Результаты поиска по 'estimating function':
Найдено статей: 95
  1. Kashchenko N.M., Ishanov S.A., Zubkov E.V.
    Numerical model of transport in problems of instabilities of the Earth’s low-latitude ionosphere using a two-dimensional monotonized Z-scheme
    Computer Research and Modeling, 2021, v. 13, no. 5, pp. 1011-1023

    The aim of the work is to study a monotone finite-difference scheme of the second order of accuracy, created on the basis of a generalization of the one-dimensional Z-scheme. The study was carried out for model equations of the transfer of an incompressible medium. The paper describes a two-dimensional generalization of the Z-scheme with nonlinear correction, using instead of streams oblique differences containing values from different time layers. The monotonicity of the obtained nonlinear scheme is verified numerically for the limit functions of two types, both for smooth solutions and for nonsmooth solutions, and numerical estimates of the order of accuracy of the constructed scheme are obtained.

    The constructed scheme is absolutely stable, but it loses the property of monotony when the Courant step is exceeded. A distinctive feature of the proposed finite-difference scheme is the minimality of its template. The constructed numerical scheme is intended for models of plasma instabilities of various scales in the low-latitude ionospheric plasma of the Earth. One of the real problems in the solution of which such equations arise is the numerical simulation of highly nonstationary medium-scale processes in the earth’s ionosphere under conditions of the appearance of the Rayleigh – Taylor instability and plasma structures with smaller scales, the generation mechanisms of which are instabilities of other types, which leads to the phenomenon F-scattering. Due to the fact that the transfer processes in the ionospheric plasma are controlled by the magnetic field, it is assumed that the plasma incompressibility condition is fulfilled in the direction transverse to the magnetic field.

  2. Rebrova A.A., Danilov A.A.
    Method for coronary blood flow velocity estimation based on angiographic images
    Computer Research and Modeling, 2026, v. 18, no. 3, pp. 715-735

    In modern cardiology, accurate assessment of the functional significance of coronary artery stenoses is a critical factor for selecting treatment strategies and making informed clinical decisions. This paper presents an automated algorithm for processing dynamic X-ray angiographic image sequences aimed at estimating blood flow velocity. This parameter serves as the basis for determining the Quantitative Flow Ratio (QFR), which acts as an effective noninvasive alternative to traditional invasive fractional flow reserve (FFR) measurements. The proposed methodology successfully overcomes classic challenges of angiographic analysis, such as vessel motion artifacts during the cardio-respiratory cycle, variable contrast opacification, and the geometric complexity of the vascular tree in two-dimensional projections.

    The presented processing workflow includes several key stages. Initially, frame preprocessing is performed to suppress noise and filter out the anatomical background. Subsequently, segmentation is implemented using a Sato filter and Otsu thresholding, followed by skeletonization to extract vessel centerlines. Particular attention is paid to the algorithm for automated identification of bifurcation points and the filtration of artifactual intersections caused by vessel overlapping. To ensure data continuity, a temporal tracking method for the target segment based on template correlation is applied, which is especially important during phases with low contrast agent concentration. The mathematical core of the algorithm is based on solving a 1D inverse problem for the advection-diffusion equation, allowing for the recovery of blood flow velocity from temporal intensity curves.

    As part of the study, a detailed validation of the method was conducted by comparing automated calculation results with manual expert measurements across ten clinical datasets. The results confirm the robustness of the computational scheme within physiologically relevant ranges and its ability to significantly reduce inter-observer variability. The developed approach minimizes the need for physician intervention in the data processing stage, opening up prospects for creating real-time clinical decision support systems in the catheterization laboratory setting.

  3. Koltsov Y.V., Boboshko E.V.
    Comparative analysis of optimization methods for electrical energy losses interval evaluation problem
    Computer Research and Modeling, 2013, v. 5, no. 2, pp. 231-239

    This article is dedicated to a comparison analysis of optimization methods, in order to perform an interval estimation of electrical energy technical losses in distribution networks of voltage 6–20 kV. The issue of interval evaluation is represented as a multi-dimensional conditional minimization/maximization problem with implicit target function. A number of numerical optimization methods of first and zero orders is observed, with the aim of determining the most suitable for the problem of interest. The desired algorithm is BOBYQA, in which the target function is replaced with its quadratic approximation in some trusted region.

    Views (last year): 2. Citations: 1 (RSCI).
  4. Tumanyan A.G., Bartsev S.I.
    Simple behavioral model of imprint formation
    Computer Research and Modeling, 2014, v. 6, no. 5, pp. 793-802

    Formation of adequate behavioral patterns in condition of the unknown environment carried out through exploratory behavior. At the same time the rapid formation of an acceptable pattern is more preferable than a long elaboration perfect pattern through repeat play learning situation. In extreme situations, phenomenon of imprinting is observed — instant imprinting of behavior pattern, which ensure the survival of individuals. In this paper we propose a hypothesis and imprint model when trained on a single successful pattern of virtual robot's neural network demonstrates the effective functioning. Realism of the model is estimated by checking the stability of playback behavior pattern to perturbations situation imprint run.

