Title
GMDH: An R Package for Short Term Forecasting via GMDH-Type Neural Network Algorithms
Abstract
Group Method of Data Handling (GMDH)-type neural network algorithms are the heuristic self organization method for the modelling of complex systems. GMDH algorithms are utilized for a variety of purposes, examples include identification of physical laws, the extrapolation of physical fields, pattern recognition, clustering, the approximation of multidimensional processes, forecasting without models, etc. In this study, the R package GMDH is presented to make short term forecasting through GMDH-type neural network algorithms. The GMDH package has options to use different transfer functions (sigmoid, radial basis, polynomial, and tangent functions) simultaneously or separately. Data on cancer death rate of Pennsylvania from 1930 to 2000 are used to illustrate the features of the GMDH package. The results based on ARIMA models and exponential smoothing methods are included for comparison.
Year
DOI
Venue
2016
10.32614/rj-2016-028
R JOURNAL
Field
DocType
Volume
Econometrics,Computer science,Artificial intelligence,Artificial neural network,R package
Journal
8
Issue
ISSN
Citations 
1
2073-4859
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Osman Dag101.69
Ceylan Yozgatligil210.78