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2007

Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences

10 years 4 months ago
Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences
In this work we will explore the theoretical connections existing between fuzzy rule-based systems (FRBS) applied on univariate time series and two statistical reference tools, the autoregressive (AR) models and the smooth transition autoregressive (STAR) model. We will show that a TSK fuzzy rule happens to be a localised AR model and that a STAR model can hence be interpreted as a restricted FRBS. Several consequences derive from this fact, and we will explore some of them, including a statistical inferencebased procedure to incrementally build FRBS or the linguistic interpretation of STAR models. Finally an econometric example is given to illustrate the core idea. © 2007 Elsevier B.V. All rights reserved.
José Luis Aznarte, José Manuel Ben&i
Added 14 Dec 2010
Updated 14 Dec 2010
Type Journal
Year 2007
Where FSS
Authors José Luis Aznarte, José Manuel Benítez, Juan Luis Castro
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