Результаты поиска по 'factor analysis':
Найдено статей: 70
  1. Dementiev V.E.
    The model of interference of long waves of economic development
    Computer Research and Modeling, 2021, v. 13, no. 3, pp. 649-663

    The article substantiates the need to develop and analyze mathematical models that take into account the mutual influence of long (Kondratiev) waves of economic development. The analysis of the available publications shows that at the model level, the direct and inverse relationships between intersecting long waves are still insufficiently studied. As practice shows, the production of the current long wave can receive an additional impetus for growth from the technologies of the next long wave. The technologies of the next industrial revolution often serve as improving innovations for the industries born of the previous industrial revolution. As a result, the new long wave increases the amplitude of the oscillations of the trajectory of the previous long wave. Such results of the interaction of long waves in the economy are similar to the effects of interference of physical waves. The mutual influence of the recessions and booms of the economies of different countries gives even more grounds for comparing the consequences of this mutual influence with the interference of physical waves. The article presents a model for the development of the technological base of production, taking into account the possibilities of combining old and new technologies. The model consists of several sub-models. The use of a different mathematical description for the individual stages of updating the technological base of production allows us to take into account the significant differences between the successive phases of the life cycle of general purpose technologies, considered in modern literature as the technological basis of industrial revolutions. One of these phases is the period of formation of the appropriate infrastructure necessary for the intensive diffusion of new general purpose technology, for the rapid development of industries using this technology. The model is used for illustrative calculations with the values of exogenous parameters corresponding to the logic of changing long waves. Despite all the conditionality of the illustrative calculations, the configuration of the curve representing the change in the return on capital in the simulated period is close to the configuration of the real trajectory of the return on private fixed assets of the US economy in the period 1982-2019. The factors that remained outside the scope of the presented model, but which are advisable to take into account when describing the interference of long waves of economic development, are indicated.

  2. Vavilova D.D., Ketova K.V., Zerari R.
    Computer modeling of the gross regional product dynamics: a comparative analysis of neural network models
    Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1219-1236

    Analysis of regional economic indicators plays a crucial role in management and development planning, with Gross Regional Product (GRP) serving as one of the key indicators of economic activity. The application of artificial intelligence, including neural network technologies, enables significant improvements in the accuracy and reliability of forecasts of economic processes. This study compares three neural network algorithm models for predicting the GRP of a typical region of the Russian Federation — the Udmurt Republic — based on time series data from 2000 to 2023. The selected models include a neural network with the Bat Algorithm (BA-LSTM), a neural network model based on backpropagation error optimized with a Genetic Algorithm (GA-BPNN), and a neural network model of Elman optimized using the Particle Swarm Optimization algorithm (PSO-Elman). The research involved stages of neural network modeling such as data preprocessing, training model, and comparative analysis based on accuracy and forecast quality metrics. This approach allows for evaluating the advantages and limitations of each model in the context of GRP forecasting, as well as identifying the most promising directions for further research. The utilization of modern neural network methods opens new opportunities for automating regional economic analysis and improving the quality of forecast assessments, which is especially relevant when data are limited and for rapid decision-making. The study uses factors such as the amount of production capital, the average annual number of labor resources, the share of high-tech and knowledge-intensive industries in GRP, and an inflation indicator as input data for predicting GRP. The high accuracy of the predictions achieved by including these factors in the neural network models confirms the strong correlation between these factors and GRP. The results demonstrate the exceptional accuracy of the BA-LSTM neural network model on validation data: the coefficient of determination was 0.82, and the mean absolute percentage error was 4.19%. The high performance and reliability of this model confirm its capacity to predict effectively the dynamics of the GRP. During the forecast period up to 2030, the Udmurt Republic is expected to experience an annual increase in Gross Regional Product (GRP) of +4.6% in current prices or +2.5% in comparable 2023 prices. By 2030, the GRP is projected to reach 1264.5 billion rubles.

