Построение краткосрочных прогнозов социально-экономических показателей россии на основе последовательного применения ранжированных моделей

Construction of short-term forecasts of socio-economic indicators of Russia based on the consistent application of ranked models

Савинова Виктория, Ярушев Сергей and Иксанов Владислав

MPRA Paper from University Library of Munich, Germany

Abstract: Abstract. The authors present a methodology for constructing short-term forecasting models using sequential application of mathematical models such as ARIMA, multiple linear regression, regression decision tree and random forest. The models in the article are ranked in order of increasing computational complexity and in order of decreasing stability and interpretability. The modeling tool is the information and analytical system "Horizon" developed by the staff of the Plekhanov Russian University of Economics.

Keywords: Key words: short-term forecasting; socio-economic indicators; econometric models. (search for similar items in EconPapers)
JEL-codes: O21 (search for similar items in EconPapers)
Date: 2025-01-09
New Economics Papers: this item is included in nep-cis
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