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Article dans une revue

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.
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Article dans une revue
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https://hal-mines-paristech.archives-ouvertes.fr/hal-00506473
Contributeur : Magalie Prudon <>
Soumis le : mardi 27 juillet 2010 - 17:34:45
Dernière modification le : jeudi 24 septembre 2020 - 17:22:03

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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⟩

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