DocumentCode
2827447
Title
Testing for Serial Independence of the Residuals in the Framework of Fuzzy Rule-Based Time Series Modeling
Author
Aznarte M, J.L. ; Arauzo, Antonio ; Benitez Sanchez, J.M.
Author_Institution
Centre for Energy & Processes, Ecole des Mines de Paris, Sophia Antipolis, France
fYear
2009
fDate
Nov. 30 2009-Dec. 2 2009
Firstpage
1383
Lastpage
1387
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 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.
Keywords
fuzzy set theory; statistical analysis; time series; Lagrange multiplier testing; diagnostic checking tool; fuzzy rule-based time series modeling; serial independence testing; statistically sound modelling strategy; Autocorrelation; Computer science; Fuzzy systems; Intelligent systems; Lagrangian functions; Predictive models; Project engineering; Statistics; System testing; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Systems Design and Applications, 2009. ISDA '09. Ninth International Conference on
Conference_Location
Pisa
Print_ISBN
978-1-4244-4735-0
Electronic_ISBN
978-0-7695-3872-3
Type
conf
DOI
10.1109/ISDA.2009.249
Filename
5363931
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