TS-Based GMDH Model and Its application. He Changzheng, Zhu Bing, Zheng Mingcui

Abstract. In this paper, FRI algorithm which has some deficiencies in feature extraction of market segments groups is improved. By replacing Mamdani fuzzy inference with TS fuzzy inference, a new TS-based GMDH model is built. The algorithm is realized with simple Matlab code.It has been demonstrated in the empirical research that TS-based GMDH model improves the deficiencies of FRI in extracting features of different market groups. This result is further development of the theory and method of GMDH and provides a new approach for inductive modeling.

Keywords. FRI algorithm, TS model, GMDH, Feature extraction.

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