Automated feature engineering based on Bayesian optimization for time series

Nowadays, the forecasting time series task is relevant in solution of a wide range of problems in various spheres of human activities. One of the possible variants to provide prediction is to construct a forecasting model. The main criterion for the forecasting model quality is its accuracy. Researchers have resorted to different approaches to achieve the necessary accuracy of the forecasting model, including feature engineering. This paper presents an automated feature engineering method based on Bayesian optimization for time series data. The process of selection an optimal set of features in order to minimize the objective function is described. The developed method has an ability to create new features based on existing ones by using diverse algebraic operations. The proposed method considers any machine learning model as a black box, that allows applying different algorithms: linear regression, decision trees, neural networks, etc. The experiments demonstrated the high efficiency of the proposed approach. A comparative analysis showed that the developed algorithm in most cases was superior to human-made custom feature engineering. The accuracy of machine learning models is greatly improved with high-quality feature engineering. Mean squared error and coefficient of determination were applied to calculate quality metrics of machine learning models. Testing the developed method took place on open time series data from different subject areas (energy, manufacturing, air pollution), which provided reliable verification

Blockchain Solutions for Multi-Agent Robotic Systems: Related Work and Open Questions

The possibilities of decentralization and immutability make blockchain probably one of the most breakthrough and promising technological innovations in recent years. This paper presents an overview, analysis, and classification of possible blockchain solutions for practical tasks facing multi-agent robotic systems. The paper discusses blockchain-based applications that demonstrate how distributed ledger can be used to extend the existing number of research platforms and libraries for multi-agent robotic systems.Comment: 5 pages, FRUCT-2019 conference pape

Modeling of electricity consumption in the systems with smart equipment

Big data is the foundation of modern energy management systems. There are two energy consumption models where systems are one of the consumers with intelligent equipment: static and dynamic. The dynamic model uses a two-tariff closed-loop accounting scheme, which implies changes in tariffs based on the analysis of current consumption. The results of an experimental study of both models using energy consumption data are presented. The influence of the number of such devices on the possibility of achieving uniform consumption when using the second model is shown. Usage of machine learning for generation a consumption forecast based on time series is show

Административно-деликтный закон в конституционных перспективах кодификации

The subject of the research is the problems of constitutional law enforcement of administrative offences legislation, taking into account the prospects for its new codification.The purpose of the article is confirmation or confutation of the hypothesis that the effectiveness of the new Code of administrative offences depends on whether the legal positions of the Constitutional Court of the Russian Federation on the principles of administrative responsibility will be taken into account when drafting it.The authors use methods of complex analysis, synthesis, as well as formal-legal method of interpretation of Constitution, legislation on administrative offences and judicial decisions of Russian Constitutional Court.The main results and scope of their application. The administrative torts law in Russia is expected to pass through the total review up to the grounds of its codification in close future. The article presents initial positions of that changes within basic frames produced by Russian Constitutional Court. Its case-law has already invaded into many spheres and details in respective sphere of legal rules and also prescribed a lot for their future. This case-law yet is necessarily made within its inherent range for it is ever constrained procedurally by content of actions and cases to be settled. However Russian administrative torts law is destined for reformation in new code-making in view of constitutional case-law and in order to do better with neighbor spheres of legal responsibility. Disputable matters of administrative liability, the company’s responsibility with psychical fiction on its fault (corporative thinking, wishing, desire, diligence), substantial and procedural equity etc. are described and discussed in the article as to the administrative law of torts on in its constitutional dimension.Conclusions. The Code of administrative offences of the Russian Federation does not fully meet the legal needs of society. Work on real improvement of this code will continue, therefore, legal science should be more strongly and persistently to implement in legislative practice constitutional ideas about improvement of codification and ensuring unity of legal space of the country. In particular, it is necessary to settle the debatable aspects of tort liability, the guilt of legal entities when it is addressed by fiction to the phenomena of the psyche (thinking, goals, will, caution), the constitutional and legal foundations of justice in the field of administrative penalties, procedural enforcement of rights and freedoms, etc.С учетом ожидаемого системного пересмотра законодательства об административных правонарушениях описывается исходная к этому обстановка, главным образом с правовых позиций Конституционного Суда Российской Федерации, которые изложены по предмету как небольшой свод правоположений с их юрисдикционными обоснованиями. Фиксируется, что эти позиции привели к заметным конституционно-правовым вмешательствам в административно-деликтное право и многое опреде-лили в нем на будущее в прескриптивных обращениях к законодательным властям. Исходя из ретроспективы и текущего состояния, предполагаются объем и структура предстоящей административно-деликтной кодификации, затрагиваются дискуссионные стороны деликтоспособности, вины юридических лиц, когда она обращена по фикции к явлениям психики (мышлению, целям, воле, осторожности), конституционно-правовые основы справедливости в области административных наказаний, процессуального обеспечения прав и свобод и другое по заявленной теме

