• Title/Summary/Keyword: Fuzzy Regression Analysis

Search Result 94, Processing Time 0.033 seconds

Fuzzy least squares polynomial regression analysis using shape preserving operations

  • Hong, Dug-Hun;Hwang, Chang-Ha;Do, Hae-Young
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.13 no.5
    • /
    • pp.571-575
    • /
    • 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
    • /
    • v.7 no.4
    • /
    • pp.263-271
    • /
    • 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

  • Hong, Dug-Hun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.12 no.1
    • /
    • pp.99-101
    • /
    • 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.

  • PDF

FUZZY REGRESSION TOWARDS A GENERAL INSURANCE APPLICATION

  • Kim, Joseph H.T.;Kim, Joocheol
    • Journal of applied mathematics & informatics
    • /
    • v.32 no.3_4
    • /
    • pp.343-357
    • /
    • 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
    • /
    • v.8 no.4
    • /
    • pp.306-311
    • /
    • 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.

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

  • Kim, Seong-Il;Hwang, Seung-Gook
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.25 no.3
    • /
    • pp.203-209
    • /
    • 2015
  • In this paper, we conducted a conventional regression and fuzzy regression analysis of the core competencies of construction subcontractors. The study was undertaken to check whether these two types of regression core capabilities affect the rating of construction subcontractor. Conventional regression result showed some effect on the rating of construction subcontractors on which core competencies to management and firm contribution were conducted. With fuzzy regression analysis, on the other hand, the rating of construction subcontractors could see the Min and Conjunction problem which utilize 100% reliability of Min. Max and Conjunction. From the above, the dependent variable of conventional regression could determine the evaluation grade of construction subcontractor. The fuzzy regression analysis shows the estimator of evaluation grade of the construction subcontractor including or corresponding to the fuzzy output data.

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
    • /
    • v.16 no.2
    • /
    • pp.445-449
    • /
    • 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.

  • PDF

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

  • Hong, Dug-Hun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2008.04a
    • /
    • pp.306-310
    • /
    • 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.

  • PDF

Kernel-Based Fuzzy Regression Machine For Predicting Turbulent Flows

  • Hong, Dug-Hun;Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2004.04a
    • /
    • pp.91-101
    • /
    • 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.

  • PDF

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
    • /
    • v.16 no.2
    • /
    • pp.335-348
    • /
    • 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.