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Development of a secure neural traffic tunneling system with post-performance evaluation 具有后性能评价的安全神经网络流量隧道系统的开发
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-88-101
A. Zaenchkovski, A. Lazarev, Victor Yu. Sinyavskiy
Currently information exchange methods and means of communication development are being done a significant impact on the level of all industrial and economic entities innovation potential, which is also the same for their group formations, such as regional complexes. It is necessary to note high degree of integration and interdependence of all such systems elements and processes closely interconnected by different kind of networks. Among them, it is possible to highlight the interaction between participants of scientific and industrial cluster within the framework of innovative activities, which should provide possibility to transfer and receive various kinds of data, which could be both open and confidential type. At the current stage, there is not many applied tools for ensuring confidentiality in the implementation of these processes. For example, they partially solve the problem of traffic tunnelling systems based on OpenVPN or WireGuard tunnels, and other software solutions provide the potential of an extensible cloud (Nextcloud). However, analysing the functionality of these solutions, it is possible to identify shortcomings that do not allow their implementation in the complex production and economic systems processes of innovative development. Thus, existing traffic tunnelling solutions are not adapted for deployment on a corporate scale with a flexible organisational structure. In solutions based on Nextcloud, the complexity disadvantages of the server configuration and the cost of the primary software configuration are highlighted. To solve the above problems, in article has been proposed an intelligent traffic tunneling system, which is based on using additional means of primary automated OpenVPN connection initialization at neural module expense. A dynamic digital fingerprint distribution system with two-way key exchange was used as an authorization server. The developed software solution was tested and then compared with existing analogues. This experiment may to conclusion that the developed software solution is not inferior in a number of aspects to existing methods, and can subsequently be used to ensure secure information and communication exchange between industrial and economic entities in clusters during innovative processes implementation.
目前,信息交流方法和通讯手段的发展正在对所有工业和经济实体的创新潜力水平产生重大影响,这对它们的集团形成,如区域综合体也是如此。必须指出,所有这些系统的要素和由不同种类的网络密切联系的过程高度一体化和相互依存。其中,可以突出创新活动框架内科技和产业集群参与者之间的互动,提供各种数据传递和接收的可能性,这些数据可以是公开的,也可以是保密的。在目前阶段,没有很多应用的工具来确保这些过程的保密性。例如,它们部分解决了基于OpenVPN或WireGuard隧道的流量隧道系统的问题,其他软件解决方案提供了可扩展云(Nextcloud)的潜力。但是,通过分析这些解决办法的功能,可以找出在创新发展的复杂生产和经济系统过程中无法实施这些办法的缺点。因此,现有的流量隧道解决方案不适合在具有灵活组织结构的企业规模上部署。在基于Nextcloud的解决方案中,突出了服务器配置的复杂性缺点和主要软件配置的成本。为了解决上述问题,本文提出了一种智能流量隧道系统,该系统以神经模块为代价,使用主OpenVPN连接自动初始化的附加手段。采用双向密钥交换的动态数字指纹分发系统作为授权服务器。对开发的软件方案进行了测试,并与现有的类似方案进行了比较。本实验可以得出结论,开发的软件解决方案在许多方面都不逊于现有方法,并且可以随后用于确保在创新过程实施过程中集群中工业和经济实体之间的安全信息和通信交换。
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引用次数: 0
Application of bacterial optimization algorithms for selecting a site to construct a tank park on the main oil pipeline 细菌优化算法在石油干线储罐库选址中的应用
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-34-40
O. Bulygina, Nikolay N. Prokimnov
The oil industry is the leading sector of the Russian economy, that makes the largest contribution to the country’s budget, creates a huge number of jobs and fully meets the domestic needs for oil and its products. In Russia, transportation of crude oil from fields to consumers (primarily refineries) is carried out by 5 modes of transport. Pipeline transport has received the greatest distribution. It provides transportation for 83% of crude oil and 30% of oil products. The most important element of the pipeline system is tank parks, which are used to collect and store oil at the junctions of technological pipeline sections and transshipment to other modes of transport. They are especially dangerous industrial objects. Therefore, they are subject to extremely stringent design and construction requirements. The most important stage in the construction of a tank park is the site selection, which is carried out on the basis of economic criteria and engineering requirements. In order to reduce the number of options for its location, where the survey party will travel, it is proposed to conduct a preliminary selection of the most promising territories by solving the task of multi-criteria optimization. The presence of a huge number of criteria leads to the need to use heuristic methods, among which swarm optimization algorithms based on modeling the collective behavior of various living organisms are widely used. To solve this problem, it is proposed to use bacterial optimization algorithms that allow taking into account both favorable and negative factors. Fuzzy logic elements can be added to the classical algorithm (it is proposed to set the initial positions of bacteria using fuzzy-logical inference systems, where the available statistics and expert assessments will be input parameters). In general, the proposed approach can be used to select sites for the construction of various hazardous industrial facilities, for which a large number of parameters must be taken into account.
