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This article is cited in 4 scientific papers (total in 4 papers)
Study of identification and forecast stability for Russian economic
G. K. Kamenev, N. N. Olenev Dorodnicyn Computing Centre of RAS
Abstract:
The article deals with the investigation of forecasting stability of the Russian economy using mathematical modeling. Consideration is spent on an example of open Ramsey model adapted for current Russian economy. Paper is devoted to the Identification Sets Method: a visual approach to the identification of models parameters, based on construction and visualization of the identification sets: multidimensional graph of error function, as well as of sets of quasi-optimal parameters. The analysis of identification sets allows investigate a stability of the decision in the identification and forecasting problem. It is shown that quasi-optimal parameters that ensure a relatively high accuracy of the approximation of data will provide a very different forecast of the behavior of the economy in different structural scenarios.
Keywords:
mathematical model, parameters identification, forecast, stability, multicriteria decision making, identification sets method, visualization, quasi-optimal parameters set, approximation.
Received: 07.03.2013
Citation:
G. K. Kamenev, N. N. Olenev, “Study of identification and forecast stability for Russian economic”, Matem. Mod., 26:9 (2014), 3–17; Math. Models Comput. Simul., 7:2 (2015), 179–189
Linking options:
https://www.mathnet.ru/eng/mm3512 https://www.mathnet.ru/eng/mm/v26/i9/p3
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