Результаты поиска по 'factor analysis':
Найдено статей: 68
  1. 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.

  2. 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.

  3. 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.

  4. 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).
  5. 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).
  6. 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.

  7. 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.

  8. 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).
  9. Vasyukov A.V., Beklemysheva K.A., Onuchin E.S., Tovarnova N.A., Petrov I.B.
    Calculation of transverse wave speed in preloaded fibres under an impact
    Computer Research and Modeling, 2022, v. 14, no. 4, pp. 887-897

    The paper considers the problem of transverse impact on a thin preloaded fiber. The commonly accepted theory of transverse impact on a thin fiber is based on the classical works of Rakhmatulin and Smith. The simple relations obtained from the Rakhmatulin – Smith theory are widely used in engineering practice. However, there are numerous evidences that experimental results may differ significantly from estimations based on these relations. A brief overview of the factors that cause the differences is given in this article.

    This paper focuses on the shear wave velocity, as it is the only feature that can be directly observed and measured using high-speed cameras or similar methods. The influence of the fiber preload on the wave speed is considered. This factor is important, since it inevitably arises in the experimental results. The reliable fastening and precise positioning of the fiber during the experiments requires its preload. This work shows that the preload significantly affects the shear wave velocity in the impacted fiber.

    Numerical calculations were performed for Kevlar 29 and Spectra 1000 yarns. Shear wave velocities are obtained for different levels of initial tension. A direct comparison of numerical results and analytical estimations with experimental data is presented. The speed of the transverse wave in free and preloaded fibers differed by a factor of two for the setup parameters considered. This fact demonstrates that measurements based on high-speed imaging and analysis of the observed shear waves should take into account the preload of the fibers.

    This paper proposes a formula for a quick estimation of the shear wave velocity in preloaded fibers. The formula is obtained from the basic relations of the Rakhmatulin – Smith theory under the assumption of a large initial deformation of the fiber. The formula can give significantly better results than the classical approximation, this fact is demonstrated using the data for preloaded Kevlar 29 and Spectra 1000. The paper also shows that direct numerical calculation has better corresponding with the experimental data than any of the considered analytical estimations.

  10. Kalachin S.V., Kalachina E.S.
    Discrete network dynamic system for modeling the spread of panic in groups of people
    Computer Research and Modeling, 2026, v. 18, no. 2, pp. 483-499

    The paper addresses the problem of modeling the formation and propagation of panic states in social groups with relatively stable structures of interpersonal interactions. Panic is interpreted as a nonlinear process of emotional contagion arising from the interaction between individual psychological characteristics and collective effects within a social environment. In contrast to models focused on the spatial dynamics of moving crowds, the proposed approach concentrates on quasi-stationary interaction networks that reflect informational and emotional contacts among individuals.

    The developed discrete network dynamical system integrates individual temperament parameters (sanguine, choleric, phlegmatic, melancholic), the structure of social connections, and nonlinear mechanisms of collective behavior. The individual dynamics of panic are described using an S-shaped growth function, which ensures boundedness of the emotional arousal level and captures the stages of its formation and saturation. Social influence is modeled on a graph of interpersonal interactions (an Erdos –Renyi random network) through local contacts between individuals.

    Additionally, the model incorporates the effects of collective contagion and avalanche-like amplification driven by the average panic level in the group, as well as a baseline stress factor depending on group size. Numerical simulation is implemented in a discrete iterative form, allowing for the analysis of both individual and group panic trajectories. A quantitative indicator of the panic propagation rate is introduced, defined by the time required for the group to reach a state close to full panic.

    A comparative analysis of heterogeneous and homogeneous groups is conducted, demonstrating that group heterogeneity significantly accelerates panic propagation due to inter-temperament interactions: highly excitable individuals act as initiators of emotional contagion, while more stable individuals partially dampen its dynamics. The evaluation of the model quality using the coefficient of determination shows a high degree of consistency within the simulation data.

    The practical significance of the work lies in the potential application of the model for analyzing the resilience of social groups to panic states, assessing risks at mass events, and developing intelligent systems for monitoring collective behavior. Future research directions include extending the model to account for directed and dynamic networks, as well as its calibration based on empirical data.

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