石油工业是俄罗斯经济的主导部门,对国家预算的贡献最大,创造了大量的就业机会,完全满足了国内对石油及其产品的需求。在俄罗斯,从油田到消费者(主要是炼油厂)的原油运输通过5种运输方式进行。管道运输得到了最大的分布。它为83%的原油和30%的石油产品提供运输。管道系统中最重要的部分是油罐库,它用于在技术管道段的连接处收集和储存石油,并转运到其他运输方式。它们是特别危险的工业物品。因此,它们受到极其严格的设计和建造要求。油罐园区建设中最重要的阶段是选址,选址是根据经济标准和工程要求进行的。为了减少调查方出行地点的选择数量,建议通过解决多准则优化任务,对最有希望的区域进行初步选择。大量准则的存在导致需要使用启发式方法,其中基于对各种生物集体行为建模的群体优化算法被广泛使用。为了解决这一问题,建议使用允许同时考虑有利因素和不利因素的细菌优化算法。可以在经典算法中加入模糊逻辑元素(建议使用模糊逻辑推理系统设置细菌的初始位置,其中可用的统计数据和专家评估将作为输入参数)。一般来说,所建议的方法可用于选择各种危险工业设施的建设场址,这些设施必须考虑大量参数。
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引用次数: 0
Intelligent soft package for modeling the planning process of multi‑assortment industrial production 用于多品种工业生产规划过程建模的智能软包装
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-41-50
T. Chistyakova, O.E. Shashikhina
The article discusses issues related to the development of a flexible intelligent software package for solving the problem of optimal planning of multi-assortment production. These industries are characterized by a large range of products, many types and configurations of equipment, with an increase in the dimension of the problem, the number of options for production schedules grows exponentially, therefore, it is extremely important to develop a specialized complex for effective optimal planning and scheduling, insisting on the characteristics of various multi-assortment industries. The purpose of this work is to increase the productivity of multi-assortment enterprises and reduce the time of production of products by developing methods and algorithms for optimizing scheduling in the form of a problem-oriented software package. The article presents a mathematical formulation of the optimization problem and a set of mathematical models and algorithms for the formation of objective functions for optimal scheduling of reconfigurable productions. Conducting this study is based on the use of methods of scheduling theory, optimization and evolutionary calculations, tools for object-oriented development of complex software systems and databases. The proposed software package has various intelligent user interfaces, supplemented by databases of products, equipment and technological regulations, a library of objective functions and mathematical optimization methods, an expert system tuning module, as well as an interactive system for visualizing the resulting production plans in the form of a Gantt chart and decision tree of the optimization problem. Testing of the software package was carried out on the data of polymer and metallurgical enterprises in Russia and Germany and confirmed the effectiveness of solving planning problems. Implementation of the proposed software package makes it possible to ensure efficient loading of enterprise equipment, reduce production costs and simplify the process of making managerial decisions in the course of production planning.