  3. Vasiliev I.A., Dubinya N.V., Tikhotskiy S.A., Nachev V.A., Alexeev D.A.
    Numerical model of jack-up rig’s mechanical behavior under seismic loading
    Computer Research and Modeling, 2022, v. 14, no. 4, pp. 853-871

    The paper presents results of numerical modeling of stress-strain state of jack-up rigs used for shelf hydrocarbon reservoirs exploitation. The work studied the equilibrium stress state of a jack-up rig standing on seafloor and mechanical behavior of the rig under seismic loading. Surface elastic wave caused by a distant earthquake acts a reason for the loading. Stability of jack-up rig is the main topic of the research, as stability can be lost due to redistribution of stresses and strains in the elements of the rig due to seismic loading. Modeling results revealed that seismic loading can indeed lead to intermittent growth of stresses in particular elements of the rig’s support legs resulting into stability loss. These results were obtained using the finite element-based numerical scheme. The paper contains the proof of modeling results convergence obtained from analysis of one problem — the problem of stresses and strains distributions for the contact problem of a rigid cylinder indenting on elastic half space. The comparison between numerical and analytical solutions proved the used numerical scheme to be correct, as obtained results converged. The paper presents an analysis of the different factors influencing the mechanical behavior of the studied system. These factors include the degree of seismic loading, mechanical properties of seafloor sediments, and depth of support legs penetration. The results obtained from numerical modeling made it possible to formulate preliminary conclusions regarding the need to take site-specific conditions into account whenever planning the use of jack-up rigs, especially, in the regions with seismic activity. The approach presented in the paper can be used to evaluate risks related to offshore hydrocarbon reservoirs exploitation and development, while the reported numerical scheme can be used to solve some contact problems of theory of elasticity with the need to analyze dynamic processes.

  4. Ansori Moch.F., Al Jasir H., Sihombing A.H., Putra S.M., Nurfaizah D.A., Nurulita E.
    Assessing the impact of deposit benchmark interest rate on banking loan dynamics
    Computer Research and Modeling, 2024, v. 16, no. 4, pp. 1023-1032

    Deposit benchmark interest rates are a policy implemented by banking regulators to calculate the interest rates offered to depositors, maintaining equitable and competitive rates within the financial industry. It functions as a benchmark for determining the pricing of different banking products, expenses, and financial choices. The benchmark rate will have a direct impact on the amount of money deposited, which in turn will determine the amount of money available for lending.We are motivated to analyze the influence of deposit benchmark interest rates on the dynamics of banking loans. This study examines the issue using a difference equation of banking loans. In this process, the decision on the loan amount in the next period is influenced by both the present loan volume and the information on its marginal profit. An analysis is made of the loan equilibrium point and its stability. We also analyze the bifurcations that arise in the model. To ensure a stable banking loan, it is necessary to set the benchmark rate higher than the flip value and lower than the transcritical bifurcation values. The confirmation of this result is supported by the bifurcation diagram and its associated Lyapunov exponent. Insufficient deposit benchmark interest rates might lead to chaotic dynamics in banking lending. Additionally, a bifurcation diagram with two parameters is also shown. We do numerical sensitivity analysis by examining contour plots of the stability requirements, which vary with the deposit benchmark interest rate and other parameters. In addition, we examine a nonstandard difference approach for the previous model, assess its stability, and make a comparison with the standard model. The outcome of our study can provide valuable insights to the banking regulator in making informed decisions regarding deposit benchmark interest rates, taking into account several other banking factors.

  5. Shakhgeldyan K.I., Kuksin N.S., Domzhalov I.G., Pak R.L., Geltser B.I.
    Random forest of risk factors as a predictive tool for adverse events in clinical medicine
    Computer Research and Modeling, 2025, v. 17, no. 5, pp. 987-1004

    The aim of study was to develop an ensemble machine learning method for constructing interpretable predictive models and to validate it using the example of predicting in-hospital mortality (IHM) in patients with ST-segment elevation myocardial infarction (STEMI).

