Результаты поиска по 'time-series analysis':
Найдено статей: 24
  1. Belotelov N.V., Apal’kova T.G., Mamkin V.V., Kurbatova Y.A., Olchev A.V.
    Some relationships between thermodynamic characteristics and water vapor and carbon dioxide fluxes in a recently clear-cut area
    Computer Research and Modeling, 2017, v. 9, no. 6, pp. 965-980

    The temporal variability of exergy of short-wave and long-wave radiation and its relationships with sensible heat, water vapor (H2O) and carbon dioxide (CO2) fluxes on a recently clear-cut area in a mixed coniferous and small-leaved forest in the Tver region is discussed. On the basis of the analysis of radiation and exergy efficiency coefficients suggested by Yu.M. Svirezhev it was shown that during the first eight months after clearcutting the forest ecosystem functions as a "heat engine" i.e. the processes of energy dissipation dominated over processes of biomass production. To validate the findings the statistical analysis of temporary variability of meteorological parameters, as well as, daily fluxes of sensible heat, H2O and CO2 was provided using the trigonometrical polynomials. The statistical models that are linearly depended on an exergy of short-wave and long-wave radiation were obtained for mean daily values of CO2 fluxes, gross primary production of regenerated vegetation and sensible heat fluxes. The analysis of these dependences is also confirmed the results obtained from processing the radiation and exergy efficiency coefficients. The splitting the time series into separate time intervals, e.g. “spring–summer” and “summer–autumn”, allowed revealing that the statistically significant relationships between atmospheric fluxes and exergy were amplified in summer months as the clear-cut area was overgrown by grassy and young woody vegetation. The analysis of linear relationships between time-series of latent heat fluxes and exergy showed their statistical insignificance. The linear relationships between latent heat fluxes and temperature were in turn statistically significant. The air temperature was a key factor improving the accuracy of the models, whereas effect of exergy was insignificant. The results indicated that at the time of active vegetation regeneration within the clear-cut area the seasonal variability of surface evaporation is mainly governed by temperature variation.

    Views (last year): 15. Citations: 1 (RSCI).
  2. Koganov A.V., Rakcheeva T.A., Prikhodko D.I.
    Experimental identification of the organization of mental calculations of the person on the basis of algebras of different associativity
    Computer Research and Modeling, 2019, v. 11, no. 2, pp. 311-327

    The work continues research on the ability of a person to improve the productivity of information processing, using parallel work or improving the performance of analyzers. A person receives a series of tasks, the solution of which requires the processing of a certain amount of information. The time and the validity of the decision are recorded. The dependence of the average solution time on the amount of information in the problem is determined by correctly solved problems. In accordance with the proposed method, the problems contain calculations of expressions in two algebras, one of which is associative and the other is nonassociative. To facilitate the work of the subjects in the experiment were used figurative graphic images of elements of algebra. Non-associative calculations were implemented in the form of the game “rock-paper-scissors”. It was necessary to determine the winning symbol in the long line of these figures, considering that they appear sequentially from left to right and play with the previous winner symbol. Associative calculations were based on the recognition of drawings from a finite set of simple images. It was necessary to determine which figure from this set in the line is not enough, or to state that all the pictures are present. In each problem there was no more than one picture. Computation in associative algebra allows the parallel counting, and in the absence of associativity only sequential computations are possible. Therefore, the analysis of the time for solving a series of problems reveals a consistent uniform, sequential accelerated and parallel computing strategy. In the experiments it was found that all subjects used a uniform sequential strategy to solve non-associative problems. For the associative task, all subjects used parallel computing, and some have used parallel computing acceleration of the growth of complexity of the task. A small part of the subjects with a high complexity, judging by the evolution of the solution time, supplemented the parallel account with a sequential stage of calculations (possibly to control the solution). We develop a special method for assessing the rate of processing of input information by a person. It allowed us to estimate the level of parallelism of the calculation in the associative task. Parallelism of level from two to three was registered. The characteristic speed of information processing in the sequential case (about one and a half characters per second) is twice less than the typical speed of human image recognition. Apparently the difference in processing time actually spent on the calculation process. For an associative problem in the case of a minimum amount of information, the solution time is near to the non-associativity case or less than twice. This is probably due to the fact that for a small number of characters recognition almost exhausts the calculations for the used non-associative problem.

    Views (last year): 16.
  3. 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.

  4. Methi G., Kumar A.
    Numerical Solution of Linear and Higher-order Delay Differential Equations using the Coded Differential Transform Method
    Computer Research and Modeling, 2019, v. 11, no. 6, pp. 1091-1099

    The aim of the paper is to obtain a numerical solution for linear and higher-order delay differential equations (DDEs) using the coded differential transform method (CDTM). The CDTM is developed and applied to delay problems to show the efficiency of the proposed method. The coded differential transform method is a combination of the differential transform method and Mathematica software. We construct recursive relations for a few delay problems, which results in simultaneous equations, and solve them to obtain various series solution terms using the coded differential transform method. The numerical solution obtained by CDTM is compared with an exact solution. Numerical results and error analysis are presented for delay differential equations to show that the proposed method is suitable for solving delay differential equations. It is established that the delay differential equations under discussion are solvable in a specific domain. The error between the CDTM solution and the exact solution becomes very small if more terms are included in the series solution. The coded differential transform method reduces complex calculations, avoids discretization, linearization, and saves calculation time. In addition, it is easy to implement and robust. Error analysis shows that CDTM is consistent and converges fast. We obtain more accurate results using the coded differential transform method as compared to other methods.