本文讨论了解决多品种生产优化规划问题的柔性智能软件包的开发问题。这些行业的特点是产品范围大,设备类型和配置多,随着问题维度的增加,生产调度的选择数量呈指数级增长,因此,坚持各种多品种行业的特点,开发一个有效的最优规划和调度的专业综合体是极其重要的。本工作的目的是以问题导向的软件包形式,通过开发优化调度的方法和算法,提高多品种企业的生产效率,缩短产品的生产时间。本文给出了可重构产品优化问题的数学表述,并给出了可重构产品优化调度目标函数的数学模型和算法。本研究基于调度理论、优化和进化计算、复杂软件系统和数据库面向对象开发工具的使用方法。该软件包具有多种智能用户界面,辅以产品、设备和工艺法规数据库,目标函数库和数学优化方法库,专家系统调优模块,以及以甘特图和优化问题决策树的形式将生成的生产计划可视化的交互系统。软件包在俄罗斯和德国的聚合物和冶金企业数据上进行了测试,证实了解决规划问题的有效性。所提出的软件包的实施,可以保证企业设备的高效装载,降低生产成本,简化生产计划过程中的管理决策过程。
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引用次数: 0
Support decision‑making in the management of the educational institution contingent based on Business Intelligence 支持基于商业智能的教育机构管理决策
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-125-142
Sergey N. Karabtsev, Ivan P. Davzit, R. Kotov, Evgeny S. Gurov
There are a number of strategic tasks in the system of higher education, the solution of which by traditional methods is not possible or very difficult. One of these tasks is the management of the contingent of students. The complexity of this process is determined by the requirement that the university fulfill various key indicators while ensuring the quality of education. The aim of the study is to improve the process of students’ contingent management of the educational institution based on data management. Universities accumulate huge number of various information, the analysis of which is able to provide the decision-making based on data but not on intuition. The analysis of large information array is not possible without the usage of modern products and technologies related to Business Intelligence. This paper sets out the task of creating a decision support system (DSS) for contingent management, a range of questions is described, to which this system will quickly give answers and help an analyst or the head of a university in making decisions. As the research methods used, the methodology for creating a DSS with a description of the main results of each stage, as well as methods of statistical data analysis, is used. The DSS introduction to the daily activities of Higher education institution allows getting the rapid response to changes in academic achievement, forecasting contingent retention and potential budget losses, assessing the number of vacancies and qualitative performance. The system allows the rector of the university to monitor the dynamics of the main indicators on a weekly basis and gives an idea of the university from the founder’s point of view. Further research is aimed at developing the information system by adding advisory functions, as well as expanding the range of questions that the system is able to give a quick answer to – evaluating the activities of the teaching staff by key indicators, estimating the costs of implementing one or another area of training, and others.
高等教育系统中存在着许多战略任务,用传统方法解决这些任务是不可能的或非常困难的。其中一项任务是管理学生队伍。这一过程的复杂性是由大学在保证教育质量的同时完成各项关键指标的要求决定的。本研究的目的是改进基于数据管理的教育机构学生应急管理流程。大学积累了大量的各种信息,对这些信息的分析可以提供基于数据而不是直觉的决策。如果不使用与商业智能相关的现代产品和技术,就不可能分析大型信息阵列。本文提出了为应急管理创建决策支持系统(DSS)的任务,描述了一系列问题,该系统将快速给出答案并帮助分析师或大学校长做出决策。作为研究方法,使用了创建决策支持系统的方法,其中描述了每个阶段的主要结果,以及统计数据分析的方法。高等教育机构将发展支助系统引入日常活动中,可以对学术成就的变化作出快速反应,预测可能的保留和潜在的预算损失,评估职位空缺的数量和质量表现。该系统允许大学校长每周监测主要指标的动态,并从创始人的角度对大学进行了解。进一步研究的目的是发展信息系统,增加咨询功能,并扩大系统能够迅速回答的问题范围- -用关键指标评价教学人员的活动,估计执行一个或另一个培训领域的费用,等等。
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引用次数: 0
An approach to the design of a neural network for the formation of an individual trajectory of knowledge testing 一种用于知识测试个体轨迹形成的神经网络设计方法
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-102-115
E. V. Chumakova, D. Korneev, M. Gasparian
The paper discusses the issues of implementing an adaptive testing system based on the use of artificial neural network (INS) modules, which should solve the problem of intelligent choice of the next question, forming an individual testing trajectory. The aim of the work is to increase the accuracy of the INS to form the level of complexity of the next test question for two types of architectures – direct propagation (FNN – Feedforward Neural Network) and recurrent with long-term short-term memory (LSTM – Long-Short Term Memory). The data affecting the quality of training are analyzed, the architectures of the input layer of the direct propagation INS are considered, which have significantly improved the quality of neural networks. To solve the problem of choosing the thematic block of the question, a hybrid module structure is proposed, including the INS itself and a software module for algorithmic processing of the results obtained from the INS. A study of the feasibility of using direct propagation ANNs in comparison with the LSTM architecture was carried out, the input parameters of the network were identified, various architectures and parameters of the ANN training were compared (algorithms for updating weights, loss functions, the number of training epochs, packet sizes). The substantiation of the choice of a direct distribution network in the structure of the hybrid module for selecting a thematic block is given. The above results were obtained using the Keras high-level library, which allows you to quickly start at the initial stages of research and get the first results. Traditionally, learning has taken place over a large number of eras.
