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Анализ данных. Учебник для академического бакалавриата, под ред. проф. В.С.Мхитаряна
M. :
Urait, 2019.
Under the general editorship: В.С.Мхитарян
Chapters
Т.А.Дуброва, В кн.: Анализ данных. Учебник для академического бакалавриата, под ред. проф. В.С.Мхитаряна.: М.: Юрайт, 2019. Гл. 8 С. 397–459.
В главе 8 в систематизированном виде представлены наиболее часто применяемые на практике методы анализа временных данных и прогнозирования, а также содержатся вопросы и задания для самоконтроля, задачи для самостоятельного решения и тесты. Изучение материала данной главы должно способствовать овладению навыками прогнозирования социально-экономических процессов с использованием статистических методов и аналитического программного обеспечения. ...
Added: March 1, 2020
Keywords: статистический анализ
Potanin B., Dolgikh S., Statistics and Probability Letters 2026 Article 110984
We derive bounds on the gradient and Hessian of the log-CDF, ln F(x), of the multivariate normal distribution. These bounds scale linearly and quadratically in ‖x‖ , respectively, with constants depending only on the covariance matrix. We demonstrate the usefulness of these bounds by proving asymptotic normality of the maximum-likelihood estimator of the multivariate probit ...
Added: October 1, 2026
Klochko O., Кузнецова М. П., Пространственная экономика 2026 Т. 22 № 3 С. 73–103
The article assesses China’s technological sovereignty in high-tech industries that form the ecosystem of physical artificial intelligence and its readiness to develop intelligent robotics. The aim of the study is to identify changes in China’s position in the global value chains of these industries through a comprehensive analysis of foreign value added used in production, ...
Added: October 1, 2026
A. V. Pereskokov, Journal of Mathematical Sciences 2026 Vol. 302 No. 4 P. 531–545
We consider the Zeeman effect problem for the hydrogen atom in a magnetic field using
irreducible representations of the Karasev–Novikova algebra with quadratic commutation
relations. We find the asymptotics of a series of eigenvalues and the corresponding
asymptotic eigenfunctions near the upper boundaries of spectral clusters. ...
Added: October 1, 2026
Yakovlev K., Puchkin N., Journal of Complexity 2026 Vol. 97
We present a theory for simultaneous approximation of the score function and its derivatives, enabling the handling of data distributions with low-dimensional structure and unbounded support. Our approximation error bounds match those in the literature while relying on assumptions that relax the usual bounded support requirement. Crucially, our bounds are free from the curse of ...
Added: September 30, 2026
Zlotnik A., Mathematical notes 2026 Vol. 120 No. 6 P. 1005–1009
Numerical methods for solving systems of gas dynamic equations are the subject of a vast literature. A special family of spatially symmetric conservative difference methods based on preliminary kinetic, or quasi-gasdynamic (QGD), regularization of these equations was constructed and successfully tested. A pressing issue is the construction of numerical methods that are not only conservative ...
Added: September 30, 2026
Beldiev I., Тимашёв Д. А., Алгебра и анализ 2026 Т. 38 № 5 С. 1–10
An algebraic variety X is called a homogeneous space if there exists a transitive regular action of an algebraic group on X. We prove inequalities between the dimension of a homogeneous space of a linear algebraic group and its Picard number. ...
Added: September 30, 2026
Nikulina Y., Jamali Jaghdani T., Götz L. et al., / Series "Working Papers". 2026.
The impact of state subsidies on Russia's post-Soviet dairy output remains controversial; this study provides an empirical analysis of that relationship. Using an unbalanced panel dataset of 123 dairy enterprises in the Leningrad Region spanning the period from 2010 to 2023, we employ stochastic frontier analysis to assess these relationships. The results indicate that subsidies ...
Added: September 30, 2026
Nazarova A. G., Журнал Новой экономической ассоциации 2026 № 3(72) С. 87–104
The article explores how results of constructing aggregate national transfer accounts’ (NTA) estimates can be used for macroeconomic analysis and forecasts of current transfers in home economy. It presents the findings of the author’s study of their transfer modules over retrospective period of more than 10 years. The emphasis in the paper is focused on ...
Added: September 30, 2026
Planche L., Ilina A., Jay F. et al., Molecular Biology and Evolution 2026 Article 235
Admixture between populations is a common feature of human history. Admixture events introduce new genetic variation that can fuel evolution. Characterizing the significance of admixture events on the evolution of populations across various species is of great interest to evolutionary geneticists. Local Ancestry Inference (LAI) methods infer genetic ancestry of an individual at a particular ...
Added: September 30, 2026
Glutsyuk A., Ilyashenko Y., Izvestiya. Mathematics 2026 Vol. 90 No. 1 P. 73–89
We show that a completely non-degenerate B-group is uniquely determined by its factor: two such groups with conformally equivalent factors are Möbius conjugate. A similar property is inherent to the quasi-Fuchsian groups but not to degenerate B-groups. We also study the factor of a B-group as a triple: the main factor, the marked characteristic complex, and a homotopy class of ...
Added: September 30, 2026
Tuzhilin M., Автоматика и телемеханика 2026 № 11 С. 84–97
Предлагается обобщение двух известных инвариантов реальных сетей: степени и кси-центральности. Строится серия центральностей, основанная на матрице Лапласа сети и параметризованная параметром j со следующими свойствами: во-первых, при j = 0, 1 эти центральности совпадают со степенью и ксицентральностью; во-вторых, их распределение хорошо приближается распределением Вейбулла; в-третьих, для реальных сетей они имеют правостороннюю асимметрию, а для ...