  5. This article solves the problem of developing a technology for collecting initial data for building models for assessing the functional state of a person. This condition is assessed by the pupil response of a person to a change in illumination based on the pupillometry method. This method involves the collection and analysis of initial data (pupillograms), presented in the form of time series characterizing the dynamics of changes in the human pupils to a light impulse effect. The drawbacks of the traditional approach to the collection of initial data using the methods of computer vision and smoothing of time series are analyzed. Attention is focused on the importance of the quality of the initial data for the construction of adequate mathematical models. The need for manual marking of the iris and pupil circles is updated to improve the accuracy and quality of the initial data. The stages of the proposed technology for collecting initial data are described. An example of the obtained pupillogram is given, which has a smooth shape and does not contain outliers, noise, anomalies and missing values. Based on the presented technology, a software and hardware complex has been developed, which is a collection of special software with two main modules, and hardware implemented on the basis of a Raspberry Pi 4 Model B microcomputer, with peripheral equipment that implements the specified functionality. To evaluate the effectiveness of the developed technology, models of a single-layer perspetron and a collective of neural networks are used, for the construction of which the initial data on the functional state of intoxication of a person were used. The studies have shown that the use of manual marking of the initial data (in comparison with automatic methods of computer vision) leads to a decrease in the number of errors of the 1st and 2nd years of the kind and, accordingly, to an increase in the accuracy of assessing the functional state of a person. Thus, the presented technology for collecting initial data can be effectively used to build adequate models for assessing the functional state of a person by pupillary response to changes in illumination. The use of such models is relevant in solving individual problems of ensuring transport security, in particular, monitoring the functional state of drivers.

  6. Shamiev M.O., Trofimov A.G.
    Learning spatio-temporal precursors of dam instability using a CNN–BiGRU framework
    Computer Research and Modeling, 2026, v. 18, no. 2, pp. 377-397

    Dam safety assessment increasingly relies on continuous monitoring of hydrometeorological variables; however, identifying early-stage instability remains challenging due to complex spatio-temporal interactions and highly imbalanced failure observations. This study proposes a deep learning framework based on a Convolutional Bidirectional Gated Recurrent Unit (CNN–BiGRU) architecture to learn spatio-temporal precursors of dam instability from multivariate hydrometeorological time series. The convolutional component extracts localized temporal patterns associated with short-term fluctuations, while the bidirectional recurrent structure captures long-range dependencies and evolving dynamics preceding critical states.

    The proposed model is evaluated on a real-world dam monitoring dataset comprising multiple water-level, meteorological, and derived dynamic indicators. To address class imbalance, a cost-sensitive training strategy using class weighting is adopted without synthetic oversampling. Experimental results demonstrate strong predictive performance, achieving an accuracy of 0.961, precision of 0.901, recall of 0.757, and an F1-score of 0.823. The model further attains a ROC-AUC of 0.907 and a PR-AUC of 0.819, indicating robust discrimination capability under imbalanced conditions.

    Feature importance analysis reveals that short- and medium-term water level variability, including rolling standard deviation, volatility, and multi-scale gradients, play a dominant role in characterizing pre-instability behavior, providing physically interpretable insights into dam response dynamics. The findings suggest that the CNN–BiGRU framework effectively captures meaningful spatio-temporal precursors and offers a reliable data-driven tool for supporting dam safety monitoring and decision-making under real operational conditions.

  7. 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.

  8. 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.

  9. Nikulin V.N., Odintsova A.S.
    Statistically fair price for the European call options according to the discreet mean/variance model
    Computer Research and Modeling, 2014, v. 6, no. 5, pp. 861-874

    We consider a portfolio with call option and the corresponding underlying asset under the standard assumption that stock-market price represents a random variable with lognormal distribution. Minimizing the variance hedging risk of the portfolio on the date of maturity of the call option we find a fraction of the asset per unit call option. As a direct consequence we derive the statistically fair lookback call option price in explicit form. In contrast to the famous Black–Scholes theory, any portfolio cannot be regarded as  risk-free because no additional transactions are supposed to be conducted over the life of the contract, but the sequence of independent portfolios will reduce risk to zero asymptotically. This property is illustrated in the experimental section using a dataset of daily stock prices of 37 leading US-based companies for the period from April 2006 to January 2013.

    Views (last year): 1.
  10. Makhov S.A.
    Forecasting demographic and macroeconomic indicators in a distributed global model
    Computer Research and Modeling, 2023, v. 15, no. 3, pp. 757-779

    The 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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International Interdisciplinary Conference "Mathematics. Computing. Education"