FUZZY ROBUST REGRESSION ANALYSIS BASED ON THE RANKING OF FUZZY SETS

2008 ◽  
Vol 16 (05) ◽  
pp. 663-681 ◽  
Author(s):  
KAMİLE ŞANLI KULA ◽  
AYŞEN APAYDIN
Keyword(s):  
Regression Analysis ◽  
Least Squares ◽  
Fuzzy Sets ◽  
Robust Regression ◽  
Least Squares Method ◽  
Fuzzy Regression ◽  
Least Squares Regression ◽  
Fuzzy Linear Regression ◽  
Data Set ◽  
Independent Variables

Since fuzzy linear regression was introduced by Tanaka et al., fuzzy regression analysis has been widely studied and applied in various areas. Diamond proposed the fuzzy least squares method to eliminate disadvantages in the Tanaka et al method. In this paper, we propose a modified fuzzy least squares regression analysis. When independent variables are crisp, the dependent variable is a fuzzy number and outliers are present in the data set. In the proposed method, the residuals are ranked as the comparison of fuzzy sets, and the weight matrix is defined by the membership function of the residuals. To illustrate how the proposed method is applied, two examples are discussed and compared in methods from the literature. Results from the numerical examples using the proposed method give good solutions.

Incorrect least-squares regression coefficients in method-comparison analysis.

1979 ◽  
Vol 25 (3) ◽  
pp. 432-438 ◽  
Author(s):  
P J Cornbleet ◽  
N Gochman
Keyword(s):  
Standard Deviation ◽  
Least Squares ◽  
Least Squares Method ◽  
Regression Line ◽  
Method Comparison ◽  
Regression Coefficients ◽  
Least Squares Regression ◽  
Data Set ◽  
Data Points ◽  
Regression Slopes

Abstract The least-squares method is frequently used to calculate the slope and intercept of the best line through a set of data points. However, least-squares regression slopes and intercepts may be incorrect if the underlying assumptions of the least-squares model are not met. Two factors in particular that may result in incorrect least-squares regression coefficients are: (a) imprecision in the measurement of the independent (x-axis) variable and (b) inclusion of outliers in the data analysis. We compared the methods of Deming, Mandel, and Bartlett in estimating the known slope of a regression line when the independent variable is measured with imprecision, and found the method of Deming to be the most useful. Significant error in the least-squares slope estimation occurs when the ratio of the standard deviation of measurement of a single x value to the standard deviation of the x-data set exceeds 0.2. Errors in the least-squares coefficients attributable to outliers can be avoided by eliminating data points whose vertical distance from the regression line exceed four times the standard error the estimate.

A Fuzzy Linear Regression Analysis for Fuzzy Input-Output Data Using the Least Squares Method under Linear Constraints and Its Application to Fuzzy Rating Data

1999 ◽  
Vol 3 (1) ◽  
pp. 36-41 ◽  
Author(s):  
Kazuhisa Takemura ◽  
Keyword(s):  
Regression Analysis ◽  
Linear Regression ◽  
Least Squares ◽  
Least Squares Method ◽  
Linear Regression Analysis ◽  
Linear Constraints ◽  
Fuzzy Linear Regression ◽  
Output Data ◽  
Rating Data ◽  
Fuzzy Input

Fuzzy linear regression analysis using the least squares method under linear constraint, where input data, output data, and coefficients are represented by triangular fuzzy numbers, was proposed and compared to possibilistic linear regression analysis proposed by Sakawa and Yano (1992) using fuzzy rating data in a psychological study. Major findings of the comparison were as follows: (1) Under the proposed analysis, the width between the maximum and minimum of the predicted model was nearer to the width of the dependent variable than that of possibilistic linear regression analysis, (2) the representative prediction by the proposed analysis was also nearer to that of the dependent variable, compared to that of possibilistic linear regression analysis.

AN LP-BASED APPROACH TO OUTLIERS DETECTION IN FUZZY REGRESSION ANALYSIS

2007 ◽  
Vol 15 (04) ◽  
pp. 441-456 ◽  
Author(s):  
EBRAHIM NASRABADI ◽  
S. MEHDI HASHEMI ◽  
MEHDI GHATEE
Keyword(s):  
Linear Programming ◽  
Regression Analysis ◽  
Least Squares ◽  
Regression Models ◽  
Fuzzy Regression ◽  
Data Set ◽  
Numerical Examples ◽  
New Model ◽  
Fuzzy Regression Analysis ◽  
Outliers Detection

When the outliers exist in the data set, fuzzy regression gives incorrect results. A few number of researchers considered this problem and proposed linear-programming-based methods and fuzzy least-squares methods to deal with the outliers problem. In this paper, we develop a new model along with a linear-programming-based approach for computation of fuzzy regression models. The problem of outliers is modeled with this approach. Two examples are illustrated to compare the performance of proposed approach with those given in literature. Results from numerical examples show that our approach gives good solutions.

