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 rulebased 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.

• Type: Journal
• Year: 2010
• Where: FSS
• Authors: José Luis Aznarte, Marcelo C. Medeiros, José Manuel Benítez
• Keywords: FSS 2010, Fuzzy Logic, Fuzzy Rule-based Models, Fuzzy Rulebased Models, Linearity Test