To the 25th Anniversary of the Department of Mathematical Modeling and Data Analysis of the Belarusian State University
GREETINGS FROM THE PROGRAM COMMITTEE CO-CHAIRS
S.A. Aivazian, P. Filzmoser, Yu.S. Kharin Central Economics and Mathematics Institute of RAS, Moscow, RUSSIA Vienna University of Technology, Vienna, AUSTRIA Belarusian State University, Minsk, BELARUS e-mail: aivazian@cemi.rssi.ru, P.Filzmoser@tuwien.ac.at, kharin@bsu.by
Dear Participants of the International Conference on Computer Data Analysis and Modeling!
Dear Friends and Colleagues!
The history of our CDAM Conferences goes from the year 1988, when the first of them have been organized in a picturesque place on the east part of Minsk close to a small river. Since that time 25 years passed, and the Conference is already the 10th in the sequence.
Looking to the quantity of participants, to the quality of their papers in the Proceedings, we would like to tell that the Conference turned into the successful and well-known scientific forum.
This year the Conference focuses on the problems of theoretical and applied stochastics. The number of papers included into the Proceedings is 100, their depth and spectrum are quite impressive.
Let us thank all of you for your contribution to the CDAM Conference and wish you interesting lectures and talks, fruitful discussions, new friends and enjoyable time for CDAM 2013 scientific forum!
Minsk, September 10, 2013
PREFACE
The Tenth International Conference “Computer Data Analysis and Modeling: Theoretical and Applied Stochastics” (CDAM 2013) organized by the Belarusian State University and Vienna University of Technology on Sepetember 10-14, 2013, is devoted to the topical problems in computer data analysis and modeling. The methods to be discussed during the Conference work for development of the theory and are applied in different areas influenced by stochastics: decision making in economics, engineering, medicine, ecology and others. The previous CDAM Conferences were held in September 1988, December 1990, December 1992, September 1995, June 1998, September 2001, September 2004, September 2007 and September 2010 in Minsk.
The Proceedings of the CDAM 2013 Conference include two volumes containing 100 papers by more than 120 participants from more than 20 countries. The topics of the papers cover the following research directions: Robust and Multivariate Data Analysis; Statistical Analysis of Time Series and Stochastic Processes; Probabilistic and Statistical Analysis of Discrete Data; Computer Simulation of Stochastic Systems; Computer Data Analysis in Applications; Econometric and Financial Analysis and Modeling; Survey Analysis and Official Statistics.
The Organizing Committee of the CDAM 2013 Conference makes it acknowledgements to: Belarusian State University, Vienna University of Technology, Research Institute for Applied Problems of Mathematics and Informatics of the Belarusian State University, Faculty of Applied Mathematics and Informatics of the Belarusian State University, Belarusian National Science Foundation, Ministry of Education of the Republic of Belarus, BPS-Sberbank, BelSwissBank, Belarusian Science and Technology Association “Infopark” for the support in organizing of the Conference.
S.A. Aivazian, P. Filzmoser, Yu.S. Kharin
Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. In 2 vol. Vol 2. — Minsk : Publ. center of BSU, 2013. — 240 p.
ISBN 978-985-553-138-9
Editors :
Prof. Dr. S. Aivazian, Prof. Dr. P. Filzmoser, Prof. Dr. Yu. Kharin
PROGRAM COMMITTEE:
HONORARY CHAIRS:
S. Ablameyko, Rector of the Belarusian State University (Minsk, Belarus) V. Zinovskiy, Chair of the National Statistical Committee (Minsk, Belarus)
CO-CHAIRS:
Prof. S. Aivazian (Moscow, Russia) Prof. P. Filzmoser (Vienna, Austria) Prof. Yu. Kharin (Minsk, Belarus)
MEMBERS:
W. Charemza (Leicester, United Kingdom) A. Christmann (Bayreuth, Germany) D. Chibisov (Moscow, Russia) C. Croux (Leuven, Belgium) K. Ducinskas (Klaipeda, Lithuania) R. Dutter (Vienna, Austria) G. Dzemyda (Vilnius, Lithuania) A. Egorov (Minsk, Belarus) H. Friedl (Graz, Austria) I. Gaishun (Minsk, Belarus) K. Hron (Olomouz, Czech Republic) V. Krasnoproshin (Minsk, Belarus) B. Lemeshko (Novosibirsk, Russia) Yu. Mishura (Kiev, Ukraine) S. Morgenthaler (Lausanne, Switzerland) V. Mukha (Minsk, Belarus) H. Oja (Turku, Finland) Yu. Pavlov (Petrozavodsk, Russia) G. Shevlyakov (St.-Petersburg, Russia) N. Troush (Minsk, Belarus) A. Tuzikov (Minsk, Belarus) R. Viertl (Vienna, Austria) N. Yanev (Sofia, Bulgaria) A. Zubkov (Moscow, Russia)
LOCAL ORGANIZING COMMITTEE:
CO-CHAIRS:
P. Mandrik, Dean of the Faculty of Applied Mathematics and Informatics Yu. Kharin, Director of the Research Institute for Applied Problems of Mathematics and Informatics
MEMBERS:
V. Malugin – conference secretary, invitation letters, program H. Aheyeva – visa support I. Bodiagin – technical organizing of sessions O. Golos – registration A. Kapusta, M. Mitskevich – conference web site A. Kharin – e-correspondence, reviewing process A. Shilkin – publishing M. Maltsew, E. Vechorko – transport service E. Melnikova – finance, registration E. Orlova, S. Staleuskaya, N. Shenets – social program I. Pirshtuk, V. Voloshko – accommodation, arrival, departure
Supporting organizations: BELARUSIAN STATE UNIVERSITY VIENNA UNIVERSITY OF TECHNOLOGY RESEARCH INSTITUTE FOR APPLIED PROBLEMS OF MATHEMATICS AND INFORMATICS INSTITUTE OF MATHEMATICS OF THE NATIONAL ACADEMY OF SCIENCES OF BELARUS UNITED INSTITUTE OF INFORMATICS PROBLEMS OF THE NATIONAL ACADEMY OF SCIENCES OF BELARUS BELARUSIAN REPUBLICAN FOUNDATION FOR FUNDAMENTAL RESEARCH BELARUSIAN STATISTICAL ASSOCIATION