Ind. Eng. Chem. Res.

2009, 48, 2129–2134 2129

Estimation of Liquid-Liquid Equilibrium for a Quaternary System Using the

GMDH Algorithm
Shahbaz Zahr Reyhani,† Hossein Ghanadzadeh,*,† Luis Puigjaner,‡ and Francis Recances‡
Faculty of Engineering, UniVersity of Guilan, P.O. Box 41635-3756, Rasht, Iran, and Chemical Engineering
Department, UniVersitat Politècnica de Catalunya, ETSEIB, Diagonal 647, Barcelona E-08028, Spain

Liquid-liquid equilibrium (LLE) data are important for designing and modeling of process equipment. In this
article, the group method of data handling (GMDH) technique has been used to estimate LLE data of the quaternary
system of corn oil + oleic acid + ethanol + water at 298.15 K. Using this method, a new model has been proposed
that is suitable for use in predicting LLE data. The equilibrium data presented herein were predicted using the
GMDH model. To evaluate the performance of the GMDH method, we compared the data predicted using the
proposed model with experimental data. Moreover, we compared the deviation between the experimental data and
the data estimated with the GMDH. We also used the deviations of some existing models for the comparison. The
results show that the proposed model can be used as an efficient tool for estimating LLE data.

1. Introduction identification, and approximation of multivariate processes, diag-

The importance of the availability of precise liquid-liquid
equilibrium (LLE) data in the rational design of many chemical
processes and separation operations has been the subject of much
research in recent years. A large number of investigations have
been carried out on LLE measurements, in order to understand
and provide further information about the phase behavior of such
systems. Usually, the presented equilibrium data are correlated
using thermodynamic methods. These thermodynamic models have
been successfully used for the correlation of several LLE systems.1
However, conventional thermodynamic methods for data prediction
of complex systems are tedious and involve a certain amount of
empiricism.2,3 Recently, new prediction methods were developed
using artificial neural networks (ANNs) in order to avoid these
limitations. ANNs are nonlinear and highly flexible models that
have been successfully used in many fields to model complex
nonlinear relationships. Hence, they offer potential to overcome
the limitations of the traditional thermodynamic models and
polynomial correlation methods for complicated systems, especially
in estimating LLE and vapor-liquid equilibrium (VLE).3-8 ANNs
can be viewed as universal function approximators, which means
that, given enough data, they can approximate the underlying
function with accuracy.9 Some ANNs have their origins in
techniques for performing the exact interpolation of a set of data
points in a multidimensional space.10 This type of mapping provides
an interpolating function that passes exactly through every data
point. However, the main disadvantage of such approaches is that
the detected dependencies are hidden within the neural network
structure.11 Moreover, the inherent complexity in the design of
traditional neural networks in terms of understanding the most
appropriate topology and coefficients has a great impact on their
performance.12 Conversely, the group method of data handling
(GMDH)13 is aimed at identifying the functional structure of a
model hidden in the empirical data. The main idea of the GMDH
is the use of feed-forward networks based on short-term polynomial
transfer functions whose coefficients are obtained using regression
combined with emulation of the self-organizing activity behind
neural network (NN) structural learning.14 The GMDH was
developed for complex systems for the modeling, prediction,
* To whom correspondence should be addressed. E-mail: hggilani@
guilan.ac.ir. Tel.: +(98)-131-6690270. Fax: +(98)-131-6690271.
†
University of Guilan.
‡
Universitat Politècnica de Catalunya.
10.1021/ie801082s CCC: $40.75  2009 American Chemical Society
Published on Web 01/05/2009
nostics, pattern recognition, and clustering in data samples. It has
been shown that, for inaccurate, noisy, or small data sets, the
GMDH is the best optimal simplified model, with a higher accuracy
and a simpler structure than typical full physical models. In this
work, to avoid the limitations of ANNs, an LLE prediction method
was developed using the GMDH algorithm. The aim of this
proposed method is to predict LLE data of a quaternary system,15
namely, corn oil + oleic acid + ethanol + water, using the GMDH
algorithm. Using existing data,15 the proposed network was trained.
The trained network was used to predict the LLE data in the oil
and alcohol phases. Then, the data predicted by the proposed model
was compared with experimental data. Also, to investigate the
reliability of the proposed method, root-mean-square deviations of
results obtained by the NRTL, UNIQUAC, and GMDH models
were compared. Phase diagrams for the studied quaternary system
including both the experimental and predicted tie lines are
presented.
2. Group Method of Data Handling (GMDH)
The group method of data handling (GMDH) is a combina-
torial multilayer algorithm in which a network of layers and
nodes is generated using a number of inputs from the data stream
being evaluated. The group method of data handling was first
proposed by Ivakhnenko.13 The GMDH network topology has
traditionally been determined using a layer-by-layer pruning
process based on a preselected criterion of what constitutes the
best nodes at each level. The goal is to obtain a mathematical
model of the object under study. The GMDH adaptively creates
models from data in the form of networks of optimized transfer
functions in a repetitive generation of layers of alternative
models of growing complexity and corresponding model valida-
tion and fitness selection until an optimal complex model that
is not too simple and not too complex has been created. Neither
the numbers of neurons and layers in the network nor the actual
behavior of each created neuron is predefined. All of these
parameters are adjusted during the process of self-organization
by the process itself. As a result, an explicit analytical model
representing relevant relationships between input and output
variables is available immediately after modeling. This model
contains the extracted knowledge applicable for interpretation,
prediction, classification, or problem diagnosis.16
2130 Ind. Eng. Chem. Res., Vol. 48, No. 4, 2009

