Information technology analysis and forecasting of natural, technological and man-made risks View Homepage


Ontology type: schema:MonetaryGrant     


Grant Info

YEARS

2012-2012

FUNDING AMOUNT

N/A

ABSTRACT

Objective is to create a new mathematical models, methods, and effective information technology (including implements its software suite) to assess both the extent of damage or loss, and the very possibility of losses associated with natural, technological and man-made risks. The developed information technology and implements its software suite will be used to develop new methods to counter the natural, technological and man-made risks, as well as be used as a decision support system. Received to date by all parties to the proposed project theoretical results in the development of risk analysis methods based on the models of non-stationary random turbulent stochastic processes, including doubly stochastic Poisson processes (Cox processes) and diffusion processes with jumps, provide the ability to create a unified approach to the analysis of risks of a different nature and the development of appropriate methods and software. In the course of the project: - Updated formula will be obtained for the calculation of the probability characteristics of rare catastrophic events (for example, environmental or technological disasters, economic or financial crises). - Will be developed specific procedures for the calculation of the probability characteristics of disasters, in particular, forecasts of the "expected time" disaster and the duration of the period during which the probability of accidents is negligible. - New results will be available on the limit behavior of max-compound Cox processes, including a description of the type of limit, estimates of the convergence rate .. - Will developed software tools that implement the method of moving the separation of mixtures of probability distributions (CPC method) and enables testing of its elements. There are practically investigated the effectiveness of various versions of EM-algorithm, including the original, previously applied versions and median 'truncated' versions of grid. - It will be implemented fundamentally new statistical analysis procedures. In particular, it will explore the possibility of using the CDS method for the study of correlations within their allocated structural component using dynamic separation of mixtures of multivariate probability distributions. - Will have developed a set of software that implements created by information technology, using modern methods of analytical and statistical modeling (guaranteeing the highest value obtained conclusions), which provides reducing the time and cost of the analysis of risk situations, as well as avoiding the huge losses associated with inadequate risk assessment. More... »

URL

http://www.rfbr.ru/rffi/ru/project_search/o_388448

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