name
Vasilenko Igor Ivanovich
Scholastic degree
•
Academic rank
associated professor
Honorary rank
—
Organization, job position
• Kuban State Agrarian University
доцент
Research interests
проблемы математической статистики, математической экономики, прогнозирования развития экономических систем
Web site url
—
Current rating (overall rating of articles)
0
TOP5 co-authors
Articles count: 2
Сформировать список работ, опубликованных в Научном журнале КубГАУ
-
PROGNOSTIC RESEARCH ON THE NATURAL AND ECONOMIC PROCESSES
DescriptionThe increase in volume of processed data and the rapid development of environmental monitoring, modeling, forecasting, analysis, visualization, prediction in modern conditions is connected with the consistent increase in their level of formalization. The bases for all this are requirements of significantly changed stochastics natural and economic processes. A new method of nonlinear dynamics, namely the method of sequential R/S-analysis is proposed. In the article, the authors paid attention to the method of fractal analysis of time series. The founder of fractal analysis is a British hydrologist H.E Hurst. He showed that natural phenomena such as river flows, rainfall, temperature, solar activity is followed by «biased random walk», i.e. trend with noise. The noise level and trend resistance are estimated in change in the normalized amplitude levels of the time series for the expiration time, or, in other words, how they entered a quantity called the Hurst exponent exceeds the value of 0.5. Rather essential information is a cyclical component to forecast. Thus, there is a need for further study of natural and economic processes based on the new mathematical models. These methods bring to forecast new useful methodological elements that are not in continuous methodology, concepts such as «noise color» persistence and anti-persistent series, Hurst, «long-term memory», R/S-trajectory and the trajectory of the Hurst exponent, etc.
-
PERSPECTIVE DIRECTIONS OF DEVELOPMENT FOR AUTOMATED BUDGETING SYSTEMS
DescriptionThe article discusses the prospect of the use of parallel budgeting with open multi-agent decision support systems. It defines the place of decision support systems among enterprise information systems. The existing decision support systems are briefly reviewed. It describes the shortcomings of classical budgeting schemes in companies. It is proposed to take into account the probability of the budget. This should allow timely response in terms of operational data in budgeting group of companies