layer (m + 1) produces a better result than layer m. When layer

(m + 1) is found to be not as good as layer m, the process is
halted. The formal definition of the problem is to find a function
f̂ so that it can be approximately used instead of the actual
function, f, in order to predict output ŷ for a given input vector
X ) (x1 x2 x3... xn) as close as possible to its actual output y.
Therefore, given M observation of multi-input-single-output
data pairs (training data set), so that
yi ) f(xi1,xi2,xi3,...,xin) i ) 1, 2,..., M (2)
it is possible to train a GMDH-type network to predict the output
values ŷ using training data, i.e.

ŷi ) f̂(xi1,xi2,xi3,...,xin) i ) 1, 2,..., M (3)

Figure 1. Feed-forward GMDH-type neural network.
Table 1. Overall Composition of Liquid-Liquid Equilibrium Data
for the System Corn Oil (1) + Commercial Oleic Acid (2) + Solvent
[Ethanol (3) + Water (4)] at 298.15 K15
This equation is tested for fitness by determining the mean
square error of the predicted ŷ and actual y values as shown in
eq 4 using a set of testing data. This value should be minimized.
M

∑ (ŷ - y )
100w1 100w2 100w3 100w4 2
i i f min (4)
5 wt % water in solvent i)1
47.98 0.00 49.40 2.63
47.21 2.53 47.72 2.54 The general connection between input and output variables can
43.46 4.91 49.02 2.61 be expressed by eq 1. For most applications, a quadratic equation
39.25 9.87 48.32 2.57 of only two variables is used in the form
35.65 14.52 47.32 2.51
29.85 19.99 47.62 2.53
ŷ ) F(xi,xj) ) a0 + a1xi + a2xj + a3xixj + a4xi2 + a5xj2 (5)
8 wt % water in solvent
49.97 0.00 46.03 4.00 to predict the output y. A typical feed-forward GMDH-type
44.97 5.39 45.67 3.97 network is shown in Figure 1. The coefficients ai in eq 5 are
39.78 9.81 46.38 4.03 calculated using regression techniques,13,14 so that the difference
35.49 14.59 45.93 3.99
30.99 19.77 45.30 3.94 between the actual output, y, and the calculated value, ŷ, for
12 wt % water in solvent
each pair of input variables (xi, xj) is minimized. Indeed, it can
be seen that a tree of polynomials is constructed using the
50.07 0.00 43.94 5.99
47.94 2.40 43.70 5.96 quadratic form given in eq 5 whose coefficients are obtained in
45.85 4.92 43.32 5.91 a least-squares sense. In this way, the coefficients of each
41.49 9.65 43.26 5.90 quadratic function Fi are obtained to optimally fit the output
34.15 14.79 44.93 6.13
30.04 19.99 43.97 5.99
for the whole set of input-output data pairs, i.e.
24.59 25.06 44.30 6.04
18 wt % water in solvent
r2
)
∑ M
i)1
[yi - Fi(·)]2
f min (6)
50.35
48.27
0.00
2.42
40.72
40.44
8.94
8.88 ∑ M
y2
i)1 i
44.10 4.91 41.81 9.18
39.94 9.80 41.22 9.05 In the basic form of the GMDH algorithm, all possibilities
34.70 15.08 41.18 9.04 of two independent variables out of total of n input variables
29.66 20.15 41.16 9.03 are taken in order to construct the regression polynomial in the
25.22 24.89 40.91 8.97
form of eq 5 that best fits the dependent observations (yi, i ) 1,
2,..., M) in a least-squares sense. Consequently
2.1. GMDH Algorithm. The traditional GMDH method13,14
is based on an underlying assumption that the data can be
modeled by using an approximation of the Volterra series or
Kolmorgorov-Gabor polynomial,17 as given by
() n
2
)
n(n - 1)
2
(7)

