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| HAL : hal-00506473, version 1 |
| DOI : 10.1016/j.fss.2010.01.005 |
| Fiche détaillée |  Récupérer au format |
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| Fuzzy Sets and Systems 161, 13 (2010) Pages 1836-1851 |
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| Linearity testing for fuzzy rule-based models |
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| José-Luis Aznarte 1Marcelo C. Medeiros 2 |
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| (07/2010) |
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| In this paper, we introduce a linearity test for fuzzy rule-based models in the framework of time series modeling. To do so, we explore a family of statistical models, the regime switching autoregressive models, and the relations that link them to the fuzzy rule-based models. From these relations, we derive a Lagrange multiplier linearity test and some properties of the maximum likelihood estimator needed for it. Finally, an empirical study of the goodness of the test is presented. |
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| 1 : | Centre Énergétique et Procédés (CEP) |
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MINES ParisTech - École nationale supérieure des mines de Paris |
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| 2 : | Department of Economics |
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Pontifical Catholic University of Rio de Janeiro |
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| 3 : | Department of Computer Science and Artificial Intelligence (DECSAI) |
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University of Granada |
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| Domaine | : | Sciences de l'ingénieur/Energétique |
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| Fuzzy system – Fuzzy set – Information processing – Maximum likelihood – Lagrange multiplier – Autoregressive model – Time series |
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| hal-00506473, version 1 | |
| http://hal-ensmp.archives-ouvertes.fr/hal-00506473 | |
| oai:hal-ensmp.archives-ouvertes.fr:hal-00506473 | |
| Contributeur : Brigitte Hanot | |
| Soumis le : Mardi 27 Juillet 2010, 17:34:45 | |
| Dernière modification le : Mardi 27 Juillet 2010, 17:34:45 | |
