“…Thus the time series is generated by the combination of s functions ϕ T k θ(ν). This is not the only way to describe switching system and the reader should refer to [4], [10], [11], [12], [13], [14] for other formulations using mixture of models, endogenous switching, structural break models, self exciting threshold autoregressions (SETAR), model smooth transition autoregressive model (STAR), neural network [15] and, at last, hybrid systems [16].…”