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| HAL : hal-00506731, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Twenty Third International Conference on Industrial, Engineering & Other Applications of Applied Intelligent Systems - IEA-AIE 2010, Córdoba : Espagne (2010) |
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| Testing for heteroskedasticity of the residuals in fuzzy rule-based models |
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| José-Luis Aznarte 1José-M. Benitez 2 |
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| (2010) |
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| 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 the residual time series is homoscedastic or not, that is, if it has the same variance throughout time. This is another important step towards a statistically sound modelling strategy for fuzzy rule-based models. |
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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 Computer Science and Artificial Intelligence (DECSAI) |
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University of Granada |
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| Domaine | : | Informatique/Informatique et langage |
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| fuzzy rule-based – modelling |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00506731, version 1 | |
| http://hal-ensmp.archives-ouvertes.fr/hal-00506731 | |
| oai:hal-ensmp.archives-ouvertes.fr:hal-00506731 | |
| Contributeur : Brigitte Hanot | |
| Soumis le : Mardi 3 Août 2010, 10:28:20 | |
| Dernière modification le : Mardi 3 Août 2010, 12:13:52 | |
