• 제목/요약/키워드: fuzzy least squares linear regression

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전력수요예측을 위한 다양한 퍼지 최소자승 선형회귀 모델 (Various Models of Fuzzy Least-Squares Linear Regression for Load Forecasting)

  • 송경빈
    • 조명전기설비학회논문지
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    • 제21권7호
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    • pp.61-67
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    • 2007
  • 전력수요예측은 전력계통의 운용을 위해 필수적이다. 따라서 다양한 방법이 제시되어 왔으며, 특히 특수일의 수요예측은 평일과 구분되며, 부하 패턴을 축출하기에 충분한 자료 확보가 어려워 예측 오차가 크게 나타난다. 본 논문에서는 특수일의 부하예측 정확도를 개선하기 위해 퍼지 최소자승 선형회귀 모델을 분석한다. 4종류의 퍼지 최소자승 선형회귀 모델에 대해 분석과 사례연구를 통하여 가장 정확한 모델을 제시한다.

LEAST ABSOLUTE DEVIATION ESTIMATOR IN FUZZY REGRESSION

  • KIM KYUNG JOONG;KIM DONG HO;CHOI SEUNG HOE
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.649-656
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    • 2005
  • In this paper we consider a fuzzy least absolute deviation method in order to construct fuzzy linear regression model with fuzzy input and fuzzy output. We also consider two numerical examples to evaluate an effectiveness of the fuzzy least absolute deviation method and the fuzzy least squares method.

Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

  • Shim, Joo-Yong;Seok, Kyung-Ha;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제17권2호
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    • pp.141-151
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    • 2010
  • Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

퍼지 최소 자승 선형회귀분석 알고리즘을 이용한 특수일 전력수요예측 (Load Forecasting for Holidays Using a Fuzzy Least Squares Linear Regression Algorithm)

  • 송경빈;구본석;백영식
    • 대한전기학회논문지:시스템및제어부문D
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    • 제52권4호
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    • pp.233-237
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    • 2003
  • An accurate load forecasting is essential for economics and stability power system operation. Due to high relationship between the electric power load and the electric power price, the participants of the competitive power market are very interested in load forecasting. The percentage errors of load forecasting for holidays is relatively large. In order to improve the accuarcy of load forecasting for holidays, this paper proposed load forecasting method for holidays using a fuzzy least squares linear regression algorithm. The proposed algorithm is tested for load forecasting for holidays in 1996, 1997, and 2000. The test results show that the proposed algorithm is better than the algorithm using fuzzy linear regression.

Separate Fuzzy Regression with Fuzzy Input and Output

  • Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.183-193
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    • 2007
  • This paper shows that a response function for the center of fuzzy output nay not be the same as that for the spread in a fuzzy linear regression model and then suggests a separate fuzzy regression model makes a distinction between response functions of the center and the spread of fuzzy output. Also we use a least squares method to estimate the separate fuzzy regression model and compare an accuracy of proposed model with another fuzzy regression model developed by Diamond (1988) and Kao and Chyu (2003).

Asymptotic Consistency of Least Squares Estimators in Fuzzy Regression Model

  • Yoon, Jin-Hee;Kim, Hae-Kyung;Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.799-813
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    • 2008
  • This paper deals with the properties of the fuzzy least squares estimators for fuzzy linear regression model. Especially fuzzy triangular input-output model including error term is proposed. The error term is considered as a fuzzy random variable. The asymptotic unbiasedness and the consistency of the estimators are proved using a suitable metric.

FUZZY REGRESSION MODEL WITH MONOTONIC RESPONSE FUNCTION

  • Choi, Seung Hoe;Jung, Hye-Young;Lee, Woo-Joo;Yoon, Jin Hee
    • 대한수학회논문집
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    • 제33권3호
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    • pp.973-983
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    • 2018
  • Fuzzy linear regression model has been widely studied with many successful applications but there have been only a few studies on the fuzzy regression model with monotonic response function as a generalization of the linear response function. In this paper, we propose the fuzzy regression model with the monotonic response function and the algorithm to construct the proposed model by using ${\alpha}-level$ set of fuzzy number and the resolution identity theorem. To estimate parameters of the proposed model, the least squares (LS) method and the least absolute deviation (LAD) method have been used in this paper. In addition, to evaluate the performance of the proposed model, two performance measures of goodness of fit are introduced. The numerical examples indicate that the fuzzy regression model with the monotonic response function is preferable to the fuzzy linear regression model when the fuzzy data represent the non-linear pattern.

ON THEIL'S METHOD IN FUZZY LINEAR REGRESSION MODELS

  • Choi, Seung Hoe;Jung, Hye-Young;Lee, Woo-Joo;Yoon, Jin Hee
    • 대한수학회논문집
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    • 제31권1호
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    • pp.185-198
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    • 2016
  • Regression analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper propose a fuzzy regression analysis applying Theils method which is not sensitive to outliers. This method use medians of rate of increment based on randomly chosen pairs of each components of ${\alpha}$-level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. An example and two simulation results are given to show fuzzy Theils estimator is more robust than the fuzzy least squares estimator.

Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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퍼지 최소자승 선형회귀분석 알고리즘을 이용한 특수일 전력수요예측 (Load Forecasting for Holidays using Fuzzy Least-Squares Linear Regression Algorithm)

  • 구본석;백영식;송경빈
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 추계학술대회 논문집 전력기술부문
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    • pp.51-53
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    • 2001
  • 전력 수요 예측은 전력 수급 안정과 양질의 전력을 공급하기 위한 필수 기법이며 경쟁적인 전력시장에서 전력요금과 밀접한 관련이 있다. 그러므로, 경쟁적인 전력시장 구조하의 시장 참여자에게 있어서 전력 수요 예측은 매우 관심 있는 사항이다. 최근의 전력 수요 예측 기법으로 예측한 오차율을 살펴보면 평일과는 다르게 특수일의 전력 수요예측은 평균 5%를 상회하는 수준으로 예측의 정확도가 평일 예측에 비해 크게 낮은데 이유는 특수일이 평일에 비하여 부하의 크기가 다소 낮게 나타나고 특수일 마다 계절적인 차이가 있으며 각각의 특수일 마다 고유한 부하의 특성이 있으므로 과거 데이터를 이용할 때 동일 특수일을 이용하게 되며 따라서 평일과는 다르게 일년 단위로 과거 데이터 값들이 취득되므로 오차율이 커진다. 따라서 데이터들을 퍼지화하여 선형계획법을 수행하여 평균 $2{\sim}3%$ 정도의 우수한 결과를 도출한 바 있다. 본 논문에서는 퍼지 선형회귀분석법을 이용한 예측 기법에 최소자승법을 도입하여 특수일 전력 수요예측의 정확도를 개선하였다.

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