Результаты поиска по 'statistics':
Найдено статей: 110
  1. Lyubushin A.A., Rodionov E.A.
    Analysis of predictive properties of ground tremor using Huang decomposition
    Computer Research and Modeling, 2024, v. 16, no. 4, pp. 939-958

    A 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.

  2. Kondratyev M.S., Kabanov A.V., Komarov V.M.
    Modeling of helix formation in peptides containing aspartic and glutamic residues
    Computer Research and Modeling, 2010, v. 2, no. 1, pp. 83-90

    In present work we used the methods of molecular dynamics simulations and quantum chemistry to study the concept, according to which aspartic and glutamic residues play a key role in initiation of helix formation in oligopeptides. It has been shown, that the first turn of the alpha-helix can be organized from various amino acid sequences with Asp and Glu residues on the N-terminus. Thermodynamic properties of such a process were analyzed. The obtained results do not interfere with known experimental and statistical data and they substantially elaborate present views on the processes of early peptide folding stages.

    Views (last year): 2. Citations: 4 (RSCI).
  3. Gorshenin A.K., Korolev V.Y., Malakhov D.V., Skvortsova N.N.
    On the investigation of plasma turbulence by the analysis of the spectra
    Computer Research and Modeling, 2012, v. 4, no. 4, pp. 793-802

    The article describes the examples of the analysis of the experimental data spectra for identifying typical structures of processes forming plasma turbulence. The method is based on the original algorithm which is close to the one-sample bootstrap. The base model for description of the fine structure of stochastic processes is finite local-scale normal mixtures. For finding the statistical estimates (maximum likelihood estimates) well known EM algorithm is used. The efficiency of the proposed research technique is demonstrated for a number of spectra’s set obtained in different modes of low-frequency plasma turbulence.

    Views (last year): 2. Citations: 4 (RSCI).
  4. Makhov S.A.
    The long-term empirical macro model of world dynamics
    Computer Research and Modeling, 2013, v. 5, no. 5, pp. 883-891

    The work discusses the methodological basis and problems of modeling of world dynamics. Outlines approaches to the construction of a new simulation model of global development and the results of the simulation. The basis of the model building is laid empirical approach which based on the statistical analysis of the main socio-economic indicators. On the basis of this analysis identified the main variables. Dynamic equations (in continuous differential form) were written for these variables. Dependencies between variables were selected based on the dynamics of indicators in the past and on the basis of expert assessments, while econometric techniques were used, based on regression analysis. Calculations have been performed for the resulting dynamic equations system, the results are presented in the form of a trajectories beam for those indicators that are directly observable, and for which statistics are available. Thus, it is possible to assess the scatter of the trajectories and understand the predictive capability of this model.

    Views (last year): 4. Citations: 3 (RSCI).
  5. Priadein R.B., Stepantsov M.Y.
    On a possible approach to a sport game with continuous time simulation
    Computer Research and Modeling, 2014, v. 6, no. 3, pp. 455-460

    This paper is dedicated to discussing methods of statistical modeling the outcomes of sport events and, particularly, matches with continuous time. We propose a simulation-based approach to predicting the outcome of a match, somehow medium between pure statistical methods and agent simulation of individual players. An example of retrospective prediction is given.

    Views (last year): 3. Citations: 2 (RSCI).
  6. Kuzenkov N.P., Loginov V.M.
    R/S method application in neurological speech disorders analyses
    Computer Research and Modeling, 2014, v. 6, no. 5, pp. 775-791

    Based on modified rescaled range scale computation algorithm, the technique of Hurst exponent and its characteristic time estimation is proposed. The approach of increase the accuracy and simplification automatic Hurst exponent calculation is developed. The Hurst exponent and characteristic time is calculated for power time sets of speech signals with various motor pathologies (aphasias and dysarthrias). Results is statistically analyzed, the correlation between Hurst exponent and characteristic time is estimated.

    Views (last year): 2. Citations: 2 (RSCI).
  7. Kirilyuk I.L., Volynsky A.I., Kruglova M.S., Kuznetsova A.V., Rubinstein A.A., Sen'ko O.V.
    Empirical testing of institutional matrices theory by data mining
    Computer Research and Modeling, 2015, v. 7, no. 4, pp. 923-939

    The paper has a goal to identify a set of parameters of the environment and infrastructure with the most significant impact on institutional-matrices that dominate in different countries. Parameters of environmental conditions includes raw statistical indices, which were directly derived from the databases of open access, as well as complex integral indicators that were by method of principal components. Efficiency of discussed parameters in task of dominant institutional matrices type recognition (X or Y type) was evaluated by a number of methods based on machine learning. It was revealed that greatest informational content is associated with parameters characterizing risk of natural disasters, level of urbanization and the development of transport infrastructure, the monthly averages and seasonal variations of temperature and precipitation.

