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A Non-Phenomenological Altman-Type Model

A Non-Phenomenological Altman-Type Model

引用

International Conference on control systems, Mathematical modelling, Automation and Energy Efficiency (SUMMA)

作者： Oleg I. Krivosheev Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

ISBN: (数字)9798331532178

ISBN: (纸本)9798331532185

We consider a situation when due to a crisis a deficit of credit ability of banks arises while real sector enterprises still have to refinance their comparatively short-term debt having very high current capital return rate while total capital return rate might simultaneously be negative and substantially negative. So, we have scarce supply and considerably inelastic demand with very high-level (nearly)horizontal saturation due to the high current capital return rate. That may easily blow up the current bank rate, pushing real sector enterprises to bankruptcy. All that produces a parametrically dependent discrete mapping that depends on the same parameters as the Z-score classical Altman model. Parametrical surfaces of bifurcations of this mapping may be considered as some analog of fixed Z-score surfaces, while the corresponding scoring index, demonstrates proper dependence on the long-term return rate, debt-to-equity (debt-to-asset) ratio, and current capital share.

关键词： Economic indicators Noise Process control Predictive models control systems Mathematical models Energy efficiency Indexes Bankruptcy Oscillators

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The Concept of Joint Navigation and Communication for a Heterogeneous Group of Autonomous Uncrewed Vehicles Located in Different Environments 15

The Concept of Joint Navigation and Communication for a Hete...

引用

15th International Conference Management of Large-Scale System Development, MLSD 2022

作者： Amosov, Oleg S. Amosova, Svetlana G. Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of Ras Moscow Russia Laboratory of Cyber-physical Systems V.A. Trapeznikov Institute of Control Sciences of Ras Moscow Russia

ISBN: (数字)9781665497015

ISBN: (纸本)9781665497015

The article proposes the concept of joint navigation and communication for a heterogeneous group of autonomous uncrewed vehicles located in different environments. The theory of multi-agent systems forms the basis for this concept. The authors present a block diagram for a multi-agent system, a scheme of object integration based on the data from geophysical fields, beacons, and other available meters. © 2022 IEEE.

关键词： Autonomous agents

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Machine Learning with Reinforcement for Optimal and Adaptive Estimation Problems in Navigation Applications 29

Machine Learning with Reinforcement for Optimal and Adaptive...

引用

29th Saint Petersburg International Conference on Integrated Navigation systems, ICINS 2022

作者： Amosov, O.S. Amosova, S.G. V.A. Trapeznikov Institute of Control Sciences of Ras Laboratory of Intellectual Control Systems and Modelling Moscow Russia V.A. Trapeznikov Institute of Control Sciences of Ras Laboratory of Cyber-Physical Systems Moscow Russia

ISBN: (纸本)9785919950844

The statement and solution of the nonlinear estimation problem by the minimization of the root-mean-square criterion based on neural algorithms are given both within the Bayesian approach using a training set for supervised learning in off-line mode and within the framework of the least squares method in the presence of a measurement equation for the reinforcement learning on-line mode. An illustrative example is considered. © 2022 Elektropribor.

关键词： Nonlinear equations

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Features of Navigation Algorithms for Different Types of Uncrewed Vehicles

Features of Navigation Algorithms for Different Types of Unc...

引用

International Conference on Management of Large-Scale System Development (MLSD)

作者： Oleg S. Amosov Svetlana G. Amosova Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia Laboratory of Cyber-physical Systems V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

ISBN: (数字)9798350375718

ISBN: (纸本)9798350375725

This paper deals with the peculiarities of navigation algorithms for uncrewed vehicles operating in airspace, on land and water surfaces, and underwater. These peculiarities are due to the available means of measuring navigational parameters, motion models, and communication capabilities between the vehicles. An example illustrates the information processing in an inertial navigation system.

关键词： Machine learning algorithms Atmospheric modeling Neural networks Geophysical measurements Information processing Inertial navigation Filtering algorithms Motion measurement Autonomous vehicles Surface treatment

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Neural Network Models of Earth Geophysical Fields for a Physical Polygon

Neural Network Models of Earth Geophysical Fields for a Phys...