本文讨论了基于人工神经网络模块的自适应测试系统的实现问题,该系统应解决下一题的智能选择问题,形成单独的测试轨迹。这项工作的目的是提高INS的准确性,以形成两种结构类型下一个测试问题的复杂程度-直接传播(FNN -前馈神经网络)和循环与长短期记忆(LSTM -长短期记忆)。分析了影响训练质量的数据,考虑了直接传播惯性神经网络的输入层结构,显著提高了神经网络的训练质量。为了解决题目主题块的选择问题,提出了一种混合模块结构,包括INS本身和对INS结果进行算法处理的软件模块。研究了使用直接传播神经网络与LSTM结构的可行性,识别了网络的输入参数,比较了神经网络训练的各种结构和参数(更新权值、损失函数、训练epoch数、数据包大小的算法)。给出了选择主题块的混合模块结构中直接配电网选择的依据。上面的结果是使用Keras高级库获得的,它允许您快速地从研究的初始阶段开始并获得第一批结果。传统上,学习发生在许多时代。
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引用次数: 0
Adaptive‑multi‑index‑cluster algorithm for comprehensive assessment of the impact of chemical pollution on forests using satellite photographs 利用卫星照片综合评估化学污染对森林影响的自适应多指数聚类算法
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-6-14
V. Meshalkin, O. Butusov, T. Chistyakova
An original adaptive-index-clustering algorithm is proposed: “Managed vegetation index”. An original adaptive-multi-index-cluster algorithm for comprehensive assessment of the impact of chemical pollution on forests using satellite photographs is proposed, which is distinguished by the use of an adaptive procedure for the formation of pixel clusters displaying a plurality of spectral channels of a photographic image of each type of vegetation state of a forest stand in the zones of chemical pollution of forest tracts, as well as using the procedure for calculating the weighted average values of complex vegetation indices for each zone of chemical pollution, which allows, based on the values of complex vegetation indices, to determine various biological, phytological and physico-chemical states of forest areas.It should be noted that in order to solve the complex problem of constructing complex indices linked to ecological zones, it is proposed to use the simple idea of increasing the quality of modeling and forecasting by expanding the amount of information. The proposed problem can be solved using a statistical analysis of data on the distribution of pixels whose belonging to ecological zones is known in advance. The development of the algorithm is based on the following prerequisites: (1) using a linear combination of individual classical vegetation indices of the state of forest areas, it is possible to create a new specialized complex vegetation index that makes it possible to identify ecological zones in forest areas according to the levels of impact on forests of chemical pollution of industrial enterprises; (2) the possibility of using specialized complex vegetation indices in the form of weighted average linear combinations of classical vegetation indices. Specialized complex vegetation indices of adaptive selection of weight coefficients are capable of displaying various biological, physicochemical and ecological characteristics of the state of forests based on clustering of satellite image pixels. The proposed algorithm makes it possible to calculate, as a result of clustering, more accurate estimates of the total areas of ecological zones of forest tracts, which can be used as a basis for assessing the degree of ecological degradation of forest tracts and environmental damage.
