Information technologies, systems analysis and control

Synthesis of Control System on Integrated Quality criteria

The optimization algorithm of a digital control system on integrated quality criteria is considered. The offered algorithm allows to build parametrical synthesis of a digital proportional-integral-derivative control on integrated quality criteria. The integrated quality criteria of interrelation with character of transients in a control system is numerically investigated. Dependence of quality transients on the influence channel is shown. The examples realization offered algorithm are considered at modeling of transients in a control system.

Informational Decision Support System for Forecasting Financial and Economic Processes Based on Structural and Parametric Adaptation of Models

A concept is proposed for solving the problem of adaptive forecasting that is based on the system analysis methodology and combined use of preliminary data processing techniques, mathematical and statistical modeling, forecasting and optimal state estimation of the processes under study. The cyclical adaptation of a structure and model parameters on the basis of a set of statistical characteristics of a process under study provides a possibility for reaching high quality estimates of forecasts with condition that data is informative.

Reduction Modeling for the Integration System

In this paper, we study the problems of effective reduction of parametric logical and mathematical specifications of task classes to explicative models with oracles. We develop parametric methods for decomposition tasks taking into account major classes of specification. Moreover, the concepts of reduction and h-reduction lay their foundation. The function is called the function f reduction if it is fair that the equality and the function is h-reduction lay their foundation.

Adaptive Forecasting Method for Maximal Conditional Variances of Multirate Process Outputs’ Ratios

The paper proposes the concept of maximal conditional sample variance of ratio’s discrepancy. We consider the GARCH model design method for forecasting these variances in case of multivariate heteroskedastic processes with a small sample period for input disturbances and a large period for outputs. The dynamics of processes in stochastic environment is described with polynomial matrix models with multirate sampling. Furthermore, the adaptive tuning of GARCH model coefficients is based on the recursive least squares method. Additionally, we provide the research results.

The Application of Workflow Systems for the Needs of Modern Science and Engineering

The paper considers the modern research direction in scientific and engineering software called the workflow systems. The objective of this paper is to evaluate the relevance of the workflow approach for solving pressing scientific and engineering problems. The comparative analysis of the number of successfully developed workflow projects is made, embracing a wide range of solutions from data analysis environments to grid portals. The advantages and shortcomings of these projects are evaluated and alternative architecture decisions are studied.

Dynamic Chaos and Pseudophase Reconstruction of Attractors of One-Dimensional Realization

In this paper, we have offered the information technology of chaotic behavior identification of one-dimensional scalar realization of dynamic systems, scalar time series and the pseudophase reconstruction of their attractors. The applied methodology is based on 14 different modern methods. To optimize the computations, we have used the method of length estimation for partitioning phase trajectories. It led to modification of some methods that utilize correlation integrals. In addition, we have estimated the minimum distance between 2 points on the phase trajectory.

The Compression of the Alphanumeric Information in its Graphic Coding Representation

We devise the compression method of alphanumeric information in its graphic coding representation. The method of data compression is based on converting data from one alphabet to another – from the alphabet of characters into alphabet of graphic coding symbols. The method provides the data compression on average by 20 % for digit data and by 12 % for text sequences. Furthermore, this method provides the storage of a large information content (over 1000 alphanumerical characters) in the form of graphical codes on a limited area of carrier.

Generation of Quasi-Regular Quasi-Uniform Multifactor Experiment Designs (Algorithm RASTA8)

We develop the RASTA8 algorithm for generating quasi-regular and quasi-uniform multifactor experiment designs by using ЛП of uniformly distributed sequences. It allows obtaining the designs, not presented in catalogs as well as using them in further research. The conducted simulative experiment has shown that the obtained experiment designs are characterized by statistical criteria, rather close to the best possible criteria values.

Bayesian Analysis of Stochastic Volatility Model by OpenBUGS

This article illustrates Bayesian analysis of stochastic volatility models of daily dollar/hrivna exchange rates from 10/24/2006 to 4/15/2011, using a package of applied programs OpenBUGS. In addition, we determine that the estimation is completely accurate with acceptable computational cost as well as characterized by convergence at a given time gap.