• Title/Summary/Keyword: Fuzzy regression model

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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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    • v.32 no.3_4
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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.

Architecture and Implementation of Database on the Cylindrical Grinding Utilizing the Fuzzy Regression Model (퍼지 회귀모델을 이용한 연삭가공용 데이타 베이스의 설계와 활용(실가공 데이타베이스에 관하여))

  • Kim, Gun-hoi;Inasaki, Ichiro;Lee, Jae-kyung;Song, Ji-bok
    • Journal of the Korean Society for Precision Engineering
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    • v.11 no.1
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    • pp.219-229
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    • 1994
  • This paper describes an expert system on the cylindrical grinding operations in order to establish the optimum grinding conditions, which satisfy the maximum removal rates, considering the several constraints of grinding power, workpiece burn, chatter vibration and surface roughness. Specialized knowledge of the grinding operations are acquired from the actual operation database. Coefficientis in the experimental equations are obtaines through the fuzzy regression model based on the fuzzy set theory, and are stored in the actual operation database. The developed system is capable of determining the optimum grinding conditions taking into account some problems, and practical examples of implementaion are described.

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Kernel-Based Fuzzy Regression Machine For Predicting Turbulent Flows

  • Hong, Dug-Hun;Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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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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Extended Fuzzy DEA

  • Guo, Peijun;Tanaka, Hideo
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.517-521
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    • 1998
  • DEA(data envelopment analysis) is a non-parametric technique for measuring and evaluating the relative efficiencies of a set of entities with common crisp inputs and outputs. In fact, in a real evaluation problem input and output data of entities often flucturate. These fluctuating data can be represented as linguistic variables characterized by fuzzy numbers. Based on a fundamental CCR model, a fuzzy DEA model is proposed to deal with fuzzy input and output data, Furthermore, a model that extends a fuzzy DEA to a more general case is also proposed with considering the relation between DEA and RA (regression analysis) . the crisp efficiency in CCR modelis extended to an L-R fuzzy number in fuzzy DEA problems to reflect some uncertainty in real evaluation problems.

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Analysis of the outcome for the Korean Pro-Basketball games using Regression models (회귀모형을 이용한 한국프로농구 승부결과 분석)

  • Jhang, Hyo Jin;Kwak, Hyun;Choi, Seung Hoe
    • Journal of the Korean Institute of Intelligent Systems
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    • v.25 no.5
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    • pp.489-494
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    • 2015
  • The purpose of this paper is to analyse outcomes of Korean Pro-basketball games using regression models. Both Classic Fuzzy Regression Model and Fuzzy Regression Model applying linguistic variables were used to meet the purpose of the paper. In General Regression Analysis, in which the results of games are expressed and analyzed through score differences, a regression model is proposed considering influential variables for the score differences of the two teams. In Fuzzy Regression Analysis, the results are sorted into six different literal expressions, 'win with large margin, win with moderate margin, win with narrow margin, defeat with narrow margin, defeat with moderate margin, and defeat with large margin'. Athletic performances and team work of each teams were expressed in fuzzy number to analyse how much athletic performances and team work affect results of games. This paper referred back to 2013-2014 season data provided by KBL(Korean Basketball League) and professional columns on Korean basketball analysis.

A SOFT-SENSING MODEL FOR FEEDWATER FLOW RATE USING FUZZY SUPPORT VECTOR REGRESSION

  • Na, Man-Gyun;Yang, Heon-Young;Lim, Dong-Hyuk
    • Nuclear Engineering and Technology
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    • v.40 no.1
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    • pp.69-76
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    • 2008
  • Most pressurized water reactors use Venturi flow meters to measure the feedwater flow rate. However, fouling phenomena, which allow corrosion products to accumulate and increase the differential pressure across the Venturi flow meter, can result in an overestimation of the flow rate. In this study, a soft-sensing model based on fuzzy support vector regression was developed to enable accurate on-line prediction of the feedwater flow rate. The available data was divided into two groups by fuzzy c means clustering in order to reduce the training time. The data for training the soft-sensing model was selected from each data group with the aid of a subtractive clustering scheme because informative data increases the learning effect. The proposed soft-sensing model was confirmed with the real plant data of Yonggwang Nuclear Power Plant Unit 3. The root mean square error and relative maximum error of the model were quite small. Hence, this model can be used to validate and monitor existing hardware feedwater flow meters.

