WASET
	%0 Journal Article
	%A LI qiu-min and  TIAN yi-xiang and  ZHANG gao-xun
	%D 2013
	%J International Journal of Mathematical and Computational Sciences
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 75, 2013
	%T GMDH Modeling Based on Polynomial Spline Estimation and Its Applications
	%U https://publications.waset.org/pdf/17033
	%V 75
	%X GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

	%P 458 - 462