Admixture and gene flow from Russia in the recovering Northern European brown bear (Ursus arctos)

Large carnivores were persecuted to near extinction during the last centuries, but have now recovered in some countries. It has been proposed earlier that the recovery of the Northern European brown bear is supported by migration from Russia. We tested this hypothesis by obtaining for the first time continuous sampling of the whole Finnish bear population, which is located centrally between the Russian and Scandinavian bear populations. The Finnish population is assumed to experience high gene flow from Russian Karelia. If so, no or a low degree of genetic differentiation between Finnish and Russian bears could be expected. We have genotyped bears extensively from all over Finland using 12 validated microsatellite markers and compared their genetic composition to bears from Russian Karelia, Sweden, and Norway. Our fine masked investigation identified two overlapping genetic clusters structured by isolation-by-distance in Finland (pairwise FST = 0.025). One cluster included Russian bears, and migration analyses showed a high number of migrants from Russia into Finland, providing evidence of eastern gene flow as an important driver during recovery. In comparison, both clusters excluded bears from Sweden and Norway, and we found no migrants from Finland in either country, indicating that eastern gene flow was probably not important for the population recovery in Scandinavia. Our analyses on different spatial scales suggest

ПОЧТИ АБСОЛЮТНЫЕ УРАВНЕНИЯ СОСТОЯНИЯ АЛМАЗА, Ag, Al, Au, Cu, Mo, Nb, Pt, Ta, W ДЛЯ КВАЗИГИДРОСТАТИЧЕСКИХ УСЛОВИЙ

Using the modified formalism of [Dorogokupets, Oganov, 2005, 2007], equations of state are developed for diamond, Ag, Al, Au, Cu, Mo, Nb, Pt, Ta, and W by simultaneous optimization of shock-wave data, ultrasonic, X-ray, dilatometric and thermochemical measurements in the temperature range from ~100 K to the melting temperature and pressures up to several Mbar, depending on the substance. The room-temperature isotherm is given in two forms: (1) the equation from [Holzapfel, 2001, 2010] which is the interpolation between the low pressure (x≥1) and the pressure at infinite compression (x=0); it corresponds to the Thomas-Fermi model, and (2) the equation from [Vinet et al., 1987]. The volume dependence of the Grüneisen parameter is calculated according to equations from [Zharkov, Kalinin, 1971; Burakovsky, Preston, 2004] with adjustable parameters, t and δ. The room-temperature isotherm and the pressure on the Hugoniot adiabat are determined by three parameters, K', t and δ, and K0 is calculated from ultrasonic measurements. In our study, reasonably accurate descriptions of all of the basic thermodynamic functions of metals are derived from a simple equation of state with a minimal set of adjustable parameters.The pressure calculated from room-temperature isotherms can be correlated with a shift of the ruby R1 line. Simultaneous measurements of the shift and unit cell parameters of metals are conducted in mediums containing helium [Dewaele et al., 2004b; 2008; Takemura, Dewaele, 2008; Takemura, Singh, 2006], hydrogen [Chijioke et al., 2005] and argon [Tang et al., 2010]. According to [Takemura, 2001], the helium medium in diamond anvil cells provides for quasi-hydrostatic conditions; therefore, the ruby pressure scale, that is calibrated for the ten substances, can be considered close to equilibrium or almost absolute. The ruby pressure scale is given as P(GPa)=1870⋅Δλ/λ0⋅(1+6⋅Δλ/λ0). The room-temperature isotherms corrected with regard to the ruby scale can also be considered close to equilibrium or almost absolute. Therefore, the equations of state of the nine metals and diamond, which are developed in our study, can be viewed as almost absolute equations of state for the quasi-hydrostatic conditions. In other words, these equations agree with each other, with the ruby pressure scale, and they are close to equilibrium in terms of thermodynamics. The PVT relations derived from these equations can be used as mutually agreed pressure scales for diamond anvil cells in studies of PVT properties of minerals in a wide range of temperatures and pressures. The error of the recommended equations of the state of substances and the ruby pressure scale is about 2 or 3 per cent. Calculated PVT relations and thermodynamics data are available at http://labpet.crust.irk.ru.