Search results for: wavelet regression

Authors: Chimaobi V. Okolo, Afamefuna J. Ani, Ebere U. Okolo

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This paper seeks to assess the implications of insurance to foreign direct investment inflow in Nigeria. Multiple linear regression technique and correlation matrix test were employed to measure the extent to which foreign direct investment was influenced. The result showed that insurance premium (IP), asset size of insurance industry (AS), and total investment of the industry (TI) impacted significantly and positively on foreign direct investment inflow in Nigeria. There should be effective risk transfer mechanism and financial intermediation, which gives the investor confidence in the risk management strength of the host country.

Keywords: Foreign direct investment, insurance.

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Authors: Yi-Fan Zhu, Wei Zhang, Xuan Zhou, Qun Li, Yong-Lin Lei

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The quick training algorithms and accurate solution procedure for incremental learning aim at improving the efficiency of training of SVR, whereas there are some disadvantages for them, i.e. the nonconvergence of the formers for changeable training set and the inefficiency of the latter for a massive dataset. In order to handle the problems, a new training algorithm for a changeable training set, named Approximation Incremental Training Algorithm (AITA), was proposed. This paper explored the reason of nonconvergence theoretically and discussed the realization of AITA, and finally demonstrated the benefits of AITA both on precision and efficiency.

Keywords: support vector regression, incremental learning, changeable training set, quick training algorithm, accurate solutionprocedure

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Authors: Wojciech Rejchel

Abstract:

The problem of ranking (rank regression) has become popular in the machine learning community. This theory relates to problems, in which one has to predict (guess) the order between objects on the basis of vectors describing their observed features. In many ranking algorithms a convex loss function is used instead of the 0-1 loss. It makes these procedures computationally efficient. Hence, convex risk minimizers and their statistical properties are investigated in this paper. Fast rates of convergence are obtained under conditions, that look similarly to the ones from the classification theory. Methods used in this paper come from the theory of U-processes as well as empirical processes.

Keywords: Convex loss function, empirical risk minimization, empirical process, U-process, boosting, euclidean family.

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Authors: Mahfuz Judeh

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The main aim of the current study was to examine the effect of emotional intelligence on retention. The study also aimed at analyzing the role of job involvement, as a moderator, in the effect of emotional intelligence on retention. Using data gathered from 241 employees working with hotels and tourism corporations listed in Amman Stock Exchange in Jordan, emotional intelligence, job involvement and retention were measured. Hierarchical regression analyses were used to test the three main hypotheses. Results indicated that retention was related to emotional intelligence. Moreover, the study yielded support for the claim that job involvement had a moderating effect on the relationship between emotional intelligence and retention.

Keywords: Emotional Intelligence, Job Involvement, Jordan, Retention.

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Authors: R. Joseph Raviselvan, K. Ramanathan, P. Perumal, M. R. Thansekhar

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Hard coatings are widely used in cutting and forming tool industries. Titanium Nitride (TiN) possesses good hardness, strength, and corrosion resistance. The coating properties are influenced by many process parameters. The coatings were deposited on steel substrate by changing the process parameters such as substrate temperature, nitrogen flow rate and target power in a D.C planer magnetron sputtering. The structure of coatings were analysed using XRD. The hardness of coatings was found using Micro hardness tester. From the experimental data, a regression model was developed and the optimum response was determined using Response Surface Methodology (RSM).

Keywords: Hardness, RSM, sputtering, TiN XRD.

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Authors: Hélène Brisebois, Claude Bélanger, Marie-Pier Léger-Bélanger, Valérie Lamontagne

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This study examines the mediating effects of male dyadic adjustment on the relationships between attachment and attributional styles, and both psychological and physical husband violence. Based on data from 68 married violent men recruited through community organizations that work with violent men, regression analyses showed that husbands- dyadic adjustment mediates the associations between avoidant attachment and attributional style, and psychological aggression, but not physical violence. Scientific and clinical implications are discussed

Keywords: Attachment, attributions, dyadic adjustment, marital violence.

