• 제목/요약/키워드: Fuzzy Regression Analysis

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Fuzzy least squares polynomial regression analysis using shape preserving operations

  • Hong, Dug-Hun;Hwang, Chang-Ha;Do, Hae-Young
    • 한국지능시스템학회논문지
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    • 제13권5호
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    • pp.571-575
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    • 2003
  • In this paper, we describe a method for fuzzy polynomial regression analysis for fuzzy input--output data using shape preserving operations for least-squares fitting. Shape preserving operations simplifies the computation of fuzzy arithmetic operations. We derive the solution using mixed nonlinear program.

Robust Fuzzy Varying Coefficient Regression Analysis with Crisp Inputs and Gaussian Fuzzy Output

  • Yang, Zhihui;Yin, Yunqiang;Chen, Yizeng
    • Journal of Computing Science and Engineering
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    • 제7권4호
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    • pp.263-271
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    • 2013
  • This study presents a fuzzy varying coefficient regression model after deleting the outliers to improve the feasibility and effectiveness of the fuzzy regression model. The objective of our methodology is to allow the fuzzy regression coefficients to vary with a covariate, and simultaneously avoid the impact of data contaminated by outliers. In this paper, fuzzy regression coefficients are represented by Gaussian fuzzy numbers. We also formulate suitable goodness of fit to evaluate the performance of the proposed methodology. An example is given to demonstrate the effectiveness of our methodology.

A Note on Fuzzy Linear Regression Analysis of Fuzzy Valued Variables

  • 홍덕헌
    • Journal of the Korean Data and Information Science Society
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    • 제12권1호
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    • pp.99-101
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    • 2001
  • In this note, we show that a linear regression model, using entropy and degree of nearness of fuzzy numbers, suggested by Wang and Li[FSS 36, 125-136] seems to be unreasonable by an example.

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FUZZY REGRESSION TOWARDS A GENERAL INSURANCE APPLICATION

  • Kim, Joseph H.T.;Kim, Joocheol
    • Journal of applied mathematics & informatics
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    • 제32권3_4호
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    • pp.343-357
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    • 2014
  • In many non-life insurance applications past data are given in a form known as the run-off triangle. Smoothing such data using parametric crisp regression models has long served as the basis of estimating future claim amounts and the reserves set aside to protect the insurer from future losses. In this article a fuzzy counterpart of the Hoerl curve, a well-known claim reserving regression model, is proposed to analyze the past claim data and to determine the reserves. The fuzzy Hoerl curve is more flexible and general than the one considered in the previous fuzzy literature in that it includes a categorical variable with multiple explanatory variables, which requires the development of the fuzzy analysis of covariance, or fuzzy ANCOVA. Using an actual insurance run-off claim data we show that the suggested fuzzy Hoerl curve based on the fuzzy ANCOVA gives reasonable claim reserves without stringent assumptions needed for the traditional regression approach in claim reserving.

Relationship Among h Value, Membership Function, and Spread in Fuzzy Linear Regression using Shape-preserving Operations

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제8권4호
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    • pp.306-311
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

건설협력업체 핵심역량의 퍼지회귀분석 (Fuzzy Regression Analysis for Core Competency of Construction Subcontractors)

  • 김성일;황승국
    • 한국지능시스템학회논문지
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    • 제25권3호
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    • pp.203-209
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    • 2015
  • 본 논문은 건설협력업체의 핵심역량 대하여 일반회귀분석과 퍼지회귀분석을 실시하였다. 이것은 핵심역량이 건설협력업체의 등급에 어느 정도 영향을 주는 지에 대하여 두 종류의 회귀분석으로 확인하기 위한 것이다. 건설협력업체 평가등급에 대한 일반회귀분석 결과에서 건설협력업체의 등급결정에 영향을 주는 핵심역량은 경영과 업체기여도 임을 알 수 있다. 건설협력업체 평가등급에 대한 퍼지회귀분석은 Min, Max, Conjunction 중에서 Min, Conjunction 문제는 100%의 신뢰성이 있어 활용이 가능함을 알 수 있었다. 이상으로부터 일반회귀분석은 종속변수인 건설협력업체의 평가등급에 영향을 주는 핵심역량의 파악이 가능하며, 퍼지회귀분석은 주어진 퍼지출력데이터를 완전히 포함하던지 걸쳐지던지 한 점에 일치하는 건설협력업체 평가등급의 추정치를 보여 주고 있다는 것을 알 수 있다.

A Note on Linear Regression Model Using Non-Symmetric Triangular Fuzzy Number Coefficients

  • Hong, Dug-Hun;Kim, Kyung-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제16권2호
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    • pp.445-449
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    • 2005
  • Yen et al. [Fuzzy Sets and Systems 106 (1999) 167-177] calculated the fuzzy membership function for the output to find the non-symmetric triangular fuzzy number coefficients of a linear regression model for all given input-output data sets. In this note, we show that the result they obtained in their paper is invalid.

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On relationship among h value, membership function, and spread in fuzzy linear regression using shape-preserving operations

  • Hong, Dug-Hun
    • 한국지능시스템학회:학술대회논문집
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    • 한국지능시스템학회 2008년도 춘계학술대회 학술발표회 논문집
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    • pp.306-310
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    • 2008
  • Fuzzy regression, a nonparametric method, can be quite useful in estimating the relationships among variables where the available data are very limited and imprecise. It can also serve as a sound methodology that can be applied to a variety of management and engineering problems where variables are interacting in an uncertain, qualitative, and fuzzy way. A close examination of the fuzzy regression algorithm reveals that the resulting possibility distribution of fuzzy parameters, which makes this technique attractive in a fuzzy environment, is dependent upon an h parameter value. The h value, which is between 0 and 1, is referred to as the degree of fit of the estimated fuzzy linear model to the given data, and is subjectively selected by a decision maker (DM) as an input to the model. The selection of a proper value of h is important in fuzzy regression, because it determines the range of the posibility ditributions of the fuzzy parameters. In this paper, we discuss the interdependent relationship among the h value, membership function shape, and the spreads of fuzzy parameters in fuzzy linear regression with fuzzy input-output using shape-preserving operations.

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Kernel-Based Fuzzy Regression Machine For Predicting Turbulent Flows

  • 홍덕헌;황창하
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2004년도 춘계학술대회
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    • pp.91-101
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    • 2004
  • The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.

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Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.