neurons are built up in the second layer of the feed-forward network

n n n n n n from the observations {(yi, xip, xiq), (i ) 1, 2,..., M)} for different
y ) a0 + ∑ax +∑∑a xx +∑∑∑a
i i ij i j ijlxixjxl + ... (1) p, q ∈ {1, 2,..., M}.12 In other words, it is now possible to construct
i)1 i)1 j)1 i)1 j)1 l)1 M data triples {(yi, xip, xiq), (i ) 1, 2,..., M)} from observation using
such p, q ∈ {1, 2,..., M} in the form of

[ ]
where xi, xj, and xl are the inputs; y is the output; and a0, ai, aij,
and aijl are the coefficients of the polynomial functional nodes.
A GMDH network can be represented as a set of neurons in x1p x1q l y1
which different pairs of neurons in each layer are connected x2p x2q l y2
(8)
through a quadratic polynomial and thus produce new neurons ... ... ... ...
in the next layer.18 In the classical GMDH algorithm, all xMp xMq l yM
combinations of the inputs are generated and sent into the first Using the quadratic expression in the form of eq 5 for each
layer of the network. The outputs from this layer are then row of M data triples, the following matrix equation can be
classified and selected for input to be fed into the next layer, readily obtained as
with all combinations of the selected outputs being sent into
layer 2. This process is continued as long as each subsequent Ba ) Y (9)
 Ind. Eng. Chem. Res., Vol. 48, No. 4, 2009 2131
Table 2. Experimental and Predicted Liquid-Liquid Equilibrium Data for the Studied System in the Alcohol and Oil Phases
alcohol phase (II) oil phase (I)
100w1 100w2 100w3 100w4 100w1 100w2 100w3 100w4
expt calc expt calc expt calc expt calc expt calc expt calc expt calc expt calc
5 wt % water in solvent
1.61 1.42 0.00 0.00 92.39 92.79 5.99 5.79 91.63 91.99 0.00 0.00 8.07 7.73 0.30 0.28
2.33 2.19 2.40 2.54 89.93 89.40 5.34 5.87 87.79 84.64 2.24 2.38 9.65 12.53 0.33 0.45
1.61 2.08 5.11 4.89 87.91 87.36 5.37 5.66 84.23 84.67 4.64 4.53 10.74 10.45 0.39 0.34
4.33 4.21 10.26 10.01 80.39 80.50 5.03 5.28 75.20 75.30 9.35 9.24 14.89 14.94 0.56 0.53
7.35 7.42 15.11 14.83 73.06 73.09 4.48 4.66 65.77 65.18 13.87 13.96 19.70 20.08 0.67 0.77
16.72 16.50 20.25 20.76 59.17 59.09 3.86 3.65 50.11 50.95 19.29 18.99 28.51 28.03 2.09 2.03
8 wt % water in solvent
0.66 0.77 0.00 0.00 88.38 88.24 10.96 10.98 93.76 93.20 0.00 0.00 5.64 6.16 0.60 0.63
