Linearity testing for fuzzy rule-based models
In this paper, we introduce a linearity test for fuzzy rule-based models in the framework of time series modeling. To do so, we explore a family of statistical models, the regime switching autoregressive models, and the relations that link them to the fuzzy rule-based models. From these relations, we derive a Lagrange multiplier linearity test and some properties of the maximum likelihood estimator needed for it. Finally, an empirical study of the goodness of the test is presented. (C) 2010 Elsevier B.V. All rights reserved.
linearity test fuzzy rule-based models time series statistical inference