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feature_selection_univariate_report.txt
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131 lines (125 loc) · 13.8 KB
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================================================================================
FEATURE SELECTION: UNIVARIATE МЕТОДЫ
================================================================================
Дата анализа: 2025-12-28 10:16:31
Количество признаков: 66
Количество наблюдений: 247
================================================================================
MUTUAL INFORMATION (TOP-20)
================================================================================
Feature MI_Score MI_Rank
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 0.084073 1
10 Russia: Gold Reserves [S0183910]_pct_change 0.073063 2
55 Russia: Industrial Production Index: SA [G2002002]_diff 0.058057 3
41 Russia: No. of Registered New Enterprises [G2037651]_diff 0.053212 4
58 KeyRate_diff 0.042858 5
21 Russia: Balance (Profit less Loss): Big & Medium Enterprises (BM): Monthly [G2037885] 0.041975 6
25 Russia: Import of Goods (FOB) [G0006899]_diff 0.038585 7
40 Russia: No. of Registered New Enterprises: per 1000 Existing [G2037698]_diff 0.037440 8
53 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 0.037262 9
62 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change_diff 0.035573 10
34 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 0.033941 11
8 Russia: Monetary Base: Deposit Account Balances of Credit Institutions with the Bank of Russia [G2033017] 0.033792 12
37 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff 0.030157 13
6 Russia: Number of Insolvent Enterprises [G2037768] 0.029702 14
16 Russia: M0 [G2000005]_pct_change 0.027155 15
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 0.024808 16
43 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001]_diff 0.022228 17
0 Russia: Industrial Production Index: YoY [G0006919] 0.022164 18
47 Russian Central Bank: Assets: Deposits and Loans [G2035004]_diff 0.021210 19
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 0.020833 20
================================================================================
F-TEST SCORES (TOP-20)
================================================================================
Feature F_Score F_PValue F_Rank
5 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 12.839604 0.000409 1
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 11.580072 0.000779 2
1 Russia: PPI: All Items: YoY [G0006906] 11.121907 0.000985 3
4 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 9.954719 0.001805 4
45 10 UAH/RUB [G2036073]_diff 8.030604 0.004983 5
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 7.540529 0.006480 6
46 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 6.697337 0.010232 7
35 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff 5.341069 0.021660 8
38 Russia: Average Producer Price: Gasoline: AI-95 & Higher [G2040029]_diff 4.864553 0.028343 9
57 dollar_diff 4.654366 0.031947 10
34 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 3.931022 0.048520 11
51 Russia: Monetary Base: Required Reserves [G2033016]_diff 3.557103 0.060474 12
41 Russia: No. of Registered New Enterprises [G2037651]_diff 3.476213 0.063453 13
27 Russia: M2: YoY [G0006927]_diff 3.205384 0.074631 14
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 3.179807 0.075791 15
62 Russia: Retail Trade Turnover: Initial Value [G2022008]_pct_change_diff 2.991754 0.084949 16
22 China: Exports: Russia: YoY: Monthly [M0007939] 2.836298 0.093430 17
36 Russia: Quantity of Mining and Quarrying: Oil & Gas: Crude Oil Incl Gas Condensate [G2044031]_diff 2.686861 0.102462 18
54 Russia: Construction Works Value [G2010001]_yoy 2.667925 0.103674 19
13 Russia: Credit Institutions: Total Assets [G2033335]_pct_change 2.329229 0.128255 20
================================================================================
CORRELATION WITH TARGET (TOP-20)
================================================================================
Feature Abs_Correlation Corr_Rank
1 Russia: PPI: All Items: YoY [G0006906] 0.384350 1
5 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 0.358770 2
4 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 0.344741 3
3 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 0.337478 4
