Additional Smoothing Transition Autoregressive Models
University of London, Royal Holloway College - Department of Economics
August 28, 2010
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.
Number of Pages in PDF File: 21
Keywords: Smoothing Transition, Exponential, Logistic, Gaussian, Generalized Bell Function, Tangent Hyperbolic, Stock Returns, Unemployment Rate, Forecast, MATLAB
JEL Classification: C22, C45, C53, C63, G10working papers series
Date posted: August 28, 2010
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