01.00.00 Physical-mathematical sciences
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01.00.00 Physical-mathematical sciences
DescriptionAccording to the new paradigm of applied mathematical statistics one should prefer non-parametric methods and models. However, in applied statistics we currently use a variety of parametric models. The term "parametric" means that the probabilistic-statistical model is fully described by a finite-dimensional vector of fixed dimension, and this dimension does not depend on the size of the sample. In parametric statistics the estimation problem is to estimate the unknown value (for statistician) of parameter by means of the best (in some sense) method. In the statistical problems of standardization and quality control we use a three-parameter family of gamma distributions. In this article, it is considered as an example of the parametric distribution family. We compare the methods for estimating the parameters. The method of moments is universal. However, the estimates obtained with the help of method of moments have optimal properties only in rare cases. Maximum likelihood estimation (MLE) belongs to the class of the best asymptotically normal estimates. In most cases, analytical solutions do not exist; therefore, to find MLE it is necessary to apply numerical methods. However, the use of numerical methods creates numerous problems. Convergence of iterative algorithms requires justification. In a number of examples of the analysis of real data, the likelihood function has many local maxima, and because of that natural iterative procedures do not converge. We suggest the use of one-step estimates (OS-estimates). They have equally good asymptotic properties as the maximum likelihood estimators, under the same conditions of regularity that MLE. One-step estimates are written in the form of explicit formulas. In this article it is proved that the one-step estimates are the best asymptotically normal estimates (under natural conditions). We have found OS-estimates for the gamma distribution and given the results of calculations using data on operating time to limit state for incisors
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FORECASTING OF THE DYNAMICS OF THELABOR FORCE USING AN INTERSECTORAL MATHEMATICAL MODEL
01.00.00 Physical-mathematical sciences
DescriptionIn this article we have proposed an intersectoral mathematical model of self-organization of the labor market. This model is the system of balance equations of the dynamics of the labor force. The model contains parameters that show where workers were employed in previous times. Therefore it is possible to monitor the dynamics of intersectoral labor force over a long period of time. It has been shown that the model allows to solve the problem of forecasting the number of employed and unemployed in the labor market under the assumption that the parameters of the probabilistic model are constant for a certain period. The use of the model is illustrated on the example in which the probabilities of hiring and firing of employees were calculated, as well as the probabilities that the employees in the analyzed period (2011 – 2012 years) leave the labor market. The forecast of the number of employed and unemployed at the end of the next period (2013) is based on the calculated probabilities. It has been demonstrated that the deviation of the predicted values from the statistical data is not significant, which witnesses about the efficiency of the forecast
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CALCULATION AND ANALYSIS OF TIME BEHAVIOR OF ELECTROCONVECTION IN MEMBRANE SYSTEMS
01.00.00 Physical-mathematical sciences
DescriptionThe aim of this work is to carry out numerical analysis of time behavior of electroconvection in membrane systems, such as a desalting channel of electrodialysis apparatus. The current-voltage curve and the solution flaw were analyzed theoretically using mathematical models of ions transfer taking into account electroconvection in smooth desalting channel consisting of ideally selective anion- and cation-exchange membranes. The Hurst numbers for different parts of the current-voltage curve were calculated in order to determine whether the parts were persistent. The Fourier-analysis of the oscillating term of the current-voltage curve was carried out for the first time so as to determine predominant frequencies in the signal. Frequencies of passing of complexes of vortexes through the cross-section of the desalting channel were calculated. Frequencies of oscillations of concentration profiles were determined. It was found that the frequencies of oscillations of the concentration profiles coincide with the frequencies of passing of complexes of vortexes through the cross-section of the desalting channel. The oscillations of the current-voltage curve were physically interpreted. Namely, it was shown that the main frequency of oscillations of the current-voltage curve corresponds to the frequency of oscillations of the concentration profiles. The oscillations of the concentration profiles, produced by the passing of complexes of vortexes, cause oscillations of conductivity and, consequently, cause oscillations of resistance and of the current density. It was shown that the main frequency of the signal corresponds to the frequency of passing of complexes of vortexes through the cross-section of the desalting channel
