Journal of the Korea Institute of Information and Communication Engineering (한국정보통신학회논문지)

The Korea Institute of Information and Commucation Engineering (한국정보통신학회)
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A Study on the Performance Improvement of GMDH Algorithm by Feedback

피드백에 의한 GMDH 알고리듬 성능 향상에 관한 연구

  • 홍연찬 (인천대학교 전자공학과)
  • Received : 2009.12.22
  • Accepted : 2010.01.11
  • Published : 2010.03.31
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Abstract

The GMDH(Group Method of Data Handling) algorithm can be used to predict the complex nonlinear systems. The traditional GMDH algorithm produces the prdicted output of the system model in the output layer through the input layer and the intermediate layers as the prescribed process. The outputs of each layer are produced only by the outputs of the former layer. However, in the traditional GMDH algorithm, though the optimal structure of each layer is derived, the overall structure may not be derived optimally. To overcome this problem, GMDH prediction model which has the overall optimal structure is constructed by feeding back the error between the predicted output and the real output. This can make the prediction more precise. The capability improvement of the proposed algorithm compared to the traditional algorithm is verified through computer simulation.

복잡한 비선형 시스템을 예측하기 위하여 GMDH(Group Method of Data Handling) 알고리듬을 사용할 수 있다. 기존의 GMDH 알고리듬은 정해진 절차에 의해 입력층부터 중간층들을 거쳐 출력층에서 시스템의 예측 출력을 생성한다. 각 층의 출력은 전 층의 출력에 의해서만 생성된다. 그러나 전형적인 GMDH 알고리듬에서 층별로 최적의 구조가 결정되지만 전체적으로는 최적의 구조가 결정되지 않을 수도 있다는 문제점을 해결하기 위해 예측된 출력을 실제의 출력과 비교하여 그 에러를 피드백하여 전체적으로 최적의 구조를 가지는 GMDH 예측 모델을 구성함으로 써 보다 정확한 예측이 가능하도록 하였다. 제안된 알고리듬이 기존의 알고리듬보다 성능이 향상된 것을 컴퓨터 시뮬레이션을 통해 검증하였다.

Keywords

References

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