Fuzzy C-Regression Models

2013 ◽  
Vol 278-280 ◽  
pp. 1323-1326
Author(s):  
Yan Hua Yu ◽  
Li Xia Song ◽  
Kun Lun Zhang
Keyword(s):  
Linear Regression ◽  
Least Squares ◽  
Linear Models ◽  
Least Squares Method ◽  
Least Square Method ◽  
Least Square ◽  
Estimation Methods ◽  
Statistical Regression ◽  
Fuzzy Linear Regression ◽  
Fuzzy Degree

Fuzzy linear regression has been extensively studied since its inception symbolized by the work of Tanaka et al. in 1982. As one of the main estimation methods, fuzzy least squares approach is appealing because it corresponds, to some extent, to the well known statistical regression analysis. In this article, a restricted least squares method is proposed to fit fuzzy linear models with crisp inputs and symmetric fuzzy output. The paper puts forward a kind of fuzzy linear regression model based on structured element, This model has precise input data and fuzzy output data, Gives the regression coefficient and the fuzzy degree function determination method by using the least square method, studies the imitation degree question between the observed value and the forecast value.

Intergenerational Earnings Mobility in Italy

2007 ◽  
Vol 7 (2) ◽  
Author(s):  
Sauro Mocetti
Keyword(s):  
Labor Market ◽  
Least Squares ◽  
Household Income ◽  
Intergenerational Mobility ◽  
Least Squares Method ◽  
Developed Countries ◽  
Data Set ◽  
Labor Market Success ◽  
Term Labor

Abstract This paper contributes to the growing number of studies on intergenerational mobility by providing a measure of earnings elasticity for Italy. The absence of an appropriate data set is overcome by adopting the two-sample two-stage least squares method. The analysis, based on the Survey of Household Income and Wealth, shows that intergenerational mobility is lower in Italy than it is in other developed countries. We also examine the reasons why the long-term labor market success of children is related to that of their fathers.

scholarly journals Tolerance Intervals in a Heteroscedastic Linear Regression Context with Applications to Aerospace Equipment Surveillance

2009 ◽  
Vol 2009 ◽  
pp. 1-8 ◽  
Author(s):  
Janet Myhre ◽  
Daniel R. Jeske ◽  
Michael Rennie ◽  
Yingtao Bi
Keyword(s):  
Linear Regression ◽  
Least Squares ◽  
Performance Metrics ◽  
Weighted Least Squares ◽  
Ordinary Least Squares ◽  
Automated System ◽  
Least Squares Regression ◽  
Data Set ◽  
Tolerance Intervals ◽  
Power Of The Test

A heteroscedastic linear regression model is developed from plausible assumptions that describe the time evolution of performance metrics for equipment. The inherited motivation for the related weighted least squares analysis of the model is an essential and attractive selling point to engineers with interest in equipment surveillance methodologies. A simple test for the significance of the heteroscedasticity suggested by a data set is derived and a simulation study is used to evaluate the power of the test and compare it with several other applicable tests that were designed under different contexts. Tolerance intervals within the context of the model are derived, thus generalizing well-known tolerance intervals for ordinary least squares regression. Use of the model and its associated analyses is illustrated with an aerospace application where hundreds of electronic components are continuously monitored by an automated system that flags components that are suspected of unusual degradation patterns.

A Study Relationship between Firm Performance and Dividend Policy by Fuzzy Regression: Iranian scenario

2013 ◽  
Vol 3 (2) ◽  
pp. 70
Author(s):  
Seyed Hasan Salehnezhad
Keyword(s):  
Regression Analysis ◽  
Stock Returns ◽  
Dividend Policy ◽  
Functional Relationship ◽  
Stock Exchange ◽  
Negative Relationship ◽  
Decision Makers ◽  
Fuzzy Regression ◽  
Independent Variables ◽  
Fuzzy Environment

Fuzzy regression analysis is an extension of the classical regression analysis that is used in evaluating the functional relationship between the dependent and independent variables in a fuzzy environment. Accounting dividend is the most important information used by decision makers in the economic analysis. This research investigated corporate governance and dividend policy in listed company's Tehran Stock exchange by fuzzy regression during 2010 and 2012. The results indicated that significant and positive relationship exists between financial performance (stock returns) and dividend policy and also there was a significant and negative relationship exists between economic performance (EVA) and dividend policy. Furthermore, a significant relationship exists between controlling variable (size) and dividend policy.

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