• Title/Summary/Keyword: GMDH Model

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Fuzzy GMDH-type Model and Its Application to Financial Demand Forecasting for the Educational Expenses

  • Hwang, Heung-Suk;Seo, Mi-Young
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2007.11a
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    • pp.183-189
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    • 2007
  • In this paper, we developed the fuzzy group method data handling-type (GMDH) Model and applied it to demand forecasting of educational expenses. At present, GMDH family of modeling algorithms discovers the structure of empirical models and it gives only the way to get the most accurate identification and demand forecasts in case of noised and short input sampling. In distinction to fuzzy system, the results are explicit mathematical models, obtained in a relative short time. In this paper, an adaptive learning network is proposed as a kind of fuzzy GMDH. The proposed method can be reinterpreted as a multi-stage fuzzy decision rule which is called as the fuzzy GMDH. The fuzzy GMDH-type networks have several advantages compared with conventional multi-layered GMDH models. Therefore, many types of nonlinear systems can be automatically modeled by using the fuzzy GMDH. A computer program is developed and successful applications are shown in the field of demand forecasting problem of educational expenses with the number of factors considered.

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A Study on the Performance Improvement of GMDH Algorithm by Feedback (피드백에 의한 GMDH 알고리듬 성능 향상에 관한 연구)

  • Hong, Yeon-Chan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.3
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    • pp.559-564
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    • 2010
  • The GMDH(Group Method of Data Handling) algorithm can be used to predict the complex nonlinear systems. The traditional GMDH algorithm produces the prdicted output of the system model in the output layer through the input layer and the intermediate layers as the prescribed process. The outputs of each layer are produced only by the outputs of the former layer. However, in the traditional GMDH algorithm, though the optimal structure of each layer is derived, the overall structure may not be derived optimally. To overcome this problem, GMDH prediction model which has the overall optimal structure is constructed by feeding back the error between the predicted output and the real output. This can make the prediction more precise. The capability improvement of the proposed algorithm compared to the traditional algorithm is verified through computer simulation.

A design on model following control system of DC servo motor using GMDH algorithm (GMDH 알고리즘에 의한 직류 서보 전동기의 모델추종형 제어계 구성에 관한 연구)

  • 황창선;김문수;이양우;김동완
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1044-1047
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    • 1996
  • In this paper, GMDH(Group Method of Data Handling) algorithm, which is based on heuristic self organization to predict and identify the complex system, is applied to the control system of DC servo motor. The mathematical relation between input voltage and motor speed is obtained by GMDH algorithm. A design method of model following control system based on GMDH algorithm is developed. As a result of applying this method to DC servo motor, the simulation and experiment have shown that the developed method gives a good performance in tracking the reference model and in rejection of disturbance, in spite of constant load and changing load.

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Neuro-Fuzzy GMDH Model and Its Application to Forecasting of Mobile Communication (뉴로 - 퍼지 GMDH 모델 및 이의 이동통신 예측문제에의 응용)

  • Hwang, Heung-Suk
    • IE interfaces
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    • v.16 no.spc
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    • pp.28-32
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    • 2003
  • In this paper, the fuzzy group method data handling-type(GMDH) neural networks and their application to the forecasting of mobile communication system are described. At present, GMDH family of modeling algorithms discovers the structure of empirical models and it gives only the way to get the most accurate identification and demand forecasts in case of noised and short input sampling. In distinction to neural networks, the results are explicit mathematical models, obtained in a relative short time. In this paper, an adaptive learning network is proposed as a kind of neuro-fuzzy GMDH. The proposed method can be reinterpreted as a multi-stage fuzzy decision rule which is called as the neuro-fuzzy GMDH. The GMDH-type neural networks have several advantages compared with conventional multi-layered GMDH models. Therefore, many types of nonlinear systems can be automatically modeled by using the neuro-fuzzy GMDH. The computer program is developed and successful applications are shown in the field of estimating problem of mobile communication with the number of factors considered.

Prediction of California bearing ratio (CBR) for coarse- and fine-grained soils using the GMDH-model

  • Mintae Kim;Seyma Ordu;Ozkan Arslan;Junyoung Ko
    • Geomechanics and Engineering
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    • v.33 no.2
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    • pp.183-194
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    • 2023
  • This study presents the prediction of the California bearing ratio (CBR) of coarse- and fine-grained soils using artificial intelligence technology. The group method of data handling (GMDH) algorithm, an artificial neural network-based model, was used in the prediction of the CBR values. In the design of the prediction models, various combinations of independent input variables for both coarse- and fine-grained soils have been used. The results obtained from the designed GMDH-type neural networks (GMDH-type NN) were compared with other regression models, such as linear, support vector, and multilayer perception regression methods. The performance of models was evaluated with a regression coefficient (R2), root-mean-square error (RMSE), and mean absolute error (MAE). The results showed that GMDH-type NN algorithm had higher performance than other regression methods in the prediction of CBR value for coarse- and fine-grained soils. The GMDH model had an R2 of 0.938, RMSE of 1.87, and MAE of 1.48 for the input variables {G, S, and MDD} in coarse-grained soils. For fine-grained soils, it had an R2 of 0.829, RMSE of 3.02, and MAE of 2.40, when using the input variables {LL, PI, MDD, and OMC}. The performance evaluations revealed that the GMDH-type NN models were effective in predicting CBR values of both coarse- and fine-grained soils.

