Investigation of Fuzzy Inductive Modeling Method in Forecasting Problems

Abstract

This paper is devoted to the investigation and application of fuzzy inductive modeling method in problems of forecasting in the financial sphere. The generalization of GMDH in case of uncertainty - new method fuzzy GMDH is described which enables to construct fuzzy models almost automatically. The algorithm of fuzzy GMDH is considered. The problem of adaptation of fuzzy models obtained by FGMDH is considered and the corresponding adaptation algorithm is described. The experimental investigations of the suggested FGMDH were carried out.