The basic theoretical results of GMDH consists of:
- It was proved that shortened non-physical forecasting models
is better than contentative physical model on error criterion.
(See: Aksenova,T.I. and Yurachkovsky,Yu.P. A Characterization
at Unbiased Structure and Conditions of Their J-Optimality, Sov.
J. of Automation and Information Sciences, vol.21, 4, 1988, pp.36-42)
- It was proved the convergence of multilayered GMDH algorithms.
(See: Ivakhnenko,A.G. and Yurachkovsky,Yu.P., Modelirovanie Slozhnykh
System po Exsperimentalnym Dannym (Modeling of Complex Systems
after Experimental Data). Moscow: Radio i svyaz, 1986, 118p.)