Testing for Serial Independence of the Residuals in the Framework of Fuzzy Rule-based Time Series Modeling

被引：0
|
作者：
Aznarte M, Jose Luis [1 ]
Arauzo, Antonio [2 ]
Benitez Sanchez, Jose Manuel [3 ]
机构：
[1] Ecole Mines Paris, Ctr Energy & Proc, Sophia Antipolis, France
[2] Univ Cordoba, Area Project Engn, Cordoba, Spain
[3] Univ Granada, Dept Comp Sci IA, Granada, Spain
来源：
2009 9TH INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS DESIGN AND APPLICATIONS | 2009年
关键词：
SYSTEM;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
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.
引用
收藏
页码：1383 / +
页数：2
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