Програмно-алгоритмічне забезпечення

Development of methodological principles of intellectualization of processes of generation and distribution of electricity in integrated systems with active consumer

The scientific, technical and methodological bases for intellectualization of processes of generation and distribution of electricity (components of the Smart Grid concept) in integrated energy systems with prosumers are determined. The scientific aspects of the concept of smart electricity system are formed. The processes of generation and consumption of electrical energy in the integrated systems for electricity supply were studied, assessment of the impact of tariffs differentiated by time zones for the formation of power consumption schedule was held.

The development of information technology for modeling and evaluating the financial and economic risks with accounting of the uncertainties of different nature (based on Bayesian models)

Результати моделювання в середовищі  OpenBUGS

A new technique of the data mining was proposed that combines the causal networks and methods for risk assessment in the form of stochastic volatility models. The approach includes the following stages: (1) definition and classification process critical elements under study, in order to identify and characterize risk factors; (2) constructing causal model in the form of believe Bayesian networks; (3) create a set of candidates scenarios process; (4) modeling and evaluating the risks of the critical factors based on Bayesian stochastic volatility models using methods of optimal filtering.