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Semantic structuring of text documents based on patterns of natural language entities
Computer Research and Modeling, 2022, v. 14, no. 5, pp. 1185-1197The technology of creating patterns from natural language words (concepts) based on text data in the bag of words model is considered. Patterns are used to reduce the dimension of the original space in the description of documents and search for semantically related words by topic. The process of dimensionality reduction is implemented through the formation of patterns of latent features. The variety of structures of document relations is investigated in order to divide them into themes in the latent space.
It is considered that a given set of documents (objects) is divided into two non-overlapping classes, for the analysis of which it is necessary to use a common dictionary. The belonging of words to a common vocabulary is initially unknown. Class objects are considered as opposition to each other. Quantitative parameters of oppositionality are determined through the values of the stability of each feature and generalized assessments of objects according to non-overlapping sets of features.
To calculate the stability, the feature values are divided into non-intersecting intervals, the optimal boundaries of which are determined by a special criterion. The maximum stability is achieved under the condition that the boundaries of each interval contain values of one of the two classes.
The composition of features in sets (patterns of words) is formed from a sequence ordered by stability values. The process of formation of patterns and latent features based on them is implemented according to the rules of hierarchical agglomerative grouping.
A set of latent features is used for cluster analysis of documents using metric grouping algorithms. The analysis applies the coefficient of content authenticity based on the data on the belonging of documents to classes. The coefficient is a numerical characteristic of the dominance of class representatives in groups.
To divide documents into topics, it is proposed to use the union of groups in relation to their centers. As patterns for each topic, a sequence of words ordered by frequency of occurrence from a common dictionary is considered.
The results of a computational experiment on collections of abstracts of scientific dissertations are presented. Sequences of words from the general dictionary on 4 topics are formed.
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Investigation of shear-induced platelet activation in arteriovenous fistulas for haemodialysis
Computer Research and Modeling, 2023, v. 15, no. 3, pp. 703-721Numerical 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.
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Pattern formation of a three-species predator – prey model with prey-taxis and omnivorous predator
Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1617-1634The spatiotemporal dynamics of a three-component model for food web is considered. The model describes the interactions among resource, prey and predator that consumes both species. In a previous work, the author analyzed the model without taking into account spatial heterogeneity. This study continues the model study of the community considering the diffusion of individuals, as well as directed movements of the predator. It is assumed that the predator responds to the spatial change in the resource and prey density by occupying areas where species density is higher or avoiding them. Directed predator movement is described by the advection term, where velocity is proportional to the gradient of resource and prey density. The system is considered on a one-dimensional domain with zero-flux conditions as boundary ones. The spatiotemporal dynamics produced by model is determined by the system stability in the vicinity of stationary homogeneous state with respect to small inhomogeneous perturbations. The paper analyzes the possibility of wave instability leading to the emergence of autowaves and Turing instability, as a result of which stationary patterns are formed. Sufficient conditions for the existence of both types of instability are obtained. The influence of local kinetic parameters on the spatial structure formation was analyzed. It was shown that only Turing instability is possible when taxis on the resource is positive, but with a negative taxis, both types of instability are possible. The numerical solution of the system was found by using method of lines (MOL) with the numerical integration of ODE system by means of splitting techniques. The spatiotemporal dynamics of the system is presented in several variants, realizing one of the instability types. In the case of a positive taxis on the prey, both autowave and stationary structures are formed in smaller regions, with an increase in the region size, Turing structures are not formed. For negative taxis on the prey, stationary patterns is observed in both regions, while periodic structures appear only in larger areas.
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Analysis of Brownian and molecular dynamics trajectories of to reveal the mechanisms of protein-protein interactions
Computer Research and Modeling, 2023, v. 15, no. 3, pp. 723-738The paper proposes a set of fairly simple analysis algorithms that can be used to analyze a wide range of protein-protein interactions. In this work, we jointly use the methods of Brownian and molecular dynamics to describe the process of formation of a complex of plastocyanin and cytochrome f proteins in higher plants. In the diffusion-collision complex, two clusters of structures were revealed, the transition between which is possible with the preservation of the position of the center of mass of the molecules and is accompanied only by a rotation of plastocyanin by 134 degrees. The first and second clusters of structures of collisional complexes differ in that in the first cluster with a positively charged region near the small domain of cytochrome f, only the “lower” plastocyanin region contacts, while in the second cluster, both negatively charged regions. The “upper” negatively charged region of plastocyanin in the first cluster is in contact with the amino acid residue of lysine K122. When the final complex is formed, the plastocyanin molecule rotates by 69 degrees around an axis passing through both areas of electrostatic contact. With this rotation, water is displaced from the regions located near the cofactors of the molecules and formed by hydrophobic amino acid residues. This leads to the appearance of hydrophobic contacts, a decrease in the distance between the cofactors to a distance of less than 1.5 nm, and further stabilization of the complex in a position suitable for electron transfer. Characteristics such as contact matrices, rotation axes during the transition between states, and graphs of changes in the number of contacts during the modeling process make it possible to determine the key amino acid residues involved in the formation of the complex and to reveal the physicochemical mechanisms underlying this process.
