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GMDH algorithms for complex systems modelling

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  • J. -A. Müller
  • A. G. Ivachnenko
  • F. Lemke

Abstract

At present, GMDH algorithms give us a way to identify and forecast economic processes in the case of noised and short input sampling. In contrast to neural networks, the results are explicit mathematical models, obtained in a relatively short time. For ill-defined objects with very big noises, better results are obtained by analog complexing methods. Nets with active neurons should be applied to increase accuracy. Active neurons are able, during the self-organizing process, to estimate which inputs are necessary to minimize the given objective function of the neuron. In the neuronet with such neurons, we have a twofold multilayered structure: neurons themselves are multilayered, and they will be united into a multilayered network. SelfOrganize! is an easy-to-use modelling tool which realizes twice-multilayered neu-ronets and enables the creation of time series, single input/single output, multi-input/single output and multi-input/multi-output systems (system of equations). Successful applications are shown in the field of analysis and prediction of characteristics of stock markets in financial risk control modelling.

Suggested Citation

  • J. -A. Müller & A. G. Ivachnenko & F. Lemke, 1998. "GMDH algorithms for complex systems modelling," Mathematical and Computer Modelling of Dynamical Systems, Taylor & Francis Journals, vol. 4(4), pages 275-316, January.
    • Handle: RePEc:taf:nmcmxx:v:4:y:1998:i:4:p:275-316
    DOI: 10.1080/13873959808837083
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    Cited by:

    1. Baraka Mathew Nkurlu & Chuanbo Shen & Solomon Asante-Okyere & Alvin K. Mulashani & Jacqueline Chungu & Liang Wang, 2020. "Prediction of Permeability Using Group Method of Data Handling (GMDH) Neural Network from Well Log Data," Energies, MDPI, vol. 13(3), pages 1-18, January.
    2. Saeideh Samani & Meysam Vadiati & Farahnaz Azizi & Efat Zamani & Ozgur Kisi, 2022. "Groundwater Level Simulation Using Soft Computing Methods with Emphasis on Major Meteorological Components," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(10), pages 3627-3647, August.

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