Authors
Krakovskij Y.
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Degree
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Dr of Technique, Professor, Irkutsk State University of Railway Transport |
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E-mail
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kum@stranzit.ru |
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Location
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Irkutsk |
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Articles
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Test of the accuracy of the interval prediction based on confidence estimates of probabilities
The feature of forecasting in the process of management decision-making is the lack of constant
need to know an actual future value of the indicator. Most often, it is enough to know: will the future
value of the indicator exceed a predetermined value or not? The predetermined value divides the range
of possible future indicator values into two intervals. Since, in this case, we define the range in which
will be the future value of the indicator we call this method «interval forecasting».
The article proposes algorithmic and software of interval forecasting of dynamic indicators based on
an adaptive probabilistic statistical cluster model, where instead of the unknown probabilities are taken
account their point and interval estimates for the selected confidence probability. Authors show that
such a combined approach leads to improve interval forecasting accuracy and, as a result, improves the
quality of decision-making. The consequence of the combined approach is the increase of the number
of cases when the interval forecasting is not carried out. This is due to the fact, that some of point estimates
of probabilities are statistically indistinguishable. The number of these cases depends on statistical
characteristics, volume retrospective values of dynamic indicators and parameter values of the cluster
model. All the results in the article were obtained with the use of open-source programming language
«R», based on which was created a special software package for the end user. Improving the accuracy
of the interval forecasting is aimed at improving the efficiency of management decision-making, so the
software package can be used as a tool for the preparation of information for decision support system.
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Forecasting of base indicators of transportation process based on a scenario approach
A technology of base indicators complex forecasting of transportation process of railway transport
based on statistical and expert information using scenario approach have been developed. The cargo
turnover and cargo transportation volume have been selected as base indicators. Complex forecasting
based on four individual values with different weights: а) the value, which has been obtained by the
first-order model; b) the value, which has been obtained by the first-order model; c) the value, which
was obtained by the factor model; e) the point expert estimate of qualified specialists group. Developed
algorithms and software using statistical and expert information of Ulan-Bator Railway in relation to
the loading of goods have been approbated. It shows the good practical accuracy of complex forecasting
based on the scenario approach.
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Modeling of equipment repair work based on the random risk processResearch of the effectiveness of equipment repair work is of great practical and economic importance. This is confirmed by many publications devoted to monitoring and diagnostic tools for various equipment. This work is devoted to modeling the repair work of technological equipment for various purposes, operating under conditions of uncertainty and risk. The proposed study recommends a technology using an insurance fund that performs two functions: 1) accumulates payments at different intervals to carry out repair work: current, emergency, major; 2) pays for these works as necessary. Mathematical description of the organization of equipment repairs is proposed to be based on a random risk process, which in our case describes the state of the insurance fund. To model this process, it is proposed to use a simulation approach that involves creating a modeling program that creates sample values of a special type. These values are then processed in order to obtain indicators of the effectiveness of the repair work. As indicators, the resource-cost and financial risks are proposed for the assessment of which software has been created. Computational experiments using a modeling program made it possible to obtain estimates of the proposed risk indicators and to conclude that, in terms of their reduction, the frequency of payments to the insurance fund should be different, depending on the type of repair work. The introduction of an insurance fund, a description of its state by a random process, a mathematical description of risk indicators for assessing the effectiveness of repair work, the creation of a modeling program based on an event-based approach are the scientific novelty of this work. Read more... |
