A test for the homoscedasticity of the residuals in fuzzy rule-based forecasters

@article{Aznarte2011ATF,
  title={A test for the homoscedasticity of the residuals in fuzzy rule-based forecasters},
  author={Jos{\'e} Luis Aznarte and Daniel Molina and Ana M. S{\'a}nchez and Jos{\'e} Manuel Ben{\'i}tez},
  journal={Applied Intelligence},
  year={2011},
  volume={34},
  pages={386-393}
}
Heteroscedasticy is the property of having a changing variance throughout the time. Homoscedasticity is the converse, that is, having a constant variance. This is a key property for time series models which may have serious consequences when making inferences out of the errors of a given forecaster. Thus it has to be conveniently assessed in order to… CONTINUE READING