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Authors: Tausif A. Ishtiaque, Zarrin T. Tasin, Kazi S. Akter

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Current trend of urban expansion, especially in the developing countries has caused significant changes in land cover, which is generating great concern due to its widespread environmental degradation. Energy consumption of the cities is also increasing with the aggravated heat island effect. Distribution of land surface temperature (LST) is one of the most significant climatic parameters affected by urban land cover change. Recent increasing trend of LST is causing elevated temperature profile of the built up area with less vegetative cover. Gradual change in land cover, especially decrease in vegetative cover is enhancing the Urban Heat Island (UHI) effect in the developing cities around the world. Increase in the amount of urban vegetation cover can be a useful solution for the reduction of UHI intensity. LST and Normalized Difference Vegetation Index (NDVI) have widely been accepted as reliable indicators of UHI and vegetation abundance respectively. Chittagong, the second largest city of Bangladesh, has been a growth center due to rapid urbanization over the last several decades. This study assesses the intensity of UHI in Chittagong city by analyzing the relationship between LST and NDVI based on the type of land use/land cover (LULC) in the study area applying an integrated approach of Geographic Information System (GIS), remote sensing (RS), and regression analysis. Land cover map is prepared through an interactive supervised classification using remotely sensed data from Landsat ETM+ image along with NDVI differencing using ArcGIS. LST and NDVI values are extracted from the same image. The regression analysis between LST and NDVI indicates that within the study area, UHI is directly correlated with LST while negatively correlated with NDVI. It interprets that surface temperature reduces with increase in vegetation cover along with reduction in UHI intensity. Moreover, there are noticeable differences in the relationship between LST and NDVI based on the type of LULC. In other words, depending on the type of land usage, increase in vegetation cover has a varying impact on the UHI intensity. This analysis will contribute to the formulation of sustainable urban land use planning decisions as well as suggesting suitable actions for mitigation of UHI intensity within the study area.

Keywords: Land cover change, land surface temperature, normalized difference vegetation index, urban heat island.

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Authors: R. Hashim, A. J. Bock, S. Cooper

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Absorptive capacity generally facilitates the adoption of innovation. How does this relationship change when economic return is not the sole driver of innovation uptake? We investigate whether absorptive capacity facilitates the adoption of green innovation based on a survey of 79 construction companies in Scotland. Based on the results of multiple regression analyses, we confirm that existing knowledge utilisation (EKU), knowledge building (KB) and external knowledge acquisition (EKA) are significant predictors of green process GP), green administrative (GA) and green technical innovation (GT), respectively. We discuss the implications for theories of innovation adoption and knowledge enhancement associated with environmentally-friendly practices.

Keywords: Absorptive capacity, construction industry, environmental, green innovation.

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Authors: Affordability, Expenditure Patterns towards Sustainable Consumption in Malaysia

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Safe drinking water is needed for survival. Households have to pay the water bill monthly. However, lower income households are sometimes unable to afford the cost. This study examines water access and affordability among households in Malaysia and the determinants of water affordability using cross-sectional data and multiple regression. The paper expects that the bill for basic water consumption is inversely related to average income. This means that policy makers need to redesign the water tariff to improve the quality of life of lower income households.

Keywords: Affordability, households, income, water tariff.

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Authors: Chih-Feng Chuang, Shih-Ching Shiu, Chao-Jen Cheng

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The purpose of this study was to investigate the relationships among students- process of study, creative self-efficacy and creativity while attending college. A total of 60 students enrolled in Hsiuping Institute of Technology in central Taiwan were selected as samples for the study. The instruments for this study included three questionnaires to explore the aforesaid aspects. This researchers tested creative self-efficacy and process of study, and creativity with Pearson correlation and hierarchical regression analyses. The major findings of this research are (1) the process of study had direct positive predictability on creativity, and (2) the relationship between process of study and creativity is partially mediated by creative self-efficacy.

Keywords: Process of study, Creative self-efficacy, Creativity

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Authors: Rachel C. F. Sun

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This study examined the predictive effects of moral competence, prosocial norms and positive behavior recognition on school misbehavior among Chinese junior secondary school students. Results of multiple regression analysis showed that students were more likely to misbehave in school when they had lower levels of moral competence and prosocial norms, and when they perceived their positive behavior being less likely recognized. Practical implications were discussed on how to guide students to make the right choices to behave appropriately in school. Implications for future research were also discussed.

Keywords: Moral competence, positive behavior recognition, prosocial norms, school misbehavior.

