In the case of substantial noise, i.e., for inaccurate and incomplete data, the use of the Group Method of Data Handling (GMDH) algorithm leads to sharp and rather deep minimums of dependency of external criterion of accuracy measured on testing sample on the complexity of model structure. This minimum indicates the optimal model. In practice, however, if the noise is just noticeable, i.e., if ...

this paper presents the application of multivariate time series model (ardl) to investigate factors affecting bread waste and to explore the relationships among shortrun, longrun and error correction coefficient and the independent variables over the period 1978-2006. results reveal that gross national product and urbanization have positive effects on bread waste in the long term, while the bre...

the emphasis of this paper is the role of volatility indices on improvement artificial neural networks (anns) forecasting models for the daily usd/eur and usd/gbp exchange rates two volatility indices are used. first; the realized volatility, which is based on intra-daily data, and second the garch volatility. they are applied into the model in two ways. firstly, the lagged volatility index is ...

The group method of data handling technique (GMDH) and Box-Jenkins methods are two wellknown time series forecasting of mathematical modeling. In this paper, we introduce a hybrid modeling which combines the GMDH method with the Box-Jenkins method to model time series data. The Box-Jenkins method was used to determine the useful input variables of GMDH method and then the GMDH method which work...

The purpose of this paper is to propose a hybrid model which combines locally linear embedding (LLE) algorithm and support vector machines (SVM) to predict the failure of firms based on past financial performance data. By making use of the LLE algorithm to perform dimension reduction for feature extraction, is then utilized as a preprocessor to improve business failure prediction capability by ...

Geological facies interpretation is essential for reservoir studying. The method of classification and identification seismic traces is a powerful approach for geological facies classification and distinction. Use of neural networks as classifiers is increasing in different sciences like seismic. They are computer efficient and ideal for patterns identification. They can simply learn new algori...

0957-4174/$ see front matter 2013 Elsevier Ltd. A http://dx.doi.org/10.1016/j.eswa.2013.01.060 ⇑ Tel.: +385 1 4561191. E-mail address: [email protected] The main disadvantage of self-organizing polynomial neural networks (SOPNN) automatically structured and trained by the group method of data handling (GMDH) algorithm is a partial optimization of model weights as the GMDH algorithm optimizes on...

In this paper we discuss several aspects of simulation based Bayesian econometric inference. We start at an elementary level on basic concepts of Bayesian analysis; evaluating integrals by simulation methods is a crucial ingredient in Bayesian inference. Next, the most popular and well-known simulation techniques are discussed, the Metropolis-Hastings algorithm and Gibbs sampling (being the mos...