Abstract
At present GMDH algorithms give us an explicit model description (equations, rules, patterns) of complex ill-defined systems in the case of very short and noisy data samples. Therefore this is a necessary supplement to simulation methodology. Self-organising modelling and in special the GMDH approach is suitable and valuable as a part of the whole simulation process, which is demonstrated in macroeconomic simulation. More than this the paper will give an overview about the sources of traditional GMDH and about further development of self-organising modelling which is implemented in KnowledgeMiner.
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