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 ...

Group Method of Data Handling (GMDH) is a family of mathematical modeling and nonlinear regression algorithms, which is originally proposed by Alexey Grigorevich Ivakhnenko, an Ukrainian scientist and mathematician, in 1968. This approach is also known as Polynomial Neural Network and can be assumed as a specific type of supervised Artificial Neural Network (ANN). In addition to modeling specifications, GMDH ...