Mikhail Ivanov

Victor Korolev, Mikhail Ivanov, Tatiana Kukanova et al.

In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{ô} stochastic differential equations with unknown random drift and diffusion coefficients. We do not attract any additional information and use only the information contained in the time series as it is. Therefore, as additional features, we use the parameters of statistically adjusted mixture-type models of the observed regularities of the behavior of the time series. Several algorithms of construction of these parameters are discussed. These algorithms are based on statistical reconstruction of the coefficients which, in turn, is based on statistical separation of normal mixtures. We obtain two types of parameters by the techniques of the uniform and non-uniform statistical reconstruction of the coefficients of the underlying It{ô} process. The reconstructed coefficients obtained by uniform techniques do not depend on the current value of the process, while the non-uniform techniques reconstruct the coefficients with the account of their dependence on the value of the process. Actually, the non-uniform techniques used in this paper represent a stochastic analog of the Taylor expansion for the time series. The efficiency of the obtained additional features is compared by using them in the autoregressive algorithms of prediction of time series. In order to obtain pure conclusion that is not affected by unwanted factors, say, related to a special choice of the architecture of the neural network prediction methods, we used only simple autoregressive algorithms. We show that the use of additional statistical features improves the prediction.

Pavel Adamenko, Mikhail Ivanov, Aidar Valeev et al.

The rapid advancement of Large Language Models (LLMs) in software engineering has revealed critical limitations in existing benchmarks, particularly the widely used SWE-bench dataset. Recent studies have uncovered severe data contamination issues, e.g. SWE-bench reports 32.67% of successful patches involve direct solution leakage and 31.08% pass due to inadequate test cases. We introduce SWE-MERA, a dynamic, continuously updated benchmark designed to address these fundamental challenges through an automated collection of real-world GitHub issues and rigorous quality validation. Our approach implements a reliable pipeline that ensures quality while minimizing contamination risks, resulting in approximately 10,000 potential tasks with 300 samples currently available. Evaluation using the Aider coding agent demonstrates strong discriminative power in state-of-the-art models. We report performance across a dozen recent LLMs evaluated on tasks collected between September 2024 and June 2025.