ru / en

#### name

Orlov Alexander Ivanovich

professor

#### Research interests

статистические методы, организационно-экономическое моделирование. Разработал новую область прикладной статистики — статистику объектов нечисловой природы

0

## Articles count: 150

• pdf  222.385kb doc 222.385kb Views: 746 Date: 30.06.2015
Description
When considering the ecological safety of industrial productions, territory, etc., we usually allocate the constant (permanent) risk and the accident (emergency) risk. Permanent risk is given by the used technology, and cannot be changed substantially. Emergency risks are associated with uncertainty, in contrast to the constant risks. Let in adopted mathematical model the uncertainty is probabilistic in nature, and the loss describes as one-dimensional random variable. The distribution function of the loss, as a rule, is not normal. We have discussed in detail the seven characteristics of accidental loss: expectation; median and, more generally, quantile; dispersion; standard deviation; coefficient of variation; a linear combination of the expectation and standard deviation; the expectation of the loss function. Risk management may be to minimize these characteristics and their combinations (in different variants of multicriteria optimization). For example, in the two-criteria formulation it is required to minimize the expectation of loss and the standard deviation. Two-criteria formulation one way or another is reduced to a one-criteria formulation. In addition to probabilistic methods of risk modeling, sometimes we consider methods for describing risk using by means of objects of non-numeric nature, in particular qualitative characteristics, concepts of the theory of fuzzy sets, interval mathematical and econometric models and other mathematical tools. The main problems of the theory and practice of ecological insurance have been discussed
• pdf  270.188kb doc 270.188kb Views: 875 Date: 31.03.2015
Description
Econometrics is one of the most effective mathematical tools of controlling. The article deals with general problems of application of econometric methods in solving problems of controlling. Econometric methods - is primarily a statistical analysis of concrete economic data, of course, with the help of computers. In our country, they are still relatively little known, even though we have the most powerful scientific school in the foundations of econometrics - the probability theory. The article shows that to decide the problems of controlling is necessary to apply econometric methods. Classification of econometric tools can be carried out on various grounds: on methods, by type of data, in tasks, etc. Mass introduction of software products, including modern econometric analysis tools of concrete economic data can be regarded as one of the most effective ways to accelerate scientific and technological progress. The whole arsenal currently used econometric and statistical techniques (methods) can be divided into three streams: high econometric (statistical) technology; classical econometric (statistical) technology, low (inadequate, obsolete) econometric (statistical) technology. The main problem of modern econometrics is to ensure that the concrete econometric and statistical studies used only the first two types of technology. To get a broader representation of the use of econometric methods in the management of production organization we analyze basic textbook "Organization and planning of engineering production (production management)," prepared by the Department of "Economics and organization of production" of the Bauman Moscow State Technical University. It has more than 20 times using econometric methods and models that testify to the effectiveness of such a tool of manager as econometrics
• pdf  278.177kb doc 278.177kb Views: 479 Date: 28.04.2017
Description
Statistical methods are widely used in domestic feasibility studies. However, for most managers, economists and engineers, they are exotic. This is due to the fact that modern statistical methods are not taught in the universities. We discuss the situation, focusing on the statistical methods for economic and feasibility studies, ie, econometrics. In the world of science, econometrics has a rightful place. There are scientific journals in econometrics, Nobel Prizes in Economics are given to series of researches in econometrics. The situation in the field of scientific and practical work and especially the teaching of econometrics in Russia is disadvantaged. Often, individual particular constructions replace econometrics in general, such as those related to regression analysis. The article is devoted to econometrics as an academic discipline. Our course begins with a discussion of the structure of modern econometrics, the connections between applied statistics and econometric methods. We consider sample researches (analysis of surveys results), the elements of econometrics numbers, and methods of testing of statistical hypothesis about homogeneity. We have given the concepts of regression analysis, econometric classification methods, modern measurement theory. The important places are occupied by the statistics of non-numerical data (including fuzzy sets and their links with random sets) and the statistics of interval data. The problem of the stability of statistical procedures with respect to the tolerances of input data and model prerequisites is discussed. The representations of the econometric methods of expert research and quality control, analysis and forecasting of time series, econometrics of forecasting and risks are given
