title: ÐÐ²ÑÐ¾ÑÐµÐ³ÑÐµÑÑÐ¸Ð¾Ð½Ð½ÑÐµ Ð¼Ð¾Ð´ÐµÐ»Ð¸ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½ÑÑ Ð¿ÐµÑÐµÐ¼ÐµÐ½Ð½ÑÑ Ð² ÑÐºÐ¾Ð½Ð¾Ð¼Ð¸ÑÐµÑÐºÐ¾Ð¼ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ð¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Complex-valued autoregressive models in economic forecasting
Creators: name: ÐÐ°ÑÑÐµÐ², ÐÐ¼Ð¸ÑÑÐ¸Ð¹
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2020
Subjects: ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑÐ½Ð¾Ð·Ð½Ð°ÑÐ½Ð°Ñ ÑÐºÐ¾Ð½Ð¾Ð¼ÐµÑÑÐ¸ÐºÐ°
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ÐºÐ¾Ð½ÑÑÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð¿ÑÐ¸Ð·Ð½Ð°ÐºÐ¾Ð²
python
complex-valued econometrics
machine learning
mathematical statistics
complex analysis
correlation analysis
regression analysis
time series
autoregressive models
feature engineering
data preparation

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description: This work is a part of ongoing research of complex-valued econometrics â a new approach to economic and mathematical modeling. Conversion of indicators into the complex plane and application of complex-valued regression analysis can contribute to a more accurate description of complicated processes and give fundamentally new results.
Standard complex analysis does not factor the relationship between the real and imaginary parts of complex variables. Within the framework of complex-valued econometrics, the theory of complex regression and correlation analysis was created. The software tools for this theory were successfully implemented during the course of this publication.
In this work, the properties of the complex correlation coefficient were investigated and complex regression models were implemented using the developed toolkit. The results were evaluated in comparison with existing methods of machine learning at each step of models building.
The possibility of successful application of complex linear regression methods in modeling systems with a small data sample was shown. Since such cases are often the most problematic in solving economic problems, can be said of the high practical importance of the work performed.