Building confidence-interval-based fuzzy random regression models

Junzo Watada*, Shuming Wang, Witold Pedrycz

*この研究の対応する著者

    研究成果: Article査読

    76 被引用数 (Scopus)

    抄録

    In real-world regression analysis, statistical data may be linguistically imprecise or vague. Given the co-existence of stochastic and fuzzy uncertainty, real data cannot be characterized by using only the formalism of random variables. In order to address regression problems in the presence of such hybrid uncertain data, fuzzy random variables are introduced in this study to serve as an integral component of regression models. A new class of fuzzy regression models that is based on fuzzy random data is built, and is called the confidence-interval-based fuzzy random regression model (CI-FRRM). First, a general fuzzy regression model for fuzzy random data is introduced. Then, using expectations and variances of fuzzy random variables, σ-confidence intervals are constructed for fuzzy random inputoutput data. The CI-FRRM is established based on the σ-confidence intervals. The proposed regression model gives rise to a nonlinear programming problem that consists of fuzzy numbers or interval numbers. Since sign changes in the fuzzy coefficients modify the entire programming structure of the solution process, the inherent dynamic nonlinearity of this optimization makes it difficult to exploit the techniques of linear programming or classical nonlinear programming. Therefore, we resort to some heuristics. Finally, an illustrative example is provided.

    本文言語English
    論文番号5173567
    ページ(範囲)1273-1283
    ページ数11
    ジャーナルIEEE Transactions on Fuzzy Systems
    17
    6
    DOI
    出版ステータスPublished - 2009 12

    ASJC Scopus subject areas

    • 制御およびシステム工学
    • 人工知能
    • 計算理論と計算数学
    • 応用数学

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