Objective System Analysis of Macroeconomic Systems.pdfVIP

Syst. Anal . Model. Simul. 1 (1990) 3. 201-206 Akademie-Verla g Berlin Objective System Analysis of Macroeconomic Systems A . G . Ivakhnenko ; S . F . KOZUBOVSKI ; Yu . V . KOSTENK O V. M. Glushkov Institute of Cybernetics of the Ukrainian SSR Academy of Sciences, Kiev, USSR A non-traditional criterion can be applied to the solution of the problem of the single matrix model choice by sorting-out many matrix models-candidates (th e OSA algorithm - Objectiv e System Ana- lysis). Using the OSA algorithm on the sliding interval of time , we can evaluat e the change of the diversity of a complex economic macrosystem . As an example , the interval s of more and less intensiv development of the DDR economic system are shown. 1. Introduction Constantly increasing consideration is being given to the modeling of macroeconomic systems of the regional, national and global scales during the last decades . A great variety of methods and models are used for this purpose (sometimes very complex and sophisticated) (LEONTYEFF, [2] , DADAYAN, [1]) . Main difficultie s in constructing such models are related to the fact that they comprise a great quantity of variables but time series describing these variables are rather limited . To solve many modeling and forecasting problems for complex (large-scale) dynamic systems using short samples, the Group Method of Data Handling (GMDH) developed in the V. M. Glushkov Institute of Cybernetics of the Ukrainian SSR Academy of Scien- ces ha s been successfully used during two last decades . The method and exampl