Результаты поиска по 'statistical analysis':
Найдено статей: 58
  1. The paper develops a theory of a new so-called two-parametric approach to the random signals' analysis and processing. A mathematical simulation and the task solutions’ comparison have been implemented for the Gauss and Rice statistical models. The applicability of the Rice statistical model is substantiated for the tasks of data and images processing when the signal’s envelope is being analyzed. A technique is developed and theoretically substantiated for solving the task of the noise suppression and initial image reconstruction by means of joint calculation of both statistical parameters — an initial signal’s mean value and noise dispersion — based on the maximum likelihood method within the Rice distribution. The peculiarities of this distribution’s likelihood function and the following from them possibilities of the signal and noise estimation have been analyzed.

    Views (last year): 2. Citations: 4 (RSCI).
  2. Gavrilov S.V., Matyushkin I.V.
    Statistical analysis of Margolus’s block-rotating mechanism cellular automation modeling the diffusion in a medium with discrete singularities
    Computer Research and Modeling, 2015, v. 7, no. 6, pp. 1155-1175

    The generalization of Margolus’s block cellular automaton on a hexagonal grid is formulated. Statistical analysis of the results of probabilistic cellular automation for vast variety of this scheme solving the test task of diffusion is done. It is shown that the choice of the hexagon blocks is 25% more efficient than Y-blocks. It is shown that the algorithms have polynomial complexity, and the polynom degree lies within 0.6÷0.8 for parallel computer, and in the range 1.5÷1.7 for serial computer. The effects of embedded into automaton’s field defective cells on the rate of convergence are studied also.

    Views (last year): 8. Citations: 4 (RSCI).
  3. The paper concerns the study of the Rice statistical distribution’s peculiarities which cause the possibility of its efficient application in solving the tasks of high precision phase measuring in optics. The strict mathematical proof of the Rician distribution’s stable character is provided in the example of the differential signal consideration, namely: it has been proved that the sum or the difference of two Rician signals also obey the Rice distribution. Besides, the formulas have been obtained for the parameters of the resulting summand or differential signal’s Rice distribution. Based upon the proved stable character of the Rice distribution a new original technique of the high precision measuring of the two quasi-harmonic signals’ phase shift has been elaborated in the paper. This technique is grounded in the statistical analysis of the measured sampled data for the amplitudes of the both signals and for the amplitude of the third signal which is equal to the difference of the two signals to be compared in phase. The sought-for phase shift of two quasi-harmonic signals is being calculated from the geometrical considerations as an angle of a triangle which sides are equal to the three indicated signals’ amplitude values having been reconstructed against the noise background. Thereby, the proposed technique of measuring the phase shift using the differential signal analysis, is based upon the amplitude measurements only, what significantly decreases the demands to the equipment and simplifies the technique implementation in practice. The paper provides both the strict mathematical substantiation of a new phase shift measuring technique and the results of its numerical testing. The elaborated method of high precision phase measurements may be efficiently applied for solving a wide circle of tasks in various areas of science and technology, in particular — at distance measuring, in communication systems, in navigation, etc.

  4. The paper provides a solution of the two-parameter task of joint signal and noise estimation at data analysis within the conditions of the Rice distribution by the techniques of mathematical statistics: the maximum likelihood method and the variants of the method of moments. The considered variants of the method of moments include the following techniques: the joint signal and noise estimation on the basis of measuring the 2-nd and the 4-th moments (MM24) and on the basis of measuring the 1-st and the 2-nd moments (MM12). For each of the elaborated methods the explicit equations’ systems have been obtained for required parameters of the signal and noise. An important mathematical result of the investigation consists in the fact that the solution of the system of two nonlinear equations with two variables — the sought for signal and noise parameters — has been reduced to the solution of just one equation with one unknown quantity what is important from the view point of both the theoretical investigation of the proposed technique and its practical application, providing the possibility of essential decreasing the calculating resources required for the technique’s realization. The implemented theoretical analysis has resulted in an important practical conclusion: solving the two-parameter task does not lead to the increase of required numerical resources if compared with the one-parameter approximation. The task is meaningful for the purposes of the rician data processing, in particular — the image processing in the systems of magnetic-resonance visualization. The theoretical conclusions have been confirmed by the results of the numerical experiment.