29 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 0.285477 5
54 Russia: Construction Works Value [G2010001]_yoy 0.263461 6
0 Russia: Industrial Production Index: YoY [G0006919] 0.256154 7
46 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 0.228816 8
53 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 0.216512 9
51 Russia: Monetary Base: Required Reserves [G2033016]_diff 0.169111 10
57 dollar_diff 0.152606 11
45 10 UAH/RUB [G2036073]_diff 0.129114 12
26 Russia: CPI: YoY [G0006903]_diff 0.109696 13
7 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 0.101298 14
18 gold_pct_change 0.091430 15
13 Russia: Credit Institutions: Total Assets [G2033335]_pct_change 0.084290 16
12 Russian Central Bank: Assets [G2035001]_pct_change 0.083757 17
24 Russia: Unemployment Rate [G0006909]_diff 0.077896 18
6 Russia: Number of Insolvent Enterprises [G2037768] 0.072841 19
2 Russia: PPI: MoM [G0006907] 0.068706 20
================================================================================
ОБЪЕДИНЕННЫЙ РЕЙТИНГ (TOP-20)
================================================================================
Feature MI_Score MI_Rank F_Score F_Rank Abs_Correlation Corr_Rank Avg_Rank
0 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 0.084073 1 7.540529 6 0.101298 14 7.000000
15 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 0.024808 16 11.580072 2 0.337478 4 7.333333
28 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 0.006696 29 9.954719 4 0.344741 3 12.000000
20 10 UAH/RUB [G2036073]_diff 0.017531 21 8.030604 5 0.129114 12 12.666667
34 Russia: PPI: All Items: YoY [G0006906] 0.000000 35 11.121907 3 0.384350 1 13.000000
19 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 0.020833 20 3.179807 15 0.285477 5 13.333333
30 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 0.002527 31 6.697337 7 0.228816 8 15.333333
27 dollar_diff 0.006777 28 4.654366 10 0.152606 11 16.333333
50 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 0.000000 51 12.839604 1 0.358770 2 18.000000
10 Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff 0.033941 11 3.931022 11 0.038823 32 18.000000
33 Russia: Monetary Base: Required Reserves [G2033016]_diff 0.000840 34 3.557103 12 0.169111 10 18.666667
17 Russia: Industrial Production Index: YoY [G0006919] 0.022164 18 0.559947 36 0.256154 7 20.333333
24 Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff 0.012445 25 5.341069 8 0.045486 30 21.000000
8 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 0.037262 9 0.199901 47 0.216512 9 21.666667
1 Russia: Gold Reserves [S0183910]_pct_change 0.073063 2 2.046536 22 0.018531 44 22.666667
23 Russia: PPI: MoM [G0006907] 0.014029 24 1.107583 29 0.068706 20 24.333333
2 Russia: Industrial Production Index: SA [G2002002]_diff 0.058057 3 0.498339 37 0.037445 33 24.333333
12 Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff 0.030157 13 0.404034 40 0.065662 21 24.666667
13 Russia: Number of Insolvent Enterprises [G2037768] 0.029702 14 0.260781 46 0.072841 19 26.333333
3 Russia: No. of Registered New Enterprises [G2037651]_diff 0.053212 4 3.476213 13 0.004262 62 26.333333
================================================================================
ОТОБРАННЫЕ ПРИЗНАКИ
================================================================================
1. Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001]
2. Russia: Export Amount: Merchandise Trade: YoY [G2070575]
3. Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001]
4. 10 UAH/RUB [G2036073]_diff
5. Russia: PPI: All Items: YoY [G0006906]
6. Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy
7. Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff
8. dollar_diff
9. Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004]
10. Russia: Quantity of Mining and Quarrying: Coal: Bituminous Coal [G2044026]_diff
11. Russia: Monetary Base: Required Reserves [G2033016]_diff
12. Russia: Industrial Production Index: YoY [G0006919]
13. Russia: Quantity of Mining and Quarrying: Coal: Brown Coal [G2044029]_diff
14. Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy
15. Russia: Gold Reserves [S0183910]_pct_change
16. Russia: PPI: MoM [G0006907]
17. Russia: Industrial Production Index: SA [G2002002]_diff
18. Russia: Quantity of Mining and Quarrying: Iron Ore Concentrate [G2044035]_diff
19. Russia: Number of Insolvent Enterprises [G2037768]
20. Russia: No. of Registered New Enterprises [G2037651]_diff