• pdf  230.165kb doc 230.165kb Views: 880 Date: 31.03.2015
Description
Requirements for the professional training of сontrollers include, in particular, the requirements for an intelligent tool that controllers must possess. One of such tools is the econometrics. Organization of training, in particular, preparation of curricula, programs, teaching materials and textbooks, involves discussion of the scope and content of the relevant discipline. We have given the description of the econometric tools of controlling, including the courses of "Econometrics-1" and "Econometrics-2", which the Department of the IBM-2 "Economics and organization of production" is on the faculty "Engineering and Business Management" of Bauman Moscow State Technical University. We have discussed the external environment of econometrics and the necessary changes in it. For example, the course of "Probability Theory and Mathematical Statistics" is the basis for the study of econometrics. However, it has to be brought into line with modern requirements. In particular, it is necessary to consider such things as random elements with values in an arbitrary space, empirical and theoretical means in such spaces, to prove the laws of large numbers in general statements. Simultaneously with the specified extension course content is reasonable to exclude from the program methods based on those assumptions are not met in the concrete economic situations. In particular, we have to eliminate the one-sample and two-sample Student's t tests and replace them with the corresponding nonparametric tests. We do not need the "classical" and geometric probability, etc. We have given the importance of the problem of constructing integral indicators in various problems of econometrics; issues of analysis of the situation by means of a system of indicators are discussed in detail
• pdf  224.502kb doc 224.502kb Views: 344 Date: 31.03.2016
Description
The actuality of ecological issues was realized about 50 years ago. The highlight of the ecological movement to protect the environment has been, in our estimation, the United Nations Conference on Environment and Development (Rio de Janeiro, 1992), which adopted the concept of sustainable development. After 1992 the interest in ecology of broad masses was decreased slightly, although the environmental problems are not only remained, but appeared to a greater extent. However, now there is a legal basis for their decisions. Particularly, enterprises must have a certified environmental management system; otherwise they will be unable to compete in international markets. Awareness by humanity of need for environmental protection has led, in particular, to the deployment of scientific research in the field of ecological safety studies. Therefore, we have found that it is necessary and useful to report about the research of our team on this subject. Ecological security issues are highly relevant to the energy sector, in particular for gas enterprises. As an example of the new scientific results we discuss the innovative approach to the disposal of drilling waste. The basic idea - the use of underground non-enveloped tanks in permafrost soil for disposal of drilling waste. Permafrost is typically a negative impact on economic development, but in this situation it is the determining factor for a positive role, enabling lower costs to ensure ecological safety and, consequently, improve the competitiveness of domestic enterprises in the global gas market. This article is devoted to methods of dumping drilling waste and the problems that arise in their burial place. We discuss various methods of waste disposal, their advantages and disadvantages, as well as the impact on the environment
• pdf  260.614kb doc 260.614kb Views: 611 Date: 30.12.2016
Description
We consider the methods for estimation of the effectiveness and quality of the scientific activities of the researcher, of the organization, of the magazine. Performance indicators of scientific activity are used as an important part in the estimation of higher education institutions, the innovative capacity of enterprises, etc. To estimate the effectiveness of scientific activity is natural to use intellectual tools which are well-established in other subject areas. This will include, in particular, the balanced scorecard, based on key performance indicators (hence the title of this article), as well as controlling, primarily controlling of research activities. There are two more developed and widely used types of tools for estimation the effectiveness of the scientific activity - the scientometric indicators and the expert estimators. Their critical analysis is the subject of this article. The goal - to choose the most effective tool. Different versions of manipulating of values of scientometric indicators in the Russian Federation, in our estimation, are