Yarpiz Academic Source Codes and Tutorials
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.
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The download link of this project follows.
Implementation of Time-Series Prediction using GMDH in MATLAB
DownloadCiting This Work
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Cite as:
Mostapha Kalami Heris, Time-Series Prediction using GMDH in MATLAB (URL: https://yarpiz.com/323/ypml120-time-series-prediction-using-gmdh), Yarpiz, 2015.
excellent
Thanks.
thanks, my PhD student and I have been looking for codes in MATLAB to analyze transformer top-oil. what we got from you will help us.
very thanks.
Very thanks for your useful code. How I can use this code to mulit-step ahead forecasting? This problem not explained in the code. Please add it. Thanks to your answer.