    Views (last year): 2. Citations: 2 (RSCI).
  5. Yakovleva T.V.
    Statistical distribution of the quasi-harmonic signal’s phase: basics of theory and computer simulation
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 287-297

    The paper presents the results of the fundamental research directed on the theoretical study and computer simulation of peculiarities of the quasi-harmonic signal’s phase statistical distribution. The quasi-harmonic signal is known to be formed as a result of the Gaussian noise impact on the initially harmonic signal. By means of the mathematical analysis the formulas have been obtained in explicit form for the principle characteristics of this distribution, namely: for the cumulative distribution function, the probability density function, the likelihood function. As a result of the conducted computer simulation the dependencies of these functions on the phase distribution parameters have been analyzed. The paper elaborates the methods of estimating the phase distribution parameters which contain the information about the initial, undistorted signal. It has been substantiated that the task of estimating the initial value of the phase of quasi-harmonic signal can be efficiently solved by averaging the results of the sampled measurements. As for solving the task of estimating the second parameter of the phase distribution, namely — the parameter, determining the signal level respectively the noise level — a maximum likelihood technique is proposed to be applied. The graphical illustrations are presented that have been obtained by means of the computer simulation of the principle characteristics of the phase distribution under the study. The existence and uniqueness of the likelihood function’s maximum allow substantiating the possibility and the efficiency of solving the task of estimating signal’s level relative to noise level by means of the maximum likelihood technique. The elaborated method of estimating the un-noised signal’s level relative to noise, i. e. the parameter characterizing the signal’s intensity on the basis of measurements of the signal’s phase is an original and principally new technique which opens perspectives of usage of the phase measurements as a tool of the stochastic data analysis. The presented investigation is meaningful for solving the task of determining the phase and the signal’s level by means of the statistical processing of the sampled phase measurements. The proposed methods of the estimation of the phase distribution’s parameters can be used at solving various scientific and technological tasks, in particular, in such areas as radio-physics, optics, radiolocation, radio-navigation, metrology.

  6. Yakovleva T.V.
    Review of MRI processing techniques and elaboration of a new two-parametric method of moments
    Computer Research and Modeling, 2014, v. 6, no. 2, pp. 231-244

    The paper provides a review of the existing methods of signals’ processing within the conditions of the Rice statistical model applicability. There are considered the principle development directions, the existing limitations and the improvement possibilities concerning the methods of solving the tasks of noise suppression and analyzed signals’ filtration by the example of magnetic-resonance visualization. A conception of a new approach to joint calculation of Rician signal’s both parameters has been developed based on the method of moments in two variants of its implementation. The computer simulation and the comparative analysis of the obtained numerical results have been conducted.

    Citations: 10 (RSCI).
  7. Kozhevnikov V.S., Matyushkin I.V., Chernyaev N.V.
    Analysis of the basic equation of the physical and statistical approach within reliability theory of technical systems
    Computer Research and Modeling, 2020, v. 12, no. 4, pp. 721-735

    Verification of the physical-statistical approach within reliability theory for the simplest cases was carried out, which showed its validity. An analytical solution of the one-dimensional basic equation of the physicalstatistical approach is presented under the assumption of a stationary degradation rate. From a mathematical point of view this equation is the well-known continuity equation, where the role of density is played by the density distribution function of goods in its characteristics phase space, and the role of fluid velocity is played by intensity (rate) degradation processes. The latter connects the general formalism with the specifics of degradation mechanisms. The cases of coordinate constant, linear and quadratic degradation rates are analyzed using the characteristics method. In the first two cases, the results correspond to physical intuition. At a constant rate of degradation, the shape of the initial distribution is preserved, and the distribution itself moves equably from the zero. At a linear rate of degradation, the distribution either narrows down to a narrow peak (in the singular limit), or expands, with the maximum shifting to the periphery at an exponentially increasing rate. The distribution form is also saved up to the parameters. For the initial normal distribution, the coordinates of the largest value of the distribution maximum for its return motion are obtained analytically.

    In the quadratic case, the formal solution demonstrates counterintuitive behavior. It consists in the fact that the solution is uniquely defined only on a part of an infinite half-plane, vanishes along with all derivatives on the boundary, and is ambiguous when crossing the boundary. If you continue it to another area in accordance with the analytical solution, it has a two-humped appearance, retains the amount of substance and, which is devoid of physical meaning, periodically over time. If you continue it with zero, then the conservativeness property is violated. The anomaly of the quadratic case is explained, though not strictly, by the analogy of the motion of a material point with an acceleration proportional to the square of velocity. Here we are dealing with a mathematical curiosity. Numerical calculations are given for all cases. Additionally, the entropy of the probability distribution and the reliability function are calculated, and their correlation is traced.