    Views (last year): 5. Citations: 2 (RSCI).
  5. Varshavskiy A.E.
    A model for analyzing income inequality based on a finite functional sequence (adequacy and application problems)
    Computer Research and Modeling, 2022, v. 14, no. 3, pp. 675-689

    The paper considers the adequacy of the model developed earlier by the author for the analysis of income inequality and based on an empirically confirmed hypothesis that the relative (to the income of the richest group) income values of 20% population groups in total income can be represented as a finite functional sequence, each member of which depends on one parameter — a specially defined indicator of inequality. It is shown that in addition to the existing methods of inequality analysis, the model makes it possible to estimate with the help of analytical expressions the income shares of 20%, 10% and smaller groups of the population for different levels of inequality, as well as to identify how they change with the growth of inequality, to estimate the level of inequality for known ratios between the incomes of different groups of the population, etc.

    The paper provides a more detailed confirmation of the proposed model adequacy in comparison with the previously obtained results of statistical analysis of empirical data on the distribution of income between the 20% and 10% population groups. It is based on the analysis of certain ratios between the values of quintiles and deciles according to the proposed model. The verification of these ratios was carried out using a set of data for a large number of countries and the estimates obtained confirm the sufficiently high accuracy of the model.

    Data are presented that confirm the possibility of using the model to analyze the dependence of income distribution by population groups on the level of inequality, as well as to estimate the inequality indicator for income ratios between different groups, including variants when the income of the richest 20% is equal to the income of the poor 60 %, income of the middle class 40% or income of the rest 80% of the population, as well as when the income of the richest 10% is equal to the income of the poor 40 %, 50% or 60%, to the income of various middle class groups, etc., as well as for cases, when the distribution of income obeys harmonic proportions and when the quintiles and deciles corresponding to the middle class reach a maximum. It is shown that the income shares of the richest middle class groups are relatively stable and have a maximum at certain levels of inequality.

    The results obtained with the help of the model can be used to determine the standards for developing a policy of gradually increasing the level of progressive taxation in order to move to the level of inequality typical of countries with social oriented economy.

  6. Lukyantsev D.S., Afanasiev N.T., Tanaev A.B., Chudaev S.O.
    Numerical-analytical modeling of gravitational lensing of the electromagnetic waves in random-inhomogeneous space plasma
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 433-443

    Instrument of numerical-analytical modeling of characteristics of propagation of electromagnetic waves in chaotic space plasma with taking into account effects of gravitation is developed for interpretation of data of measurements of astrophysical precision instruments of new education. The task of propagation of waves in curved (Riemann’s) space is solved in Euclid’s space by introducing of the effective index of refraction of vacuum. The gravitational potential can be calculated for various model of distribution of mass of astrophysical objects and at solution of Poisson’s equation. As a result the effective index of refraction of vacuum can be evaluated. Approximate model of the effective index of refraction is suggested with condition that various objects additively contribute in total gravitational field. Calculation of the characteristics of electromagnetic waves in the gravitational field of astrophysical objects is performed by the approximation of geometrical optics with condition that spatial scales of index of refraction a lot more wavelength. Light differential equations in Euler’s form are formed the basis of numerical-analytical instrument of modeling of trajectory characteristic of waves. Chaotic inhomogeneities of space plasma are introduced by model of spatial correlation function of index of refraction. Calculations of refraction scattering of waves are performed by the approximation of geometrical optics. Integral equations for statistic moments of lateral deviations of beams in picture plane of observer are obtained. Integrals for moments are reduced to system of ordinary differential equations the firsts order with using analytical transformations for cooperative numerical calculation of arrange and meansquare deviations of light. Results of numerical-analytical modeling of trajectory picture of propagation of electromagnetic waves in interstellar space with taking into account impact of gravitational fields of space objects and refractive scattering of waves on inhomogeneities of index of refraction of surrounding plasma are shown. Based on the results of modeling quantitative estimation of conditions of stochastic blurring of the effect of gravitational lensing of electromagnetic waves at various frequency ranges is performed. It’s shown that operating frequencies of meter range of wavelengths represent conditional low-frequency limit for observational of the effect of gravitational lensing in stochastic space plasma. The offered instrument of numerical-analytical modeling can be used for analyze of structure of electromagnetic radiation of quasar propagating through group of galactic.

