基于模糊规则的时间序列建模框架下残差序列独立性检验

2009 Ninth International Conference on Intelligent Systems Design and Applications Pub Date : 2009-11-30 DOI:10.1109/ISDA.2009.249

José Luis Aznarte-Mellado, Antonio Arauzo, J. M. Benítez

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引用次数: 2

摘要

本文提出了一种新的基于模糊规则的时间序列建模诊断检测工具。通过研究拉格朗日乘数检验框架中的残差，我们设计了一个假设检验，可以确定误差序列中是否存在一些剩余的自相关。这是朝着基于模糊规则的模型的统计合理建模策略迈出的重要一步。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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.

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2009 Ninth International Conference on Intelligent Systems Design and Applications

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