Testing For Heteroskedasticity Of The Residuals In Fuzzy Rule-Based Models
IEA/AIE'10: Proceedings of the 23rd international conference on Industrial engineering and other applications of applied intelligent systems - Volume Part II（2010）
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 fiamewoik we devise a hypothesis test, which allows us to determine if the residual tune series is homoscedastic or not, if is, if it. has the smile variance throughout tune This is another important step towards a statistically sound modelling strategy for fuzzy rule-based models
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关键词
residual time series,time series,fuzzy rule-based model,fuzzy rule-based modelling,modelling strategy,Lagrange Multiplier testing framework,hypothesis test,important step,new diagnostic checking tool
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