Effective development of the modern economy: problems and prospects
- Author:
- Alina M. Minitaeva
- Work direction:
- Глава 12
- Abstract:
- The chapter proposes a method for analyzing economic systems based on the use of a model of simultaneous equations and machine learning. The architecture of a fully connected neural network capable of reflecting the structure of a discrete-time control system and allowing the identification of a system of simultaneous equations is considered. A method for training a neural network is proposed that allows estimating the coefficients of a set of simultaneous equations. A method for forecasting a multivariate time series based on the estimated structural parameters of the system using a perceptron is presented.
- Keywords:
- machine learning, neural network, multivariate time series, simultaneous equations, discrete-time control system, perceptron, control system identification