TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING

被引：5

作者：

Aznarte, Jose Luis ^{[1
]}

Medeiros, Marcelo C. ^{[2
]}

Benitez, Jose M. ^{[3
]}

机构：

[1] MINES ParisTech, Ctr Energy & Proc, Paris, France

[2] Pontificia Univ Catolica Rio de Janeiro, Dept Econ, BR-22453 Rio De Janeiro, Brazil

[3] Univ Granada, CITIC UGR, Dept Comp Sci & AI, E-18071 Granada, Spain

来源：

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS | 2010年 / 18卷 / 04期

关键词：

Statistical test; fuzzy rule based models; residual analysis; autocorrelation; SYSTEM;

D O I：

10.1142/S021848851000660X

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In time series analysis remaining auto correlation in the errors of a model implies that it is failing to properly capture the structure of time-dependence of the series under study. This can be used as a diagnostic checking tool and as an indicator of the adequacy of the model. Through the study of the errors of the model in the Lagrange Multiplier testing framework, in this paper we derive (and validate using simulated and real world examp les) stop towards statistically sound modelling strategy for fuzzy rule-based models.

引用

页码：371 / 387

页数：17

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