Scientific Journal of KubSAU

Polythematic online scientific journal
of Kuban State Agrarian University
ISSN 1990-4665
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Name

Orlov Alexander Ivanovich

Scholastic degree




Academic rank

professor

Honorary rank

Organization, job position

Bauman Moscow State Technical University
   

Web site url

Email

prof-orlov@mail.ru


Articles count: 123

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264 kb

ECONOMETRIC TOOLS OF CONTROLLING

abstract 1071503072 issue 107 pp. 1063 – 1091 31.03.2015 ru 543
Econometrics is one of the most effective mathematical tools of controlling. The article deals with general problems of application of econometric methods in solving problems of controlling. Econometric methods - is primarily a statistical analysis of concrete economic data, of course, with the help of computers. In our country, they are still relatively little known, even though we have the most powerful scientific school in the foundations of econometrics - the probability theory. The article shows that to decide the problems of controlling is necessary to apply econometric methods. Classification of econometric tools can be carried out on various grounds: on methods, by type of data, in tasks, etc. Mass introduction of software products, including modern econometric analysis tools of concrete economic data can be regarded as one of the most effective ways to accelerate scientific and technological progress. The whole arsenal currently used econometric and statistical techniques (methods) can be divided into three streams: high econometric (statistical) technology; classical econometric (statistical) technology, low (inadequate, obsolete) econometric (statistical) technology. The main problem of modern econometrics is to ensure that the concrete econometric and statistical studies used only the first two types of technology. To get a broader representation of the use of econometric methods in the management of production organization we analyze basic textbook "Organization and planning of engineering production (production management)," prepared by the Department of "Economics and organization of production" of the Bauman Moscow State Technical University. It has more than 20 times using econometric methods and models that testify to the effectiveness of such a tool of manager as econometrics
272 kb

ECONOMETRICS AS AN ACADEMIC DISCIPLINE

abstract 1281704050 issue 128 pp. 678 – 708 28.04.2017 ru 213
Statistical methods are widely used in domestic feasibility studies. However, for most managers, economists and engineers, they are exotic. This is due to the fact that modern statistical methods are not taught in the universities. We discuss the situation, focusing on the statistical methods for economic and feasibility studies, ie, econometrics. In the world of science, econometrics has a rightful place. There are scientific journals in econometrics, Nobel Prizes in Economics are given to series of researches in econometrics. The situation in the field of scientific and practical work and especially the teaching of econometrics in Russia is disadvantaged. Often, individual particular constructions replace econometrics in general, such as those related to regression analysis. The article is devoted to econometrics as an academic discipline. Our course begins with a discussion of the structure of modern econometrics, the connections between applied statistics and econometric methods. We consider sample researches (analysis of surveys results), the elements of econometrics numbers, and methods of testing of statistical hypothesis about homogeneity. We have given the concepts of regression analysis, econometric classification methods, modern measurement theory. The important places are occupied by the statistics of non-numerical data (including fuzzy sets and their links with random sets) and the statistics of interval data. The problem of the stability of statistical procedures with respect to the tolerances of input data and model prerequisites is discussed. The representations of the econometric methods of expert research and quality control, analysis and forecasting of time series, econometrics of forecasting and risks are given
225 kb

ECONOMETRICS FOR THE CONNROLLERS

abstract 1071503071 issue 107 pp. 1039 – 1062 31.03.2015 ru 530
Requirements for the professional training of сontrollers include, in particular, the requirements for an intelligent tool that controllers must possess. One of such tools is the econometrics. Organization of training, in particular, preparation of curricula, programs, teaching materials and textbooks, involves discussion of the scope and content of the relevant discipline. We have given the description of the econometric tools of controlling, including the courses of "Econometrics-1" and "Econometrics-2", which the Department of the IBM-2 "Economics and organization of production" is on the faculty "Engineering and Business Management" of Bauman Moscow State Technical University. We have discussed the external environment of econometrics and the necessary changes in it. For example, the course of "Probability Theory and Mathematical Statistics" is the basis for the study of econometrics. However, it has to be brought into line with modern requirements. In particular, it is necessary to consider such things as random elements with values in an arbitrary space, empirical and theoretical means in such spaces, to prove the laws of large numbers in general statements. Simultaneously with the specified extension course content is reasonable to exclude from the program methods based on those assumptions are not met in the concrete economic situations. In particular, we have to eliminate the one-sample and two-sample Student's t tests and replace them with the corresponding nonparametric tests. We do not need the "classical" and geometric probability, etc. We have given the importance of the problem of constructing integral indicators in various problems of econometrics; issues of analysis of the situation by means of a system of indicators are discussed in detail
217 kb