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Authors: Zhiyong Li, Zhigang Chen, Chao Fu, Shipeng Zhang

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Load forecasting has always been the essential part of an efficient power system operation and planning. A novel approach based on support vector machines is proposed in this paper for annual power load forecasting. Different kernel functions are selected to construct a combinatorial algorithm. The performance of the new model is evaluated with a real-world dataset, and compared with two neural networks and some traditional forecasting techniques. The results show that the proposed method exhibits superior performance.

Keywords: combinatorial algorithm, data mining, load forecasting, support vector machines

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Authors: Udomporn Yingpaisuk, Premwadee Karuhadej

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The purposed of this research was to study the eating habit of teenage pregnancy and its relationship to the knowledge of nutrition during pregnancy. The 100 samples were derived from simple random sampling technique of the teenage pregnancy in Bangkae District. The questionnaire was used to collect data with the reliability of 0.8. The data were analyzed by SPSS for Windows with multiple regression technique. Percentage, mean and the relationship of knowledge of eating and eating behavior were obtained. The research results revealed that their knowledge in nutrition was at the average of 4.07 and their eating habit that they mentioned most was to refrain from alcohol and caffeine at 82% and the knowledge in nutrition influenced their eating habits at 54% with the statistically significant level of 0.001.

Keywords: Teenage pregnancy, knowledge of nutrition, eating habit.

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Authors: Jan Sindelar

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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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Authors: S.F. Tsen, M. Zamin Jumaat

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The characteristic bending strength (MOR) and mean modulus of elasticity (MOE) of tropical hardwood red seraya (Shorea spp.) plywood were determined using European Standard EN310 and EN789. The thickness of the test specimen was 4.0mm, 7.0mm, 9.0mm, 12.0mm and 15.0mm. The experiment found that the MOR of red seraya plywood in EN310 is about 12% to 20% and 7% to 24% higher than EN789 whereas MOE were about 28% to 41% and 30% to 36% lower than those obtained from EN 789 for test specimens parallel and perpendicular to the grain direction. The linear regression shows that MOR and MOE for EN789 is about 0.8 times less and 1.5 times more than EN310. The experiment also found that the MOR and MOE of EN310 and EN789 also depend on the wood species that used in the experiment.

Keywords: Bending strength, Modulus of elasticity, EN310, EN789

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Authors: Boris Barbolyas, Kristina Buckova, Tomas Volensky, Cyril Belavy, Ladislav Dedik

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Background: Based on statokinezigram, the human balance control is often studied. Approach to human postural reaction analysis is based on a combination of stabilometry output signal with retroreflective marker data signal processing, analysis, and understanding, in this study. The study shows another original application of Method of Developed Statokinesigram Trajectory (MDST), too. Methods: In this study, the participants maintained quiet bipedal standing for 10 s on stabilometry platform. Consequently, bilateral vibration stimuli to Achilles tendons in 20 s interval was applied. Vibration stimuli caused that human postural system took the new pseudo-steady state. Vibration frequencies were 20, 60 and 80 Hz. Participant's body segments - head, shoulders, hips, knees, ankles and little fingers were marked by 12 retroreflective markers. Markers positions were scanned by six cameras system BTS SMART DX. Registration of their postural reaction lasted 60 s. Sampling frequency was 100 Hz. For measured data processing were used Method of Developed Statokinesigram Trajectory. Regression analysis of developed statokinesigram trajectory (DST) data and retroreflective marker developed trajectory (DMT) data were used to find out which marker trajectories most correlate with stabilometry platform output signals. Scaling coefficients (λ) between DST and DMT by linear regression analysis were evaluated, too. Results: Scaling coefficients for marker trajectories were identified for all body segments. Head markers trajectories reached maximal value and ankle markers trajectories had a minimal value of scaling coefficient. Hips, knees and ankles markers were approximately symmetrical in the meaning of scaling coefficient. Notable differences of scaling coefficient were detected in head and shoulders markers trajectories which were not symmetrical. The model of postural system behavior was identified by MDST. Conclusion: Value of scaling factor identifies which body segment is predisposed to postural instability. Hypothetically, if statokinesigram represents overall human postural system response to vibration stimuli, then markers data represented particular postural responses. It can be assumed that cumulative sum of particular marker postural responses is equal to statokinesigram.

Keywords: Center of pressure (CoP), a method of developed statokinesigram trajectory (MDST), a model of postural system behavior, retroreflective marker data.

