Group Method of Data Handling (GMDH) is a set of several algorithms for different problems solution. It consists of parametric, clusterization, analogues complexing, rebinarization and probability algorithms. This inductive approach is based on sorting-out of gradually complicated models and selection of the optimal solution by minimum of external criterion characteristic. GMDH is used in such fields as data mining, knowledge discovery, prediction, complex systems modeling, optimization and pattern recognition.