name
Orlov Alexander Ivanovich
Scholastic degree
•
•
•
Academic rank
professor
Honorary rank
—
Organization, job position
• Bauman Moscow State Technical University
Research interests
статистические методы, организационно-экономическое моделирование. Разработал новую область прикладной статистики — статистику объектов нечисловой природы
Web site url
—
Current rating (overall rating of articles)
0
TOP5 co-authors
Articles count: 150
Сформировать список работ, опубликованных в Научном журнале КубГАУ
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NONPARAMETRIC KERNEL ESTIMATORS OF PROBABILITY DENSITY IN THE DISCRETE SPACES
01.00.00 Physical-mathematical sciences
Description
Some estimators of the probability density function in spaces of arbitrary nature are used for various tasks in statistics of non-numerical data. Systematic exposition of the theory of such estimators has been started in our articles [3, 4]. This article is a direct continuation of these works [3, 4]. We will regularly use references to conditions and theorems of the articles [3, 4], in which introduced several types of nonparametric estimators of the probability density. We have studied linear estimators. In this article, we consider particular cases - kernel density estimates in discrete spaces. When estimating the density of the one-dimensional random variable, kernel estimators become the Parzen-Rosenblatt estimators. Under different conditions, we prove the consistency and asymptotic normality of kernel density estimators. We have introduced the concept of "preferred rate differences" and are studied nuclear density estimators based on it. We have introduced and studied natural affinity measures which are used in the analysis of the asymptotic behavior of kernel density estimators. Kernel density estimates are considered for sequences of spaces with measures. We give the conditions under which the difference between the densities of probability distributions and of the mathematical expectations of their nuclear estimates uniformly tends to 0. Is established the uniform convergence of the variances. We find the conditions on the kernel functions, in which take place these theorems about uniform convergence. As examples, there are considered the spaces of fuzzy subsets of finite sets and the spaces of all subsets of finite sets. We give the condition to support the use of kernel density estimation in finite spaces. We discuss the counterexample of space of rankings in which the application of kernel density estimators can not be correct
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NONPARAMETRIC ESTIMATION OF CHARACTERISTICS OF PROBABILITY DISTRIBUTIONS
01.00.00 Physical-mathematical sciences
Description
The article is devoted to the nonparametric point and interval estimation of the characteristics of the probabilistic distribution (the expectation, median, variance, standard deviation, variation coefficient) of the sample results. Sample values are regarded as the implementation of independent and identically distributed random variables with an arbitrary distribution function having the desired number of moments. Nonparametric analysis procedures are compared with the parametric procedures, based on the assumption that the sample values have a normal distribution. Point estimators are constructed in the obvious way - using sample analogs of the theoretical characteristics. Interval estimators are based on asymptotic normality of sample moments and functions from them. Nonparametric asymptotic confidence intervals are obtained through the use of special output technology of the asymptotic relations of Applied Statistics. In the first step this technology uses the multidimensional central limit theorem, applied to the sums of vectors whose coordinates are the degrees of initial random variables. The second step is the conversion limit multivariate normal vector to obtain the interest of researcher vector. At the same considerations we have used linearization and discarded infinitesimal quantities. The third step - a rigorous justification of the results on the asymptotic standard for mathematical and statistical reasoning level. It is usually necessary to use the necessary and sufficient conditions for the inheritance of convergence. This article contains 10 numerical examples. Initial data - information about an operating time of 50 cutting tools to the limit state. Using the methods developed on the assumption of normal distribution, it can lead to noticeably distorted conclusions in a situation where the normality hypothesis failed. Practical recommendations are: for the analysis of real data we should use nonparametric confidence limits
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NEW AREA OF CONTROLLING –CONTROLLING OF ORGANIZATIONAL-ECONOMIC METHODS
Description
We introduce the concept of "controlling organizational-economic methods". We define the terms in the sequence "the problem - the model - the method - the conditions of applicability". We have described the basic organizational-economic model of industrial firm; by means of this model we have discussed the problems of development of modern organizational-economic methods. We have demonstrated the relevance of the theory and methodology of organizational-economic modeling. For example, we consider the application of statistical methods at various stages of the life cycle of the product, the problem of internal risks in an industrial firm and accounting for inflation in the analysis of activities of the organization
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NEW PARADIGM OF ANALYSIS OF STATISTICAL AND EXPERT DATA IN PROBLEMS OF ECONOMICS AND MANAGEMENT
Description
The article is devoted to the methods of analysis of statistical and expert data in problems of economics and management that are discussed in the framework of scientific specialization "Mathematical methods of economy", including organizational-economic and economic-mathematical modeling, econometrics and statistics, as well as economic aspects of decision theory, systems analysis, cybernetics, operations research. The main provisions of the new paradigm of this scientific and practical field are developed by the author of this article in the 1980s during the creation of the All-Union Statistical Association. The new paradigm is compared with the old (corresponding to the middle of XX century). Is summarized monographs, textbooks and manuals prepared under the leadership of the author of this paper in the XXI century according to the new paradigm
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01.00.00 Physical-mathematical sciences
Description
