GMDH Shell is a predictive modeling software that provides tools for data exploration, modeling, forecasting, measuring out-of-sample accuracy and application of selected models to new data.
Multivariate time series forecasting
Regression (continuous value prediction)
Classification (prediction of a category)
Ranking and selection of variables
Polynomial curve fitting
A set of models that can be exported to Excel
Predictions
Importance of input variables
Analysis of out-of-sample model accuracy
Create a model
Save the model
Export the model's formula to Excel (deploy a model)
Load a model from a save-file
Apply the model to unknown instances within the analyzed file
Apply the model to a new data-file (scoring)
Visual handling of input and output (target) variables and data transformations
Handling of missing values
Converting categorical (text) data into numeric values (encoding and binary decomposition)
Weighting of dataset rows (handling of imbalanced classification problems)
Time series preprocessing (lags, differences, moving average, incremental weighting of dataset rows)
Elementary functions (logarithmic transformation, normalization, etc.)
Background execution mode via the command line
Dataset examples and project templates
One-click result recalculation for dynamically updated data files
Support for multi-core processors
Support for clustered Linux systems (Enterprise edition)
