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
  • [41] New identification method for Hammerstein models based on approximate least absolute deviation
    Xu, Bao-Chang
    Zhang, Ying-Dan
    [J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2016, 47 (09) : 2201 - 2213
  • [42] A New Fuzzy Linear Regression Model for Least Square Estimate
    Nong, Xiuli
    [J]. INFORMATION AND BUSINESS INTELLIGENCE, PT II, 2012, 268 : 709 - 715
  • [43] Least Absolute Deviation Cut
    Yu, Jian
    Jing, Liping
    [J]. ROUGH SETS AND KNOWLEDGE TECHNOLOGY, 2011, 6954 : 743 - 752
  • [44] Analysis of least absolute deviation
    Chen, Kani
    Ying, Zhiliang
    Zhang, Hong
    Zhao, Lincheng
    [J]. BIOMETRIKA, 2008, 95 (01) : 107 - 122
  • [45] The Least Absolute Deviation Estimation Method of Parameter in Nonlinear Regression Model and Its Feasible Direction Algorithm
    Wan Yucheng
    [J]. RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, PTS 1 AND 2, 2011, : 1338 - 1343
  • [46] Estimating the fundamental matrix based on least absolute deviation
    Yang, Menglong
    Liu, Yiguang
    You, Zhisheng
    [J]. NEUROCOMPUTING, 2011, 74 (17) : 3638 - 3645
  • [47] SEQUENTIAL EXTRACTION OF FUZZY REGRESSION MODELS: LEAST SQUARES AND LEAST ABSOLUTE DEVIATIONS
    Tang, Hengjin
    Miyamoto, Sadaaki
    [J]. INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2011, 19 : 53 - 63
  • [48] A fuzzy logistic regression model based on the least squares estimation
    Yifan Gao
    Qiujun Lu
    [J]. Computational and Applied Mathematics, 2018, 37 : 3562 - 3579
  • [49] A fuzzy logistic regression model based on the least squares estimation
    Gao, Yifan
    Lu, Qiujun
    [J]. COMPUTATIONAL & APPLIED MATHEMATICS, 2018, 37 (03): : 3562 - 3579
  • [50] Robust estimation of derivatives using locally weighted least absolute deviation regression
    Wang, Wen Wu
    Yu, Ping
    Lin, Lu
    Tong, Tiejun
    [J]. Journal of Machine Learning Research, 2019, 20