%0 Journal Article %A Ε. Giovanis %D 2010 %J International Journal of Economics and Management Engineering %B World Academy of Science, Engineering and Technology %I Open Science Index 40, 2010 %T Application of Adaptive Neuro-Fuzzy Inference System in Smoothing Transition Autoregressive Models %U https://publications.waset.org/pdf/14860 %V 40 %X In this paper we propose and examine an Adaptive Neuro-Fuzzy Inference System (ANFIS) in Smoothing Transition Autoregressive (STAR) modeling. Because STAR models follow fuzzy logic approach, in the non-linear part fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Furthermore, additional fuzzy membership functions can be examined, beside the logistic and exponential, like the triangle, Gaussian and Generalized Bell functions among others. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates. %P 445 - 452