    A retrospective cohort study was conducted using data from 5446 electronic medical records of STEMI patients who underwent percutaneous coronary intervention (PCI). Patients were divided into two groups: 335 (6.2%) patients who died during hospitalization and 5111 (93.8%) patients with a favourable in-hospital outcome. A pool of potential predictors was formed using statistical methods. Through multimetric categorization (minimizing p-values, maximizing the area under the ROC curve (AUC), and SHAP value analysis), decision trees, and multivariable logistic regression (MLR), predictors were transformed into risk factors for IHM. Predictive models for IHM were developed using MLR, Random Forest Risk Factors (RandFRF), Stochastic Gradient Boosting (XGboost), Random Forest (RF), Adaptive boosting, Gradient Boosting, Light Gradient-Boosting Machine, Categorical Boosting (CatBoost), Explainable Boosting Machine and Stacking methods.

    Authors developed the RandFRF method, which integrates the predictive outcomes of modified decision trees, identifies risk factors and ranks them based on their contribution to the risk of adverse outcomes. RandFRF enables the development of predictive models with high discriminative performance (AUC 0.908), comparable to models based on CatBoost and Stacking (AUC 0.904 and 0.908, respectively). In turn, risk factors provide clinicians with information on the patient’s risk group classification and the extent of their impact on the probability of IHM. The risk factors identified by RandFRF can serve not only as rationale for the prediction results but also as a basis for developing more accurate models.

  6. Rukhlenko A.S., Zlobina K.E., Guria G.T.
    Hydrodynamical activation of blood coagulation in stenosed vessels. Theoretical analysis
    Computer Research and Modeling, 2012, v. 4, no. 1, pp. 155-183

    The mechanisms of hydrodynamical activation of blood coagulation system are investigated in stenosed vessels for a wide range of Reynolds number values (from 10 up to 500). It is assumed that the vessel wall permeability for procoagulant factors rapidly increases when wall shear stress exceeds specific threshold value. A number of patterns of blood coagulation processes development are described. The influence of blood flow topology changes on activation of blood coagulation is explored. It is established that not only blood flow decrease, but also its increase may promote activation of blood coagulation. It was found that dependence of thrombogenic danger of stenosis on vessel lumen blockage ratio is non-monotonic. The relevance of obtained theoretical results for clinical practice is discussed.

    Views (last year): 2. Citations: 5 (RSCI).
  7. A mathematical model of tumor growth in tissue taking into account angiogenesis and antiangiogenic therapy is developed. In the model the convective flows in tissue are considered as well as individual motility of tumor cells. It is considered that a cell starts to migrate if the nutrient concentration falls lower than the critical level and returns into proliferation in the region with high nutrient concentration. Malignant cells in the state of metabolic stress produce vascular endothelial growth factor (VEGF), stimulating tumor angiogenesis, which increases the nutrient supply. In this work an antiangiogenic drug which bounds irreversibly to VEGF, converting it to inactive form, is modeled. Numerical analysis of influence of antiangiogenic drug concentration and efficiency on tumor rate of growth and structure is performed. It is shown that antiangiogenic therapy can decrease the growth of low-invasive tumor, but is not able to stop it completely.

    Views (last year): 4. Citations: 1 (RSCI).
  8. Salikhova T.Y., Pushin D.M., Guria G.T.
    Investigation of shear-induced platelet activation in arteriovenous fistulas for haemodialysis
    Computer Research and Modeling, 2023, v. 15, no. 3, pp. 703-721

