Linearity testing for fuzzy rule-based models
نویسندگان
چکیده
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 rulebased 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. © 2010 Elsevier B.V. All rights reserved.
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عنوان ژورنال:
- Fuzzy Sets and Systems
دوره 161 شماره
صفحات -
تاریخ انتشار 2010