Approximation of complex systems by heuristic self-organizing polynomials, known as Group Method of Data Handling (GMDH), was introduced by A.G. Ivakhnenko [1][2]. The GMDH is essentially a self-organizing data mining technique based on the automatic generation of multilayer polynomial structures from low-order polynomials, which are combined automatically to produce the optimum network structure using the principles of evolution (inheritance and selection). A history of GMDH and the comprehensive overview of the corresponding articles, algorithms, applications and software can be found at