    Numerical modeling of shear-induced platelet activation in haemodialysis arteriovenous fistulas was carried out in this work. The goal was to investigate the mechanisms of threshold shear-induced platelet activation in fistulas. For shear-induced platelet activation to take place, shear stress accumulated by platelets along corresponding trajectories in blood flow had to exceed a definite threshold value. The threshold value of cumulative shear stress was supposed to depend on the multimer size of von Willebrand factor macromolecules acting as hydrodynamic sensors for platelets. The effect of arteriovenous fistulas parameters, such as the anastomotic angle, blood flow rate, and the multimer size of von Willebrand factor macromolecules, on platelet activation risk was studied. Parametric diagrams have been constructed that make it possible to distinguish the areas of parameters corresponding to the presence or absence of shear-induced platelet activation. Scaling relations that approximate critical curves on parametric diagrams were obtained. Analysis showed that threshold fistula flow rate is higher for obtuse anastomotic angle than for sharp ones. This means that a fistula with obtuse angle can be used in wider flow rate range without risk of platelet activation. In addition, a study of different anastomosis configurations of arteriovenous fistulas showed that the configuration “end of vein to end of artery” is among the safest. For all the investigated anastomosis configurations, the critical curves on the parametric diagrams were monotonically decreasing functions of von Willebrand factor multimer size. It was shown that fistula flow rate should have a significant impact on the probability of thrombus formation initiation, while the direction of flow through the distal artery did not affect platelet activation. The obtained results allowed to determine the safest fistula configurations with respect to thrombus formation triggering. The authors believe that the results of the work may be of interest to doctors performing surgical operations for creation of arteriovenous fistulas for haemodialysis. In the final section of the work, possible clinical applications of the obtained results by means of mathematical modeling are discussed.

  9. Shestoperov A.I., Ivchenko A.V., Fomina E.V.
    Changepoint detection in biometric data: retrospective nonparametric segmentation methods based on dynamic programming and sliding windows
    Computer Research and Modeling, 2024, v. 16, no. 5, pp. 1295-1321

    This paper is dedicated to the analysis of medical and biological data obtained through locomotor training and testing of astronauts conducted both on Earth and during spaceflight. These experiments can be described as the astronaut’s movement on a treadmill according to a predefined regimen in various speed modes. During these modes, not only the speed is recorded but also a range of parameters, including heart rate, ground reaction force, and others, are collected. In order to analyze the dynamics of the astronaut’s condition over an extended period, it is necessary to perform a qualitative segmentation of their movement modes to independently assess the target metrics. This task becomes particularly relevant in the development of an autonomous life support system for astronauts that operates without direct supervision from Earth. The segmentation of target data is complicated by the presence of various anomalies, such as deviations from the predefined regimen, arbitrary and varying duration of mode transitions, hardware failures, and other factors. The paper includes a detailed review of several contemporary retrospective (offline) nonparametric methods for detecting multiple changepoints, which refer to sudden changes in the properties of the observed time series occurring at unknown moments. Special attention is given to algorithms and statistical measures that determine the homogeneity of the data and methods for detecting change points. The paper considers approaches based on dynamic programming and sliding window methods. The second part of the paper focuses on the numerical modeling of these methods using characteristic examples of experimental data, including both “simple” and “complex” speed profiles of movement. The analysis conducted allowed us to identify the preferred methods, which will be further evaluated on the complete dataset. Preference is given to methods that ensure the closeness of the markup to a reference one, potentially allow the detection of both boundaries of transient processes, as well as are robust relative to internal parameters.

  10. Kirilyuk I.L.
    Models of production functions for the Russian economy
    Computer Research and Modeling, 2013, v. 5, no. 2, pp. 293-312

    A comparative analysis of the applicability of several variants of the production function models for the analysis of modern Russian economy is presented in a paper. Through regression analysis, the effect of such factors as the oil prices on the world market, the innovation, the hypothesis of constant returns to factors of production is estimated. Calculations were made both for the economy as a whole and for separate industries. It is shown that the models of the economy of Russia as a whole and some of its industries in relation to real data have significant increasing returns to labor. Limits of applicability for the models are discussed.

    Views (last year): 21. Citations: 65 (RSCI).
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