Testing for Serial Independence of the Residuals in the Framework of Fuzzy Rule-based Time Series Modeling

被引：0

作者：

Aznarte M, Jose Luis ^{[1
]}

Arauzo, Antonio ^{[2
]}

Benitez Sanchez, Jose Manuel ^{[3
]}

机构：

[1] Ecole Mines Paris, Ctr Energy & Proc, Sophia Antipolis, France

[2] Univ Cordoba, Area Project Engn, Cordoba, Spain

[3] Univ Granada, Dept Comp Sci IA, Granada, Spain

来源：

2009 9TH INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS DESIGN AND APPLICATIONS | 2009年

关键词：

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 framework we devise a hypothesis test which allows us to determine if there is some left autocorrelation in the error series. This is an important step towards a statistically sound modelling strategy for fuzzy rule-based models.

引用

页码：1383 / +

页数：2

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