Additional Smoothing Transition Autoregressive Models

Eleftherios Giovanis ()

MPRA Paper from University Library of Munich, Germany

Abstract: In 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

Keywords: Smoothing transition; exponential, logistic; Gaussian, Generalized Bell function; tangent hyperbolic; stock returns; unemployment rate; forecast; MATLAB (search for similar items in EconPapers)
JEL-codes: B53 C22 C45 C63 (search for similar items in EconPapers)
Date: 2008-08-10
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