Mehmet BALCILAR

Proceedings Paper | 2004 | Emerging Markets Finance and Trade40 ( 5 )

This paper examines persistence in Turkish inflation rates using data from consumer and wholesale price indices. The inflationary process in Turkey is believed to be highly inertial, which should lead to strongly persistent inflation series. Persistence of seventy-five inflation series at various aggregation levels is examined by estimating models that allow long memory through fractional differencing. The order of fractional differencing is estimated using several semiparametric and maximum likelihood methods. Persistence of each series is evaluated using the time required for a given percentage of the effect of a shock to dissipat . . .e. We find that disaggregate inflation series show no significant persistence. We found that only twelve out of seventy-five series require more than six months for 99 percent of the effect of a shock to dissipate. Thus, the paper finds evidence of spurious long memory due to aggregation. - Keywords: aggregation, fractional differencing, inflation, inertia, long memory models, persistenc More less

Ramiz RAFATOV

Proceedings Paper | 2004 | Mathematics and Computers in Simulation67 ( 4–5 )

The problem of minimization of atmosphere pollution by fractions of harmful admixtures is studied. It is supposed that a controlled object is described by non-stationary integral–differential transfer equation with special boundary conditions and control parameters, which are included in the right part of equation as delta-functions. Minimized integral quadratic functional characterizes energy expenditure for control and depends on the average squared deflection of fraction concentration from the desired final state. Optimal conditions are obtained with the help of Pontryagin’s maximum principle. The method of spherical harmonic ser . . .ies is applied. - Keywords: The problem of minimization; Controlled object; Non-stationary integral–differential transfer equation; Minimized integral quadratic functional; Maximum principl More less

Ramiz RAFATOV

Proceedings Paper | 2004 | IFAC Proceedings Volumes (IFAC-PapersOnline)37 ( 17 )

The problem of control of the process described by the nonlinear differential equation with partial derivatives of the first order, with conditions at t 0 and in a sequence n of points x1 < x2 ... < xn is solved. The criterion of quality of control is the integrated quadratic functional, which depends on a final state of system and set n of controlling parameters. The method of increment of functional is applied to reception of conditions of optimality, and the method of additional argument (MAA) is applied for the decision of the nonlinear equations with partial derivatives.

Kanatbek KOCOBAYEV

Article | 2004 | Геоэкология ( 1 )

Рассматривается спектр экологических проблем Кыргызской Республики, обусловленных состоянием геологической среды и ее динамикой под влиянием природных и техногенных воздействий. Особенно остро в республике стоят проблемы, связанные с загрязнением атмосферы в городах, геологической среды, поверхностных и подземных вод. Отмечено, что наиболее явное и масштабное воздействие на окружающую среду оказывают бывшие и действующие предприятия горнодобывающей отрасли. По степени опасности и величине ущерба из геологических и инженерно-геологических процессов наиболее значимы землетрясения; оползни, обвалы и осыпи; сели и паводки; снегопады и л . . .авин More less