FUZZY REGRESSION ANALYSIS WITH NON-SYMMETRIC FUZZY COEFFICIENTS BASED ON QUADRATIC PROGRAMMING APPROACH

  • Lee, Haekwan (Department of Industrial Engineering ,Osaka Prefectrue University) ;
  • Hideo Tanaka (Department of Industrial Engineering ,Osaka Prefectrue University)
  • Published : 1998.06.01

Abstract

This paper proposes fuzzy regression analysis with non-symmetric fuzzy coefficients. By assuming non-symmetric triangular fuzzy coefficients and applying the quadratic programming fomulation, the center of the obtained fuzzy regression model attains more central tendency compared to the one with symmetric triangular fuzzy coefficients. For a data set composed of crisp inputs-fuzzy outputs, two approximation models called an upper approximation model and a lower approximation model are considered as the regression models. Thus, we also propose an integrated quadratic programming problem by which the upper approximation model always includes the lower approximation model at any threshold level under the assumption of the same centers in the two approximation models. Sensitivities of Weight coefficients in the proposed quadratic programming approaches are investigated through real data.

Keywords