Testing for Heteroskedasticity of the Residuals in Fuzzy Rule-Based Models

被引：0
|
作者：
Aznarte M, Jose Luis [1 ]
Benitez, Jose M. [2 ]
机构：
[1] MINES ParisTech, Ctr Energy & Proc, Paris, France
[2] Univ Granada, CITIC, Dept Comp Sci & AI, E-18071 Granada, Spain
来源：
TRENDS IN APPLIED INTELLIGENT SYSTEMS, PT II, PROCEEDINGS | 2010年 / 6097卷
关键词：
TRANSITION AUTOREGRESSIVE MODELS; TIME-SERIES MODEL; SYSTEM;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper, we propose a new diagnostic checking tool for fuzzy rule-based modelling of time series Through the study of the residuals in the Lagrange Multiplier testing fiamewoik we devise a hypothesis test, which allows us to determine if the residual tune series is homoscedastic or not, if is, if it. has the smile variance throughout tune This is another important step towards a statistically sound modelling strategy for fuzzy rule-based models
引用
收藏
页码：239 / +
页数：2
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