По единой схеме с использованием модифицированного формализма из [Dorogokupets, Oganov, 2005, 2007] построены уравнения состояния алмаза, Ag, Al, Au, Cu, Mo, Nb, Pt, Ta, W путем одновременной оптимизации ударных данных, ультразвуковых, рентгеновских, дилатометрических и термохимических измерений в диапазоне температур от ~100 К до температуры плавления и до давлений несколько Mbar в зависимости от вещества. Комнатная изотерма была задана двумя формами: уравнением В. Хольцапфеля [Holzapfel, 2001, 2010], которое является интерполяционным между низкими давлениями (x≥1) и давлением при бесконечном сжатии (x=0), соответствующим модели Томаса-Ферми, и уравнением П. Вине [Vinet et al., 1987]. Объемная зависимость параметра Грюнейзена рассчитана по соотношениям из [Zharkov, Kalinin, 1971; Burakovsky, Preston, 2004], в которых параметры t и δ являются подгоночными. Комнатная изотерма и давление на ударной адиабате определяются тремя параметрами: K', t и δ, а параметр K0 рассчитывается из ультразвуковых измерений. В результате нам удалось с разумной точностью описать все основные термодинамические функции металлов в рамках простого уравнения состояния с минимальным набором подгоночных параметров.Рассчитанное по комнатным изотермам давление можно сопоставить со сдвигом линии R1 люминесценции рубина, одновременные измерения которого и параметров ячейки металлов проведены в гелиевой [Dewaele et al., 2004b, 2008; Takemura, Dewaele, 2008; Takemura, Singh, 2006], водородной [Chijioke et al., 2005] и аргоновой средах [Tang et al., 2010]. Показано [Takemura, 2001], что гелиевая среда в алмазных наковальнях обеспечивает квазигидростатические условия, поэтому рубиновую шкалу, откалиброванную по десяти веществам, можно считать близкой к равновесной или почти абсолютной. Она имеет вид P(GPa)=1870⋅Δλ/λ0⋅(1+6⋅Δλ/λ0). Откорректированные по полученной рубиновой шкале комнатные изотермы других веществ также можно считать близкими к равновесным или почти абсолютным, поэтому построенные нами уравнения состояния девяти металлов и алмаза можно отнести к почти абсолютным уравнениям состояния для квазигидростатических условий. Другими словами, они являются взаимосогласованными между собой, с рубиновой шкалой давлений и близки к равновесным в термодинамическом смысле. Рассчитанные по ним P–V–T соотношения могут быть использованы в качестве взаимосогласованных шкал давления в алмазных наковальнях при изучении P–V–T свойств минералов в широкой области температур и давлений. Погрешность рекомендуемых уравнений состояния веществ и рубиновой шкалы составляет порядка 2–3 %. Расчет P–V–T соотношений и термодинамики доступен по адресу http://labpet.crust.irk.ru

Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Search for new particles in events with energetic jets and large missing transverse momentum in proton-proton collisions at root s=13 TeV

A search is presented for new particles produced at the LHC in proton-proton collisions at root s = 13 TeV, using events with energetic jets and large missing transverse momentum. The analysis is based on a data sample corresponding to an integrated luminosity of 101 fb(-1), collected in 2017-2018 with the CMS detector. Machine learning techniques are used to define separate categories for events with narrow jets from initial-state radiation and events with large-radius jets consistent with a hadronic decay of a W or Z boson. A statistical combination is made with an earlier search based on a data sample of 36 fb(-1), collected in 2016. No significant excess of events is observed with respect to the standard model background expectation determined from control samples in data. The results are interpreted in terms of limits on the branching fraction of an invisible decay of the Higgs boson, as well as constraints on simplified models of dark matter, on first-generation scalar leptoquarks decaying to quarks and neutrinos, and on models with large extra dimensions. Several of the new limits, specifically for spin-1 dark matter mediators, pseudoscalar mediators, colored mediators, and leptoquarks, are the most restrictive to date.Peer reviewe