SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION

The article considers general methodology and architecture of hybrid system models for prediction of economic indicators and its implementation in the form of an integrated information system on the example of research and innovation indicators of the Russian economy. The scheme of the distributedin...

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Main Authors: I. Kolmakov, M. Domozhakov
Format: Article
Language:Russian
Published: Government of the Russian Federation, Financial University 2016-06-01
Series:Управленческие науки
Subjects:
Online Access:https://managementscience.fa.ru/jour/article/view/57
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author I. Kolmakov
M. Domozhakov
author_facet I. Kolmakov
M. Domozhakov
author_sort I. Kolmakov
collection DOAJ
description The article considers general methodology and architecture of hybrid system models for prediction of economic indicators and its implementation in the form of an integrated information system on the example of research and innovation indicators of the Russian economy. The scheme of the distributedinformation-analytical system is demonstrated. The general verification process algorithm of the modelprediction unit is presented, which contributes significantly to the credibility of the forecast results. The object of the study is a unified system of hybrid models, combining econometric and neural network modelsinto a single system of hybrid economic models. The structure of the hybrid forecasting system consists of two subsystems: the subsystem of the distributed econometric forecast models and subsystem of the distributed neural network prediction models. The objective reasons, under which the level best of regression modelsis reached, are identified. The subsystem architecture of the distributed neural network models developedin the programming language Python with the use of the web framework Django is described. The stages of indicators forecasting in a hybrid model are shown. The hybrid models functional structure based on the use of software modules are considered. The use of such a system allows not only to improve the accuracy and quality of the forecasts, but also to apply them in the control loop foreaching the targets.
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spelling doaj.art-970c100e138d45d5b0984adf3af38a812023-03-13T08:28:53ZrusGovernment of the Russian Federation, Financial UniversityУправленческие науки2304-022X2618-99412016-06-0162273710.26794/2304-022X-2016--2-27-3757SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATIONI. Kolmakov0M. Domozhakov1Российский экономический университет им. Г.В. ПлехановаРоссийский экономический университет им. Г.В. ПлехановаThe article considers general methodology and architecture of hybrid system models for prediction of economic indicators and its implementation in the form of an integrated information system on the example of research and innovation indicators of the Russian economy. The scheme of the distributedinformation-analytical system is demonstrated. The general verification process algorithm of the modelprediction unit is presented, which contributes significantly to the credibility of the forecast results. The object of the study is a unified system of hybrid models, combining econometric and neural network modelsinto a single system of hybrid economic models. The structure of the hybrid forecasting system consists of two subsystems: the subsystem of the distributed econometric forecast models and subsystem of the distributed neural network prediction models. The objective reasons, under which the level best of regression modelsis reached, are identified. The subsystem architecture of the distributed neural network models developedin the programming language Python with the use of the web framework Django is described. The stages of indicators forecasting in a hybrid model are shown. The hybrid models functional structure based on the use of software modules are considered. The use of such a system allows not only to improve the accuracy and quality of the forecasts, but also to apply them in the control loop foreaching the targets.https://managementscience.fa.ru/jour/article/view/57сфера исследований и инновацийсистемы регрессионных уравнениймодели краткосрочного прогнозаверификация прогнозасистема нейросетевых моделейсистема гибридных моделей
spellingShingle I. Kolmakov
M. Domozhakov
SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION
Управленческие науки
сфера исследований и инноваций
системы регрессионных уравнений
модели краткосрочного прогноза
верификация прогноза
система нейросетевых моделей
система гибридных моделей
title SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION
title_full SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION
title_fullStr SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION
title_full_unstemmed SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION
title_short SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION
title_sort synthesis of econometric and neural network models for indicators prediction in research and innovation in the russian federation
topic сфера исследований и инноваций
системы регрессионных уравнений
модели краткосрочного прогноза
верификация прогноза
система нейросетевых моделей
система гибридных моделей
url https://managementscience.fa.ru/jour/article/view/57
work_keys_str_mv AT ikolmakov synthesisofeconometricandneuralnetworkmodelsforindicatorspredictioninresearchandinnovationintherussianfederation
AT mdomozhakov synthesisofeconometricandneuralnetworkmodelsforindicatorspredictioninresearchandinnovationintherussianfederation