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One of the conditions for the effective management of complex systems — monitoring and forecasting
of changes in their status. Simple monitoring does not always provide adequate control, especially
for dynamic systems: in most cases, it is necessary not just to monitor the system state, but
also to obtain information about possible changes in advance, that is to use the state of the forecast.
Forecasting can be divided into «active», evaluating the possible consequences of the decisions made,
and «passive», providing a forecast change of state in the prevailing conditions. It is proposed to use
the prediction of the behavior of the control system under the so-called «active monitoring» by replacing
this notion of what is now referred to as «passive forecasting». The proposed approach allows to
generate control actions in advance, taking into account the forecast of the situation development. To
ensure the possibility of implementing the proposed approach, the article analyzes the requirements for
modeling tools in the active monitoring loop and the conformity of existing prediction technologies.
Keywords: decision-making support system, mathematical simulation, management of large systems,
forecasting situation, active monitoring, proactive management.
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A comparative analysis of methods for assessing the security of wireless fire alarm systems based
on the analysis of numerical samples representing the assessment of security, using the apparatus of
mathematical statistics. Using a variety of nonparametric tests (criterion of signs, the Wilcoxon test)
in the program Statistica the average and confidence intervals of sample means (graphic diagram
«box and whiskers») that are close enough to each other. The average and confidence intervals that
show the security assessment based on fuzzy logic, is slightly higher than the average and confidence
intervals that show the security assessment based on the matrix of fuzzy rules. This is interpreted as
a higher quantitative evaluation of security based on fuzzy logic in comparison with a quantitative
evaluation of security based on the matrix of fuzzy rules and, consequently, more accurate identification
protection. Also the proposed approach the comparative analysis of quantitative indicators potentially
can be extended to a wider class of problems of information security, such as comparative
analysis of various «related» methods of assessment.
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Decision-making process when carrying out transactions with securities is based on the use of mathematical
models that create competitive advantage in the game of trading robots. When using well-known
methods and models for making trading decisions with securities, initial data are subject to smoothing,
as result of which important properties of simulated process can be lost, which significantly reduces
the efficiency of the decision taken by trading system. Taking into account interval data in mathematical
formulation of the problem of decision-making in the stock market allows you to take into account
the amplitude of the change in the price of shares for each day of trading and justify the indicator to
improve the quality of the generated solutions. Authors of the article design a trading system using
as the primary method of decision-making indicator based on the calculation of minimax criterion.
Is executed the implementation of trading robot, which allowed to improve decision-making method
based on moving average and to increase profitability of operations with shares. To demonstrate tools
of decision-making developed in article, computational experiments were carried out on stock market
based at results of trading shares of company «Rossiiskie seti». Investor, using author’s
tools of trade,
increased its capital by 5% per annum compared with method of trading based on the moving average.
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This article describes the main contribution of the school «System Analysis in Engineeromg and
Control» to the development of informatics, the theory of information systems and technologies. The
following results are briefly characterized: clarification of the notion of «information», the application
of the definition of a system, which based on the system-target approach, to justify the multilevel
structure of the information complex; the proposed classifications of information systems and technologies,
the concept of virtual information system.
The state of development of the theory of information systems and processes is analyzed. It is concluded
that further research is needed on the development of the structure, patterns and principles of
the creation and organization of the functioning of information systems based on the use of information
technologies of the third and fourth industrial revolutions, improving the methods of information
retrieval based on the semantic analysis of textual information on the basis of mathematical logic and
mathematical linguistics in order to increase relevance.
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The article presents the features of innovative projects of industrial enterprises that complicate
the process of their management. The main groups of mathematical methods used to manage innovative
projects are identified. The possible directions of further developing mathematical methods in the
field of managing the complex innovative projects at industrial enterprises are determined. Algorithms
of accounting the influence of uncertainty factors on the duration and costs that associate with implementing
the innovation project works are presented. A distinctive feature of these algorithms is the
usage of fuzzy production rules. These rules formulate recommendations for managing these projects
based on the distribution of resources available in the organization depending on the results of each
stage. It allows minimizing the execution time, both individual stages, and the entire innovation project
as a whole. The variant of information support formation is offered that is presented in the form
of a physical model of the database. This model allows storing all the information available in the industrial
organization that necessary to manage these projects. A distinctive feature of this database
is the ability to store information on the impact of uncertainties on the implementation effectiveness
in a formalized form. This information is necessary for the implementing the developed algorithms.
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The optimization task solution of promoting innovative projects into the regions with
using of a complex simulation model and included modules of bacterial optimization is
considered below. As the object of research, the process of forming an innovative cluster was
chosen. The complex model is implemented in the modeling system «Actor Pilgrim» with the
implementation of the common virtual time, spatial and financial dynamics (money, financial
instruments). The simulation results are tied to topographic information of different scales.
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