  7. Ryashko L.B., Slepukhina E.S.
    Analysis of noise-induced bursting in two-dimensional Hindmarsh–Rose model
    Computer Research and Modeling, 2014, v. 6, no. 4, pp. 605-619

    We study the stochastic dynamics of the two-dimensional Hindmarsh–Rose model in the parametrical zone of coexisting stable equilibria and limit cycles. The phenomenon of noise-induced transitions between the attractors is investigated. Under the random disturbances, equilibrium and periodic regimes combine in bursting regime: the system demonstrates an alternation of small fluctuations near the equilibrium with high amplitude oscillations. This effect is analysed using the stochastic sensitivity function technique and a method of estimation of critical values for noise intensity is proposed.

    Views (last year): 1.
  8. A simple non-linear model allowing to calculate daily and monthly GPP and NPP of forests using parameters characterizing the light-use efficiencies for GPP and NPP, and integral values of absorbed photosynthetically active radiation, obtained using field measurements and remotes sensing data was suggested. Daily and monthly GPP, NPP of the forest ecosystems were derived from the field measurements of the net ecosystem exchange of CO2 in the spruce and tropical rain forests using a process-based Mixfor-SVAT model.

    Views (last year): 1. Citations: 2 (RSCI).
  9. Silaeva V.A., Silaeva M.V., Silaev A.M.
    Estimation of models parameters for time series with Markov switching regimes
    Computer Research and Modeling, 2018, v. 10, no. 6, pp. 903-918

    The paper considers the problem of estimating the parameters of time series described by regression models with Markov switching of two regimes at random instants of time with independent Gaussian noise. For the solution, we propose a variant of the EM algorithm based on the iterative procedure, during which an estimation of the regression parameters is performed for a given sequence of regime switching and an evaluation of the switching sequence for the given parameters of the regression models. In contrast to the well-known methods of estimating regression parameters in the models with Markov switching, which are based on the calculation of a posteriori probabilities of discrete states of the switching sequence, in the paper the estimates are calculated of the switching sequence, which are optimal by the criterion of the maximum of a posteriori probability. As a result, the proposed algorithm turns out to be simpler and requires less calculations. Computer modeling allows to reveal the factors influencing accuracy of estimation. Such factors include the number of observations, the number of unknown regression parameters, the degree of their difference in different modes of operation, and the signal-to-noise ratio which is associated with the coefficient of determination in regression models. The proposed algorithm is applied to the problem of estimating parameters in regression models for the rate of daily return of the RTS index, depending on the returns of the S&P 500 index and Gazprom shares for the period from 2013 to 2018. Comparison of the estimates of the parameters found using the proposed algorithm is carried out with the estimates that are formed using the EViews econometric package and with estimates of the ordinary least squares method without taking into account regimes switching. The account of regimes switching allows to receive more exact representation about structure of a statistical dependence of investigated variables. In switching models, the increase in the signal-to-noise ratio leads to the fact that the differences in the estimates produced by the proposed algorithm and using the EViews program are reduced.

    Views (last year): 36.
  10. Abramova E.P., Ryazanova T.V.
    Dynamic regimes of the stochastic “prey – predatory” model with competition and saturation
    Computer Research and Modeling, 2019, v. 11, no. 3, pp. 515-531

    We consider “predator – prey” model taking into account the competition of prey, predator for different from the prey resources, and their interaction described by the second type Holling trophic function. An analysis of the attractors is carried out depending on the coefficient of competition of predators. In the deterministic case, this model demonstrates the complex behavior associated with the local (Andronov –Hopf and saddlenode) and global (birth of a cycle from a separatrix loop) bifurcations. An important feature of this model is the disappearance of a stable cycle due to a saddle-node bifurcation. As a result of the presence of competition in both populations, parametric zones of mono- and bistability are observed. In parametric zones of bistability the system has either coexisting two equilibria or a cycle and equilibrium. Here, we investigate the geometrical arrangement of attractors and separatrices, which is the boundary of basins of attraction. Such a study is an important component in understanding of stochastic phenomena. In this model, the combination of the nonlinearity and random perturbations leads to the appearance of new phenomena with no analogues in the deterministic case, such as noise-induced transitions through the separatrix, stochastic excitability, and generation of mixed-mode oscillations. For the parametric study of these phenomena, we use the stochastic sensitivity function technique and the confidence domain method. In the bistability zones, we study the deformations of the equilibrium or oscillation regimes under stochastic perturbation. The geometric criterion for the occurrence of such qualitative changes is the intersection of confidence domains and the separatrix of the deterministic model. In the zone of monostability, we evolve the phenomena of explosive change in the size of population as well as extinction of one or both populations with minor changes in external conditions. With the help of the confidence domains method, we solve the problem of estimating the proximity of a stochastic population to dangerous boundaries, upon reaching which the coexistence of populations is destroyed and their extinction is observed.

    Views (last year): 28.
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