A Combination of Fuzzy Techniques and Chow Test to Detect Structural Breaks in Time Series

نویسندگان

چکیده

In a series of papers, we suggested non-statistical method for the detection structural breaks in time series. It is based on applications special fuzzy modeling methods, namely Fuzzy transform (F-transform) and selected methods Natural Logic (FNL). this paper, combine our with principles classical Chow test, which well-known statistical testing presence break. The idea to construct statistics similar that test formed from components first-degree F-transform. These contain an estimation average values tangents (slopes) over imprecisely specified interval. illustrate its real-time compare it three methods.

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ژورنال

عنوان ژورنال: Axioms

سال: 2023

ISSN: ['2075-1680']

DOI: https://doi.org/10.3390/axioms12020103