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Authors: T. Manzur, S. Iffat, M. A. Noor

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In this paper, relationship between different properties of IC concrete and water cement ratio, obtained from a comprehensive experiment conducted on IC using local materials (Burnt clay chips- BC) is presented. In addition, saturated SAP was used as an IC material in some cases. Relationships have been developed through regression analysis. The focus of this analysis is on developing relationship between a dependent variable and an independent variable. Different percent replacements of BC and water cement ratios were used. Compressive strength, modulus of elasticity, water permeability and chloride permeability were tested and variations of these parameters were analyzed with respect to water cement ratio.

Keywords: Compressive strength, concrete, curing, lightweight, aggregate, superabsorbent polymer, internal curing.

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Authors: S. Chumkiew, W. Srisang, M. Jaroensutasinee, K. Jaroensutasinee

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This study investigated the climatic factors associated with Influenza incidence in Nakhon Si Thammarat, Southern Thailand. Climatic factors comprised of the amount of rainfall, percent of rainy days, relative humidity, wind speed, maximum, minimum temperatures and temperature difference. A multiple stepwise regression technique was used to fit the statistical model. The result showed that the temperature difference and percent of rainy days were positively associated with Influenza incidence in Nakhon Si Thammarat.

Keywords: Influenza, Climatic Factor, Relative Humidity, Rainy day, Wind Speed.

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Authors: Jasna Prester, Najla Podrug, Davor Filipović

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Manufacturing companies invest a significant amount of sales into material resources for production. In our sample, 58% of sales is used for manufacturing inputs, while only 24% of sales is used for salaries. This means that if a company is looking to reduce costs, the greater potential is in reduction of material costs than downsizing. This research shows that manufacturing companies in Croatia did realize material savings in last three years. It is also shown by which technologies they achieved materials cost savings. Through literature research, we found research gap as to which technologies reduce material consumption. As methodology of research four regression analyses are used to prove our findings.

Keywords: Croatia, materials savings strategies, technologies, return on sales.

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Authors: R. Sadeghzadegan, S. A. Naeini, A. Mirzaii

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In this article, the results of a series of carefully conducted laboratory test program were represented to determine the small strain shear modulus of sand mixed with a range of kaolinite including zero to 30%. This was experimentally achieved using a triaxial cell equipped with bender element. Results indicate that small shear modulus tends to increase, while clay content decreases and effective confining pressure increases. The exponent of stress in the power model regression analysis was not sensitive to the amount of clay content for all sand clay mixtures, while coefficient A was directly affected by change in clay content.

Keywords: Small shear modulus, bender element test, plastic fines, sand.

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Authors: Ebenezer Kwesi Armah-Ansah, Kenneth Fosu Oteng, Esther Selasi Avinu, Eugene Budu, Edward Kwabena Ameyaw

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Maternal mortality, particularly in Benin, is a major public health concern in sub-Saharan Africa. To provide a positive pregnancy experience and reduce maternal morbidities, all pregnant women must get appropriate and timely prenatal support. However, many pregnant women in developing countries, including Benin, begin Antenatal Care (ANC) late. There is a paucity of empirical literature on the prevalence and predictors of early ANC visits in Benin. As a result, the purpose of this study is to investigate the prevalence and predictors of early ANC visits among women of productive age in Benin. This is a secondary analysis of the 2017/2018 Benin Demographic and Health Survey (BDHS) data. The study involved 6,919 eligible women. Data analysis was conducted using Stata version 14.2 for Mac OS. We adopted a multilevel logistic regression to examine the predictors of early ANC visits in Benin. The results were presented as odds ratios (ORs) associated with 95% confidence intervals (CIs) and p-value < 0.05 to determine the significant associations. The prevalence of early ANC visits among pregnant women in Benin was 57.03% [95% CI: 55.41-58.64]. In the final multilevel logistic regression, early ANC visit was higher among women aged 30-34 [aOR = 1.60, 95% CI = 1.17-2.18] compared to those aged 15-19, women with primary education [aOR = 1.22, 95% CI = 1.06-142] compared to the non-educated women, women who were covered by health insurance [aOR = 3.03, 95% CI = 1.35-6.76], women without a big problem in getting the money needed for treatment [aOR = 1.31, 95% CI = 1.16-1.49], distance to the health facility, not a big problem [aOR = 1.23, 95% CI = 1.08-1.41], and women whose partners had secondary/higher education [aOR = 1.35, 95% CI = 1.15-1.57] compared with those who were not covered by health insurance, had big problem in getting money needed for treatment, distance to health facility is a big problem and whose partners had no education respectively. However, women who had four or more births [aOR = 0.60, 95% CI = 0.48-0.74] and those in Atacora Region [aOR = 0.50, 95% CI = 0.37-0.68] had lower odds of early ANC visit. This study revealed a relatively high prevalence of early ANC visits among women of reproductive age in Benin. Women's age, educational status of women and their partners, parity, health insurance coverage, distance to health facilities, and region were all associated with early ANC visits among women of reproductive in Benin. These factors ought to be taken into account when developing ANC policies and strategies in order to boost early ANC visits among women in Benin. This will significantly reduce maternal and newborn mortality and help achieve the World Health Organization’s recommendation that all pregnant women should initiate early ANC visits within the first three months of pregnancy.

