본문 바로가기
KERD
논문KCI 등재

On Theil’s method in fuzzy linear regression models

0

조회

0

다운로드

1

인용

0

참고문헌

키워드

주제분류수학

초록

Regression analysis is an analyzing method of regression \linebreak model to explain the statistical relationship between explanatory variable and response variables. This paper propose a fuzzy regression analysis applying Theils method which is not sensitive to outliers. This method use medians of rate of increment based on randomly chosen pairs of each components of $\alpha$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. An example and two simulation results are given to show fuzzy Theils estimator is more robust than the fuzzy least squares estimator.

Abstract

Regression analysis is an analyzing method of regression \linebreak model to explain the statistical relationship between explanatory variable and response variables. This paper propose a fuzzy regression analysis applying Theils method which is not sensitive to outliers. This method use medians of rate of increment based on randomly chosen pairs of each components of $\alpha$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. An example and two simulation results are given to show fuzzy Theils estimator is more robust than the fuzzy least squares estimator.

참고문헌 (19)

  1. L. H. Chen, "Fuzzy regression models using the least-squares method based on the concept of distance", IEEE Transactions on Fuzzy Systems, 17, pp.1259~1272 (2009)
  2. S. H. Choi, "Fuzzy regression using least absolute deviation estimators", Soft Computing, 12, pp.257~263 (2008)
  3. S. H. Choi, "General fuzzy regression using least squares method", Int. J. Sys. Sci, 41, pp.477~485 (2010)
  4. P. Diamond, "Fuzzy least squares", Inform. Sci, 46(3), pp.141~157 (1988)
  5. P. Diamond, "Fuzzy regression analysis, Fuzzy sets in decision analysis, operations research and statistics", pp.349~387 (1998), Kluwer Acad. Publ
  6. S. S. Hussain, "Nonparametric regression", J. Roy. Statist. Soc, 146(2), pp.182~191 (1983)
  7. C. Kao, "Least-squares estimates in fuzzy regression analysis", European J. Oper. Ress, 148(2), pp.426~435 (2003)
  8. B. Kim, "Evaluation of fuzzy linear regression models by comparing membership functions", Fuzzy Sets and Systems, 100, pp.343~352 (1998)
  9. H. K. Kim, "Asymptotic properties of least squares estimation with fuzzy observations", Inform. Sci, 178, pp.439~451 (2008)
  10. J. H. Yoon, "Componentwise fuzzy linear regression using least squares estimation,", J. Muli.-Valued Logic, 15, pp.137~153 (2009)
  11. J. H. Yoon, "Fuzzy least squares estimation with new fuzzy operations", Advances in Intelli-gent Systems and Computing, 190, pp.193~202 (2013)
  12. 윤진희, "Asymptotic Consistency of Least Squares Estimators in Fuzzy Regression Model", Communications for Statistical Applications and Methods, 15(6), pp.799~813 (2008), 한국통계학회
  13. 윤진희, "Theil방법을 이용한 퍼지회귀모형", 한국지능시스템학회 논문지, 23(4), pp.366~370 (2013), 한국지능시스템학회
  14. D. Savic, "Evaluation of fuzzy linear regression models", Fuzzy Sets and Systems, 39(1), pp.51~63 (1991)
  15. H. Tanaka, "Possibilistic linear regression analysis for fuzzy data", European J. Oper. Res, 40(3), pp.389~396 (1989)
  16. H. Tanaka, "Linear regression analysis with fuzzy model", IEEE Trans. Syst. Man Cybernet, 12, pp.903~907 (1982)
  17. H. Theil, "A rank invariant method of linear and polynomial regression analysis", I, Pro. Kon. Ned. Akad. Wetensch. A, 53, pp.386~392 (1950)
  18. L. A. Zadeh, "Fuzzy sets", Information and Control, 8, pp.338~353 (1965)
  19. L. A. Zadeh, "The concept of linguistic variable and its application to approximate reasoning I", Inform. Sci, 8, pp.199~249 (1975)

관련 논문AI추천

이 간행물의 다른 논문 (15건)