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
相关论文
共 50 条
  • [41] F_MP: a fuzzy match framework for rule-based programming
    Yang, J.D.
    1997, Elsevier Sci B.V., Amsterdam, Netherlands (24):
  • [42] F_MP: A fuzzy match framework for rule-based programming
    Yang, JD
    DATA & KNOWLEDGE ENGINEERING, 1997, 24 (02) : 183 - 203
  • [43] Automatic identification of time series features for rule-based forecasting
    Adya, M
    Collopy, F
    Armstrong, JS
    Kennedy, M
    INTERNATIONAL JOURNAL OF FORECASTING, 2001, 17 (02) : 143 - 157
  • [44] Temporal Rule-Based Counterfactual Explanations for Multivariate Time Series
    Bahri, Omar
    Li, Peiyu
    Boubrahimi, Soukaina Filali
    Hamdi, Shah Muhammad
    2022 21ST IEEE INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND APPLICATIONS, ICMLA, 2022, : 1244 - 1249
  • [45] A fuzzy rule based framework for noise annoyance modeling
    Botteldooren, D
    Verkeyn, A
    Lercher, P
    JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 2003, 114 (03): : 1487 - 1498
  • [46] Missing Value Imputations by Rule-Based Incomplete Data Fuzzy Modeling
    Lai, Xiaochen
    Liu, Xin
    Zhang, Liyong
    Lin, Chi
    Obaidat, Mohammad S.
    Hsiao, Kuei-Fang
    ICC 2019 - 2019 IEEE INTERNATIONAL CONFERENCE ON COMMUNICATIONS (ICC), 2019,
  • [47] Rule-based Mamdani-type fuzzy modeling of skin permeability
    Keshwani, Deepak R.
    Jones, David D.
    Meyer, George E.
    Brand, Rhonda M.
    APPLIED SOFT COMPUTING, 2008, 8 (01) : 285 - 294
  • [48] Evaluation of slurry settling rate using fuzzy rule-based modeling
    Shahid Azam
    Rehan Sadiq
    Acta Geotechnica, 2006, 1 : 149 - 156
  • [49] Evaluation of slurry settling rate using fuzzy rule-based modeling
    Azam, Shahid
    Sadiq, Rehan
    ACTA GEOTECHNICA, 2006, 1 (03) : 149 - 156
  • [50] QUALITATIVE, RULE-BASED MODELING
    STARFIELD, AM
    BIOSCIENCE, 1990, 40 (08) : 601 - 604
12345