still relatively rare. Perhaps this is due to the relatively short period of their use in the management of science. Since an indicator such as citation index (the number of citations of publications) of researcher, allows estimating its contribution to science, the use of this scientometric indicator for the management of science is justified. At the same time, the number of publications and especially h-index is not possible to objectively estimate the effectiveness of research activities, particularly in view of the properties of the real bibliometric databases. Expert procedures have several disadvantages. In this article we discuss the real effectiveness of expert procedures in the areas of their application, as conferring academic degrees and elections to the National Academy of Sciences (primarily in the Russian Academy of Sciences), as well as appointments to senior positions. The basic principles of expertise in these areas remain the same for the past 70 years. Based on an analysis of practice it is necessary to ascertain the lack of efficacy of expert estimators in these areas. Rationale to what has been said is given in the article
• pdf  310.990kb doc 310.990kb Views: 291 Date: 29.12.2017
Description
According to measurement theory, statistical data are measured in various scales. The most widely used ordinal scale, scales of intervals and relations. Statistical methods of data analysis should correspond to the scales in which the data is measured. The term "correspondence" is specified with the help of the concepts of an adequate function and an allowable scale transformation. The main content of the article is a description of the average values that can be used to analyze data measured in the ordinal scale, interval and relationship scales, and some others. The main attention is paid to the means for Cauchy and the means for Kolmogorov. In addition to the mean, from this point of view, polynomials and correlation indices are also analyzed. Detailed mathematical proofs of characterization theorems are given for the first time in scientific periodicals. It is shown that in the ordinal scale there are exactly n average values, that can be used, namely, n order statistics. The proof is represented as a chain of 9 lemmas. In the scale of intervals from all Kolmogorov means, only the arithmetic mean can be used. In the scale of relations from all the Kolmogorov means, only the power means and the geometric mean are permissible. The kind of adequate polynomials in the relationship scale is indicated
• pdf  186.922kb doc 186.922kb Views: 130 Date: 29.11.2019
Description
Among the widely used economic-mathematical models, dynamic programming plays an important role, and among them, models with discounting. The most famous example is the model for calculating the net present value (NPV) as an estimate of the efficiency of the investment project. In the article, it is clarified which features are distinguished by models with discounting among all models of dynamic programming. In models with discounting, the comparison of plans does not change when the time of the beginning of the implementation of plans changes, ie. there is a stability of the results of comparing plans. It is proved that if the results of comparing plans for 1 and 2 steps are stable in the dynamic programming model, then this model is a model with discounting. This theorem shows that the introduction of discounted functions for the estimation of the effect is justified only in stable economic conditions in which the orderliness of managerial decisions does not change from year to year. In other words, if at the beginning of the period under consideration the first solution is better than the second, then at all other times, up to the end of the period under consideration, the first solution is better than the second. Stable economic conditions are rarely found in the modern economy with its constant changes, including those caused by innovations. Therefore, the decision to choose (to implement) an investment project from a set of possible ones can not be based solely on the calculation of discounted project performance indicators, such as net present value and internal rate of return. Such indicators can only play a supporting role. Decide on the choice of an investment project for implementation is necessary on the basis of the whole range of social, technological, environmental, economic, political factors
• pdf  1.350.467kb doc 1.350.467kb Views: 1691 Date: 30.05.2014
Description
The requirements for the project design stages of creating rocket and space technology are specified. The algorithm of estimation the feasibility of such projects is proposed based on their innovation and investment components
• pdf  250.106kb doc 250.106kb Views: 993 Date: 30.11.2014
Description
On the basis of a new paradigm of applied mathematical statistics, data analysis and economic-mathematical methods are identified; we have also discussed five topical areas in which modern applied statistics is developing as well as the other statistical methods, i.e. five "growth points" – nonparametric statistics, robustness, computer-statistical methods, statistics of interval data, statistics of non-numeric data