Keywords: Antenatal care, Benin, maternal health, pregnancy, DHS, public health.

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Authors: Y. Yongli, M. H. Aissa

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The purpose of this paper aims for a geotechnical analysis based on experimental physical and mechanical characteristics of Miocene marl situated at Medea region in Algeria. More than 150 soil samples were taken in the investigation part of the North-South Highway which extends over than 53 km from Chiffa in the North to Berrouaghia in the South of Algeria. The analysis of data in terms of Atterberg limits, plasticity index, and clay content reflects an acceptable correlation justified by a high coefficient of regression which was compared with the previous works in the region. Finally, approximated equations that serve as a guideline for geotechnical design locally have been suggested.

Keywords: Correlation, geotechnical properties, Miocene marl, north-south highway.

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Authors: Muhammad Shahid, Suhaimi Ibrahim, Mohd Naz'ri Mahrin

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Requirements management is critical to software delivery success and project lifecycle. Requirements management and their traceability provide assistance for many software engineering activities like impact analysis, coverage analysis, requirements validation and regression testing. In addition requirements traceability is the recognized component of many software process improvement initiatives. Requirements traceability also helps to control and manage evolution of a software system. This paper aims to provide an evaluation of current requirements management and traceability tools. Management and test managers require an appropriate tool for the software under test. We hope, evaluation identified here will help to select the efficient and effective tool.

Keywords: Requirements Traceability, Requirements TraceabilityTools; Requirements Management, Requirement Engineering

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Authors: Hyoup-Sang Yoon

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The quality of video transmitted by mobile ad hoc networks (MANETs) can be influenced by several factors, including protocol layers; parameter settings of each protocol. In this paper, we are concerned with understanding the functional relationship between these influential factors and objective video quality in MANETs. We illustrate a systematic statistical design of experiments (DOE) strategy can be used to analyze MANET parameters and performance. Using a 2^k factorial design, we quantify the main and interactive effects of 7 factors on a response metric (i.e., mean opinion score (MOS) calculated by PSNR with Evalvid package) we then develop a first-order linear regression model between the influential factors and the performance metric.

Keywords: Evalvid, full factorial design, mobile ad hoc networks, ns-2.

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Authors: E. Dabbour, S. M. Easa

Abstract:

Most of the collision warning systems currently available in the automotive market are mainly designed to warn against imminent rear-end and lane-changing collisions. No collision warning system is commercially available to warn against imminent turning collisions at intersections, especially for left-turn collisions when a driver attempts to make a left-turn at either a signalized or non-signalized intersection, conflicting with the path of other approaching vehicles traveling on the opposite-direction traffic stream. One of the major factors that lead to left-turn collisions is the human error and misjudgment of the driver of the turning vehicle when perceiving the speed and acceleration of other vehicles traveling on the opposite-direction traffic stream; therefore, using a properly-designed collision warning system will likely reduce, or even eliminate, this type of collisions by reducing human error. This paper introduces perceptual framework for a proposed collision warning system that can detect imminent left-turn collisions at intersections. The system utilizes a commercially-available detection sensor (either a radar sensor or a laser detector) to detect approaching vehicles traveling on the opposite-direction traffic stream and calculate their speeds and acceleration rates to estimate the time-tocollision and compare that time to the time required for the turning vehicle to clear the intersection. When calculating the time required for the turning vehicle to clear the intersection, consideration is given to the perception-reaction time of the driver of the turning vehicle, which is the time required by the driver to perceive the message given by the warning system and react to it by engaging the throttle. A regression model was developed to estimate perception-reaction time based on age and gender of the driver of the host vehicle. Desired acceleration rate selected by the driver of the turning vehicle, when making the left-turn movement, is another human factor that is considered by the system. Another regression model was developed to estimate the acceleration rate selected by the driver of the turning vehicle based on driver-s age and gender as well as on the location and speed of the nearest approaching vehicle along with the maximum acceleration rate provided by the mechanical characteristics of the turning vehicle. By comparing time-to-collision with the time required for the turning vehicle to clear the intersection, the system displays a message to the driver of the turning vehicle when departure is safe. An application example is provided to illustrate the logic algorithm of the proposed system.

