Miski-Oglu A.G., Shlapak N.S., Goroshko O.V.
PHEI " Pryazovskyi
State Technical University"
Modern intelligent methods
in managing the organization
Modern
information technologies include methods of the solution of tasks, which are
based on algorithms and actions to a greater or lesser extent, the intellectual
activities of man, his evolution, everyday behavior. Therefore, we can say that
there is full compliance with the terms "modern" and "intelligent"
with respect to information technology.
Modern
information technology in management tasks include the following guidelines
[1]:
•
Artificial Neural Networks (ANN);
• Fuzzy
Logic (NL);
•
Genetic algorithms (GA);
•
Nonlinear Dynamics (ND).
Let us
consider in more detail each of the directions, and its contribution to the
solution of urgent problems of management.
Artificial neural networks. ANN is used to
solve problems that can not be precisely defined. The word "neuron"
used because much of the theory INS comes from the neurobiology, although in
reality the study subjects are not considered real network of biological
neurons. Modeling brain function - a completely different scientific sphere,
but from this area to the theory of ANN has brought some of the biological
analogy.
Application
of ANN helps draw in information technology the methods of information
processing that are typical of highly biological systems, in particular the principle
of parallelism. In contrast to the use of computers in traditional von Neumann
architecture in ANN and computers constructed on their basis, performs the role
of programming learning, which refers to the change of state neurons themselves
and relationships between them.
In the
field of management to problems that can be solved with the aid of the ANN are
the problem of classification and ranking of companies, firms, construction of
bank ratings, sales forecasting, change of the exchange rate.
Fuzzy logic. The main idea of
fuzzy logic is that of intellectual reasoning, based on the
natural language of man, it can’t be described in terms of traditional mathematical
formulas.
NL
entity proposed L. Zadeh, is reduced to the following points:
• it
uses linguistic variables (instead of the usual numeric variables or in
addition to);
•
simple relationships between variables are described by the non-clear
sentences;
• complex
relationships are defined fuzzy algorithms;
Of
management tasks that can be solved by means of systems NL, you can divide the
class of problems of risk management, where the fuzzy input variables required
to obtain a quantitative characterization of the output quantity.
It
should be noted that to date features the offered the first unit is not
properly evaluated by specialists managers. In the conditions of market economy
with typical uncertainties in this situation NL, in essence dealing with
"blurred" by some interval values is the best suited to
describe such phenomena.
Genetic algorithms. In the last thirty years,
became interested in the problem, the solution of which is based on the
principles of evolution and inheritance of traits. Methods of evolutionary
computation (EC) is often used to describe the evolution of programs or
functions (genetic programming), finite automata (evolutionary programming) and
systems based on the reduction rules (classification systems). Sometimes EC
together with fuzzy logic are used to train the neural network, which leads to
a new term, "soft computing", combining the GA, NL and ANN.
Genetic
algorithms are applied to solve the optimization of tasks using the method of
evolution, i.e. through the selection of the set of solutions, a most suitable.
The
objectives of management, are addressed through the GA can assignment of the
optimal transportation planning, defining the best trading strategy, accommodation
capacities.
Nonlinear dynamics. The most interesting, in our
opinion, represents the use of practical management methods of nonlinear
dynamics. The fact that the ND and the chaos of everyday human experience plays
a greater role than precise predictability. It turned out that the conventional
deterministic equations describing some economic model, under certain
conditions lead to chaotic phenomena. Many financial time series are chaotic,
to analyze and evaluate which you want to use special techniques. In these
cases, there is a unique opportunity for the management of short-term forecasting.
Mathematical
chaos theory, which is one of the areas of non-linear dynamics, can explain
complex economic phenomena and to develop a basis of decision-making in such
situations.
Approach
to solving economic problems is based on the systematic use of fractal
analysis.
In the
economic system there are often non-linear phenomena of chaos: small changes in
initial conditions or any parameters lead to the rapid changes in the dynamic
behavior of the observed processes, there are sets of values that
tend to process performance under different conditions, structural changes
caused by small shifts the parameters lead to fluctuations.
