GMDH Shell

GMDH Shell designed for predictive modeling. It uses combinatorial algorithm of Group Method of Data Handling to obtain noise-resistant models with optimal complexity.

Notable features of the software:

• Plug-in architecture.
• Able to collect input data from many files.
• Generate numerous lags of input data; encode text inputs and shift output for rolling forecast.
• Simulate series of predictions using selected segment of input data.
• Estimate importance of variables.
• Extrapolate model output when input samples are known.

The software is shareware. Free version computes tasks upto 30 second.