Inductive Method of Optimal Model Selection by External Error Criterion with Additional Determination Using Bias. Ivakhnenko A.G., Savchenko E.A., Somina L.P. IWIM, Prague, 2007.
Article (in pdf)
Abstract. The problem of optimal model selection often occurs in a real problems of modeling, because there can be a several accurate models. For this case the method of determination of model by additional bias criterion is proposed. At first the criterion of regularity is calculated, then if the optimal model is not possible to select, the additional bias criterion is calculated for the models which fall into interval of uncertainty. The examples of models determination are shown in problems of selection of aircrafts surface material, forecasting of glucose level for diabetes patients and prediction of solar activity by Wolf’s numbers.
Keywords. Inductive modelling, GMDH, bias criterion, additional determination, forecasting.
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