Перегляд за Автор "Kuzmenko, O."

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    Hybrid system of computational intelligence based on bagging and group method of data handling
    (КПІ ім. Ігоря Сікорського, 2024) Bodyanskiy, Ye.; Kuzmenko, O.; Zaichenko, He.; Zaychenko, Yu.
    The paper considers the problem of short- and middle-term forecasting in the financial sphere. To solve this problem, a hybrid system of computational intelligence based on the group method of data handling (GMDH) and bagging, as well as an algorithm for its training, is proposed. The odd stacks of the hybrid system are formed by ensembles of parallel connected subsystems. ARIMA and the GMDHneo-fuzzy hybrid network were chosen as such subsystems. The proposed system does not require a large training data set, automatically determines the number of stacks during training, and provides online operation. The experimental investigations were conducted using the proposed hybrid system, as well as separately using ARIMA and GMDH-neo-fuzzy. The accuracy of the predictions obtained is compared, based on which the feasibility of using the proposed hybrid system is substantiated.
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    Investigation of computational intelligence methods in forecasting at financial markets
    (КПІ ім. Ігоря Сікорського, 2023) Zaychenko, Yu.; Zaichenko, He.; Kuzmenko, O.
    Abstract. The work considers intelligent methods for solving the problem of shortand middle-term forecasting in the financial sphere. LSTM DL networks, GMDH, and hybrid GMDH-neo-fuzzy networks were studied. Neo-fuzzy neurons were chosen as nodes of the hybrid network, which allows to reduce computational costs. The optimal network parameters were found. The synthesis of the optimal structure of hybrid networks was performed. Experimental studies of LSTM, GMDH, and hybrid GMDH-neo-fuzzy networks with optimal parameters for short- and middleterm forecasting have been conducted. The accuracy of the obtained experimental predictions is compared. The forecasting intervals for which the application of the researched artificial intelligence methods is the most expedient have been determined.
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    Аналіз подібності та розбіжності реакції лінійної системи до еталонного сигналу за допомогою нормального перетворення
    (НТУУ "КПІ", 2010) Рибіна, І.О.; Кузьменко, О.М.; Ніжебецька, Ю.Х.; Вівчарик, О.Я.; Ribinа, І.О.; Kuzmenko, O.; Nizhebetska, Y.; Vivcharik, O.Ya.; Рыбина, И.А.; Кузьменко, О.Н.; Нижебецкая, Ю.Х.; Вивчарык, О.Я.
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    Вплив на характеристики частотно-вибіркових мікрохвильових пристроїв параметрів включення
    (НТУУ «КПІ», 2012) Мірських, Г. О.; Кузьменко, О. М.; Mirskykh, G.; Kuzmenko, O.; Мирских, Г. А.; Кузьменко, О. Н.