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Development of hybrid models and a system for forecasting the indicators of the russian economy

Наименование публикации:Development of hybrid models and a system for forecasting the indicators of the russian economyАвторы:Дьяконова Л. П. , Китова О. В., Савинова В. М., Китов В. В.
Тематическая область:Экономика и экономические науки
Вид публикации:Статья в журнале
Электронная публикация:ДаЯзык издания:АнглийскийГод издания:2019Страна издания: Венесуэла Боливарианская Республика Наименование журнала или сборника:EspasiosНомер журнала (с указанием года):Vol. 40, Number 10 (2019)Наименование издательства:Sociacion de Profesionales y Tecnicos del CONICITКод ISSN или ISBN:ISSN 0798 1015Количество страниц:8Количество печатных листов:0,5Индексация:ScopusБиблиографическая ссылка:Kitova O., Savinova V., Dyakonova L., Kitov V. Development of hybrid models and a system for forecasting the indicators of the russian economy // Espasios. 2019. Vol. 40, Number 10. Р. 18.Аннотация (реферат):

​Scenario forecasting of social and economic indicators is highly important for strategic planning of the country's economic development. In this regard, it is very important to build a forecasting system for a model of the main economic indicators of the country and/or region for experts. At present time there is lack of such systems on the market. The article describes a hybrid system of models and a prototype of an analytical forecasting system Horizon that is based on using a hybrid forecasting approach, has learning capabilities and adaptability. Over the past 3 years, many works have been published on the development of time series forecasting models by means of artificial networks and deep learning. Unfortunately, the models developed are not implemented in an information system, but rather as separate mathematical calculations using various analysis packages or Python libraries. The authors’ system of econometric models of the Russian economy indicators and the process of development of the Horizon system are described. Hybrid forecasting models were developed within the framework of the Horizon system for 70 indicators of Russian economy. The forecasts calculated in the system showed high accuracy for 80 % of indicators.


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