Regression using GMDH Algorithms

Regression using GMDH algorithms from Prof. Alexey G. Ivakhnenko. Group Method of Data Handling (GMDH), or polynomial neural networks, is a family of inductive algorithms that performs gradually complicated polynomial models and selecting the best solution by an external criterion. In other words, inductive GMDH algorithms give possibility finding automatically interrelations in data, and selecting an optimal structure of model or network. The package includes GMDH Combinatorial, GMDH MIA (Multilayered Iterative Algorithm), GMDH GIA (Generalized Iterative Algorithm) and GMDH Combinatorial with Active Neurons. An introduction of GMDH algorithms: Farlow, S.J. (1981): "The GMDH algorithm of Ivakhnenko", The American Statistician, 35(4), pp. 210-215. Ivakhnenko A.G. (1968): "The Group Method of Data Handling - A Rival of the Method of Stochastic Approximation", Soviet Automatic Control, 13(3), pp. 43-55.


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install.packages("GMDHreg")

0.2.0 by Manuel Villacorta Tilve, a month ago


Browse source code at https://github.com/cran/GMDHreg


Authors: Manuel Villacorta Tilve


Documentation:   PDF Manual  


GPL-3 license


Imports stats, utils

Suggests knitr, rmarkdown


See at CRAN