Informatics and Applications
2017, Volume 11, Issue 1, pp 58-68
ON SOME MATHEMATICAL AND PROGRAMMING METHODS FOR CONSTRUCTION OF STRUCTURAL MODELS OF INFORMATION FLOWS
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.
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[+] About this article
Title
ON SOME MATHEMATICAL AND PROGRAMMING METHODS FOR CONSTRUCTION OF STRUCTURAL MODELS OF INFORMATION FLOWS
Journal
Informatics and Applications
2017, Volume 11, Issue 1, pp 58-68
Cover Date
2017-02-30
DOI
10.14357/19922264170105
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
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; Renyi theorem; online software; matrix computing
Authors
A. K. Gorshenin 
Author Affiliations
Institute of Informatics Problems, Federal Research Center “Computer Sciences and Control” of the Russian
Academy of Sciences, 44-2 Vavilov Str.,Moscow 119333, Russian Federation
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