GMDH Type Neural Network Algorithm Identifying a Network Structure with the Heuristic Self-Organization Method

Abstract

A GMDH type neural network algorithm which can identify a nonlinear system whose structure is very complex is proposed. In this algorithm, the heuristic self-organization method of the GMDH algorithm is used and so a neural network structure which has a good prediction accuracy can be organized automatically. Furthermore, instead of the partial polynomials which are used in the GMDH algorithm, partial-neural networks which have four layered hierarchical network structures are used to construct the GMDH type neural network. The proposed algorithm is applied to a nonlinear system identification problem and its advantage over the GMDH algorithm and the conventional networks is shown.