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final_feature_selection_report.txt
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================================================================================
ФИНАЛЬНЫЙ ОТБОР ПРИЗНАКОВ
================================================================================
Дата анализа: 2025-12-28 10:43:44
================================================================================
МЕТОДОЛОГИЯ ОТБОРА
================================================================================
Многоступенчатый подход:
a) Univariate Selection (MI, F-test, Correlation): вес 25%
b) Tree-based (RF, Permutation, XGB, LGB): вес 50%
c) Lasso (L1 regularization): вес 25%
Баланс между предсказательной силой и интерпретируемостью
================================================================================
ПОЛНЫЙ РЕЙТИНГ (TOP-30)
================================================================================
Feature Univariate_Rank Tree_Rank Lasso_Rank Final_Rank
121 dollar_diff 16.333333 28.25 38.0 27.708333
122 gold_pct_change 26.333333 24.50 38.0 28.333333
2 CNY 41.000000 38.25 38.0 38.875000
124 platinum_pct_change 48.000000 35.00 38.0 39.000000
123 palladium_pct_change 54.333333 32.25 38.0 39.208333
3 CNY_diff 42.333333 43.00 38.0 41.583333
6 KeyRate_diff 35.666667 64.25 38.0 50.541667
74 Russia_Export_Amount_Merchandise_Trade_YoY_(G2070575) 126.000000 2.25 126.0 64.125000
93 Russia_Monetary_Base_Required_Reserves_(G2033016)_diff 126.000000 2.25 126.0 64.125000
5 China_Exports_Russia_YoY_Monthly_(M0007939) 126.000000 4.00 126.0 65.000000
108 Russia_Short_Term_Deposit_Rate_Credit_Institutions_Avg_RUB_Households_(G2036001) 126.000000 5.25 126.0 65.625000
22 Russia: Export Amount: Merchandise Trade: YoY [G2070575] 7.333333 126.00 7.0 66.583333
48 Russia: PPI: All Items: YoY [G0006906] 13.000000 126.00 2.0 66.750000
31 Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy 13.333333 126.00 5.0 67.583333
7 Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff 15.333333 126.00 4.0 67.833333
21 Russia: Entrepreneur Confidence Indicator: Mining & Quarrying [G2046001] 12.000000 126.00 8.0 68.000000
20 Russia: Entrepreneur Confidence Indicator: Manufacturing (Mfg) [G2046004] 18.000000 126.00 3.0 68.250000
55 Russia: Retail Trade: Product Inventory Amount [G2023152]_yoy 21.666667 126.00 1.0 68.666667
63 Russia_Balance_(Profit_less_Loss)_Big_Medium_Enterprises_(BM)_Monthly_(G2037885) 126.000000 12.00 126.0 69.000000
41 Russia: Monetary Base: Required Reserves [G2033016]_diff 18.666667 126.00 6.0 69.166667
73 Russia_Entrepreneur_Confidence_Indicator_Mining_Quarrying_(G2046001) 126.000000 16.00 126.0 71.000000
100 Russia_PPI_All_Items_YoY_(G0006906) 126.000000 16.00 126.0 71.000000
97 Russia_Number_of_Insolvent_Enterprises_(G2037768) 126.000000 16.75 126.0 71.375000
45 Russia: Number of Insolvent Enterprises [G2037768] 26.333333 126.00 9.0 71.833333
81 Russia_Industrial_Production_Index_YoY_(G0006919) 126.000000 17.75 126.0 71.875000
85 Russia_Industrial_Production_Mfg_Rubber_Plastic_Products_(G2002212)_diff 126.000000 18.00 126.0 72.000000
102 Russia_Quantity_of_Mining_and_Quarrying_Coal_Bituminous_Coal_(G2044026)_diff 126.000000 19.00 126.0 72.500000
56 Russia: Short Term Deposit Rate: Credit Institutions Avg: RUB: Households [G2036001] 7.000000 126.00 38.0 74.250000
80 Russia_Industrial_Production_Index_SA_(G2002002)_diff 126.000000 23.75 126.0 74.875000
0 10 UAH/RUB [G2036073]_diff 12.666667 126.00 38.0 75.666667
================================================================================
ФИНАЛЬНЫЕ ПРИЗНАКИ (TOP-15)
================================================================================
1. dollar_diff
Univariate Rank: 16.3, Tree Rank: 28.2, Lasso Rank: 38.0
2. gold_pct_change
Univariate Rank: 26.3, Tree Rank: 24.5, Lasso Rank: 38.0
3. CNY
Univariate Rank: 41.0, Tree Rank: 38.2, Lasso Rank: 38.0
4. platinum_pct_change
Univariate Rank: 48.0, Tree Rank: 35.0, Lasso Rank: 38.0
5. palladium_pct_change
Univariate Rank: 54.3, Tree Rank: 32.2, Lasso Rank: 38.0
6. CNY_diff
Univariate Rank: 42.3, Tree Rank: 43.0, Lasso Rank: 38.0
7. KeyRate_diff
Univariate Rank: 35.7, Tree Rank: 64.2, Lasso Rank: 38.0
8. Russia: Export Amount: Merchandise Trade: YoY [G2070575]
Univariate Rank: 7.3, Tree Rank: 126.0, Lasso Rank: 7.0
9. Russia: PPI: All Items: YoY [G0006906]
Univariate Rank: 13.0, Tree Rank: 126.0, Lasso Rank: 2.0
10. Russia: Industrial Production: Mfg: Food Products, Beverages & Tobacco [G2002205]_yoy
Univariate Rank: 13.3, Tree Rank: 126.0, Lasso Rank: 5.0
11. Nominal Effective Exchange Rate Index: Russian Ruble: Broad [G2036081]_diff
Univariate Rank: 15.3, Tree Rank: 126.0, Lasso Rank: 4.0
================================================================================
СТАТИСТИКА ФИНАЛЬНОГО ДАТАСЕТА
================================================================================
Количество наблюдений: 247
Количество признаков: 11
Период данных: 2005-01-31 00:00:00 - 2025-07-31 00:00:00
Распределение классов:
Рост (1): 160 (64.8%)
Снижение (0): 87 (35.2%)