TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING

DOI10.1142/S021848851000660XzbMath1194.62098MaRDI QIDQ3587557

José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez

Publication date: 8 September 2010

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

zbMATH Keywords

autocorrelationresidual analysisfuzzy rule based models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and fuzziness (62M86)

Related Items (2)

A novel weight determination method for time series data aggregation ⋮ LINEAR DECAYING WEIGHTS FOR TIME SERIES SMOOTHING: AN ANALYSIS

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Testing the adequacy of smooth transition autoregressive models
• Misspecification tests and their uses in econometrics
• A set of novel correlation tests for nonlinear system variables
• On a measure of lack of fit in time series models
• Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
• Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
• Diagnostic Checking in a Flexible Nonlinear Time Series Model
• Oscillation and Chaos in Physiological Control Systems
• Local Global Neural Networks

This page was built for publication: TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING