A new fuzzy regression model based on least absolute deviation

被引:45
|
作者
Li, Junhong [1 ,2 ]
Zeng, Wenyi [1 ]
Xie, Jianjun [2 ]
Yin, Qian [1 ]
机构
[1] Beijing Normal Univ, Coll Informat Sci & Technol, Beijing 100875, Peoples R China
[2] Hebei Normal Univ, Coll Math & Informat Sci, Shijiazhuang 050024, Peoples R China
基金
中国国家自然科学基金;
关键词
Fuzzy sets; Trapezoidal fuzzy number; Least absolute deviation; Fuzzy linear regression; Decision analysis; SQUARES ESTIMATION; NUMBERS; SELECTION; INPUT;
D O I
10.1016/j.engappai.2016.02.009
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Fuzzy set theory is a powerful tool to describe and process uncertainty information which exist in real world, and fuzzy regression is an important research topic which can be used to fulfill predicting by establishing the functional relationship between fuzzy variables. Trapezoidal fuzzy number is a common one which can represent other types of fuzzy numbers, and least absolute deviation is a robust method which is insensitive to outliers. So, in this paper, we propose a new fuzzy regression model based on trapezoidal fuzzy number and least absolute deviation method. Firstly, we introduce a new distance measure between trapezoidal fuzzy numbers which is the basis for applications, and merge least absolute deviation with the proposed distance measure to investigate fuzzy regression model whose parameters can be trapezoidal fuzzy numbers. Meanwhile, we investigate the model algorithms for three cases in detail, including different types of inputs, outputs and regression coefficients. Finally, we use four numerical examples to illustrate that our proposed model is reasonable, compare our proposed model with some existing fuzzy regression models, and do comprehensive analysis about the proposed model. The results show that our proposed model is robust, and has better fitting effect. (C) 2016 Elsevier Ltd. All rights reserved.
引用
收藏
页码:54 / 64
页数:11
相关论文
共 50 条
  • [21] A Maximum Likelihood Approach to Least Absolute Deviation Regression
    Yinbo Li
    Gonzalo R. Arce
    [J]. EURASIP Journal on Advances in Signal Processing, 2004
  • [22] Least absolute deviation estimation for regression with ARMA errors
    Davis, RA
    Dunsmuir, WTM
    [J]. JOURNAL OF THEORETICAL PROBABILITY, 1997, 10 (02) : 481 - 497
  • [23] FUZZY LEAST ABSOLUTE REGRESSION ANALYSIS BASED ON MELLIN TRANSFORMS
    Chen, Qiyong
    Gong, Yanbing
    [J]. INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2019, 15 (04): : 1243 - 1254
  • [24] A Joint Least Squares and Least Absolute Deviation Model
    Duan, Junbo
    Idier, Jerome
    Wang, Yu-Ping
    Wan, Mingxi
    [J]. IEEE SIGNAL PROCESSING LETTERS, 2019, 26 (04) : 543 - 547
  • [25] Instability of least squares, least absolute deviation and least median of squares linear regression
    Ellis, SP
    [J]. STATISTICAL SCIENCE, 1998, 13 (04) : 337 - 344
  • [26] Mathematical programming approach to formulate intuitionistic fuzzy regression model based on least absolute deviations
    Liang-Hsuan Chen
    Sheng-Hsing Nien
    [J]. Fuzzy Optimization and Decision Making, 2020, 19 : 191 - 210
  • [27] Mathematical programming approach to formulate intuitionistic fuzzy regression model based on least absolute deviations
    Chen, Liang-Hsuan
    Nien, Sheng-Hsing
    [J]. FUZZY OPTIMIZATION AND DECISION MAKING, 2020, 19 (02) : 191 - 210
  • [28] Second order representations of the least absolute deviation regression estimator
    Arcones, MA
    [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1998, 50 (01) : 87 - 117
  • [29] Efficient Sparse Least Absolute Deviation Regression With Differential Privacy
    Liu, Weidong
    Mao, Xiaojun
    Zhang, Xiaofei
    Zhang, Xin
    [J]. IEEE TRANSACTIONS ON INFORMATION FORENSICS AND SECURITY, 2024, 19 : 2328 - 2339
  • [30] Second Order Representations of the Least Absolute Deviation Regression Estimator
    Miguel A. Arcones
    [J]. Annals of the Institute of Statistical Mathematics, 1998, 50 : 87 - 117