Additional Smoothing Transition Autoregressive Models
AbstractIn this paper we present, propose and examine additional membership functions. There is no reason why more functions cannot be proposed. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Some numerical applications are presented and MATLAB routines are provided
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 24657.
Date of creation: 10 Aug 2008
Date of revision:
Smoothing transition; exponential; logistic; Gaussian; Generalized Bell function; tangent hyperbolic; stock returns; unemployment rate; forecast; MATLAB;
Find related papers by JEL classification:
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