提出了一种新颖的自适应指数聚类算法:“管理植被指数”。提出了一种原始的自适应多指数聚类算法,用于利用卫星照片综合评估化学污染对森林的影响,该算法的特点是使用自适应过程来形成像素簇,显示林地化学污染区内森林林分的每种植被状态的摄影图像的多个光谱通道。并采用计算各化学污染区复合植被指数加权平均值的程序,根据复合植被指数的值,确定林区的各种生物、植物和理化状态。需要注意的是,为了解决构建与生态区相关的复杂指标的复杂问题,提出了通过扩大信息量来提高建模和预测质量的简单思路。提出的问题可以通过对已知生态区域像素分布数据的统计分析来解决。该算法的开发基于以下先决条件:(1)利用林区状态的单个经典植被指数的线性组合,可以创建新的专业化复杂植被指数,从而可以根据工业企业化学污染对森林的影响程度来识别林区的生态区;(2)以经典植被指数加权平均线性组合的形式使用专业化复杂植被指数的可能性。基于卫星影像像元聚类,自适应选择权系数的专业复杂植被指数能够显示森林状态的各种生物、物理化学和生态特征。该算法可以通过聚类计算出更准确的林地生态带总面积,作为评估林地生态退化程度和环境破坏程度的依据。
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引用次数: 0
A method for classifying mixing devices using deep neural networks with an expanded receptive field 一种利用具有扩展接受野的深度神经网络对混合装置进行分类的方法
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-10-21 DOI: 10.37791/2687-0649-2022-17-5-51-61
M. Dli, Y. Sinyavsky, Ekaterina I. Rysina, M. Vasiľková
The paper presents the results of research aimed at developing a method and software tools for identifying the class of a mixing device by its resistance coefficient through experimental data processing. Currently, the main methods for studying mixing devices are finite element methods, as well as procedures of estimating turbulent transfer parameters using laser dopplerometry and chemical methods of sample analysis. These methods require expensive equipment and provide results only for certain types of equipment. This makes it difficult to extend the inferences to a wider class of devices with different designs of mixing impellers. The proposed method involves processing the results of an experiment in which a point light source forming a beam directed vertically upwards is located at the bottom of a container filled with a transparent liquid. A mixing device with variable rotation frequency is placed in the container. When performing experiments in real conditions, small deviations in the size and location of the mixing device lead to difficult-to-predict fluctuations of the funnel surface. Therefore, the image of one marker describes a trajectory that is difficult to predict. It, under certain conditions, can intersect with the trajectories of other markers or be interrupted at the moment when the marker is closed by a stirrer blade passing over it. The resulting image of the markers is associated with a change in the rotational speed of the blade by a rather complex relationship. To identify this dependence, it is proposed to use deep neural networks operating in parallel in two channels. Each channel analyzes the video signal from the surface of the stirred liquid and the time sequence characterizing the change in the speed of rotation of the blades of the device. It is proposed to use neural networks of various architectures in the channels - a convolutional neural network in one channel and a recurrent one in another. The results of the operation of each data processing channel are aggregated according to the majority rule. The computational novelty of the proposed algorithm lies in the expansion of the receptive field for each of the networks due to the mutual conversion of images and time sequences. As a result, each of the networks is trained on a larger amount of data in order to identify hidden regularities. The effectiveness of the method is confirmed by testing it with the use of a software application developed in the MatLab environment.
本文介绍了通过对实验数据的处理,开发一种通过阻力系数判别混合装置类别的方法和软件工具的研究结果。目前,研究混合装置的主要方法是有限元方法,以及利用激光多普勒法估计湍流传递参数的程序和样品分析的化学方法。这些方法需要昂贵的设备,并且只能对某些类型的设备提供结果。这使得很难将推论扩展到具有不同混合叶轮设计的更广泛的设备类别。所提出的方法涉及处理一个实验的结果,在该实验中,形成垂直向上的光束的点光源位于充满透明液体的容器的底部。在容器内放置可变旋转频率的混合装置。在实际条件下进行实验时,混合装置的尺寸和位置的微小偏差导致漏斗表面的波动难以预测。因此,一个标记物的图像描述了一个难以预测的轨迹。在一定条件下,它可以与其他标记的轨迹相交,或者在标记被经过它的搅拌叶片关闭的那一刻被打断。由此产生的标记图像与叶片转速的变化有相当复杂的关系。为了识别这种依赖性,建议使用深度神经网络在两个通道中并行运行。每个通道分析来自搅拌液体表面的视频信号和表征设备叶片转速变化的时间序列。提出了在通道中使用不同结构的神经网络——在一个通道中使用卷积神经网络,在另一个通道中使用循环神经网络。每个数据处理通道的操作结果按照多数原则进行汇总。该算法的计算新颖性在于,由于图像和时间序列的相互转换,每个网络的接受域都得到了扩展。因此,为了识别隐藏的规律,每个网络都要在更大的数据量上进行训练。通过在MatLab环境下开发的应用软件,验证了该方法的有效性。
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引用次数: 2
Prediction and minimax estimation of the production system in the presence of risks 对存在风险的生产系统进行预测和极大极小估计
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-08-31 DOI: 10.37791/2687-0649-2022-17-4-97-112
A. Shorikov