ECONOMIC-MATHEMATICAL METHODS IN CONTROL OF INDUSTRIAL AND ECOLOGICAL SAFETY

abstract 1101506015 issue 110 pp. 241 – 262 30.06.2015 ru 445
When considering the ecological safety of industrial productions, territory, etc., we usually allocate the constant (permanent) risk and the accident (emergency) risk. Permanent risk is given by the used technology, and cannot be changed substantially. Emergency risks are associated with uncertainty, in contrast to the constant risks. Let in adopted mathematical model the uncertainty is probabilistic in nature, and the loss describes as one-dimensional random variable. The distribution function of the loss, as a rule, is not normal. We have discussed in detail the seven characteristics of accidental loss: expectation; median and, more generally, quantile; dispersion; standard deviation; coefficient of variation; a linear combination of the expectation and standard deviation; the expectation of the loss function. Risk management may be to minimize these characteristics and their combinations (in different variants of multicriteria optimization). For example, in the two-criteria formulation it is required to minimize the expectation of loss and the standard deviation. Two-criteria formulation one way or another is reduced to a one-criteria formulation. In addition to probabilistic methods of risk modeling, sometimes we consider methods for describing risk using by means of objects of non-numeric nature, in particular qualitative characteristics, concepts of the theory of fuzzy sets, interval mathematical and econometric models and other mathematical tools. The main problems of the theory and practice of ecological insurance have been discussed
258 kb

EFFECT OF THE METHODOLOGY FOR DECISION-MAKING IMPLICATIONS

abstract 1251701023 issue 125 pp. 319 – 345 31.01.2017 ru 97
The term "methodology" is understood differently. Methodology - the doctrine of the organization. Methodology (from the "method" and "logy") - the doctrine of structure, logical organization, methods and means of action. Methodology - the system of principles and methods of organization and construction of theoretical and practical activities, as well as teaching on this system. From these definitions it follows that the methodology - is an intellectual base rod defining approach to specific activities to management decisions. The methodology, which adheres to the manager, lies at the heart of its activities, determines its success or failure, manifested in the consequences of decisions. We give some examples of methodological errors which lead to wrong management decisions. So, the person who seriously requires providing "maximum profit at minimum cost" should be classified into one of two classes, which can be briefly described as "fools" and "liars". Profit must not be the sole purpose of business. The following section will discuss the methodology in place of conducting various scientific economic and technical studies. A natural continuation of the topic - the wording of some of the methodological problems using mathematical methods
191 kb

ESTIMATES OF PROBABILITY DENSITY FUNCTION IN SPACES OF ARBITRARY NATURE

abstract 0991405003 issue 99 pp. 33 – 49 30.05.2014 ru 920
Linear estimators of the probability of density in the spaces of an arbitrary nature and particular cases – nuclear, histogram, the Fix-Hodges type estimates are introduced. Consistency and asymptotic normality of linear estimates are proved under natural conditions. It is shown that the probability of the area can be found by linear density estimates. A special case of a finite set are discussed, it was found that sample mode converges to the theoretical one
283 kb

ESTIMATION OF INFLATION ON THE BASIS OF INDEPENDENT INFORMATION

abstract 1081504019 issue 108 pp. 259 – 287 30.04.2015 ru 522
This article is devoted to the investigations of our research team built for independent collection and examination the information about prices, ie to study the real inflation. The approach to measuring the rise in prices is based on selecting and fixing tool of economists and managers - the consumer basket which does not change during the time. On the basis of physiological consumption norms of the Institute of Nutrition (Russian Academy of medical Sciences) we made up the minimum consumer basket, ie we set annual consumption on food staples required to maintain normal functioning of the human body. In 1993-2015 we carried out an independent price collection. We obtained values of the consumer basket and inflation indices. We give the comparison with the data of official statistics. Our work is aimed at the elimination of Rosstat's monopoly in calculating the index of inflation, the minimum subsistence level and the real disposable income of the population. Using the same consumer basket makes it possible to compare the results of calculations for different time periods. That is why our works compare favorably to the approach of the official statistics. We have given a more detailed analysis of inflation in the XXI century. We have also briefly reviewed the use of inflation indices in the analysis of problems of households, organizations and production firms, as well as the country as a whole
268 kb

