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Conference papers
Testing for heteroskedasticity of the residuals in fuzzy rule-based models
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 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.
keyword :
fuzzy rule-based
modelling
Cited literature [13 references]
https://hal-mines-paristech.archives-ouvertes.fr/hal-00506731
Contributor : Magalie Prudon <>
Submitted on : Tuesday, August 3, 2010 - 10:28:20 AM
Last modification on : Wednesday, October 14, 2020 - 4:02:45 AM
Long-term archiving on: : Thursday, November 4, 2010 - 10:07:31 AM
Contributor : Magalie Prudon <>
Submitted on : Tuesday, August 3, 2010 - 10:28:20 AM
Last modification on : Wednesday, October 14, 2020 - 4:02:45 AM
Long-term archiving on: : Thursday, November 4, 2010 - 10:07:31 AM
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aznarte2010IEA.pdf
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