Розв'язана задача обробки iмпульсних сигналiв. Запропоновано адаптивний метод розкладання суперпозицiй невiдомих iмпульсних сигналiв. Розроблений метод не вимагає апрiорної iнформацiї про форму елементарних iмпульсiв, стiйкий до впливу вимiрювальних шумiв. Представленi результати чисельного моделювання та реальної перевiрки на прикладi сейсмiчного зображення. Результати експериментiв показали, що запропонований метод дозволяє iдентифiкувати мiсцезнаходження елементарних iмпульсiвКлючовi слова: iмпульс, модель, сигнал, суперпозицiя, спектр, ехо-iмпульсне зображення, вимiрювальний шум Решена задача обработки импульсных сигналов. Предложен адаптивный метод разложения суперпозиций неизвестных импульсных сигналов. Разработанный метод не требует априорной информации о форме элементарных импульсов, устойчив к влиянию измерительных шумов. Представлены результаты численного моделирования и реальной проверки на примере сейсмического изображения. Результаты экспериментов показали, что предложенный метод позволяет идентифицировать местоположение элементарных импульсовКлючевые слова: импульс, модель, сигнал, суперпозиция, спектр, эхо-импульсное изображение, измерительный шум UDC 004.93
Purpose. Development of a software complex based on decision-making methods for managing a portfolio of energy-saving projects at energy-intensive enterprises. Methodology. To solve the problem of managing project portfolios, Markowitz's portfolio theory of financial investments was chosen, which allows for the most profitable distribution of portfolio risk and performing income assessment using optimization methods. In combination with this theory, it was determined to use the methods of finding the maximum Sharpe ratio, as well as the minimum volatility based on a data package of randomly generated portfolios. Findings. As a result of the work performed, a software system was developed, which has in its functionality the automatic download of a data package of selected shares for the specified period of time from the electronic resource, generates a random portfolio and performs its optimization by maximizing the Sharpe ratio and minimizing the volatility of the portfolio. Also, the program has the ability to display the results of optimization of the generated portfolio in the form of tables and graphs. The decision support system for managing portfolios of energy-saving projects was considered through its generalization to methods of optimizing investment portfolios, but taking into account the specifics of the subject area. The software complex was tested on a data set of share prices in energy-intensive enterprises. Graphical data and tables obtained as a result of system operation allow the program user to evaluate fully the created energy saving project portfolio. Originality. The developed software system combines right away several methods, namely: methods of optimizing an investment portfolio according to Markowitz's portfolio theory, methods of finding the maximum Sharpe ratio and methods of finding minimum volatility. This solution allows you to use the system to solve a wide range of tasks. Practical value. The completed development makes it possible to optimize conveniently the investment portfolios for various assets, which makes it possible to use the development of energy saving project portfolio management in energy-intensive enterprises. Also, the system can serve as a basis for such developments.
Розробка системи виявлення мережевих атак один із найважливіших напрямів у сфері інформаційної безпеки, оскільки постійно збільшується різноманітність комп'ютерних мережевих загроз, реалізація яких може призводити до серйозних фінансових втрат у різних організаціях. Тому розглядаються різні існуючі основні методи вирішення завдань виявлення мережевих атак. Основна увага приділяється розгляду робіт, присвячених методу вейвлет-аналізу виявлення аномалій в мережевому трафіку. Отримано тестові дані мережевого трафіку з аномаліями для практичного виконання, виконано шумоусунення сигналу для конкретизації даних та зменшення їх розміру, а також застосовано різні методи вейвлет-аналізу для виявлення можливих аномалій та порівняно спектрограми з використанням пакету Wavelet Tools у середовищі Matlab.
Purpose. Investigate the methods of decision-making in the project portfolio management, as well as perform their software implementation as part of the system of the portfolio management optimization of energy saving projects at energy-intensive enterprises. Methodology. To achieve this goal, Markovitz's portfolio theory was chosen - the theory of financial investment, in which the methods of optimization are the most profitable distribution of the risk of the securities portfolio and income valuation. In combination with portfolio theory, methods were used to find the maximum Sharpe coefficient and minimum volatility according to randomly generated portfolios. Findings. Methods of portfolio management of energy saving projects are considered through their generalization to the methods of optimization of investment portfolios, but taking into account the specifics of the subject area. A software application has been developed and tested that automatically downloads data for certain stocks for a certain period from an electronic resource, generates random portfolios and optimizes them by maximizing the Sharpe ratio and minimizing portfolio volatility. Composing a portfolio of investments from four stocks traded on the stock exchange, the return and risk of the portfolio with different types of optimization were calculated. The application implements graphical display of portfolio optimization results in the form of tables and graphs. The first graph shows the changes in each stock over a given period of time. The following is a graph of daily profitability instead of actual prices, where you can see the volatility of shares. The simulated portfolio optimization based on the effective limit is graphically presented - the line along which the points will give the least risk to the target return and the calculated optimization of the portfolio based on the effective limit. The graphs and tables built by the program allow the user to better assess the created portfolio of the energy saving project. Originality. The approach proposed in this paper is a combination of methods for optimizing the investment portfolio according to Markovitz's portfolio theory and methods for finding the maximum Sharpe coefficient and minimum volatility in one software application to solve a wide range of problems. Practical value. The completed development has significant practical value, as it allows you to optimize quickly the financial portfolio for any assets, which allows, among other things, to use the system to optimize the management of portfolios of energy saving projects in energy-intensive enterprises. In addition, it can be the basis or model for a similar development.
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