News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences, 2020, Issue 5, Pages 49–67
DOI: https://doi.org/10.35330/1991-6639-2020-5-97-49-67
(Mi izkab243)
 

This article is cited in 2 scientific papers (total in 2 papers)

MATHEMATICAL AND INSTRUMENTAL METHODS OF ECONOMICS

Accuracy research of the capacity method for analyzing rare events from uncertainty within the process of event formati

Yu. A. Korablev

Financial University under the Government of the Russian Federation (Finuniversity), 125993, Russia, Moscow, Leningradsky prospect, 49
References:
Abstract: The study determines the influence of uncertainty within the consumption process of the rare events formation on the accuracy of restoring the original consumption function from the rare events data using the capacity method. The function is restored from a sequence of integrals observed with an error using a cubic integral smoothing basis spline. In the first experiment in this part of the study, the influence of the error in the observations on the accuracy of the function reconstruction is determined. In the second experiment, the influence of the random spread during the check of the stock level is determined, and in the third experiment, the influence of the spread in the dates of the events on the actual observation error and on the error in restoring the original function is determined. Experiments have shown that the uncertainty within the process of the events formation affects only on the error in observations, which affects linearly on the error of the restored function. A model of this linear relationship is built. At the same time, a large observation error leads to the appearance of noise on the restored function. A mechanism for removing this noise by increasing the smoothing coefficient in the process of restoring the function from integrals is proposed.
Keywords: rare events, capacitive method, consumption process, consumption rate, recovery, regression, integral spline, error, accuracy.
Funding agency Grant number
Russian Foundation for Basic Research 19-010-00154
The study was carried out with the financial support of the Russian Foundation for Basic Research within the framework of scientific project No. 19-010-00154
Received: 01.09.2020
Document Type: Article
UDC: 330.42(045), 51-77(045)
MSC: Primary C1; Secondary C15, C4, C5, C53
Language: Russian
Citation: Yu. A. Korablev, “Accuracy research of the capacity method for analyzing rare events from uncertainty within the process of event formati”, News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences, 2020, no. 5, 49–67
Citation in format AMSBIB
\Bibitem{Kor20}
\by Yu.~A.~Korablev
\paper Accuracy research of the capacity method
for analyzing rare events from uncertainty within
the process of event formati
\jour News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences
\yr 2020
\issue 5
\pages 49--67
\mathnet{http://mi.mathnet.ru/izkab243}
\crossref{https://doi.org/10.35330/1991-6639-2020-5-97-49-67}
Linking options:
  • https://www.mathnet.ru/eng/izkab243
  • https://www.mathnet.ru/eng/izkab/y2020/i5/p49
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences News of the Kabardino-Balkarian Scientific Center of the Russian Academy of Sciences
    Statistics & downloads:
    Abstract page:215
    Full-text PDF :75
    References:50
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2026