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

https://doi.org/10.26794/2304-022X-2016--2-27-37

Abstract

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.

About the Authors

I. Kolmakov
Russian Plekhanov University of Economics
Russian Federation
Doctor of Economics, Professor at the Department “Information science”


M. Domozhakov
Russian Plekhanov University of Economics
Russian Federation
post-graduate at the Chair “Information science”


References

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Review

For citations:


Kolmakov I., Domozhakov M. SYNTHESIS OF ECONOMETRIC AND NEURAL NETWORK MODELS FOR INDICATORS PREDICTION IN RESEARCH AND INNOVATION IN THE RUSSIAN FEDERATION. Management Sciences. 2016;6(2):27-37. (In Russ.) https://doi.org/10.26794/2304-022X-2016--2-27-37

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ISSN 2304-022X (Print)
ISSN 2618-9941 (Online)