On Chaotic Behavior of Fuzzy Inferdence Rule Based Nonlinear Functions

  • Ikoma, Norikazu
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.861-864
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    • 1993
  • This research provides the results of a trial to generate the chaos by using nonlinear function constructed by fuzzy inference rules. The chaos generation function or chaotic behavior can be obtained by using Takagi-Sugeno fuzzy model with some constraint of the relationship of its parameters. Two examples are shown in this research. The first is simple example that construct of logistic image by fuzzy model. The second is more complicated one that provide the chaotic time series by non-linear autoregression based on fuzzy model. Simulated results are shown in these examples.

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Design Flood Estimation for Pyeongchang River Basin Using Fuzzy Regression Method (Fuzzy 회귀분석기법을 이용한 평창강 유역의 설계홍수량 산정)

  • Yi, Jaeeung;Kim, Seungjoo;Lee, Taegeun;Ji, Jungwon
    • Journal of Korea Water Resources Association
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    • v.45 no.10
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    • pp.1023-1034
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    • 2012
  • Linear regression technique has been used widely in water resources field as well as various fields such as economics and statistics, and so on. Using fuzzy regression technique, it is possible to quantify uncertainty and reflect them to the regression model. In this study, fuzzy regression model is developed to compute design floods in any place in Pyeongchang River basin. In ungaged basins, it is usually difficult to obtain data required for flood discharge analysis. In this study, basin characteristics elements are analyzed spatially using GIS and the technique of estimating design flood in ungaged mountainous basin is studied based on the result. Fuzzy regression technique is applied to Pyeongchang River basin which has mountainous basin characteristics and well collected rainfall and runoff data through IHP test basin project. Fuzzy design flood estimation equations are developed using the basin characteristics elements for Pyeongchang River basin. The suitability of developed fuzzy equations are examined by comparing the results with design floods computed in 9 locations along the river. Using regional regression method and fuzzy regression analysis, the uncertainties of the design floods occurred from the data monitoring can be quantified.

Trend in Fuzzy Regression Model

  • 최승회;김해경;정은경
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.73-77
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    • 2004
  • 종속변수와 독립변수 사이의 통계적인 관계를 설명하기 위해 사용되는 회귀모형을 분석하는 방법을 회귀분석이라 한다. 독립변수와 종속변수가 퍼지수인 퍼지회귀모형을 추정하기 위해 최소전대편차추정량을 제시하고. 예제를 이용하여 퍼지최소절대편차회귀모형과 퍼지최소자 승회귀모형의 효율성을 평가한다.

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Neuro-fuzzy optimisation to model the phenomenon of failure by punching of a slab-column connection without shear reinforcement

  • Hafidi, Mariam;Kharchi, Fattoum;Lefkir, Abdelouhab
    • Structural Engineering and Mechanics
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    • v.47 no.5
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    • pp.679-700
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    • 2013
  • Two new predictive design methods are presented in this study. The first is a hybrid method, called neuro-fuzzy, based on neural networks with fuzzy learning. A total of 280 experimental datasets obtained from the literature concerning concentric punching shear tests of reinforced concrete slab-column connections without shear reinforcement were used to test the model (194 for experimentation and 86 for validation) and were endorsed by statistical validation criteria. The punching shear strength predicted by the neuro-fuzzy model was compared with those predicted by current models of punching shear, widely used in the design practice, such as ACI 318-08, SIA262 and CBA93. The neuro-fuzzy model showed high predictive accuracy of resistance to punching according to all of the relevant codes. A second, more user-friendly design method is presented based on a predictive linear regression model that supports all the geometric and material parameters involved in predicting punching shear. Despite its simplicity, this formulation showed accuracy equivalent to that of the neuro-fuzzy model.