Interval regression analysis by quadratic programming approach

• Authors: H. Tanaka;H. Lee
• Venue: IEEE Transactions on Fuzzy Systems
• Year: 1998

When we use linear programming in possibilistic regression analysis, some coefficients tend to become crisp because of the characteristic of linear programming. On the other hand, a quadratic programming approach gives more diverse spread coefficients than a linear programming one. Therefore, to overcome the crisp characteristic of linear programming, we propose interval regression analysis based on a quadratic programming approach. Another advantage of adopting a quadratic programming approach is to be able to integrate both the property of central tendency in least squares and the possibilistic property in fuzzy regression. By changing the weights of the quadratic function, we can analyze the given data from different viewpoints. For data with crisp inputs and interval outputs, the possibility and necessity models can be considered. Therefore, the unified quadratic programming approach obtaining the possibility and necessity regression models simultaneously is proposed. Even though there always exist possibility estimation models, the existence of necessity estimation models is not guaranteed if we fail to assume a proper function fitting to the given data as a regression model. Thus, we consider polynomials as regression models since any curve can be represented by the polynomial approximation. Using polynomials, we discuss how to obtain approximation models which fit well to the given data where the measure of fitness is newly defined to gauge the similarity between the possibility and the necessity models. Furthermore, from the obtained possibility and necessity regression models, a trapezoidal fuzzy output can be constructed