Fuzzy GMDH Model and Its Application to the Sewage Treatment Process (퍼지 GMDH 모델과 하수처리공정에의 응용)

  • 노석범;오성권;황형수;박희순
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.153-158
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    • 1995
  • In this paper, A new design method of fuzzy modeling is presented for the model identification of nonlinear complex systems. The proposed fuzzy GMDH modeling implements system structure and parameter identification using GMDH(Group Method of Data Handling) algorithm and linguistic fuzzy implication rules from input and output data of processes. In order to identify premise structure and parameter of fuzzy implication rules, GMDH algorithm and fuzzy reasoning method are used and the least square method is utilized for the identification of optimum consequence parameters. Time series data for gas furnaceare those for sewage treatment process are used for the purpose of evaluating the performance of the proposed fuzzy GMDH modeling. The results show that the proposed method can produce the fuzzy model with higher accuracy than other works achieved previously.

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Application of GMDH model for predicting the fundamental period of regular RC infilled frames

  • Tran, Viet-Linh;Kim, Seung-Eock
    • Steel and Composite Structures
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    • v.42 no.1
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    • pp.123-137
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    • 2022
  • The fundamental period (FP) is one of the most critical parameters for the seismic design of structures. In the reinforced concrete (RC) infilled frame, the infill walls significantly affect the FP because they change the stiffness and mass of the structure. Although several formulas have been proposed for estimating the FP of the RC infilled frame, they are often associated with high bias and variance. In this study, an efficient soft computing model, namely the group method of data handling (GMDH), is proposed to predict the FP of regular RC infilled frames. For this purpose, 4026 data sets are obtained from the open literature, and the quality of the database is examined and evaluated in detail. Based on the cleaning database, several GMDH models are constructed and the best prediction model, which considers the height of the building, the span length, the opening percentage, and the infill wall stiffness as the input variables for predicting the FP of regular RC infilled frames, is chosen. The performance of the proposed GMDH model is further underscored through comparison of its FP predictions with those of existing design codes and empirical models. The accuracy of the proposed GMDH model is proven to be superior to others. Finally, explicit formulas and a graphical user-friendly interface (GUI) tool are developed to apply the GMDH model for practical use. They can provide a rapid prediction and design for the FP of regular RC infilled frames.

Improvement of Modeling Capability of GMDH Algorithm with Interlayer Connection (층간 연결에 의한 GMDH 알고리듬의 모델링 성능 향상)

  • Hong, Yeon-Chan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.6
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    • pp.1200-1207
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    • 2009
  • The GMDH(Group Method of Data Handling) algorithm can be used to model the complex nonlinear systems. The traditional GMDH algorithm produces the output of the system model in the output layer through the input layer and the intermediate layers as the prescribed process. The outputs of each layer are produced only by the outputs of the former layer. However among the inputs there may be the inputs which can influence the modeling result more than the other inputs. Therefore in this paper the method which improve the modeling capability by interlayer connection of more influential inputs is proposed. The capability improvement of the proposed algorithm compared to the traditional algorithm is verified through computer simulation.

GMDH-based prediction of shear strength of FRP-RC beams with and without stirrups

  • Kaveh, Ali;Bakhshpoori, Taha;Hamze-Ziabari, Seyed Mahmood
    • Computers and Concrete
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    • v.22 no.2
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    • pp.197-207
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    • 2018
  • In the present study, group method of data handling networks (GMDH) are adopted and evaluated for shear strength prediction of both FRP-reinforced concrete members with and without stirrups. Input parameters considered for the GMDH are altogether 12 influential geometrical and mechanical parameters. Two available and very recently collected comprehensive datasets containing 112 and 175 data samples are used to develop new models for two cases with and without shear reinforcement, respectively. The proposed GMDH models are compared with several codes of practice. An artificial neural network (ANN) model and an ANFIS based model are also developed using the same databases to further assessment of GMDH. The accuracy of the developed models is evaluated by statistical error parameters. The results show that the GMDH outperforms other models and successfully can be used as a practical and effective tool for shear strength prediction of members without stirrups ($R^2=0.94$) and with stirrups ($R^2=0.95$). Furthermore, the relative importance and influence of input parameters in the prediction of shear capacity of reinforced concrete members are evaluated through parametric and sensitivity analyses.

A Study on the Accuracy of the Forecasting Using Group Method of Data Handling (자료(資料)취급의 집단적 방법(GMDH)을 사용한 자측(子測)의 정도(精度)에 관한 연구(硏究))

  • Jo, Am
    • Journal of Korean Society for Quality Management
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    • v.14 no.1
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    • pp.53-60
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    • 1986
  • The purpose of this study has been finding where GMDH (Group Method of Data Handling) lies in accordance with comparing other methods and ascertaining the effectiveness of GMDH at the systems of forecasting method. Other methods used for the comparison are: multiple regression model, Brown's third exponential smoothing model. Also the study has reviewed how the expected value and equatior are changed by GMDH. At the same time, the study has also reviewed various characteristics made with comparatively a few data. In conclusion, GMDH is better than the other method in point of view fitness, high effectiveness in self-selection and self-construction of the variables.

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