Time Series Prediction by means of GMDH Analogues Complexing and GAME. Josef Bouska, Pavel Kordik. IWIM, Prague, 2007.

 Article (in pdf)

Abstract. For time series prediction we can use either parametric or nonparametric models. In this paper we study properties of both approaches for short and medium term prediction intervals. We compare the accuracy of GMDH Analogues Complexing as typical nonparametric method and the Group of Adaptive Models Evolution (GAME) as a parametric method. In our study, we focus on medical data from Motol hospital in Prague and horticulture data from Hort Research New Zealand.

Keywords. Inductive modeling, Analogues Complexing GMDH, GAME, Time series prediction.

References.

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