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Applied probabilistic analysis of complex systems

Fundamental-academic research in the field of applied probabilistic analysis of complex systems, creation of methods of nonparametric statistics and identification of dynamic systems, as well as methods of mathematical modeling;

Projects

  • 01.01.2015 — 31.12.2015 

Development of social technologies of public administration based on the state analysis of modern Russian society in innovative territories, taking into account global integration processes. State support of the leading universities of Russian Federation in order to improve their competitiveness among the world's leading research and educational centers (5-100)

  • 01.01.2015 — 31.12.2016

Modern adaptation of robust statistics and quantitative finance methods and their applications
State support of the leading universities of  Russian Federation in order to improve their competitiveness among the world's leading research and educational centers (5-100)
 

  • 14.04.2017 — 31.12.2017 

Factors of development of female entrepreneurship in the context of the “service” model of public administration in Russian Federation
State support of the leading universities of Russian Federation in order to improve their competitiveness among the world's leading research and educational centers (5-100)

  •  19.03.2018 — 31.12.2018 

Current models and calculations in social insurance systems State support of the leading universities of Russian Federation in order to improve their competitiveness among the world's leading research and educational centers (5-100)

  • 04.05.2017 — 31.12.2019

New robust efficient statistical methods for processing signals and images in stochastic systems

  •   19.03.2018 — 31.12.2018

Efficient and robust methods for identification of dynamic stochastic systems under various a priori uncertainty
State support of the leading universities of Russian Federation in order to improve their competitiveness among the world's leading research and educational centers (5-100)
 
 

Key publications

  • Alexander V. Dobrovidov, Gennady M. Koshkin, Vyacheslav A. Vasiliev “Non-parametric State Space Models”, Heber, UT 84032, USA, Kendrick Press, Inc., 2012, 503 p. 
  • Valery I. Smagin, Gennady M. Koshkin, Konstantin S. Kim. Inventory Control with Time Delays in Deliveries Using Linear and Quadratic Criteria //ACSR. 2017. Vol. 72. P. 98-102.            
  • Gubina OV, Koshkin G.M. Evaluation of collective rent status of living together // Vestn. Tom. state uni.  2016. No 2 (35). Pp. 30-36.
  • Vavilov V.P., Koshkin G.M., Udod V.A., Fofanov O.B. Analytical Approximation of Spectrum for Pulse X-ray Tubes //JPCS. 2016. Vol. 671. P. 012061.           
  • Gennady Koshkin, Valery Smagin. Kalman Filtering and Forecasting Algorithms with Use of Nonparametric Functional Estimators //Springer Proceedings in Mathematics & Statistics. 2016. Vol. 175: Nonparametric Statistics. P. 75-84.            Danchenko, MA, Kabanova, TV, Kabanova, SA, Zenkova, Zh.N. The influence of technogenic and climatic factors on the state of forest plantations of the sanitary protection zone of Tomskneftekhim LLC // New technologies. 2018. No. 3. Pp. 187-195.
  • Konev V.V., Nazarenko B.N. Sequential fixed accuracy estimation for nonstationary autoregressive processes //AISM. 2019. Vol. in press. P. 1-30.      
  • Girardin V., Konev V.V., Pergamenshchikov S. M. Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series //Sequential Analysis. 2018. Vol. 37, № 3. P. 322-341. 
  • Dmitriev Yu.G., Koshkin G.M. The impact of accounting additional information on the accuracy of estimating the characteristics of the reliability function with a finite amount of observations. Izvestia vuzov. Physics. 2019. Vol. 62, No. 2. Pp. 1-8.
  • Dmitriev Yu.G., Koshkin G.M. Estimation of present value of whole life annuity using information about expectation of life. //Вестн. Том. гос. ун-та. УВТиИ. 2018. № 45. P. 22-29.         
  • Dmitriev Yu.G., Koshkin G.M. Nonparametric estimation of the characteristics of the reliability function taking into account additional information. Izvestiya vuzov. Physics. 2018. Vol. 61, No. 12. Pp. 47-56.
  • Dmitriev Y.G., Koshkin G.M. Nonparametric estimators of probability characteristics using unbiased prior conditions //Statistical Papers. 2018. Vol. 59, № 4. P. 1559-1575.              
  • Svetlana E. Martynova, Yuri Glebovich Dmitriev, Marina M. Gajfullina, Yulia A. Totskaya. "Service" Municipal Administration as Part of the Development of Youth Entrepreneurship in Russia //Soc. Indic. Res. 2017. Vol. 133, № 3. P. 1151-1163.
  • Yury G. Dmitriev, Peter F. Tarassenko, Yuri K. Ustinov. Determinacy Analysis of Weights as Mathematical Basis of the Future Sociology //ACSR. 2017. Vol. 72. P. 238-243.
  • Yury G. Dmitriev, Gennady M. Koshkin, Vadim Yu. Lukov. Combined Identification and Prediction Algorithms //ACSR. 2017. Vol. 72. P. 244-247.
  •  Livshits K., Kitaeva A., Ulyanova E. Steady State Probabilistic Characteristics of the On/Off Production Rate Control Production-Inventory System with MMPP Demand Arrivals //CCIS. 2018. Vol. 912. P. 248-262.            
  • Kitaeva A.V., Livshits K.I., Ulyanova E.S. Estimating the Demand Parameters for Single Period Problem, Markov-modulated Poisson Demand, Large Lot Size, and Unobserved Lost Sales //IFAC-PapersOnline. 2018. Vol. 51, № 11. P. 882-887.       
  • Kitaeva A.V., Zhukovskaya A.O., Zmeev O.A. Compound Poisson demand with price-dependent intensity for fast moving items: price ptimization and parameters estimation //International Journal of Production Research. 2017. Vol. 55, № 14. P. 4153-4163. URL: http://dx.doi.org/10.1080/00207543.2016.1257168 (date of access: 21.11.2016).
  • Kitaeva A.V., Stepanova N.V., Zukovskaya A. O. Pricing and Lot-Sizing for Continuously Decaying Items with Stochastic Demand //IFAC-PapersOnline. 2017. Т. 50, № 1. С. 10160-10165.   
  • Kitaeva A., Livshits K., Ulyanova E. The Multi-product Newsboy Problem with Price-Depended Demand and Fast Moving Items //CCIS. 2017. Vol. 800. P. 297-311.               
  • Kitaeva A.V., Stepanova N.V., Zhukovskaya A.O., Jakubowska U.A. Demand Estimation for Fast Moving Items and Unobservable Lost Sales //IFAC-PapersOnline. 2016. Vol. 49, № 12. P. 598-603.         
  • Kitaeva A.V., Subbotina V.I., Zmeev O.A. The Newsvendor Problem with Fast Moving Items and a Compound Poisson Price Dependent Demand //IFAC-PapersOnline. 2015. Vol. 48, № 3. P. 1375-1379.               
  • Kitaeva A.V., Subbotina V.I., Stepanova N.V. Estimating the Compound Poisson Demand’s Parameters for Single Period Problem for Large Lot Size //IFAC-PapersOnline. 2015. Vol. 48, № 3. P. 1357-1361.   
  • Kitaeva A.V., Subbotina V.I., Zhukovskiy O.I. Compound Poisson Demand Inventory Models with Exponential Batch Size’s Distribution //CCIS. 2015. Vol. 564. P. 240-249.    
  • Kitaeva A.V., Kolupaev M.V. MeanSquare Convergence of Recursive Kernel Estimators of NonHomogeneous Poisson Intensity Function and its Derivative //Advanced Materials Research. 2014. Vol. 1084. P. 684-689