1.34 1.18 4.54 4.77 83.36 83.26 10.76 10.80 85.34 85.15 5,64 5.64 8.36 8.47 0.66 0.73
1.71 1.44 8.73 8.91 79.45 79.29 10.11 10.37 77.96 79.54 10.39 10.12 10.88 9.60 0.76 0.73
2.57 2.85 13.82 13.71 73.76 73.61 9.86 9.83 69.63 70.21 15.34 15.16 13.91 13.59 1.11 1.04
5.14 5.40 19.33 19.24 66.49 66.40 9.03 8.95 58.97 58.71 20.97 20.85 18.40 18.80 1.66 1.63
12 wt % water in solvent
0.44 0.66 0.00 0.00 85.59 85.65 13.97 13.69 94.57 94.85 0.00 0.00 5.10 4.81 0.34 0.34
0.67 0.79 1.81 1.74 83.73 83.73 13.80 13.74 90.56 90.39 2.71 2.88 6.08 6.21 0.65 0.52
0.82 0.85 3.80 3.68 81.62 81.74 13.76 13.73 86.09 85.83 5.65 5.86 7.59 7.63 0.66 0.68
1.21 1.11 7.86 7.55 77.73 78.05 13.21 13.28 78.14 78.37 10.97 11.42 10.13 9.46 0.77 0.74
2.03 1.75 12.99 12.66 72.49 72.87 12.49 12.72 69.08 69.10 16.54 16.58 13.37 13.33 1.01 0.99
3.98 3.43 18.34 17.96 66.19 66.78 11.48 11.83 59.72 58.39 21.67 22.46 17.08 17.48 1.53 1.67
8.31 9.19 24.04 25.00 57.41 54.65 10.24 11.17 48.27 43.92 26.35 26.28 22.83 26.34 2.55 3.46
18 wt % water in solvent
0.20 0.07 0.00 0.00 79.52 79.27 20.28 20.66 95.71 95.84 0.00 0.00 3.68 3.51 0.61 0.65
0.19 0.19 1.43 1.23 77.88 77.65 20.49 20.92 91.12 90.37 3.20 3.45 5.05 5.22 0.63 0.96
0.21 0.07 2.84 2.74 76.69 76.69 20.26 20.50 86.36 85.95 6.63 6.78 6.24 6.55 0.77 0.73
0.12 0.12 6.08 6.06 73.56 73.58 20.24 20.24 77.07 76.87 13.27 13.23 8.72 8.84 0.94 1.06
0.07 0.31 10.30 10.34 69.60 69.94 20.03 19.42 66.88 67.38 20.10 19.78 11.60 11.51 1.43 1.33
0.64 1.15 14.94 15.17 65.56 65.22 18.86 18.46 57.37 57.67 25.80 25.38 14.89 15.00 1.94 1.96
3.32 2.84 19.77 20.18 59.94 59.68 17.07 17.30 48.58 48.75 29.92 30.02 18.56 18.33 2.94 2.90

Table 3. Polynomial Equations of the GMDH Model

where a is the vector of unknown coefficients of the quadratic
polynomial in eq 5 U1 ) 0.73798Z3 - 23.4792Z4 + 92.6359Z42 - 90.8835Z43 -
1.70331Z3Z4 + 47.2773Z1Z4 - 79.4317Z13Z4 - 98.4833Z1Z42 +
a ) {a0 a1 a2 a3 a4 a5} (10) 1.70020Z32Z42 - 17.4940Z33Z42 + 70.9298Z3Z43 + 1526.12Z12Z3Z42 +
173.498Z22Z3Z42 - 3657.72Z13Z3Z42 - 96.8414Z23Z3Z42 -
and Y is the vector of output values from the observation 841.056Z1Z2Z3Z42 - 579.273Z1Z3Z43 - 250.126Z2Z3Z43 +
2210.67Z1Z2Z3Z43 + 0.82995Z33Z4 + 0.0007
Y ) {y1 y2 y3 ... yM}T (11) U2 ) 1.15753Z3 - 7.53321Z1Z2Z3
U3 ) -4.73310 + 36.6241Z2 - 2.48921Z3 - 75.2730Z22 +

