Fuzzy algorithm of GMDH and its expedient modifications with combinatorial-selective generation of particular models . Alexander Pavlov, Vladimir Pavlov

Abstract. The GMDH algorithm is offered in the paper for synthesizing the fuzzy models of optimal complication and models of error corridor. The algorithm uses a combinatorial-selective method of forming the particular models and uses linear programming for receiving estimations of model parameters on a learning sample. The possibilities for generalizing designed algorithm for a problem of synthesizing of a error corridor model are considered. The method of piecewise approximating of curves and processes is offered, that is based on a usage of the models family from the corridor that was received.

Keywords. GMDH, fuzzy model, error corridor, linear programming, approximation, models family.

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