Результаты поиска по 'stationary series':
Найдено статей: 5
  1. Emaletdinova L.Y., Mukhametzyanov Z.I., Kataseva D.V., Kabirova A.N.
    A method of constructing a predictive neural network model of a time series
    Computer Research and Modeling, 2020, v. 12, no. 4, pp. 737-756

    This article studies a method of constructing a predictive neural network model of a time series based on determining the composition of input variables, constructing a training sample and training itself using the back propagation method. Traditional methods of constructing predictive models of the time series are: the autoregressive model, the moving average model or the autoregressive model — the moving average allows us to approximate the time series by a linear dependence of the current value of the output variable on a number of its previous values. Such a limitation as linearity of dependence leads to significant errors in forecasting.

    Mining Technologies using neural network modeling make it possible to approximate the time series by a nonlinear dependence. Moreover, the process of constructing of a neural network model (determining the composition of input variables, the number of layers and the number of neurons in the layers, choosing the activation functions of neurons, determining the optimal values of the neuron link weights) allows us to obtain a predictive model in the form of an analytical nonlinear dependence.

    The determination of the composition of input variables of neural network models is one of the key points in the construction of neural network models in various application areas that affect its adequacy. The composition of the input variables is traditionally selected from some physical considerations or by the selection method. In this work it is proposed to use the behavior of the autocorrelation and private autocorrelation functions for the task of determining the composition of the input variables of the predictive neural network model of the time series.

    In this work is proposed a method for determining the composition of input variables of neural network models for stationary and non-stationary time series, based on the construction and analysis of autocorrelation functions. Based on the proposed method in the Python programming environment are developed an algorithm and a program, determining the composition of the input variables of the predictive neural network model — the perceptron, as well as building the model itself. The proposed method was experimentally tested using the example of constructing a predictive neural network model of a time series that reflects energy consumption in different regions of the United States, openly published by PJM Interconnection LLC (PJM) — a regional network organization in the United States. This time series is non-stationary and is characterized by the presence of both a trend and seasonality. Prediction of the next values of the time series based on previous values and the constructed neural network model showed high approximation accuracy, which proves the effectiveness of the proposed method.

  2. Prokhorov I.V., Zhuplev A.S.
    On the efficiency of the maximum cross section method in radiation transport theory
    Computer Research and Modeling, 2013, v. 5, no. 4, pp. 573-582

    We consider two versions of the maximum cross section method for the solutions of the stationary equation of radiative transfer in dimensional inhomogeneous medium. Both are based on the application Monte-Carlo method to the summation of the Neumann series for the solution transport equation. First modification is traditional and second is based on the use of branching Markov chains. We carried out numerical comparison of these algorithms.

    Views (last year): 4. Citations: 2 (RSCI).
  3. Akimov S.V., Borisov D.V.
    Centrifugal pump modeling in FlowVision CFD software
    Computer Research and Modeling, 2023, v. 15, no. 4, pp. 907-919

    This paper presents a methodology for modeling centrifugal pumps using the example of the NM 1250 260 main oil centrifugal pump. We use FlowVision CFD software as the numerical modeling instrument. Bench tests and numerical modeling use water as a working fluid. The geometrical model of the pump is fully three-dimensional and includes the pump housing to account for leakages. In order to reduce the required computational resources, the methodology specifies leakages using flow rate rather than directly modeling them. Surface roughness influences flow through the wall function model. The wall function model uses an equivalent sand roughness, and a formula for converting real roughness into equivalent sand roughness is applied in this work. FlowVision uses the sliding mesh method for simulation of the rotation of the impeller. This approach takes into account the nonstationary interaction between the rotor and diffuser of the pump, allowing for accurate resolution of recirculation vortices that occur at low flow rates.

    The developed methodology has achieved high consistency between numerical simulations results and experiments at all pump operating conditions. The deviation in efficiency at nominal conditions is 0.42%, and in head is 1.9%. The deviation of calculated characteristics from experimental ones increases as the flow rate increases and reaches a maximum at the far-right point of the characteristic curve (up to 4.8% in head). This phenomenon occurs due to a slight mismatch between the geometric model of the impeller used in the calculation and the real pump model from the experiment. However, the average arithmetic relative deviation between numerical modeling and experiment for pump efficiency at 6 points is 0.39%, with an experimental efficiency measurement error of 0.72%. This meets the accuracy requirements for calculations. In the future, this methodology can be used for a series of optimization and strength calculations, as modeling does not require significant computational resources and takes into account the non-stationary nature of flow in the pump.

  4. Dmitriev A.V., Markov N.V.
    Double layer interval weighted graphs in assessing the market risks
    Computer Research and Modeling, 2014, v. 6, no. 1, pp. 159-166

    This scientific work is dedicated to applying of two-layer interval weighted graphs in nonstationary time series forecasting and evaluation of market risks. The first layer of the graph, formed with the primary system training, displays potential system fluctuations at the time of system training. Interval vertexes of the second layer of the graph (the superstructure of the first layer) which display the degree of time series modeling error are connected with the first layer by edges. The proposed model has been approved by the 90-day forecast of steel billets. The average forecast error amounts 2,6 % (it’s less than the average forecast error of the autoregression models).

    Views (last year): 2. Citations: 1 (RSCI).
  5. Neverova G.P., Zhdanova O.L., Kolbina E.A., Abakumov A.I.
    A plankton community: a zooplankton effect in phytoplankton dynamics
    Computer Research and Modeling, 2019, v. 11, no. 4, pp. 751-768

    The paper uses methods of mathematical modeling to estimate a zooplankton influence on the dynamics of phytoplankton abundance. We propose a three-component model of the “phytoplankton–zooplankton” community with discrete time, considering a heterogeneity of zooplankton according to the developmental stage and type of feeding; the model takes into account cannibalism in zooplankton community, during which mature individuals of some of its species consume juvenile ones. Survival rates at the early stages of zooplankton life cycle depend explicitly on the interaction between zooplankton and phytoplankton. Loss of phytoplankton biomass because of zooplankton consumption is explicitly considered. We use the Holling functional response of type II to describe saturation during biomass consumption. The dynamics of the phytoplankton community is represented by the Ricker model, which allows to take into account the restriction of phytoplankton biomass growth by the availability of external resources (mineral nutrition, oxygen, light, etc.) implicitly.

    The study analyzed scenarios of the transition from stationary dynamics to fluctuations in the size of phytoand zooplankton for various values of intrapopulation parameters determining the nature of the dynamics of the species constituting the community, and the parameters of their interaction. The focus is on exploring the complex modes of community dynamics. In the framework of the model used for describing dynamics of phytoplankton in the absence of interspecific interaction, phytoplankton dynamics undergoes a series of perioddoubling bifurcations. At the same time, with zooplankton appearance, the cascade of period-doubling bifurcations in phytoplankton and the community as a whole is realized earlier (at lower reproduction rates of phytoplankton cells) than in the case when phytoplankton develops in isolation. Furthermore, the variation in the cannibalism level in zooplankton can significantly change both the existing dynamics in the community and its bifurcation; e.g., with a certain structure of zooplankton food relationships the realization of Neimark–Sacker bifurcation scenario in the community is possible. Considering the cannibalism level in zooplankton can change due to the natural maturation processes and achievement of the carnivorous stage by some individuals, one can expect pronounced changes in the dynamic mode of the community, i.e. abrupt transitions from regular to quasiperiodic dynamics (according to Neimark–Sacker scenario) and further cycles with a short period (the implementation of period halving bifurcation).

    Views (last year): 3.

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