[ ]
It can be readily seen that 49.0331Z23 + 29.7946Z33 - 126.916Z53 + 36.3945Z3Z5 -
82.1899Z2Z3Z5
1 x1p x1q x1px1q x1p2 x1q2 U4 ) -0.15983 + 6.57990Z1 - 52.0567Z12 - 0.52322Z32 + 148.862Z13
V1 ) 0.48270 + 3.91004Z2 - 3.78515Z3 - 70.0216Z12 - 7.50281Z22 +
1 x2p x2q x2px2q x2p x2q2
2
177.149Z13 + 18.1188Z1Z2 + 29.9898Z1Z3 - 43.2306Z1Z2Z3
B) (12) V2 ) 1.96267Z32 + 1.50010Z2Z3 + 15.4356Z2Z3Z5
l l l l l l V3 ) 3.28598 - 23.0236Z2 + 3.37477Z3 + 71.0456Z12 + 50.8963Z22 -
1 xMp xMq xMpxMq xMp2 xMq2 182.670Z13 - 32.5992Z23 - 20.0880Z33 - 18.0614Z1Z2 -
29.3338Z1Z3 + 31.7250Z1Z2Z3
The least-squares technique from multiple-regression analysis V4 ) 0.81654 - 5.17926Z2 + 10.6367Z22 - 30.9816Z52 -
leads to the solution of the normal equations in the form 7.22017Z23 - 3.29721Z33 + 188.349Z53 + 3.01616Z2Z5 +
9.62013Z2Z3Z5
a ) (BTB)-1BTY (13) of the GMDH-type network, and the other eight values were
which determines the vector of the best coefficients of the used as desired outputs of the network, specifically, four mass
quadratic expression in eq 5 for the whole set of M data triples. fractions in the alcohol phase and four mass fractions in the oil
phase. After the data set had been applied to the GMDH-type
3. Prediction of LLE Using the GMDH-Type Network network, eight polynomial equations were obtained that for use
in predicting the mass fractions in the alcohol and oil phases
The proposed model is a feed-forward GMDH-type network (Table 3). For example, the equations for predicting the mass
and was constructed using an experimental data set from ref fractions of acid in the alcohol and oil phases are
15. This data set consists of 25 points for four different
concentrations of water in the solvent. In Table 1, the overall U2 ) 1.15753Z3 - 7.53321Z1Z2Z3 (14)
experimental compositions of the mixtures are shown. Table 2
V2 ) 1.96267Z3 + 1.50010Z2Z3 + 15.4356Z2Z3Z5
2
(15)
lists the experimental mass fractions of the components in the
alcohol and oil phases. The data set was divided into two parts: respectively, where Z1 is the water concentration in the solvent
80% was used as training data, and 20% was used as test data. and Z2, Z3, and Z5 are the normalized mass fractions of oleic
Each point in the training and test data consists of 13 values. acid, ethanol, and water, respectively, in the overall composition.
The four mass fractions in overall compositions and water We used the GMDH model to calculate the mass fractions
concentration in the solvent were normalized and used as inputs of the components in the alcohol and oil phases. The calculated
2132 Ind. Eng. Chem. Res., Vol. 48, No. 4, 2009

Figure 2. System of corn oil (1) + oleic acid (2) + 5% aqueous solvent [ethanol (3) + water (4)] at 298.15 K: (b) experiment, ( · · · ) GMDH.

Figure 3. System of corn oil (1) + oleic acid (2) + 8% aqueous solvent [ethanol (3) + water (4)] at 298.15 K: (b) experiment, ( · · · ) GMDH.

