Improved dual mode GMDH with automatic switch |
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| Authors: | KEI HARA TETSUHIKO YAMAMOTO KAZUO TERADA |
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| Affiliation: | 1. Faculty of Engineering, Doshisha University, Karasuma-Imadegawa , Kamigyoku, Kyoto, 602, Japan;2. Faculty of Engineering, University of the Ryukyus, Senbaru I , Nishiharacho, Okinawa, 903-01, Japan;3. Yasu Plant, IBM Japan Ltd. , 800 Ichimiyake, Yasucho, Shiga, 524-02, Japan |
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| Abstract: | This paper proposes a stable dual mode GMDH. In each layer, two types of functions are prepared and compared with each other. The output of the model is given by the superior function, which is automatically selected according to the criterion proposed in this paper. Two real social systems arc applied to check the effectiveness of this method. A modelling interval longer than the period of the real system suppresses large predictionsl errors. |
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