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Group method of data handling is a family of inductive algorithms for computer-based mathematical modeling of multi-parametric datasets that features fully automatic structural and parametric optimization of models.
GMDH is used in such fields as data mining, knowledge discovery, prediction, complex systems modeling, optimization and pattern recognition. GMDH algorithms are characterized by inductive procedure that performs sorting-out of gradually complicated polynomial models and selecting the best solution by means of the external criterion.
A GMDH model with multiple inputs and one output is a subset of components of the base function :
where fi are elementary functions dependent on different sets of inputs, ai are coefficients and m is the number of the base function components.