The solution of the problem of forecasting the state of complex socio-economic systems is possible only on the basis of appropriate dynamic economic and mathematical models that describe their main parameters, the presence of control actions and risks. In this paper, it is proposed to use a deterministic minimax approach for modeling and solving the problem of estimating the predicted states of a production system in the presence of risks. To make managerial decisions at a manufacturing enterprise aimed at improving the efficiency of its functioning, it is necessary to have high-quality information support, the basis of which is the solution of the corresponding problem of predicting the states of its basic parameters. In this article, to describe the functioning of a production system, it is proposed to use a discrete-time controlled dynamical system in the presence of risks. It is assumed that the values of the control action (admissible control scenarios) are realized from a finite set of admissible elements of the corresponding finite-dimensional vector space, and the realizations of the values of the phase vector of the model and the risk vector are limited by the given compact polyhedrons in the corresponding finite-dimensional vector spaces. Application of the developed discrete-time controlled dynamical model that describes the output products of an enterprise in the presence of risks, and the developed methodology for the formation and minimax estimation of the predictive set of its phase states in a given period of time, allow us to develop appropriate numerical algorithms that can be used in the development and creation of computer intelligent information systems that provide support for making effective management decisions at manufacturing enterprises. The main results of this work is the development of a new economic-mathematical model that describes the dynamics of the output products of an enterprise in the presence of risks and the creation on its basis of a methodology for constructing and minimax estimation of the predictive set of its phase states in the form of implementing a finite number of one-step operations that allow their algorithmization. The results obtained in this work can serve as a basis for developing methods for optimizing the management of enterprise production processes and creating computer intelligent information systems to support managerial decision-making.
只有在适当的动态经济和数学模型的基础上,才能解决预测复杂社会经济系统状态的问题,这些模型描述了它们的主要参数、控制行动和风险的存在。本文提出了一种确定性极大极小方法来建模和解决存在风险的生产系统的预测状态估计问题。制造企业的管理决策要想提高其运作效率,就必须有高质量的信息支持,而信息支持的基础是解决相应的基本参数状态预测问题。在本文中,为了描述生产系统的功能,建议在存在风险的情况下使用离散时间控制的动态系统。假设控制动作(可容许控制场景)的值由相应有限维向量空间的有限可容许元素集实现,模型的相位向量和风险向量的值的实现受相应有限维向量空间中给定紧致多面体的限制。应用已开发的离散时间控制动态模型,该模型描述了存在风险的企业的输出产品,以及已开发的方法,用于在给定时间段内形成其相状态预测集并进行极大极小估计;允许我们开发适当的数值算法,可用于开发和创建计算机智能信息系统,为制造企业做出有效的管理决策提供支持。这项工作的主要成果是开发了一种新的经济数学模型,该模型描述了企业在存在风险的情况下产出产品的动态,并在此基础上创建了一种方法,以实现有限数量的一步操作的形式,对其阶段状态的预测集进行构造和极大极小估计。研究结果可为优化企业生产过程管理和创建计算机智能信息系统以支持管理决策提供依据。
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引用次数: 0
Modeling the relationship between the Russian ruble exchange rate and oil prices using artificial neural networks 利用人工神经网络对俄罗斯卢布汇率与油价之间的关系进行建模
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-08-31 DOI: 10.37791/2687-0649-2022-17-4-127-142
A. Polbin, Margarita A. Kropocheva
The article examines the dependence between the Russian ruble exchange rate and oil prices with the use of neural network modeling. The relevance of the study can be confirmed by the interest of the monetary authorities in modeling the dynamics of the exchange rate for developing monetary policy measures. The research objective of the article is the estimation of the relationship between the Russian ruble exchange rate and oil prices using multilayer perceptron and recurrent neural network models. Moreover, the influence of additional factors, including foreign exchange interventions and geopolitical risks, is estimated. The results show that neural networks provide sufficient accuracy in estimation of the target variable. Furthermore, during the periods with foreign exchange interventions and high geopolitical instability there was confirmed a decoupling of the examined variables. The modeled time series preserve non-linear nature of exchange rate data generating process, as well as the asymmetry in the reaction of the ruble exchange rate to oil price shocks. The hyperparameters selection, use of bootstrap and ensembles of neural networks provide more robust estimates and confidence intervals for the oil price elasticity of the ruble exchange rate. Therefore, the combination of the aforementioned methods makes it possible to draw meaningful economic conclusions based on the trained neural networks, avoiding the problem of neural network weights non-interpretability.