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EXITATION OF ELECTROMAGNETIC RADIATION, NUCLEAR REACTION AND PARTICLES DECAY BY THE ACCELERATION
01.00.00 Physical-mathematical sciences
DescriptionThe article discusses the excitation of electromagnetic radiation, nuclear reactions and decays of particles by the acceleration of charges, atomic nuclei and the macroscopic volumes of matter. The motion of charged particles in a magnetic trap used for plasma confinement was computed. We propose a model of the electromagnetic radiation of a charge moving in a non-inertial reference frame in general relativity. We have also constructed a theory of perturbation with using a wave equation with small parameters, taking into account a characteristic radius of the trajectory of the electrons as they move in a magnetic field. It was found that in the first approximation, the radiation back-reaction force depends on the acceleration of the charge. For the simulating of processes in hadrons and nuclei we used Yang-Mills theory and the metric, describes the acceleration and rotating reference frame in general relativity. We consider the scalar glueball model for an arbitrary dependence of acceleration and angular velocity of the system on time. The numerical model of wave propagation in non-inertial reference frame for the geometry of system of one, two or three spatial dimensions was tested. In the numerical experiments shown that the acceleration of the system leads to instability, leading to an unlimited increase in the amplitude of waves, which is interpreted as a decay of system. It was found that there are critical values of acceleration above which the instability develops
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01.00.00 Physical-mathematical sciences
DescriptionWithout science it would be impossible to form a full environmental consciousness. To increase the validity and weight of the findings on the impact of environment on quality of life, it is necessary to quantify the strength and direction of the influence of diverse environmental factors. However, it appears that this is quite problematic for a number of reasons. First, it is the lack or inaccessibility of source of data which is necessary for such type of research. The same data, which still can be found cover just small periods of observations (small longitudinal research data), and their completion, including performing experiments, is fundamentally impossible. As a result, it is impossible to require such full data replications, which is a necessary condition for correct applying of factor analysis. Secondly, environmental factors are described with heterogeneous indices measured in different types of measurement scales (nominal, ordinal and numerical) and in different measurement units. Mathematical methods of comparable processing of such data, and the right software tools for these methods, generally speaking, do not exist. Third, these tasks are large-scale problems, i.e. they are not talking about 5 or max 7 factors as it was in factor analysis, but about hundreds and thousands. Fourthly, the original data is noisy and require sustainable methods. Fifthly, environmental factors are interrelated and require nonlinear nonparametric approaches. To solve these problems it is proposed to apply a new innovative intelligent technology: automated system-cognitive analysis and its software tool – a system called "Eidos". We have also given a brief numerical example of assessing the impact of environmental factors on life expectancy and causes of death
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01.00.00 Physical-mathematical sciences
DescriptionIn the article the application of systemic-cognitive analysis, its mathematical model - the system theory of the information and its program toolkit - "Eidos" system for synthesis of the generalized images of classes, their abstraction, classification of the generalized images (clusters and constructs) comparisons of concrete images with the generalized images (identification) are examined. We suggest a new approach to the digitization of images, based on the use of the polar coordinate system, the center of gravity of the image and its contour. Before digitizing images we can use their changes to standardize the position of the picture-frames, their size and rotation. Therefore, if you specify this option, the results of digitization and image ASC-analysis can be invariant (independent) to their position, size and rotation. This means that in the model on the basis of a number of specific examples we will create one image of each class of images, independent of their specific implementations, i.e., the "Eidos" of these images (in the sense of Plato) - a prototype or archetype (in the Jungian sense) images. But the "Eidos" system provides not only the formation of prototype images, which quantitatively reflects the amount of information in the image elements of the prototype, but the removal of all irrelevant to identification (abstraction), and the comparison of specific images with generic (identification) and the generalized images of images together (classification). The article provides a detailed numerical example of ASC- analysis of images
