4.7 Article

Fuzzy least-squares linear regression analysis for fuzzy input-output data

Journal

FUZZY SETS AND SYSTEMS
Volume 126, Issue 3, Pages 389-399

Publisher

ELSEVIER SCIENCE BV
DOI: 10.1016/S0165-0114(01)00066-5

Keywords

fuzzy linear regression; estimation; multiobjective programming; fuzzy least-squares; clusterwise regression; noise cluster; robustness

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A fuzzy regression model is used in evaluating the functional relationship between the dependent and independent variables in a fuzzy environment. Most fuzzy regression models are considered to be fuzzy outputs and parameters but non-fuzzy (crisp) inputs. In general, there are two approaches in the analysis of fuzzy regression models: linear-programming-based methods and fuzzy least-squares methods. In 1992, Sakawa and Yano considered fuzzy linear regression models with fuzzy outputs, fuzzy parameters and also fuzzy inputs. They formulated multiobjective programming methods for the model estimation along with a linear-programming-based approach. In this paper, two estimation methods along with a fuzzy least-squares approach are proposed. These proposed methods can be effectively used for the parameter estimation. Comparisons are also made between them. (C) 2002 Elsevier Science B.V. All rights reserved.

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