values are presented in Table 2. Figures 2 and 3 show the

experimental points and the tie lines predicted using the GMDH
model for the systems corn oil + oleic acid + 5% aqueous
ethanol and corn oil + oleic acid + 8% aqueous ethanol. The
equilibrium diagrams are plotted in triangular coordinates. To
represent the pseudoquaternary systems in triangular coordinates,
ethanol + water was treated as a mixed solvent.15 These figures
indicate that the GMDH model provided good estimations for
both phases.
Figure 4 presents the fatty acid distribution between the
phases, and Figure 5 shows the experimental and estimated
solvent selectivities. The distribution coefficient and solvent
selectivity were calculated by eqs 16 and 17, respectively:

wIIc
kc ) (16)
wIc
Figure 4. Distribution diagram at 298.15 K for systems of corn oil (1) +
k2 oleic acid (2) + ethanol (3) + water (4): (0) 5 wt % aqueous ethanol, (2)
S) (17) 8 wt % aqueous ethanol, (O) 12 wt % aqueous ethanol, (9) 18 wt % aqueous
k1 ethanol, (s) GMDH.
 Ind. Eng. Chem. Res., Vol. 48, No. 4, 2009 2133

Figure 5. Fatty acid distribution coefficient and selectivities for systems of corn oil (1) + oleic acid (2) + ethanol (3) + water (4): (- - -) k2 calculated
by the GMDH model, ( · · · ) S calculated by the GMDH model, (∆) experimental k2, (O) experimental S.

Table 4. Mean Deviations [∆w (%)] in Different Models in relation to the experimental data was lower than 0.57%.
system GMDH NRTL 15
UNIQUAC 15 Thus, the GMDH model is suitable for use in predicting LLE
data. The quality of the model is related to the quality of
corn oil +oleic acid + 0.68 1.27 1.39
5% aqueous ethanol
data used for the training of the model. The agreements
corn oil +oleic acid + 0.39 0.82 0.79 between the experimental and calculated data were generally
8% aqueous ethanol found acceptable.
corn oil +oleic acid + 0.92 0.71 0.79
12% aqueous ethanol
corn oil +oleic acid + 0.27 0.81 0.79 Nomenclature
18% aqueous ethanol
global deviation 0.57 0.90 0.94
a ) vector of coefficients of polynomial functions
a ) coefficients of polynomial functional node
The root-mean-square deviations between experimental and B ) matrix of variables of polynomial functions
predicted compositions in the two phases were calculated C ) total number of components
according to the equation f ) actual function
f̂ ) predicted function


T C
F ) two-variable quadratic function
∑ ∑ [(w c,t - wc,t
I,ex I,calc 2
) + c,t - wc,t
(wII,ex II,calc 2
)] kc ) cth distribution coefficient
∆w ) 100
t c
M ) number of input-output data pairs
2TC n ) number of input variables
(18) r ) root-mean-square
where T is the total number of tie lines, C is the total number S ) solvent selectivity
of components, w is the mass fraction, the subscripts c, t are T ) total number of tie lines
component and tie line, respectively and the superscripts I and U ) mass fraction in the alcohol phase
II stand for oil and alcoholic phases, respectively; ex and calc V ) mass fraction in the oil phase
refer to experimental and calculated concentrations. The results w ) mass fraction of components
are shown in Table 4. To investigate the reliability of the GMDH x ) input of polynomial functional node
model, these deviations were also compared with the calculated X ) vector of inputs
deviations obtained from predictions using the NRTL and y ) actual output of polynomial functional node
UNIQUAC models.15 According to the results, the GMDH ŷ ) predicted output of polynomial functional node
model can provide a satisfactory method for estimating the LLE Y ) vector of outputs from observation
data. Z ) mass fraction in overall composition

Greek Letter
4. Conclusions
∆w ) root-mean-square deviation
In this study, a GMDH model was designed using experi-
mental liquid-liquid equilibrium data for the system of corn Superscripts
oil + oleic acid + ethanol + water at 298.15 K. The LLE data
were predicted by the GMDH model and then compared with calc ) calculated
experimental data. Despite the complexity of the studied system, ex ) experimental
the GMDH model allowed a good prediction of the phase I ) oil phase
equilibrium. Also, the global deviation of the proposed model II ) alcoholic phase
2134 Ind. Eng. Chem. Res., Vol. 48, No. 4, 2009
Subscripts
c ) component c
t ) tie line t
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ReceiVed for reView July 15, 2008
ReVised manuscript receiVed October 14, 2008
Accepted November 20, 2008
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