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Informatika i Ee Primeneniya [Informatics and its Applications], 2017, Volume 11, Issue 1, Pages 58–68
DOI: https://doi.org/10.14357/19922264170105
(Mi ia459)
 

This article is cited in 9 scientific papers (total in 9 papers)

On some mathematical and programming methods for construction of structural models of information flows

A. K. Gorshenin

Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilova Str., Moscow 119333, Russian Federation
Full-text PDF (390 kB) Citations (9)
References:
Abstract: The flows of events in the modern information systems are not regular; so, the methods of analysis based on the classical theorems that are correct only under certain regularity conditions can lead to false conclusions including underestimation of risks of extreme events. The key problem of practical modeling and analysis of nonstationary information flows is selection of statistical methods for estimation of the unknown model parameters. For these purposes, the so-called method of moving the separation of mixtures based on a special decomposition of the original sample into subsamples (windows) and data analysis for each window within the framework of the mixed probability models is traditionally used by the members of Prof. V. Yu. Korolev's Scientific School. The paper describes the methods of stochastic data analysis based on the mixed probability models that can enhance the effectiveness of complex information systems research. The development and application of the proposed methods can be useful for the appropriate areas of applied mathematics and computer sciences.
Keywords: information system; mixed probability models; moving separation of mixtures; statistical data analysis; extremal values; noisy data; threshold; Peak Over Threshold; Pickands–Balkema–de Haan theorem; Rényi theorem; online software; matrix computing.
Funding agency Grant number
Russian Foundation for Basic Research 15-37-20851_мол_а_вед
Russian Academy of Sciences - Federal Agency for Scientific Organizations I.33П
The research was supported by the Russian Foundation for Basic Research (project 15-37-20851) and the RAS Presidium Program No. I.33P (project 0063-2016-0015).
Received: 15.01.2017
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. K. Gorshenin, “On some mathematical and programming methods for construction of structural models of information flows”, Inform. Primen., 11:1 (2017), 58–68
Citation in format AMSBIB
\Bibitem{Gor17}
\by A.~K.~Gorshenin
\paper On some mathematical and programming methods for construction of structural models of information flows
\jour Inform. Primen.
\yr 2017
\vol 11
\issue 1
\pages 58--68
\mathnet{http://mi.mathnet.ru/ia459}
\crossref{https://doi.org/10.14357/19922264170105}
\elib{https://elibrary.ru/item.asp?id=29159455}
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  • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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