【摘要】 本文提出了用单向逐步回归方法确定GMDH中最佳部分多项式结构和进行参数估计,并且给出了递推算法。这种算法避免了原算法中的大量重复运算,对多步预测模型更显出其优越性。实际应用例子证明了该算法的有效性。更多还原

【Abstract】 In this paper a unidirectional stepwise regression algorithm is presented to determine the structure of the optimal partial polynomial and estimate parameters in GMDH. In order to avoid intensive iterative computation, a recursion algorithm is proposed. The algorithm is particularly suited to multistep predicted modelling. Application examples have shown its effectiveness.更多还原