenders for borrowing funds to maintain their safety net of the liquidity. If the demand for borrowing funds can meet the supply of excess liquids, then the borrower bank survives. If not, they are deemed to be in default and will be removed from the banking system. However, in their paper, most part of the interbank borrowing-lending mechanism is described qualitatively rather than by detailed mathematical or computational analysis. Therefore, in this paper, we enhance the mathematical parts of borrowing-lending in the interbank market and present an algorithm for simulating the model. We also perform some simulations to analyze the effects of the model’s parameters on banking stability using the number of surviving banks as the measure. We apply this technique to analyze the effects of a macroprudential policy called loan-to-deposit ratio based reserve requirement for banking stability.
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The New Use of Network Element in ATLAS Workload Management System
Computer Research and Modeling, 2015, v. 7, no. 6, pp. 1343-1349Views (last year): 2. Citations: 2 (RSCI).A crucial component of distributed computing systems is network infrastructure. While networking forms the backbone of such systems, it is often the invisible partner to storage and computing resources. We propose to integrate Network Elements directly into distributed systems through the workload management layer. There are many reasons for this approach. As the complexity and demand for distributed systems grow, it is important to use existing infrastructure efficiently. For example, one could use network performance measurements in the decision making mechanisms of workload management systems. New advanced technologies allow one to programmatically define network configuration, for example SDN — Software Defined Networks. We will describe how these methods are being used within the PanDA workload management system of the ATLAS collaboration.
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