Fuzzy C-Regression Models

2013 ◽  
Vol 278-280 ◽  
pp. 1323-1326
Author(s):  
Yan Hua Yu ◽  
Li Xia Song ◽  
Kun Lun Zhang

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.

Author(s):  
Ozlem Ersoy Hepson ◽  
Idris Dag ◽  
Bülent Saka ◽  
Buket Ay

Abstract Integration using least squares method in space and Crank–Nicolson approach in time is managed to set up an algorithm to solve the RLW equation numerically. Trial functions in the least square method consist of a combination of the quartic B-spline functions. Integration of the RLW equation gives a system of algebraic equations. The solutions consisting of a combination of the quartic B-splines are given for some initial and boundary value problems of RLW equation.


Author(s):  
Kazuhisa Takemura ◽  

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.


2005 ◽  
Vol 475-479 ◽  
pp. 2107-2110 ◽  
Author(s):  
Fan Li ◽  
Jian Qin Mao ◽  
Hai Shan Ding ◽  
Wen Bo Zhang ◽  
Hui Bin Xu ◽  
...  

In this paper, a new method which combines the least square method with Tree-Structured fuzzy inference system is presented to approximate the Preisach distribution function. Firstly, by devising the input sequence and measure the output, discrete Preisach measure can be identified by the use of the least squares method. Then, the Preisach function can be obtained with Tree-Structured fuzzy inference system without any special smoothing means. So, this new method is not sensitive to noise, and is a universal approximator of the Preisach function. It collect the merit and overcome the deficiency of the existing methods.


2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Özgür Yeniay ◽  
Öznur İşçi ◽  
Atilla Göktaş ◽  
M. Niyazi Çankaya

Study of dynamic equations in time scale is a new area in mathematics. Time scale tries to build a bridge between real numbers and integers. Two derivatives in time scale have been introduced and called as delta and nabla derivative. Delta derivative concept is defined as forward direction, and nabla derivative concept is defined as backward direction. Within the scope of this study, we consider the method of obtaining parameters of regression equation of integer values through time scale. Therefore, we implemented least squares method according to derivative definition of time scale and obtained coefficients related to the model. Here, there exist two coefficients originating from forward and backward jump operators relevant to the same model, which are different from each other. Occurrence of such a situation is equal to total number of values of vertical deviation between regression equations and observation values of forward and backward jump operators divided by two. We also estimated coefficients for the model using ordinary least squares method. As a result, we made an introduction to least squares method on time scale. We think that time scale theory would be a new vision in least square especially when assumptions of linear regression are violated.


Author(s):  
Warha, Abdulhamid Audu ◽  
Yusuf Abbakar Muhammad ◽  
Akeyede, Imam

Linear regression is the measure of relationship between two or more variables known as dependent and independent variables. Classical least squares method for estimating regression models consist of minimising the sum of the squared residuals. Among the assumptions of Ordinary least squares method (OLS) is that there is no correlations (multicollinearity) between the independent variables. Violation of this assumptions arises most often in regression analysis and can lead to inefficiency of the least square method. This study, therefore, determined the efficient estimator between Least Absolute Deviation (LAD) and Weighted Least Square (WLS) in multiple linear regression models at different levels of multicollinearity in the explanatory variables. Simulation techniques were conducted using R Statistical software, to investigate the performance of the two estimators under violation of assumptions of lack of multicollinearity. Their performances were compared at different sample sizes. Finite properties of estimators’ criteria namely, mean absolute error, absolute bias and mean squared error were used for comparing the methods. The best estimator was selected based on minimum value of these criteria at a specified level of multicollinearity and sample size. The results showed that, LAD was the best at different levels of multicollinearity and was recommended as alternative to OLS under this condition. The performances of the two estimators decreased when the levels of multicollinearity was increased.


1963 ◽  
Vol 85 (4) ◽  
pp. 378-379 ◽  
Author(s):  
Irving Frank

When the temperature of a body at some point is known, it is generally possible to determine the rate of heat input to the surface of the body. However, when the temperatures are determined experimentally, it will be found that there is some uncertainty in the solution for the rate of heat input. It is suggested that a least square method be used to determine the rate of heat input which best fits the experimental data.


Entropy ◽  
2019 ◽  
Vol 21 (10) ◽  
pp. 933
Author(s):  
Limin Liu ◽  
Yingying Cui

This paper is devoted to the study of the pricing of European options under a non-Gaussian model. This model follows a non-extensive statistical mechanics which can better describe the fractal characteristics of price movement in the financial market. Moreover, we present a simple but precise least-square method for approximation and obtain a closed-form solution of the price of European options. The advantages of this technique are illustrated by numerical simulation, which shows that the least-squares method is better compared with Borland’s two methods in 2002 and 2004.


2011 ◽  
Vol 261-263 ◽  
pp. 1674-1678
Author(s):  
Jun Ying Guo ◽  
Rong Ji Li ◽  
Hui Fang Shen

Through mathematical statistics analyses of basic PM indexes of Zhejiang soft soil samples, obtained are the statistics of soft soil PM parameters, and hence its engineering geological quality. Through linear regression analyses of the soft soil PM indexes by least square method, obtained is the formula of linear inter-index correlations, and tested is the significance between the linear correlation and parameters. The outcomes of the statistical regression analysis provide reference for a rough inter-calculation among soft soil PM indexes, and for engineering constructions.


2014 ◽  
Vol 1044-1045 ◽  
pp. 1321-1324
Author(s):  
Shao Chen Wu ◽  
Hai Sheng Liu ◽  
Fu Liang Deng

The traditional modeling approach of auxiliary power is the least squares method, however, accuracy of the traditional least squares method is not high in fitting and forecasting, so we introduced segmentation method of least squares model, and consider the impact of many factors on the model ,proposed the improved least square method based on PSO. Application prove this method has a better fitting precision and predicition accuracy.


2021 ◽  
Vol 47 (3) ◽  
pp. 1-18
Author(s):  
Pavel Škrabánek ◽  
Natália Martínková

Fuzzy regression provides an alternative to statistical regression when the model is indefinite, the relationships between model parameters are vague, the sample size is low, or the data are hierarchically structured. Such cases allow to consider the choice of a regression model based on the fuzzy set theory. In fuzzyreg, we implement fuzzy linear regression methods that differ in the expectations of observational data types, outlier handling, and parameter estimation method. We provide a wrapper function that prepares data for fitting fuzzy linear models with the respective methods from a syntax established in R for fitting regression models. The function fuzzylm thus provides a novel functionality for R through standardized operations with fuzzy numbers. Additional functions allow for conversion of real-value variables to be fuzzy numbers, printing, summarizing, model plotting, and calculation of model predictions from new data using supporting functions that perform arithmetic operations with triangular fuzzy numbers. Goodness of fit and total error of the fit measures allow model comparisons. The package contains a dataset named bats with measurements of temperatures of hibernating bats and the mean annual surface temperature reflecting the climate at the sampling sites. The predictions from fuzzy linear models fitted to this dataset correspond well to the observed biological phenomenon. Fuzzy linear regression has great potential in predictive modeling where the data structure prevents statistical analysis and the modeled process exhibits inherent fuzziness.


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