Construction of GMDH-based Prediction model using GA
Ikuo Yoshihara, Kouji Ohta, Kunihito Yamamori · Institutional Repositories DataBase (IRDB) · 2003
Abstract Time series prediction by combining GMDH and Genetic Algorithm (GA) is developed. GMDH combines a simple nonlinear method and built model using GA automatically. The proposed model is compared with GP-based model with bench marks of Mackey-Glass chaos, and sunspots. The prediction methods are evaluated from the viewpoint of minimum prediction error and average prediction error. The proposed model is able to obtain the result better than other methods, or is the same than other methods.