Skip to Main content Skip to Navigation
Journal articles

Linearity testing for fuzzy rule-based models

Abstract : 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.
Document type :
Journal articles
Complete list of metadata
Contributor : Magalie Prudon Connect in order to contact the contributor
Submitted on : Tuesday, July 27, 2010 - 5:34:45 PM
Last modification on : Wednesday, November 17, 2021 - 12:29:51 PM



José-Luis Aznarte, Marcelo C. Medeiros, José-M. Benitez. Linearity testing for fuzzy rule-based models. Fuzzy Sets and Systems, Elsevier, 2010, 161 (13), pp.Pages 1836-1851. ⟨10.1016/j.fss.2010.01.005⟩. ⟨hal-00506473⟩



Record views