The
basis of the nonlinear dynamic approach is the consideration of the internal
peculiarities of the system as opposed to statistical methods, in which all
factories rely accidental or undetermined. Research in ND show that, even if it
is possible to find statistical regularities of control actions on the process,
to predict the behavior of the system with reasonable certainty is not
possible. Essential to the relevant provisions of some economic theory is the
recognition of the endogenous nature of economic cycles, i.e. a deliberate
focus on the internal dynamics of the system. Prominent among these is the
theory of chaotic systems [2, 3].
Chaos
theory and nonlinear dynamics are new concepts, the application of management
tasks which would be more well-grounded decisions and develop better
strategies.
An
example can be cited processes in the capital markets under the influence of
objective economic conditions and subjective decisions of market participants,
as well as methods of long-term prognosis for the markets of stocks, bonds,
currencies.
Modeling tools of information systems. Development,
implementation and further successful maintenance of information systems depends
on the construction of adequate mathematical models reflecting the specifics of
a given system.
The
market modeling tools comprises a very wide range of different kinds of applications,
because of standard and specialized.
In our
opinion, the most appropriate application of this kind is by the system MATLAB
(MATrix LABoratory). It was created by those skilled MathWorks company as high level
programming language for on the technical computing.
One of
the most important advantages of MATLAB is the possibility of expansion to
address new scientific and engineering problems. This is achieved above all the
creation of a number of expansion packs, covering many new and practically useful
directions of computer mathematics [4]. These expansion packs are:
•
expansion pack on neural networks Neural Networks Toolbox;
• The
package Fuzzy Logic Toolbox;
•
Optimization Pack Global Optimization Toolbox.
These
packages provide developers with new information systems for a wide range of
design, modeling of, training and use of these systems.
Prospects for future research. We have considered
above approach to solving problems of management, based on the systematic use
of fractal analysis. There are many other paradigms that may prove to be more
useful than fractals or chaos [2]. These alternative methods are also closely
related to the theory of chaos. They are relatively new development of, which
is only now beginning to recognize.
The
first of these approaches is called the theory of wavelets [5], it was a generalization
of the spectral analysis. This analysis is based on the Fourier transform, to
decompose a signal into a number of sine waves, which, when put together, reconstruct
the original signal.
Since
wavelet theory can work with multi-scale signals, it can be used for analysis
of fractal and chaotic time series. This could be a promising area of
future research.
The
second approach is the concept of "self-organized criticality." It
provides significant opportunities in marketing tasks (analysis of capital
markets).
Self-organized
criticality has been useful in modeling of earthquakes and other natural
phenomena, because natural systems tend to come at all times in critical
states. In other words, they are far from equilibrium.
Self-organized
criticality promising, because it proposes a physical model for the fractal
statistics. It may be a very fruitful area for future research.
Finally,
unlike the chaos theory, the theory of self-organized criticality gives hope
for predictions. Self-organized systems "weakly chaotic", which means
they are on the edge of chaos. Their close trajectories diverge not
exponentially, and in accordance with the power by law. This means that weakly
chaotic systems do not have the time scope, outside of which the prediction
would become impossible, thus allowing for the possibility of long-term
prognosis.
List of
literature:
1. Krichevsky
M.L. Intellectual methods in management. - SPb.: Peter, 2005. – 304 p.
2. Peters
E. Chaos and order in the capital markets. – M.: Mir, 2000. - 333 p.
3.
Nikulchev E.V., Volovich M.E. Chaos models for the processes of change in the
stock price/ / Exponenta Pro. Mathematics in applications. - 2003. - № 1. -
P.49-52.
4.
Dyakonov V., Kruglov V. Mathematical expansion packs MATLAB. A special
handbook. - SPb.: Peter, 2001. – 480 p.
5.
Dyakonov V. Signal and image processing. Special reference. - SPb.: Peter,
2002. - 608 p.