This site provides review of the GMDH approach and describes recent developments in complex systems modeling, forecasting, data mining and pattern recognition by the Group Method of Data Handling. On our planet there are a lot of processes for which is needed to know their future or to analyze interrelations. Economy, climate, finance, ecology, medicine, manufacturing and military systems - in this and another areas the GMDH method was successfully applied. You can found description of this original approach here.
Computer finds structure of model, main parameters and laws which act in the system itself.
Any parameters, which can influence on the process, can be used as input variables. Linear or non-linear, probabilistic models or clusterizations are selected by minimal value of an external criterion. The selection algorithms are rather simple and they get information directly from data sample. The effective input variables, number of layers and neurons in hidden layers, optimal model structure are determined automatically. It was proved, that using GMDH for short, noisy or inaccurate data sample an optimal simplified model is found, accuracy of which is higher and structure is simpler than structure of usual full physical model.