Keywords: Collision warning systems, intelligent transportationsystems, vehicle safety.

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Authors: H. Silvestre

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The aim of this paper is to know the sociodemographic and operational-financial determinants of the services quality perceived by users of the national health services. Through the use of an inquiry conducted by the Ministry of Health, comprehending 16.936 interviews in 2006, we intend to find out if there is any characteristic that determines the 2006 inquiry results. With the revision of the literature we also want to know if the operational-financial results have implications in hospitals users- perception on the quality of the received services. In order to achieve our main goals we will make use of the regression analysis to find out the possible dimensions that determine those results.

Keywords: Management by Results, Quality Approach, Tableau de Bord, Total Quality Management, Services quality.

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Authors: Bachir Chemani, Rachid Halfaoui, Madani Maalem

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The manufacturing technology of band cotton is very delicate and depends to choice of certain parameters such as torsion of warp yarn. The fabric elasticity is achieved without the use of any elastic material, chemical expansion, artificial or synthetic and it’s capable of creating pressures useful for therapeutic treatments. Before use, the band is subjected to treatments of specific preparation for obtaining certain elasticity, however, during its treatment, there are some regression parameters. The dependence of manufacturing parameters on the quality of the chemical treatment was confirmed. The aim of this work is to improve the properties of the fabric through the development of manufacturing technology appropriately. Finally for the treatment of the strip pancake 100% cotton, a treatment method is recommended.

Keywords: Elastic, cotton, processing, torsion.

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Authors: Ghaffar Tari

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The aim of this paper is to investigate the effect of mean size of industry on survival of new firms in East-Azarbaijan province through 1981-2006 using hazard function. So the effect of two variables including mean employment of industry and mean capital of industry are investigated on firm's survival. The Industry & Mine Ministry database has used for data gathering and the data are analyzed using the semi-parametric cox regression model. The results of this study shows that there is a meaningful negative relationship between mean capital of industry and firm's survival, but the mean employment of industry has no meaningful effect on survival of new firms.

Keywords: Firm's Survival, Hazard Function, Mean Capital of Industry, Mean Employment of Industry.

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Authors: H. Aissa, L. Mouzai, M. Bouhadef

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The effects of down slope steepness on soil splash distribution under a water drop impact have been investigated in this study. The equipment used are the burette to simulate a water drop, a splash cup filled with sandy soil which forms the source area and a splash board to collect the ejected particles. The results found in this study have shown that the apparent mass increased with increasing downslope angle following a linear regression equation with high coefficient of determination. In the same way, the radial soil splash distribution over the distance has been analyzed statistically, and an exponential function was the best fit of the relationship for the different slope angles. The curves and the regressions equations validate the well known FSDF and extend the theory of Van Dijk.

Keywords: Splash distribution, water drop, slope steepness, soil detachment.

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Authors: Liubov Evstigneeva

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In this paper an attempt is made to establish causal nexuses between innovation and international trade in Russia. The topicality of this issue is determined by the necessity of choosing policy instruments for economic modernization and transition to innovative development. The vector auto regression (VAR) model and Granger test are applied for the Russian monthly data from 2005 until the second quartile of 2015. Both lagged import and export at the national level cause innovation, the latter starts to stimulate foreign trade since it is a remote lag. In comparison to aggregate data, the results by patent’s categories are more diverse. Importing technologies from foreign countries stimulates patent activity, while innovations created in Russia are only Granger causality for import to Commonwealth of Independent States.

Keywords: Export, import, innovation, patents.

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