ESTIMATION OF THE ERRORS OF THE CHARACTERISTICS OF FINANCIAL FLOWS OF INVESTMENT PROJECTS IN THE ROCKET AND THE SPACE INDUSTRY

abstract 1091505015 issue 109 pp. 238 – 264 29.05.2015 ru 472
Estimates of the errors of the characteristics of financial flows of investment projects are needed to make adequate management decisions, particularly in the rocket and the space industry. Organizational-economic approaches to the estimations of the feasibility of innovation-investment projects to create rocket and space technologies require intensive use of numerical characteristics of the financial flows of long-term projects of this type. In organizational-economic support for control problems in the aerospace industry we must provide the need to obtain the estimates of the errors of the characteristics of financial flows. Such estimates are an integral part of the organizational-economic support of innovation activity in the aerospace industry. They can be compared with the predictions interval, i.e. confidence estimation of predictive values. Half the length of the confidence interval is the prediction error estimate. In this article we give the new method for estimating the errors of the main characteristics of the investment projects. We focus on the net present value called NPV. Our method of estimation of errors is based on the results of statistics interval data, which is an integral part of the system fuzzy interval mathematics. We construct asymptotic theory which corresponds to small deviations of discount coefficients. The error of NPV has been found as the asymptotic notna. With up to infinitesimals of higher orders the error of NPV is a linear function of the maximum possible error of discount coefficients
294 kb

ESTIMATION OF THE PARAMETERS: ONESTEP ESTIMATORS ARE MORE PREFERABLE THAN MAXIMUM LIKELIHOOD ESTIMATORS

abstract 1091505014 issue 109 pp. 208 – 237 29.05.2015 ru 575
According to the new paradigm of applied mathematical statistics one should prefer non-parametric methods and models. However, in applied statistics we currently use a variety of parametric models. The term "parametric" means that the probabilistic-statistical model is fully described by a finite-dimensional vector of fixed dimension, and this dimension does not depend on the size of the sample. In parametric statistics the estimation problem is to estimate the unknown value (for statistician) of parameter by means of the best (in some sense) method. In the statistical problems of standardization and quality control we use a three-parameter family of gamma distributions. In this article, it is considered as an example of the parametric distribution family. We compare the methods for estimating the parameters. The method of moments is universal. However, the estimates obtained with the help of method of moments have optimal properties only in rare cases. Maximum likelihood estimation (MLE) belongs to the class of the best asymptotically normal estimates. In most cases, analytical solutions do not exist; therefore, to find MLE it is necessary to apply numerical methods. However, the use of numerical methods creates numerous problems. Convergence of iterative algorithms requires justification. In a number of examples of the analysis of real data, the likelihood function has many local maxima, and because of that natural iterative procedures do not converge. We suggest the use of one-step estimates (OS-estimates). They have equally good asymptotic properties as the maximum likelihood estimators, under the same conditions of regularity that MLE. One-step estimates are written in the form of explicit formulas. In this article it is proved that the one-step estimates are the best asymptotically normal estimates (under natural conditions). We have found OS-estimates for the gamma distribution and given the results of calculations using data on operating time to limit state for incisors
244 kb

FORECAST OF INFORMATION AND COMMUNICATION TECHNOLOGIES

abstract 1161602031 issue 116 pp. 430 – 456 29.02.2016 ru 580
Forecasting of scientific and technical progress is necessary to make grounded management decisions. In this article, we forecast the development of information and communication technologies in order to solve a particular but important issue of design of professional standards in the aerospace industry. We identify the factors affecting the development of information and communication (computer) technologies, with their help determine the trends of development of these technologies over the next two decades. The main trend - the maximum cheaper production of computer (or network) components, combined with an increase in their capacity. One way to reduce the cost of production is the "centralization" - combining several components into one. The third trend - the desire to reduce the size of computers. The size of a future computer could be a device the size of a pencil, a pin or button, as the system unit has a negligible size, keyboard and display are virtual, transfer any amount of information through a virtual office online. The development of secure free copying will lead to increased use of this free software and technologies "rental program" over the Internet. We predict an increase in reliability and intensive programs while maintaining the general principles of the interface. Revolutionary changes are expected production (machines, sensors), and household appliances
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