引用

International Conference on Management of Large-Scale System Development (MLSD)

ISBN: (数字)9798350375718

ISBN: (纸本)9798350375725

This paper deals with the possibility of constructing models neural network spatial and surface of the Earth fields for navigation of uncrewed vehicles. The authors present the possibility of constructing a neural network model of a multigeophysical field based on their combination. An example illustrates the neural network model realization for a relief field.

关键词： Earth Navigation Neural networks Reservoirs Data models Large-scale systems Autonomous vehicles

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Adaptive Estimation of the Processes Having Disorders in Navigation Applications Using Machine Learning 28

Adaptive Estimation of the Processes Having Disorders in Nav...

引用

28th Saint Petersburg International Conference on Integrated Navigation systems, ICINS 2021

作者： Amosov, Oleg S. Amosova, Svetlana G. Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

ISBN: (纸本)9785919950806

The statement of the problem of adaptive estimation of the processes having disorders is presented in the paper. The traditional approach and the neural network approach are used to solve the task. In the first of them, a multi-alternative method based on the Kalman filter bank is used to solve the estimation problems. The alternative approach uses a bank of neural network algorithms. The example of adaptive estimation of processes with disorders is considered in relation to trajectory tracking of a maneuvering object. © 2021 Concern CSRI Elektropribor, JSC.

关键词： Kalman filters

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Opportunities of Social Technology to Reduce the Negative Consequences of Informatisation 14

Opportunities of Social Technology to Reduce the Negative Co...

引用

14th International Conference Management of Large-Scale System Development, MLSD 2021

作者： Zernov, Sergey Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

ISBN: (纸本)9781665412308

The problems of implementing IT systems in companies, risks and threats to information security in connection with the use of AI, positive and negative aspects of informatisation for society are considered. The special role of self-organising teams as a promising social technology for solving problems of common security is shown. © 2021 IEEE.

关键词： Informatization

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Wheeled-Robot Orientation and Navigation Algorithm Using Visual-Inertial System

Wheeled-Robot Orientation and Navigation Algorithm Using Vis...

引用

International Conference on Management of Large-Scale System Development (MLSD)

作者： Oleg S. Amosov Svetlana G. Amosova Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia Laboratory of Cyber-Physical Systems V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

The article reviews algorithms used to determine the position and orientation of a wheeled robot based on the odometric data, inertial sensors, and a camera. The authors present mathematical models of robot navigation for a flat surface. The authors consider the problem solution to exemplify the position determining for a TurtleBot3 Burger mobile robot.

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Constructing the State Estimation Algorithms Based on Decomposition for the Fractional Dynamic systems

Constructing the State Estimation Algorithms Based on Decomp...

引用

International Conference on Management of Large-Scale System Development (MLSD)

作者： Oleg S. Amosov Svetlana G. Amosova Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia Laboratory of Cyber-Physical Systems V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

The paper deals with the statement of the nonlinear task of estimating the dynamic system state, unknown parameters, and fractional order. The solution uses the decomposition approach, which includes Kalman filters, wavelets, fuzzy systems, neural networks, and their combinations. An example illustrates the problem solution with estimating algorithms accuracy and speed.

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Fractional Kalman Type Filters for Estimating the State, Parameters, and Order of Fractional Dynamical System in Problems of Navigation Information Processing

Fractional Kalman Type Filters for Estimating the State, Par...

引用

Saint Petersburg International Conference on Integrated Navigation systems (ICINS)

作者： O.S. Amosov S.G. Amosova Laboratory of Intellectual Control Systems and Modelling V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia Laboratory of Cyber-Physical Systems V.A. Trapeznikov Institute of Control Sciences of RAS Moscow Russia

The statement and solution of problem of estimating the state, parameters, and fractional order of fractional dynamical systems are given. Extended and unscented fractional Kalman filters are presented. Illustrative e...

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