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Peep A.., Ce a E.H.

Ope ypc ocy apce yepce METO POHO POBAH KOHOM ECKX OKA ATE E HA OCHOBE BPEMEHHX P OB C ETOM POCTPAHCTBEHHO HEO HOPO HOCT AHHX HE HEHO B AMOCB ME AKTOPAM p e p a a ecx na ae e a np e npcpac e e p c a x e e a c ap. A pa ya aec a e ecpa c r ep x e e n pe e p a p e cce pe e x ypa e, p e e e perpecc a c e nae x a x.

- - - - 1 - [2]. - - [3].

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- - [1]. - - - - 1. - 1 1 1 1 1 1 1 1 1 1 - 1 - - /2 /3. - " 4/`..,.....

1 Statistica Neural - Networks - 1 1 - - - -. - - - - 0,0,-0,-0,1 11 21 31 41 51 61 71 Moe pee 1 1 1 11 21 31 41 51 61 71 81 Bpe, ec Haee ae APCC(1,1,1)(1,1,0) 18-ec APCC(1,1,1)(0,1,1) 18-ec APCC(1,1,1)(1,1,0) 24-ec APCC(1,1,1)(0,1,1) 24-ec Ooe poo 4/`2007 # Mooc a ea, py 30,20,10,0,1 1 1 2 1 3 1 4 1 5 1 6 1 7 1 8 1 9 Bpe, ec Haee ae GRNN (18 xoo) GR NN (24 xoa) O o e p o o 0,0,0,0,-0,-0,-0,-0,-0 2 4 6 8 10 12 14 16 18 20 Bea aa C eo a yy C eo a e - - - - - - - - - 13- - [2]. 1 - $ 4/`ea, p ea, p yy oea oppe Bea opoaoo..,.....

- - - - - 6 1 ). 0,0,0,0,0,0,0,0,0,1 11 21 31 41 51 Moe pee Aa oe oppe ey eo a xe eo a yy Aa oe oppe ey eo a xe eo a e 4/`2007 % Aa oe oppe - - - - - - - - EViews - t, t+1, t+2 t y1t = 5,733 + 0,147 x1t - 0,005 x2t (1), t-1 (0,74) (0,04) (0,00) t R2 = 0,801 DW = 0,789 t, ;

12 y2t = 2,442 + 0,300 x1t +1,441 y1t (2), t-12 (0,82) (0,14) (0,39) 1 DW = 0,R2 = 0,818, ;

y3t = 4,330 + 0,677 x1t + 0,353 y2t-(3), Statistica Neural Neteworks.

(0,90) (0,13) (0,17) - R2 = 0,921, DW = 0,361;

1t - RBF 2t 1 MLP 3t x1t RBF- MLP- x2t t=1, 2,,63.

( 7), 8) - & 4/`..,.....

RBF- MLP- - 1 1 RBF- MLP- - - RBF- - RBF MLP - RBF - MLP RBF- - MLP- - - 20,17,14,11,1 6 11 16 21 26 31 36 41 Moe pee oyee o RBF-ce cxoe ae oyee o MLP-ce 1,0,-0,--1,1 6 11 16 21 26 31 36 41 Moe pee O RBF-ce O MLP-ce 4/`2007 ' (py/) ea a xe .c.

O 1 -. - - - - - - - - - - - - - [ ] - - i - [ ] = + 1 1 + 2 2 +, 1 ( )=, (0 ),, ; = 1 2 3; = 1 2 63.

. within- between = + 0 76) + 0 50 1 (0 059 (0 051), = 0 1.

1 [6] 1 (. Opeyp) 2 (. Opc) 3 (. yyy) 3,15 1,89 0, 4/`..,.....

- - - a a 1 - 1 1 - l l - l l l l l 1 a a a a.1.

4/`2007




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