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  • Multidisciplinary research

  • Calibtating tempered stable Levy models to data of cryptocurrencies Bitcoin and Ethereum

    In the paper, we consider the problem of modeling the dynamics of leading cryptocurrencies such as Bitcoin (BTC) and Etherium (ETH). We calculate the log-returns based on the time series of cryptocurrency rates and analyze the realized power variation to estimate the corresponding generalized Blumenthal-Getoor index. The analysis shows that tempered stable Levy processes without a diffusion component are suitable for modeling the cryptocurrency rates considered. To obtain a more accurate estimate of the parameter that describes the activity of jumps in the log-returns, we exclude the influence of drift by considering auxilary series of increments of the initial log-returns.

    Keywords: mathematical modeling, cryptocurrencies, Levy models, Tempered Stable Levy models, CGMY modes, Blumenthal-Getoor index, realized power variation

  • Experience in creating the fluorimetric complexes for use in stationary and mobile water monitoring stations

    The paper presents design solutions and test results for the developed series of flowing and portable fluorimetric complexes for use at stationary and mobile stations for monitoring of the phytoplankton concentration in water. An example of combining complexes into a single system of environmental monitoring of coastal zones is presented.

    Keywords: environmental monitoring, scientific instrumentation, fluorimeter

  • Charge-coupled photosensitive devices based image pre-processing system

    In this paper, we propose a method for expanding the functional range of image pre-processing systems (LUTs) and increasing sensitivity by reducing processing time. The main advantage of the implementation of preprocessing at FPSS is the implementation of spatio-temporal discrete-analog processing simultaneously with image formation. A disadvantage of the known methods for implementing image pre-processing systems is the low performance of the LDPE due to the fact that the processing is carried out step by step and the number of cycles is always the maximum regardless of the observation conditions. The purpose of the work is to expand the functional range of software and increase sensitivity, by reducing processing time. This goal was achieved by combining processing for the symmetric coefficients of the impulse response of a non-recursive filter. To assess the possibilities of improving the speed of the proposed processing method, noise suppression modeling on an X-ray image was simulated using low-pass filters with masks of size,,. Based on the difference between the original and processed images, it was concluded that the use of a mask is advisable. The use of a new processing method with a mask of dimension will allow to increase the performance by 2.778 times and, accordingly, the sensitivity of the software with 1.339 times.

    Keywords: pre-processing, spatio-temporal, images, charge-coupled photosensitive devices, non-recursive filter