Time-series prediction can be assumed as a special case of nonlinear regression and function approximation. Hence, nonlinear regression approaches, like Artificial Neural Networks and Group Method of Data Handling (GMDH) can be applied to perform time-series forecasting problems.
In this post, we are going to share with you, the source codes of time-series prediction using GMDH in MATLAB, which is applied to the modeling and prediction of time-series of global ice volume. Previously, the MATLAB implementation of GMDH was shared on Yariz, in this link. The same code is used in this post, to perform time-series modeling and forecasting. If you are familiar with MATLAB programming language, you will find it easy, to use these codes in your research and projects.
The download link of this project follows.
Implementation of Time-Series Prediction using GMDH in MATLABDownload