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Multistage GMDH algorithm with features orthogonalization and recurrent method for model’s parameters estimation and criterion selection

Pavlov A.V.

Conditions under which generalized relaxational iterative algorithm finds exact solution have been found; belonging the algorithm to class of multistage GMDH algorithms has been proved in this case. Multistage algorithm with features orthogonalization and recurrent method for models’ parameters and selection criterion estimation has been suggested. Model calculation complexity at each algorithm’s stage is constant in contrast to quadratic one for well-known algorithm due to features orthogonalization and recurrent computations.


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