Begell House Inc.
Journal of Automation and Information Sciences
JAI(S)
1064-2315
49
11
2017
Congratulations to Institute of Cybernetics on Occasion of its Birthday
1-2
The Probability Theory and the Theory of Hyper-Random Phenomena from Standpoint of Physics and Mathematics
3-10
Igor I.
Gorban
Institute of Mathematical Machines and
Systems Problems of National Academy of
Sciences of Ukraine, Kiev
Whether the probability theory and the theory of hyper-random phenomena are mathematical or physical-mathematical theories depends on what is the subject and scope of their investigation. Attention is drawn to the fact that these theories allow us to describe not only mass physical phenomena but also non-mass physical phenomena represented by many-valued mathematical models with a measure or with a set of measures.
Modeling of Credit Risks on the Basis of the Theory of Survival
11-24
Natalya V.
Kuznetsova
Institute for Applied System Analysis of National Technical University of Ukraine "Igor Sikorsky Kiev Polytechnic Institute", Kiev
Petr I.
Bidyuk
Institute for Applied System Analysis of National Technical University of Ukraine "Igor Sikorsky Kiev Polytechnic Institute", Kiev
The basic principles of the theory of survival analysis are described, step by step the construction of models of assessment of the clients by the methods of logistic regression and survival analysis are shown. The following concepts as a function of risk, the Cox proportional risk model and the Kaplanâ€“Meier statistics are introduced. Experimental studies have been carried out, that have shown the expediency of using the proposed models for solving the problems of behavioural scoring, since Cox's proportional risks allow one to include the variables depending on time in a set of regressors. Recommendations for improving the qualities of models are given, as well as the prospects for further application of proportional risk models for other types of financial risks, where it is also necessary to assess the whole group (population) in time, are described.
Approximate Algorithms for Estimating Trends in Financial Intelligence Tasks. Part I. Moments of Financial Flow Elements Appearance are Known Exactly
25-38
Farit F.
Idrisov
Tomsk State University of Control Systems
and Radioelectronics, Tomsk
The approximate algorithms for estimating trends in financial intelligence tasks are treated. Consideration is given to the case where the moments of appearance of financial flow elements are known exactly. The statistical characteristics of the obtained estimates are studied.
Mathematical Model for Growth Rates of Competing Organisms for Biological Species with Metamorphoses in Ontogenesis
39-52
Andrey Yu.
Perevaryukha
Saint Petersburg Institute for Informatics
and Automation of Russian Academy of
Sciences, Saint Petersburg (Russia)
The article considers the problem of a mathematical description of the growth rate for biological species with a pronounced staging of the life cycle. The rate of growth of organisms is a characteristic that directly affects the success of the transition to the next ontogenetic stage, and indirectly through the mechanism of intraspecies competition â€” the survival of the entire new generation. The new model takes into account that rapid ecological and physiological metamorphoses in the development of organisms are reflected in the regulating factors and total number of the adult part of the population. The rate of development fluctuates sufficiently to the point of maturation in many species of insects with a high reproductive potential and migratory fish, and is not reflected by the generalized function w(t), since it depends on the degree of competition. It is proposed a method for describing the rate of growth with changes as a continuous-discrete computational structure on the basis of differential equations in the Cauchy form with a predicatively redefined structure of the right-hand side. An iterative dynamic system of the population process is obtained, which has the possibility of changing coexisting stable cycles under the influence of external factors. In the case of strengthening competitive factors for natural causes, an inverse tangential bifurcation occurs. An alternative attractor in the form of a cycle with the largest average population value disappears, and the population goes into the regime of long depression.
Output Stabilization and Weighted Suppression of Disturbances in Discrete-Time Control Systems
53-70
Alexey G.
Mazko
Institute of Mathematics of National Academy of Sciences of Ukraine, Kiev
Sergey N.
Kusii
Institute of Mathematics of National Academy of Sciences of Ukraine, Kiev
Output stabilizability conditions for some classes of discrete-time linear and nonlinear control systems are formulated by using dynamic controllers. Methods for constructing static and dynamic controllers that provide a specified evaluation of the weighted damping level of external and initial disturbances are proposed for systems with controllable and observable outputs. The implementation of these methods with the use of static state feedback or complete order dynamic controllers is based on the solution of systems of linear matrix inequalities. The example of a controller synthesis for a two-mass mechanical system is given.
Complex Method of Strategic Decision-Making in Management of Technological Complexes of Continuous Type
71-79
Tatyana A.
Prokopenko
Cherkassy State Technological University, Cherkassy
Yarema I.
Zyelyk
Institute of Space Research of National Academy of Sciences of Ukraine and National Space Agency of Ukraine, Kyiv, Ukraine
Consideration was given to a complex method for strategic decision-making in management of continuous type technological complexes in various industries (food, chemical, oil refining). There is proposed a comprehensive model for strategic management of continuous type technological processes as the base of the method for selecting the efficient strategic decision.
XXIV-th International Conference on Automatic Control "Automation-2017"
80-81
Dmitriy V.
Lebedev
International Research and Training Center of Information Technologies and Systems of National Academy of Sciences of Ukraine and Ministry of Education and Science of Ukraine, Kyiv
Vitaliy F.
Lysenko
National University of Life and Environmental Sciences of Ukraine, Kiev