Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems

The directions of perspective research in the field of analysis and modeling of the dynamics of time series of processes in complex systems with the presence of the human factor are described. The dynamics of processes in such systems is described by nonstationary time series. Predicting the evoluti...

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Main Authors: E. G. Andrianova, S. A. Golovin, S. V. Zykov, S. A. Lesko, E. R. Chukalina
Format: Article
Language:Russian
Published: MIREA - Russian Technological University 2020-08-01
Series:Российский технологический журнал
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Online Access:https://www.rtj-mirea.ru/jour/article/view/229
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author E. G. Andrianova
S. A. Golovin
S. V. Zykov
S. A. Lesko
E. R. Chukalina
author_facet E. G. Andrianova
S. A. Golovin
S. V. Zykov
S. A. Lesko
E. R. Chukalina
author_sort E. G. Andrianova
collection DOAJ
description The directions of perspective research in the field of analysis and modeling of the dynamics of time series of processes in complex systems with the presence of the human factor are described. The dynamics of processes in such systems is described by nonstationary time series. Predicting the evolution of such systems is of great importance for managing processes in social (election campaigns), economic (stock, futures and commodity markets) and socio-technical systems (social networks). The general information on time series and tasks of their analysis is given. Modern methods of time series analysis for economic processes are considered. The results show that economic processes cannot be considered completely random, since they tend to self-organize and, moreover, are subject to the influence of memory of previous states. It was revealed that one of the main tasks in modeling processes in sociotechnical systems (for example, social networks) is the development of a mathematical apparatus for bringing data to a single measurement scale. The modern models of analysis and forecasting of electoral processes based on the analysis of time series: structural, polling, hybrid. Based on the analysis, their advantages and disadvantages are considered. In conclusion, it was concluded that to describe processes in complex systems with the presence of the human factor, in addition to traditional factors, it is necessary to develop and use methods and tools to take into account the possibility of self-organization of human groups and the presence of memory about previous states of the system.
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spelling doaj-art-e5d206c28044445db8718d13aa492ec82025-08-20T03:57:31ZrusMIREA - Russian Technological UniversityРоссийский технологический журнал2782-32102500-316X2020-08-018474510.32362/2500-316X-2020-8-4-7-45209Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systemsE. G. Andrianova0S. A. Golovin1S. V. Zykov2S. A. Lesko3E. R. Chukalina4MIREA – Russian Technological UniversityMIREA – Russian Technological UniversityNRU "Higher School of Economics"MIREA – Russian Technological UniversityMIREA – Russian Technological UniversityThe directions of perspective research in the field of analysis and modeling of the dynamics of time series of processes in complex systems with the presence of the human factor are described. The dynamics of processes in such systems is described by nonstationary time series. Predicting the evolution of such systems is of great importance for managing processes in social (election campaigns), economic (stock, futures and commodity markets) and socio-technical systems (social networks). The general information on time series and tasks of their analysis is given. Modern methods of time series analysis for economic processes are considered. The results show that economic processes cannot be considered completely random, since they tend to self-organize and, moreover, are subject to the influence of memory of previous states. It was revealed that one of the main tasks in modeling processes in sociotechnical systems (for example, social networks) is the development of a mathematical apparatus for bringing data to a single measurement scale. The modern models of analysis and forecasting of electoral processes based on the analysis of time series: structural, polling, hybrid. Based on the analysis, their advantages and disadvantages are considered. In conclusion, it was concluded that to describe processes in complex systems with the presence of the human factor, in addition to traditional factors, it is necessary to develop and use methods and tools to take into account the possibility of self-organization of human groups and the presence of memory about previous states of the system.https://www.rtj-mirea.ru/jour/article/view/229non-stationary time seriescomplex systemsanalysis of economic and social processesanalysis of social networksforecasting the evolution of time seriesmodels and methods of analysis of time serieshuman factorelectoral processesself-organization of the system
spellingShingle E. G. Andrianova
S. A. Golovin
S. V. Zykov
S. A. Lesko
E. R. Chukalina
Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
Российский технологический журнал
non-stationary time series
complex systems
analysis of economic and social processes
analysis of social networks
forecasting the evolution of time series
models and methods of analysis of time series
human factor
electoral processes
self-organization of the system
title Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
title_full Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
title_fullStr Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
title_full_unstemmed Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
title_short Review of modern models and methods of analysis of time series of dynamics of processes in social, economic and socio-technical systems
title_sort review of modern models and methods of analysis of time series of dynamics of processes in social economic and socio technical systems
topic non-stationary time series
complex systems
analysis of economic and social processes
analysis of social networks
forecasting the evolution of time series
models and methods of analysis of time series
human factor
electoral processes
self-organization of the system
url https://www.rtj-mirea.ru/jour/article/view/229
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