Accéder directement au contenu Accéder directement à la navigation
Communication dans un congrès

Testing for serial independence of the residuals in the framework of fuzzy rule-based time series modeling

Abstract : 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.
Type de document :
Communication dans un congrès
Liste complète des métadonnées

https://hal-mines-paristech.archives-ouvertes.fr/hal-00487342
Contributeur : Magalie Prudon <>
Soumis le : vendredi 28 mai 2010 - 16:46:11
Dernière modification le : jeudi 24 septembre 2020 - 17:22:03

Identifiants

Citation

José-Luis Aznarte, Antonio Arauzo-Azofra, José-Manuel Benitez-Sanchez. Testing for serial independence of the residuals in the framework of fuzzy rule-based time series modeling. ISDA 2009 - 9th International Conference on Intelligent Systems Design and Applications, Nov 2009, Pisa, Italy. pp.Pages 1383-1387 - Article number 5363931 - ISBN: 978-076953872-3, ⟨10.1109/ISDA.2009.249⟩. ⟨hal-00487342⟩

Partager

Métriques

Consultations de la notice

177