    Views (last year): 7. Citations: 13 (RSCI).
  8. The paper develops a new mathematical method of the joint signal and noise calculation at the Rice statistical distribution based on combing the maximum likelihood method and the method of moments. The calculation of the sough-for values of signal and noise is implemented by processing the sampled measurements of the analyzed Rician signal’s amplitude. The explicit equations’ system has been obtained for required signal and noise parameters and the results of its numerical solution are provided confirming the efficiency of the proposed technique. It has been shown that solving the two-parameter task by means of the proposed technique does not lead to the increase of the volume of demanded calculative resources if compared with solving the task in one-parameter approximation. An analytical solution of the task has been obtained for the particular case of small value of the signal-to-noise ratio. The paper presents the investigation of the dependence of the sought for parameters estimation accuracy and dispersion on the quantity of measurements in experimental sample. According to the results of numerical experiments, the dispersion values of the estimated sought-for signal and noise parameters calculated by means of the proposed technique change in inverse proportion to the quantity of measurements in a sample. There has been implemented a comparison of the accuracy of the soughtfor Rician parameters’ estimation by means of the proposed technique and by earlier developed version of the method of moments. The problem having been considered in the paper is meaningful for the purposes of Rician data processing, in particular, at the systems of magnetic-resonance visualization, in devices of ultrasonic visualization, at optical signals’ analysis in range-measuring systems, at radar signals’ analysis, as well as at solving many other scientific and applied tasks that are adequately described by the Rice statistical model.

    Views (last year): 11.
  9. Ketova K.V., Romanovsky Y.M., Rusyak I.G.
    Mathematical modeling of the human capital dynamic
    Computer Research and Modeling, 2019, v. 11, no. 2, pp. 329-342

    In the conditions of the development of modern economy, human capital is one of the main factors of economic growth. The formation of human capital begins with the birth of a person and continues throughout life, so the value of human capital is inseparable from its carriers, which in turn makes it difficult to account for this factor. This has led to the fact that currently there are no generally accepted methods of calculating the value of human capital. There are only a few approaches to the measurement of human capital: the cost approach (by income or investment) and the index approach, of which the most well-known approach developed under the auspices of the UN.

    This paper presents the assigned task in conjunction with the task of demographic dynamics solved in the time-age plane, which allows to more fully take into account the temporary changes in the demographic structure on the dynamics of human capital.

    The task of demographic dynamics is posed within the framework of the Mac-Kendrick – von Foerster model on the basis of the equation of age structure dynamics. The form of distribution functions for births, deaths and migration of the population is determined on the basis of the available statistical information. The numerical solution of the problem is given. The analysis and forecast of demographic indicators are presented. The economic and mathematical model of human capital dynamics is formulated on the basis of the demographic dynamics problem. The problem of modeling the human capital dynamics considers three components of capital: educational, health and cultural (spiritual). Description of the evolution of human capital components uses an equation of the transfer equation type. Investments in human capital components are determined on the basis of budget expenditures and private expenditures, taking into account the characteristic time life cycle of demographic elements. A one-dimensional kinetic equation is used to predict the dynamics of the total human capital. The method of calculating the dynamics of this factor is given as a time function. The calculated data on the human capital dynamics are presented for the Russian Federation. As studies have shown, the value of human capital increased rapidly until 2008, in the future there was a period of stabilization, but after 2014 there is a negative dynamics of this value.

    Views (last year): 34.
  10. Grebenkin I.V., Alekseenko A.E., Gaivoronskiy N.A., Ignatov M.G., Kazennov A.M., Kozakov D.V., Kulagin A.P., Kholodov Y.A.
    Ensemble building and statistical mechanics methods for MHC-peptide binding prediction
    Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1383-1395

    The proteins of the Major Histocompatibility Complex (MHC) play a key role in the functioning of the adaptive immune system, and the identification of peptides that bind to them is an important step in the development of vaccines and understanding the mechanisms of autoimmune diseases. Today, there are a number of methods for predicting the binding of a particular MHC allele to a peptide. One of the best such methods is NetMHCpan-4.0, which is based on an ensemble of artificial neural networks. This paper presents a methodology for qualitatively improving the underlying neural network underlying NetMHCpan-4.0. The proposed method uses the ensemble construction technique and adds as input an estimate of the Potts model taken from static mechanics, which is a generalization of the Ising model. In the general case, the model reflects the interaction of spins in the crystal lattice. Within the framework of the proposed method, the model is used to better represent the physical nature of the interaction of proteins included in the complex. To assess the interaction of the MHC + peptide complex, we use a two-dimensional Potts model with 20 states (corresponding to basic amino acids). Solving the inverse problem using data on experimentally confirmed interacting pairs, we obtain the values of the parameters of the Potts model, which we then use to evaluate a new pair of MHC + peptide, and supplement this value with the input data of the neural network. This approach, combined with the ensemble construction technique, allows for improved prediction accuracy, in terms of the positive predictive value (PPV) metric, compared to the baseline model.

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International Interdisciplinary Conference "Mathematics. Computing. Education"