Prosyankina-Zharova T.I.

Analysis of Investment and Socio-Economic Indicators Using the Methods of Modeling for the Limited Historical Data Sets

In this paper, we analyze the development of economic region of Ukraine using statistical data. Specific features of mathematical models construction techniques for analysis and short- and medium term forecasting of regional macroeconomic processes are considered. We study the approaches to constructing mathematical models with short time series and using intellectual data analysis techniques such as principal component method, Bayesian networks, and regression with lagged variables, extended autoregression and trend polynomials.