Krzysiaczek99
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I just playing with GMDH polynomial net, few useful links:
Forecasting Software for Professionals (GMDH shell, I use trial version)
Group Method of Data Handling (GMDH) for data mining, forecasting algorithms optimization, fuzzy models analysis, statistical learning networks and modeling software systems
I made a simple time series prediction using GMDH with GMDHShell, NS2 and Matlab, see the detail within article.
So you created 3 GMDH models but why not strategy based on this models ?? Than we will see the reality of its predictive power...
Krzysztof