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01.00.00 Physical-mathematical sciences
DescriptionCurrently, the majority of scientific, technical and economic studies use statistical methods developed mainly in the first third of the XX century. They constitute the content of common textbooks. However, mathematical statistics are rapidly developing in the next 60 years. In some situations there is a need of the transition from classical to modern methods. As an example, we discuss the problem of testing the homogeneity of two independent samples. We have considered the conditions of applicability of the traditional method of testing the homogeneity based on the use of Student's t-statistic, as well as more up-to-date methods. We describe a probabilistic model of generation of statistical data in the problem of testing the homogeneity of two independent samples. In terms of this model the concept of "homogeneity" ("no difference"), can be formalized in different ways. High degree of homogeneity is achieved if the two samples are taken from one and the same population (absolute homogeneity). In some cases it is advisable to testing the coincidence of some characteristics of the elements of the sample - mathematical expectations, medians, variances, coefficients of variation, and others (testing the homogeneity of characteristics). To test the homogeneity of mathematical expectations is often recommended classic t-test. It is believed that the samples taken from a normal distributions with equal variances. It is shown that for scientific, technical and economic data the preconditions of two-sample t-test usually are not performed. To test the homogeneity of mathematical expectations instead of t-test we have offered to use the Cramer-Welch test. We have considered the consistent nonparametric Smirnov and Lehmann-Rosenblatt tests for absolute homogeneity
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BASIC RESULTS OF THE MATHEMATICAL THEORY OF CLASSIFICATION
01.00.00 Physical-mathematical sciences
DescriptionThe mathematical theory of classification contains a large number of approaches, models, methods, algorithms. This theory is very diverse. We distinguish three basic results in it - the best method of diagnosis (discriminant analysis), an adequate indicator of the quality of discriminant analysis algorithm, the statement about stopping after a finite number of steps iterative algorithms of cluster analysis. Namely, on the basis of Neyman - Pearson Lemma we have shown that the optimal method of diagnosis exists and can be expressed through probability densities corresponding to the classes. If the densities are unknown, one should use non-parametric estimators of training samples. Often, we use the quality indicator of diagnostic algorithm as "the probability (or share) the correct classification (diagnosis)" - the more the figure is the better algorithm is. It is shown that widespread use of this indicator is unreasonable, and we have offered the other - "predictive power", obtained by the conversion in the model of linear discriminant analysis. A stop after a finite number of steps of iterative algorithms of cluster analysis method is demonstrated by the example of k-means. In our opinion, these results are fundamental to the theory of classification and every specialist should be familiar with them for developing and applying the theory of classification
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ECONOMIC-MATHEMATICAL METHODS IN CONTROL OF INDUSTRIAL AND ECOLOGICAL SAFETY
01.00.00 Physical-mathematical sciences
DescriptionWhen 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
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MATHEMATICAL MODELING OF ELECTROCONVECTION IN THE CAPILLARIES. TRANSIENT BEHAVIOR
01.00.00 Physical-mathematical sciences
DescriptionWe propose a mathematical model of ion transport binary salt in electroosmotic flow in a capillary. The capillary is open on one side and immersed in a vessel of large volume, in which the concentration of the solution is maintained constant, and the other side closed ion exchange membrane. The walls are considered wettable, i.e. the solution adheres to the walls. This means that the mathematical modeling used to rate the condition of sticking. We study the boundary value problem for a coupled system of equations Nernst, Planck, Poisson and Navier-Stokes equations. Used boundary conditions of general form. The mathematical model is based on the general laws of transport and contains no adjustable parameters. Using this model, the basic laws of ion transport salt solution liquid flow, the emergence and development electroconvection, distribution of concentration of salt ions in the capillary with a small change in time, ie, in the initial (transitional) regime. We have identified the presence of ion-exchange membrane surface electroconvective vortices and their influence on the mechanisms of ion transport of salt and fluid movement in different areas of the capillary. A feature of the capillary transport is to the right of the vortex region stagnant areas with a higher concentration of ions