Time series modeling for risk management of the implementation of scientific policy goals in conditions of uncertainty in the creation of new network management systems

¹ Marine Hydrophysical Institute, Russian Academy of Sciences, 2, Каpitanskaya str., Sevastopol, 299011, Russia
² Reshetnev Siberian State University of Science and Technology, 31, Krasnoiarskii Rabochii Prospekt, Krasnoyarsk, 660037, Russia
³ The Federal Center of Expertize and Analyzis, 33, p. 4, Talalikhina str., Moscow, 109316, Russia
⁴ Institute of Astronomy of the Russian Academy of Sciences, 48, Pyatnitskaya str., Moscow, 119017, Russia
⁵ Federal Research Center “Computer Science and Control” of Russian Academy of Sciences, 40, Vavilov Street, Moscow, 119333, Russia
⁶ Central Economics and Mathematics Institute of Russian Academy of Sciences, 47, Nakhimovsky Prospekt, Moscow, 117418, Russia
⁷ Moscow State Institute of International Relations, 76, Vernadskogo Prospekt, Moscow, 119454, Russia

^* Corresponding author: kartsan2003@mail.ru

Abstract

The use of mechanisms of development institutions to support small innovative enterprises involved in the creation of new management systems is necessary to accelerate the transformation of the economy. The activities of small innovative enterprises are associated with certain risks. The mathematical formalization of risks was carried out on the basis of criteria such as the variance of the utility function values under uncertainty. A systematic analysis of the attribute space for the evaluation of small innovative enterprises and the identification of abnormal levels of temporary data sets was carried out. Models are proposed to describe the trend and oscillatory components of risk analysis and short-term forecasting. The cyclical nature of the performance indicators of small innovative enterprises and the dysfunction of the national innovation system are revealed.