Building confidence-interval-based fuzzy random regression models

  • Authors:

  • Junzo Watada;Shuming Wang;Witold Pedrycz

  • Affiliations:

  • Graduate School of Information, Production, and Systems, Waseda University, Fukuoka, Japan;Graduate School of Information, Production, and Systems, Waseda University, Fukuoka, Japan;Department of Electrical and Computer Engineering, University of Alberta, Edmonton, AB, Canada and Systems Research Institute, Polish Academy of Sciences, Warsaw, Poland

  • Venue:
  • IEEE Transactions on Fuzzy Systems
  • Year:
  • 2009

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Abstract

In real-world regression analysis, statistical data may be linguistically imprecise or vague. Given the co-existence of stochastic and fuzzy uncertainty, real data cannot be characterized by using only the formalism of random variables. In order to address regression problems in the presence of such hybrid uncertain data, fuzzy random variables are introduced in this study to serve as an integral component of regression models. A new class of fuzzy regression models that is based on fuzzy random data is built, and is called the confidence-interval-based fuzzy random regression model (CI-FRRM). First, a general fuzzy regression model for fuzzy random data is introduced. Then, using expectations and variances of fuzzy random variables, σ-confidence intervals are constructed for fuzzy random input-output data. The CI-FRRM is established based on the σ-confidence intervals. The proposed regression model gives rise to a nonlinear programming problem that consists of fuzzy numbers or interval numbers. Since sign changes in the fuzzy coefficients modify the entire programming structure of the solution process, the inherent dynamic nonlinearity of this optimizationmakes it difficult to exploit the techniques of linear programming or classical nonlinear programming. Therefore, we resort to some heuristics. Finally, an illustrative example is provided.