In this brief, we present a novel model fitting procedure for the neuro-coefficient smooth transition autoregressive model (NCSTAR), as presented by Medeiros and Veiga. The model is endowed with a statistically founded iterative building procedure and can be interpreted in terms of fuzzy rule-based systems. The interpretability of the generated models and a mathematically sound building procedure are two very important properties of forecasting models. The model fitting procedure employed by the original NCSTAR is a combination of initial parameter estimation by a grid search procedure with a traditional local search algorithm. We propose a different fitting procedure, using a memetic algorithm, in order to obtain more accurate models. An empirical evaluation of the method is performed, applying it to various real-world time series originating from three forecasting competitions. The results indicate that we can significantly enhance the accuracy of the models, making them competitive to models commonly used in the field.

In time series analysis remaining autocorrelation in the errors of a model implies that it is failing to properly capture the structure of time-dependence of the series under study. This can be used as a diagnostic checking tool and as an indicator of the adequacy of the model. Through the study of the errors of the model in the Lagrange Multiplier testing framework, in this paper we derive (and validate using simulated and real world examples) a hypothesis test which allows us to determine if there is some left autocorrelation in the error series. This represents a new diagnostic checking tool for fuzzy rule-based modelling of time series and is an important step towards statistically sound modelling strategy for fuzzy rule-based models.

Soft computing (SC) emerged as an integrating framework for a number of techniques that could complement one another quite well (artificial neural networks, fuzzy systems, evolutionary algorithms, probabilistic reasoning). Since its inception, a distinctive goal has been to dig out the deep relationships among their components. This paper considers two wide families of SC models. On the one hand, the regime-switching autoregressive paradigm is a recent development in statistical time series modeling, and it includes a set of models closely related to artificial neural networks. On the other hand, we consider fuzzy rule-based systems in the framework of time series analysis. This paper discloses original results establishing functional equivalences between models of these two classes, and hence opens the door to a productive line of research where results and techniques from one area can be applied in the other. As a consequence of the equivalences presented in this paper, we prove the asymptotic stationarity of a class of fuzzy rule-based systems. Simulations based on information criteria show the importance of the selection of the proper membership function.

The use of feature selection can improve accuracy, efficiency, applicability and understandability of a learning process and its resulting model. For this reason, many methods of automatic feature selection have been developed. By using a modularization of feature selection process, this paper evaluates a wide spectrum of these methods. The methods considered are created by combination of different selection criteria and individual feature evaluation modules. These methods are commonly used because of their low running time. After carrying out a thorough empirical study the most interesting methods are identified and some recommendations about which feature selection method should be used under different conditions are provided.

In this paper, we propose a new diagnostic checking tool for fuzzy rule-based modelling of time series. Through the study of the residuals in the Lagrange multiplier testing framework we devise a hypothesis test which allows us to determine if there is some left autocorrelation in the error series. This is an important step towards a statistically sound modelling strategy for fuzzy rule-based models.

UNLABELLED: satDNA Analyzer is a program, implemented in C++, for the analysis of the patterns of variation at each nucleotide position considered independently amongst all units of a given satellite-DNA family when comparing it between a pair of species. The program classifies each site accordingly as monomorphic or polymorphic, discriminates shared from non-shared polymorphisms and classifies each non-shared polymorphism according to the model proposed by Strachan et al. in six different stages of transition during the spread of a variant repeat unit toward its fixation. Furthermore, this program implements several other utilities for satellite-DNA analysis evolution such as the design of the average consensus sequences, the average base pair contents, the distribution of variant sites, the transition to transversion ratio and different estimates of intra-specific variation and inter-specific variation. Aprioristic hypotheses on factors influencing the molecular drive process and the rates and biases of concerted evolution can be tested with this program. Additionally, satDNA Analyzer generates an output file containing a sequence alignment without shared polymorphisms to be used for further evolutionary analysis by using different phylogenetic softwares. AVAILABILITY: satDNA Analyzer is freely available at http://satdna.sourceforge.net/. SatDNA Analyzer has been designed to operate on Windows, Linux and Mac OS X.