  8. Yakovleva T.V.
    Signal and noise parameters’ determination at rician data analysis by method of moments of lower odd orders
    Computer Research and Modeling, 2017, v. 9, no. 5, pp. 717-728

    The paper develops a new mathematical method of the joint signal and noise parameters determination at the Rice statistical distribution by method of moments based upon the analysis of data for the 1-st and the 3-rd raw moments of the random rician value. The explicit equations’ system have been obtained for required parameters of the signal and noise. In the limiting case of the small value of the signal-to-noise ratio the analytical formulas have been derived that allow calculating the required parameters without the necessity of solving the equations numerically. The technique having been elaborated in the paper ensures an efficient separation of the informative and noise components of the data to be analyzed without any a-priori restrictions, just based upon the processing of the results of the signal’s sampled measurements. The task is meaningful for the purposes of the rician data processing, in particular in the systems of magnetic-resonance visualization, in ultrasound visualization systems, at the optical signals’ analysis in range measuring systems, in radio location, etc. The results of the investigation have shown that the two parameter task solution of the proposed technique does not lead to the increase in demanded volume of computing resources compared with the one parameter task being solved in approximation that the second parameter of the task is known a-priori There are provided the results of the elaborated technique’s computer simulation. The results of the signal and noise parameters’ numerical calculation have confirmed the efficiency of the elaborated technique. There has been conducted the comparison of the accuracy of the sought-for parameters estimation by the technique having been developed in this paper and by the previously elaborated method of moments based upon processing the measured data for lower even moments of the signal to be analyzed.

    Views (last year): 10. Citations: 1 (RSCI).
  9. Khavinson M.J., Kulakov M.P., Frisman Y.Y.
    Mathematical modeling of the age groups of employed peoples by the example of the southern regions of the Russian Far East
    Computer Research and Modeling, 2016, v. 8, no. 5, pp. 787-801

    The article focuses on a nonlinear mathematical model that describes the interaction of the different age groups of the employed population. The interactions are treated by analogy with population relationship (competition, discrimination, assistance, oppression, etc). Under interaction of peoples we mean the generalized social and economic mechanisms that cause related changes in the number of employees of different age groups. Three age groups of the employed population are considered. It is young specialists (15–29 years), workers with experience (30–49 years), the employees of pre-retirement and retirement age (50 and older). The estimation of model’s parameters for the southern regions of the Far Eastern Federal District (FEFD) is executed by statistical data. Analysis of model scenarios allows us to conclude the observed number fluctuations of the different ages employees on the background of a stable total employed population may be a consequence of complex interactions between these groups of peoples. Computational experiments with the obtained values of the parameters allowed us to calculate the rate of decline and the aging of the working population and to determine the nature of the interaction between the age groups of employees that are not directly as reflected in the statistics. It was found that in FEFD the employed of 50 years and older are discriminated against by the young workers under 29, employed up to 29 and 30–49 years are in a partnership. It is shown in most developed regions (Primorsky and Khabarovsk Krai) there is “uniform” competition among different age groups of the employed population. For Primorsky Krai we were able to identify the mixing effect dynamics. It is a typical situation for systems in a state of structural adjustment. This effect is reflected in the fact the long cycles of employed population form with a significant decrease in migration inflows of employees 30–49 years. Besides, the change of migration is accompanied by a change of interaction type — from employment discrimination by the oldest of middle generation to discrimination by the middle of older generation. In less developed regions (Amur, Magadan and Jewish Autonomous Regions) there are lower values of migration balance of almost all age groups and discrimination by young workers up 29 years of other age groups and employment discrimination 30–49 years of the older generation.

    Views (last year): 4. Citations: 3 (RSCI).
  10. In the paper the statistical relationships between the size and production characteristics of phytoplankton and zooplankton of the Vistula and Curonian lagoons, the Baltic Sea, were investigated. Research phytoplankton and zooplankton within the Russian part of the area of the Vistula and the Curonian lagoon was carried out on the monthly basis (from April to November) within the framework of long-term monitoring program on evaluating of ecological status of the lagoons. The size structure of plankton is the basis for understanding of the development of production processes, mechanisms of formation of the plankton species diversity and functioning of the lagoon ecosystems. As results of the work it was found that the maximum rate of photosynthesis and the integral value of the primary production with a change in cell volume of phytoplankton are changed according to a power law. The result shows that the smaller the size of algal cells in phytoplankton communities the more actively occur metabolism and the more effective they assimilate the solar energy. It is shown that the formation of plankton species diversity in ecosystems of lagoons is closely linked with the size structure of plankton communities and with features of development of the production processes. It is proposed the structure of a spatially homogenous mathematical model of the plankton food chain for the lagoon ecosystems taking into account the size spectrum and the characteristics of phytoplankton and zooplankton. The model parameters are the sizedependent indicators allometrically linked with average volumes of cells and organisms in different ranges of their sizes. In the model the algorithm for changes over time the coefficients of food preferences in the diet of zooplankton was proposed. Developed the size-dependent mathematical model of aquatic ecosystems allows to consider the impact of turbulent exchange on the size structure and temporal dynamics of the plankton food chain of the Vistula and Curonian lagoons. The model can be used to study the different regimes of dynamic behavior of plankton systems depending on the changes in the values of its parameters and external influences, as well as to quantify the redistribution of matter flows in ecosystems of the lagoons.

    Views (last year): 9.
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International Interdisciplinary Conference "Mathematics. Computing. Education"