Added: September 29, 2026
Melnikov I., Pelinovsky E., Доклады Российской академии наук. Физика, технические науки (ранее - Доклады Академии Наук. Физика) 2026 Т. 529 С. 29–36
Conditions for the emergence of pyramidal solitary waves (solitary waves possessing more than two inflection points) are presented for a family of generalized Korteweg – de Vries (KdV) equations. For the generalized Gardner equation, it is shown that pyramidal solitons are unstable. The decay of initial perturbations close to pyramidal solitary waves is demonstrated numerically. ...
Added: September 29, 2026
Merkulov S., Journal of Pure and Applied Algebra 2026 Vol. 230 P. 1–19
We study the dual cyclic Hochschild complex $Cyc(A,\K)$ of a
(possibly, infinite-dimensional) $A_\infty$-algebra $(A,\mu)$ and prove
that any pre-Calabi-Yau extension $\pi$ of the given $A_\infty$ structure $\mu$ in $A$
induces on the cyclic cohomology of $(A,\mu)$ a representation of a new dg properad of {\em oriented}\, ribbon graphs. We compute the cohomology of that properad in terms of ...
Added: September 29, 2026
Хрыстик М. А., European Journal of Combinatorics 2026 Vol. 136 P. 104393–104393
Let 𝑓𝑊(𝑛) be the number of different factors of length 𝑛 appearing in a word 𝑊. In a classical result by Morse and Hedlund, a characterization is given for infinite words satisfying the condition 𝑓𝑊(𝑛)≤𝑛 for some 𝑛∈ℕ. In this paper, we describe the form of finite words that satisfy the condition 𝑓𝑊(𝑛)≤𝑛. We study ...
Added: September 28, 2026
Kapeliushnikov R., / Высшая школа экономики. Серия WP3 "Проблемы рынка труда". 2026. № WP3/2026/02.
The paper is the first attempt in the Russian literature to assess returns to platform employment in the Russian labor market. The theory offers no clear predictions regarding its impact on workers’ earnings: there might be both a premium and a penalty. We distinguish three groups of workers: employees; self-employed using internet-platforms; self-employed not using ...
Added: September 28, 2026
Teregulov T., Loubenets E. R., / Series Quantum Physics "arXiv". 2026. No. 2609.31472.
We develop a new three-party quantum secret-sharing (QSS) protocol based on a three-qubit W state. This protocol encodes the secret-sequence bits using X gates and employs randomly selected Hadamard operations and measurement bases to generate information and security-test rounds. We evaluate the efficiency of the proposed protocol and analyze its security against an internal adversary ...
Added: September 28, 2026
Kossov V. V., НИЦ Инфра-М, 2026.
В книге собраны воспоминания автора, занимавшего высокие государственные посты в управлении экономикой СССР и России, внесшего значительный вклад в отечественную экономическую науку и в подготовку экономистов. В воспоминаниях охвачен протяженный период истории страны, от предвоенных лет и ранее до наших дней. Перед читателем предстают яркие моменты экономического развития страны, процессов принятия решений на высочайшем государственном ...
Added: September 28, 2026
Usvitskiy A., Mizyakov V., / Series "SSRN Working Paper Series". 2026.
Added: September 24, 2026
Zhuravleva T., Afanasev K., Engelmann J. et al., / Series "SSRN Working Paper Series". 2026.
Extortionary ("harassment") bribery can persist even when widely condemned, consistent with a coordination problem sustained by beliefs about what others do and what others consider acceptable. We study whether a minimal institutional featurethe presence of a third-party monitor empowered to punish-shifts (i) normative expectations about extortion and compliance and (ii) empirical expectations about their prevalence. ...
Added: July 22, 2026
Mishin A., Guerrieri L., Kim J., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Within narrowly defined industries, the most productive firms produce far more than the least productive from the same inputs, and this dispersion widens in downturns. We build a tractable representative-agent model in which financial frictions—adverse selection and moral hazard—make firms sort endogenously into lenders, strategic defaulters, and producers. As credit conditions vary, the resulting misallocation ...
Added: June 28, 2026
Власов С. А., Nevalennyi M., Сафиулин Р. Р. et al., / Банк России. Серия Аналитическая записка "Материалы Банка России". 2026.
В аналитической записке обсуждается долгосрочно устойчивый уровень цены на российскую нефть. Это тот уровень, к которому цена нефти, вероятнее всего, будет тяготеть в долгосрочной перспективе. Потребность в его определении возникает по нескольким причинам. Во-первых, цена на нефть остается одним из ключевых экономических показателей российской экономики, определяющих экспорт, обменный курс рубля, прибыль, доходы и расходы бюджета, ...
Added: June 27, 2026
Глазова А. М., Nevalennyi M., Синяков А. А., / Банк России. Серия Препринты Банка России "Серия докладов об экономических исследованиях". 2025. № 154.
The paper proposes a graphical model of a small open economy. The dynamics of the graphical model is then illustrated using impulse responses from the corresponding formal semi-structural model (QPM model). The authors have several goals in preparing this description of the graphical macroeconomic model. The first goal of the paper is to present an adapted ...
Added: June 27, 2026
Mishin A., Guerrieri L., Canzoneri M. et al., / Series 2026-042 "Finance and Economics Discussion Series (FEDS)". 2026.
Added: June 27, 2026
Bogatyrev R., Sandomirskaia M., / NRU Higher School of Economics. Series EC "Economics". 2026. No. 19(1).
This work develops a tractable model of price competition in fragmented markets where consumers consider both local and distant varieties, with cross-regional purchases subject to stochastic costs. Global competition and full localization emerge as polar cases; hybrid competition is not merely intermediate and exhibits distinctive features such as an endogenous price ceiling and non-monotonic entry ...
Added: June 11, 2026