7.2 Comparison of different partial descriptions

In the next series of experiments, the investigations of FGMDH models with the following partial descriptions were carried out: quadratic polynomials, Chebyshev's polynomials, trigonometric polynomials, and ARIMA models. In Figure 3 accuracy of forecasting PCI is presented with different PD.

As we can see, the best results are obtained with models which use trigonometric polynomials as PD. Somewhat worse are results with classic quadratic polynomials. And the worst turned out to be ARIMA models as PD. It may be explained by the fact that ARIMA models are functions of one variable. That is a serious drawback of such models.
