Modifications of classic GMDH algorithm and proof of correctness modified algorithm

Mikhail Dyachkov
Original results of a research of Group Method of Data Handling (GMDH) are presented. Key shortcomings on each significant procedure of a classical multi-epoch algorithm are revealed and systematized, and also ways of their elimination, including author's modifications are presented. The correctness theorem of the modified GMDH algorithm is formulated and proved.