The relationship of Mathematical Statistics (wider - Mathematical methods of research) and history is multifaceted. In our opinion, the history of mathematical statistics is an integral part of this mathematical discipline. We have given a review of our works on the history of statistical methods. The role of mathematical statistics for the history is very important. In this article, we restrict ourselves to the questions of chronology. For centuries, the chronology is considered as a part of applied mathematics. The main problem is that the whole "common" concept of the Russian and the World history as a whole presented in textbooks was faked by the opponents of Russia after the collapse of the global Empire (Russian kingdom) in the early 17th century - 400 years ago. The stories about historical events are the information weapon. It was used by the new rulers to suppress the resistance of the vanquished. A new mathematical and statistical chronology of general and Russian history, which was built by a scientific team led by Academician Fomenko, has been helpful for the discussion about the current economic and political problems of relations between Russia and the West in the XXI century. In our opinion, the new chronology of the World and Russian history should be one of the foundations of state-patriotic ideology and deriving practical solutions. The purpose of this article is to give the initial idea of the new chronology from this point of view
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A NEW APPROACH TO THE STUDY OF THE STABILITY OF CONCLUSIONS IN THE MATHEMATICAL MODELS
01.00.00 Physical-mathematical sciences
Description
We have proposed the general scheme for studying the stability of the conclusions obtained by mathematical methods and models regarding tolerance deviations of the original data and background models. The concrete problems of stability are discussed: towards a change of data, its size and distributions, to allowable transformations measurement scales, to the temporal characteristics (time of start of the project, the planning horizon). Reducing the uncertainty can be conducted by changing the type of data, i.e. with the aid of the transition to non-numerical data. The models of concrete management processes of industrial organizations are considered on the examples of stability characteristics of investment projects to change the discount factors and in models of inventory management to change in the coefficients of the model and batch size production
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Description
The problem of controlling a large-scale agroindustrial system, which should be solved in the process of organizing agricultural production, is considered. It is shown, that the scientific and methodological apparatus of the service subsystem controlling such an object should be expanded in comparison with ordinary enterprises of agroindustrial production. The article considers a new approach to the theory of management of large-scale socio-economic systems, based on a solidary information economy. Its main ideas are analyzed, its use as a basic organizational and economic theory instead of "economics" is justified. According to the solidary information economy, modern information technologies and decisionmaking theory make it possible to build information and communication system based on an "open network society" designed to identify people's needs and organize production in order to meet them. Predecessors - V.M. Glushkov, Anthony Stafford Beer, W. P. Cockshott, A. F. Cottrell and others. The main content of the research is the forecasting of the development of the future society and its economy, the development of organizational and economic methods and models designed to enhance the effectiveness of management processes. As an economic component of the state ideology of Russia, we propose to use a solidary information economy. The organizational and economic theory of Russia's innovative development should be based on a solidary information economy
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EFFECT OF THE METHODOLOGY FOR DECISION-MAKING IMPLICATIONS
Description
The term "methodology" is understood differently. Methodology - the doctrine of the organization. Methodology (from the "method" and "logy") - the doctrine of structure, logical organization, methods and means of action. Methodology - the system of principles and methods of organization and construction of theoretical and practical activities, as well as teaching on this system. From these definitions it follows that the methodology - is an intellectual base rod defining approach to specific activities to management decisions. The methodology, which adheres to the manager, lies at the heart of its activities, determines its success or failure, manifested in the consequences of decisions. We give some examples of methodological errors which lead to wrong management decisions. So, the person who seriously requires providing "maximum profit at minimum cost" should be classified into one of two classes, which can be briefly described as "fools" and "liars". Profit must not be the sole purpose of business. The following section will discuss the methodology in place of conducting various scientific economic and technical studies. A natural continuation of the topic - the wording of some of the methodological problems using mathematical methods
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01.00.00 Physical-mathematical sciences
Description
In practical use of methods of applied statistics we do not apply separate methods for describing data, estimation, testing hypotheses, but we must use deployed whole procedures - the so-called "statistical technology". The concept of "statistical technology" is similar to the concept of "technological process" in the theory and practice of organization of production. It is quite natural that some statistical technology can better meet the needs of the researcher (user, statistics) than others, some - are modern, and others - outdated, some properties are studied, and the others - no. It is important to stress that a qualified and efficient use of statistical methods - this is not one single statistical hypothesis testing and estimation of characteristics or parameters of a given distribution from fixed family. This kind of operations - only the individual building blocks that make up the statistical technology. The procedure of the statistical data analysis - is an information process, in other words, one or other information technology. Statistical information is subject to a variety of operations (series, parallel, or more complex schemes). In this article we discuss statistical technologies and the problem of "docking" algorithms. We introduce the concept of "high statistical technologies" and then we prove the necessity of their development and application. As the examples we have given the researches of Institute of high statistical technologies and econometrics of Bauman Moscow State Technical University. We have also considered a number of education problems in domain of high statistical technologies
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ABOUT THE KEY PERFORMANCE INDICATORS OF SCIENTIFIC ACTIVITIES
Description
Of the many urgent problems of Science about Science, we consider 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 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. 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). 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
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