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Smooth transition autoregressive models and fuzzy rule-based systems: Functional equivalence and consequences
- Source :
- Fuzzy Sets and Systems. 158:2734-2745
- Publication Year :
- 2007
- Publisher :
- Elsevier BV, 2007.
-
Abstract
- 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 inference-based procedure to incrementally build FRBS or the linguistic interpretation of STAR models. Finally an econometric example is given to illustrate the core idea.
Details
- ISSN :
- 01650114
- Volume :
- 158
- Database :
- OpenAIRE
- Journal :
- Fuzzy Sets and Systems
- Accession number :
- edsair.doi...........9820e5157e53cd57842a0c75c1725d15