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Reduced mathematical model of blood coagulation taking into account thrombin activity switching as a basis for estimation of hemodynamic effects and its implementation in FlowVision package
Computer Research and Modeling, 2023, v. 15, no. 4, pp. 1039-1067The possibility of numerical 3D simulation of thrombi formation is considered.
The developed up to now detailed mathematical models describing formation of thrombi and clots include a great number of equations. Being implemented in a CFD code, the detailed mathematical models require essential computer resources for simulation of the thrombi growth in a blood flow. A reasonable alternative way is using reduced mathematical models. Two models based on the reduced mathematical model for the thrombin generation are described in the given paper.
The first model describes growth of a thrombus in a great vessel (artery). The artery flows are essentially unsteady. They are characterized by pulse waves. The blood velocity here is high compared to that in the vein tree. The reduced model for the thrombin generation and the thrombus growth in an artery is relatively simple. The processes accompanying the thrombin generation in arteries are well described by the zero-order approximation.
A vein flow is characterized lower velocity value, lower gradients, and lower shear stresses. In order to simulate the thrombin generation in veins, a more complex system of equations has to be solved. The model must allow for all the non-linear terms in the right-hand sides of the equations.
The simulation is carried out in the industrial software FlowVision.
The performed numerical investigations have shown the suitability of the reduced models for simulation of thrombin generation and thrombus growth. The calculations demonstrate formation of the recirculation zone behind a thrombus. The concentration of thrombin and the mass fraction of activated platelets are maximum here. Formation of such a zone causes slow growth of the thrombus downstream. At the upwind part of the thrombus, the concentration of activated platelets is low, and the upstream thrombus growth is negligible.
When the blood flow variation during a hart cycle is taken into account, the thrombus growth proceeds substantially slower compared to the results obtained under the assumption of constant (averaged over a hard cycle) conditions. Thrombin and activated platelets produced during diastole are quickly carried away by the blood flow during systole. Account of non-Newtonian rheology of blood noticeably affects the results.
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Interval analysis of vegetation cover dynamics
Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1191-1205In the development of the previously obtained result on modeling the dynamics of vegetation cover, due to variations in the temperature background, a new scheme for the interval analysis of the dynamics of floristic images of formations is presented in the case when the parameter of the response rate of the model of the dynamics of each counting plant species is set by the interval of scatter of its possible values. The detailed description of the functional parameters of macromodels of biodiversity, desired in fundamental research, taking into account the essential reasons for the observed evolutionary processes, may turn out to be a problematic task. The use of more reliable interval estimates of the variability of functional parameters “bypasses” the problem of uncertainty in the primary assessment of the evolution of the phyto-resource potential of the developed controlled territories. The solutions obtained preserve not only a qualitative picture of the dynamics of species diversity, but also give a rigorous, within the framework of the initial assumptions, a quantitative assessment of the degree of presence of each plant species. The practical significance of two-sided estimation schemes based on the construction of equations for the upper and lower boundaries of the trajectories of the scatter of solutions depends on the conditions and measure of proportional correspondence of the intervals of scatter of the initial parameters with the intervals of scatter of solutions. For dynamic systems, the desired proportionality is not always ensured. The given examples demonstrate the acceptable accuracy of interval estimation of evolutionary processes. It is important to note that the constructions of the estimating equations generate vanishing intervals of scatter of solutions for quasi-constant temperature perturbations of the system. In other words, the trajectories of stationary temperature states of the vegetation cover are not roughened by the proposed interval estimation scheme. The rigor of the result of interval estimation of the species composition of the vegetation cover of formations can become a determining factor when choosing a method in the problems of analyzing the dynamics of species diversity and the plant potential of territorial systems of resource-ecological monitoring. The possibilities of the proposed approach are illustrated by geoinformation images of the computational analysis of the dynamics of the vegetation cover of the Yamal Peninsula and by the graphs of the retro-perspective analysis of the floristic variability of the formations of the landscapelithological group “Upper” based on the data of the summer temperature background of the Salehard weather station from 2010 to 1935. The developed indicators of floristic variability and the given graphs characterize the dynamics of species diversity, both on average and individually in the form of intervals of possible states for each species of plant.
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Forecasting demographic and macroeconomic indicators in a distributed global model
Computer Research and Modeling, 2023, v. 15, no. 3, pp. 757-779The paper present a dynamic macro model of world dynamics. The world is divided into 19 geographic regions in the model. The internal development of the regions is described by regression equations for demographic and economic indicators (Population, Gross Domestic Product, Gross Capital Formation). The bilateral trade flows from region to region describes interregional interactions and represented the trade submodel. Time, the gross product of the exporter and the gross product of the importer were used as regressors. Four types were considered: time pair regression — dependence of trade flow on time, export function — dependence of the share of trade flow in the gross product of the exporter on the gross product of the importer, import function — dependence of the share of trade flow in the gross product of the importer on the gross product of the exporter, multiple regression — dependence of trade flow on the gross products of the exporter and importer. Two types of functional dependence were used for each type: linear and log-linear, in total eight variants of the trading equation were studied. The quality of regression models is compared by the coefficient of determination. By calculations the model satisfactorily approximates the dynamics of monotonically changing indicators. The dynamics of non-monotonic trade flows is analyzed, three types of functional dependence on time are proposed for their approximation. It is shown that the number of foreign trade series can be approximated by the space of seven main components with a 10% error. The forecast of regional development and global dynamics up to 2040 is constructed.
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Features of social interactions: the basic model
Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1673-1693The paper considers the basic model of competitive interactions and its use for the analysis and description of social processes. The peculiarity of the model is that it describes the interaction of several competing actors, while actors can vary the strategy of their actions, in particular, form coalitions to jointly counter a common enemy. As a result of modeling, various modes of competitive interaction were identified, their classification was conducted, and their features were described. In the course of the study, the attention is paid to the so-called “rough” (according to A.A. Andronov) cases of the implementation of competitive interaction, which until now have rarely been considered in the scientific literature, but are quite common in real life. Using a basic mathematical model, the conditions for the implementation of various modes of competitive interactions are considered, the conditions for the transition from one mode to another are determined, examples of the implementation of these modes in the economy, social and political life are given. It is shown that with a relatively low level of competition, which is non-antagonistic in nature, competition can lead to an increase in the activity of interacting actors and to overall economic growth. Moreover, in the presence of expanding resource opportunities (as long as such opportunities remain), this growth may have a hyperbolic character. With a decrease in resource capabilities and increased competition, there is a transition to an oscillatory mode, when weaker actors unite to jointly counteract stronger ones. With a further decrease in resource opportunities and increased competition, there is a transition to the formation of stable hierarchical structures. At the same time, the model shows that at a certain moment there is a loss of stability, the system becomes “rough” according to A.A. Andronov and sensitive to fluctuations in parameter changes. As a result, the existing hierarchies may collapse and be replaced by new ones. With a further increase in the intensity of competition, the actor-leader completely suppresses his opponents and establishes monopolism. Examples from economic, social, and political life are given, illustrating the patterns identified on the basis of modeling using the basic model of competition. The obtained results can be used in the analysis, modeling and forecasting of socioeconomic and political processes.
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Changepoint detection on financial data using deep learning approach
Computer Research and Modeling, 2024, v. 16, no. 2, pp. 555-575The purpose of this study is to develop a methodology for change points detection in time series, including financial data. The theoretical basis of the study is based on the pieces of research devoted to the analysis of structural changes in financial markets, description of the proposed algorithms for detecting change points and peculiarities of building classical and deep machine learning models for solving this type of problems. The development of such tools is of interest to investors and other stakeholders, providing them with additional approaches to the effective analysis of financial markets and interpretation of available data.
To address the research objective, a neural network was trained. In the course of the study several ways of training sample formation were considered, differing in the nature of statistical parameters. In order to improve the quality of training and obtain more accurate results, a methodology for feature generation was developed for the formation of features that serve as input data for the neural network. These features, in turn, were derived from an analysis of mathematical expectations and standard deviations of time series data over specific intervals. The potential for combining these features to achieve more stable results is also under investigation.
The results of model experiments were analyzed to compare the effectiveness of the proposed model with other existing changepoint detection algorithms that have gained widespread usage in practical applications. A specially generated dataset, developed using proprietary methods, was utilized as both training and testing data. Furthermore, the model, trained on various features, was tested on daily data from the S&P 500 index to assess its effectiveness in a real financial context.
As the principles of the model’s operation are described, possibilities for its further improvement are considered, including the modernization of the proposed model’s structure, optimization of training data generation, and feature formation. Additionally, the authors are tasked with advancing existing concepts for real-time changepoint detection.
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Probabilistic-statistical model of insurance capital
Computer Research and Modeling, 2012, v. 4, no. 1, pp. 231-235The article reveals the necessity of introduction of new economic category such as “insurance capital”. Insurance activity generates a specific kind of capital (as a production factor) – the guarantee fund, which is called “primary insurance monetary capital". The article establishes that, due to its probabilistic and statistical nature, the insurance capital has a number of specific features in addition to conventional characteristics of capital as a production factor. Basing on probabilistic-statistical model author investigates the role of insurance capital in the formation of price for insurance services. In particular, the author exposes that the law of diminishing returns is not universal when talking about insurance capital.
Keywords: insurance capital, law of diminishing returns.Views (last year): 1. Citations: 2 (RSCI).
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