• Title/Summary/Keyword: Fuzzy Linear Regression

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ROBUST FUZZY LINEAR REGRESSION BASED ON M-ESTIMATORS

  • SOHN BANG-YONG
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.591-601
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    • 2005
  • The results of fuzzy linear regression are very sensitive to irregular data. When this points exist in a set of data, a fuzzy linear regression model can be incorrectly interpreted. The purpose of this paper is to detect irregular data and to propose robust fuzzy linear regression based on M-estimators with triangular fuzzy regression coefficients for crisp input-output data. Numerical example shows that irregular data can be detected by using the residuals based on M-estimators, and the proposed robust fuzzy linear regression is very resistant to this points.

Fuzzy Local Linear Regression Analysis

  • Hong, Dug-Hun;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.515-524
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    • 2007
  • This paper deals with local linear estimation of fuzzy regression models based on Diamond(1998) as a new class of non-linear fuzzy regression. The purpose of this paper is to introduce a use of smoothing in testing for lack of fit of parametric fuzzy regression models.

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FUZZY REGRESSION MODEL WITH MONOTONIC RESPONSE FUNCTION

  • Choi, Seung Hoe;Jung, Hye-Young;Lee, Woo-Joo;Yoon, Jin Hee
    • Communications of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.973-983
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    • 2018
  • Fuzzy linear regression model has been widely studied with many successful applications but there have been only a few studies on the fuzzy regression model with monotonic response function as a generalization of the linear response function. In this paper, we propose the fuzzy regression model with the monotonic response function and the algorithm to construct the proposed model by using ${\alpha}-level$ set of fuzzy number and the resolution identity theorem. To estimate parameters of the proposed model, the least squares (LS) method and the least absolute deviation (LAD) method have been used in this paper. In addition, to evaluate the performance of the proposed model, two performance measures of goodness of fit are introduced. The numerical examples indicate that the fuzzy regression model with the monotonic response function is preferable to the fuzzy linear regression model when the fuzzy data represent the non-linear pattern.

Fuzzy linear regression model and its application (퍼지 선형회귀모형과 응용)

  • 이성호;홍덕헌
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.403-411
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    • 1997
  • Fuzzy linear regression model introduced by Tanaka et al. 91982) has been proposed and developed as alternative to statistical linear regression when our understanding of a phenomenon is imprecise or vague. In this paper we review fuzzy linear regression model and its parameter estimation and examine its strengths and weaknesses through case study. In addition another fuzzy linear model is introduced and applied to an economic study.

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Fuzzy regression using regularlization method based on Tanaka's model

  • Hong Dug-Hun;Kim Kyung-Tae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.16 no.4
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    • pp.499-505
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    • 2006
  • Regularlization approach to regression can be easily found in Statistics and Information Science literature. The technique of regularlization was introduced as a way of controlling the smoothness properties of regression function. In this paper, we have presented a new method to evaluate linear and non-linear fuzzy regression model based on Tanaka's model using the idea of regularlization technique. Especially this method is a very attractive approach to model non -linear fuzzy data.

A Note on Fuzzy Linear Regression Analysis of Fuzzy Valued Variables

  • Hong, Dug-Hun
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.99-101
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    • 2001
  • In this note, we show that a linear regression model, using entropy and degree of nearness of fuzzy numbers, suggested by Wang and Li[FSS 36, 125-136] seems to be unreasonable by an example.

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Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.141-151
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    • 2010
  • Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

Equivalence in Alpha-Level Linear Regression

  • Yoon, Jin-Hee;Jung, Hye-Young;Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.611-624
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    • 2010
  • Several methods were suggested for constructing a fuzzy relationship between fuzzy independent and dependent variables. This paper reviews the use of the method by minimizing the square of the difference between an observed and a predicted fuzzy number in an ${\alpha}$-level linear regression model. We introduce a new distance between fuzzy numbers on the basis of a mode, a core point and a radius of an ${\alpha}$-level set of a fuzzy number an construct the fuzzy regression model using the proposed fuzzy distance. We also investigate sufficient condition for an equivalence in the ${\alpha}$-level regression model.

Relationship Among h Value, Membership Function, and Spread in Fuzzy Linear Regression using Shape-preserving Operations

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.8 no.4
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    • pp.306-311
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.