[CIS Publication Spotlight]
Digital Object Identifier: 10.1109/ TNN.2010.2060209 “Two wide families of soft computing models are studied. On the one hand, the regime-switching autoregressive paradigm is a recent development in s ta t i s t ica l t ime ser ie s modeling, and it includes a set of models closely related to artificial neural networks. On the other hand, fuzzy rule-based systems in the framework of time series analysis are considered. This work 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.”