Prediction by dual mode GMDH

DOI10.1080/00207728808547143zbMath0658.93079OpenAlexW2043710934MaRDI QIDQ3808003

Kazuo Terada, Kei Hara, Tetsuhiko Yamamoto

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808547143

zbMATH Keywords

overfittingdual mode group method of data handlingprediction of social systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)

Cites Work

• GMDH utilizing BDS with insufficient modelling data

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