It is very significant for us to predict future energy consumption accurately. As for China’s energy consumption annual time series, the sample size is relatively small. This paper combines the traditional auto-regressive model with group method of data handling (GMDH) suitable for small sample prediction, and proposes a novel GMDH based auto-regressive (GAR) model. This model can finish the modeling process in self-organized manner, including finding the optimal complexity model, determining the optimal auto-regressive order and estimating mo...