本文利用神经网络模型检验了俄罗斯卢布汇率与油价之间的依赖关系。这项研究的相关性可以通过货币当局对汇率动态建模以制定货币政策措施的兴趣得到证实。本文的研究目的是利用多层感知器和递归神经网络模型估计俄罗斯卢布汇率与油价之间的关系。此外,还估计了其他因素的影响,包括外汇干预和地缘政治风险。结果表明,神经网络对目标变量的估计具有足够的精度。此外,在外汇干预和地缘政治高度不稳定的时期,证实了所检查变量的脱钩。建模的时间序列保留了汇率数据生成过程的非线性性质,以及卢布汇率对油价冲击反应的不对称性。超参数选择、自举和神经网络集合的使用为卢布汇率的油价弹性提供了更稳健的估计和置信区间。因此,上述方法的结合可以根据训练的神经网络得出有意义的经济结论,避免了神经网络权重不可解释性的问题。
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引用次数: 0
The simulation of intelligent agents communication in the multi-agent management system for urban parking space 城市停车位多智能体管理系统中智能体通信的仿真
IF 0.3 Q4 MATHEMATICS, APPLIED Pub Date : 2022-08-31 DOI: 10.37791/2687-0649-2022-17-4-37-46
G. Rybina, Vladimir Y. Stepankov
The possibilities of a multi-agent approach for managing urban parking space are considered, which allows you to adequately represent the parking space and effectively solve the following tasks: monitoring congestion, searching and booking available parking spaces; building routes and navigation to selected places; parking; payment for parking services; monitoring compliance with parking rules; control and access control in closed parking lots (equipped with entrance and exit terminals and barriers); forecasting the main parameters, such as workload, income, turnover; informing users. The necessity of intellectualization of urban parking space management processes based on the use of methods and technologies of multi- agent systems (MAS), the main objectives of which are to: reduce the search time for parking spaces; increase the speed of traffic in paid parking areas; increase the turnover of parking spaces; reduce traffic congestion, fuel costs; reduce the number of parking violations on the road network; reducing the flow of personal vehicles entering the toll zone and stimulating the use of urban public transport; reducing environmental pollution. The greatest difficulty is the tasks of organizing the interaction of agents of various typologies in the collective solution of tasks, since each agent solving a specific task has only a partial idea of the overall task and must constantly interact with other agents. The features of prototyping MAS with an emphasis on modeling the interaction of certain types of intelligent agents in the problem area under study are presented. The obtained simulation results are the basis for the continuation and further development of research and development to create the final prototype of a MAS for urban parking space management.
考虑了城市停车位管理的多智能体方法的可能性,该方法可以充分地表示停车位,并有效地解决以下任务:监控拥堵,搜索和预订可用停车位;建立路线和导航到选定的地方;停车;缴付泊车服务费用;监察遵守停车规则的情况;封闭式停车场的控制和出入控制(设有出入口终端和护栏);预测主要参数,如工作量、收入、营业额;通知用户。基于多智能体系统(MAS)方法和技术的城市停车位管理过程智能化的必要性,其主要目标是:减少停车位搜索时间;提高收费停车场的行车速度;增加停车位的周转率;减少交通拥堵,降低燃油成本;减少道路网络上的违规停车次数;减少进入收费区的个人车辆流量,鼓励使用城市公共交通工具;减少环境污染。最大的困难是在任务的集体解决方案中组织各种类型的代理之间的交互的任务,因为每个解决特定任务的代理对整个任务只有部分的想法,并且必须不断地与其他代理进行交互。介绍了MAS原型的特点,重点是对所研究问题领域中特定类型智能体的交互建模。所获得的仿真结果为后续的研究和开发奠定了基础,最终构建出城市停车位管理MAS的原型。
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引用次数: 0
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Journal of Applied Mathematics & Informatics
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