ROBUST FUZZY REGRESSION ANALYSIS USING NEURAL NETWORKS

Some neural network related methods have been applied to nonlinear fuzzy regression analysis by several investigators. The performance of these methods will significantly worsen when the outliers exist in the training data set. In this paper, we propose a training algorithm for fuzzy neural networks with general fuzzy number weights, biases, inputs and outputs for computation of nonlinear fuzzy regression models. First, we define a cost function that is based on the concept of possibility of fuzzy equality between the fuzzy output of fuzzy neural network and the corresponding fuzzy target. Next, a training algorithm is derived from the cost function in a similar manner as the back-propagation algorithm. Last, we examine the ability of our approach by computer simulations on numerical examples. Simulation results show that the proposed algorithm is able to reduce the outlier effects.