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The self-organizing methods of long-term forecasting (I) — GMDH and GMPSC model

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Summary

First, the Group Method of Data Handling (GMDH) algorithm, a self-organizing method for constructing higher order regression, is applied to build a model for long-term forecasting. Then, the Group Method of Phase Space Component (GMPSC) model is set up based on chaos theory and GMDH. Several case studies show that both GMDH and GMPSC provide an efficient and potentially useful tool for non-linear time series modeling.

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Author notes

  1. Z. -S. Lin & J. Liu

    Present address: Department of Atmospheric Sciences, Nanjing University, 210008, Beijing, P.R. China

  2. X. -D. He

    Present address: Department of Geophysics, Peking University, 100871, Beijing, P.R. China

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    1. Z. -S. Lin
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    2. J. Liu
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    3. X. -D. He
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    Additional information

    Supported by the NKPFR “Climate Dynamics and Climate Prediction Theory”.

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    Lin, Z.S., Liu, J. & He, X.D. The self-organizing methods of long-term forecasting (I) — GMDH and GMPSC model. Meteorl. Atmos. Phys. 53, 155–160 (1994). https://doi.org/10.1007/BF01029610

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    • DOI: https://doi.org/10.1007/BF01029610

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