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Testing for Heteroskedasticity of the Residuals in Fuzzy Rule-Based Models

dc.contributor.authorAznarte, José Luis
dc.contributor.authorBenítez Sánchez, José Manuel 
dc.date.accessioned2022-11-11T09:55:27Z
dc.date.available2022-11-11T09:55:27Z
dc.date.issued2010-08-03
dc.identifier.citationJosé-Luis Aznarte, José-M. Benitez. Testing for heteroskedasticity of the residuals in fuzzy rule-based models. Twenty Third International Conference on Industrial, Engineering & Other Applications of Applied Intelligent Systems - IEA-AIE 2010, Jun 2010, Córdoba, Spain. 8 p. - ISBN 978-3-642-13021- 2. hal-00506731es_ES
dc.identifier.urihttps://hdl.handle.net/10481/77918
dc.description.abstractIn 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 the residual time series is homoscedastic or not, that is, if it has the same variance throughout time. This is another important step towards a statistically sound modelling strategy for fuzzy rule-based models.es_ES
dc.description.sponsorshipSpanish Ministerio de Ciencia e Innovaci´on (MICINN) under Project grants MICINN TIN2009- 14575 and CIT-460000-2009-46es_ES
dc.language.isoenges_ES
dc.publisherSpringeres_ES
dc.rightsAtribución 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.titleTesting for Heteroskedasticity of the Residuals in Fuzzy Rule-Based Modelses_ES
dc.typeconference outputes_ES
dc.rights.accessRightsopen accesses_ES
dc.type.hasVersionSMURes_ES


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