Boscovich Fuzzy Regression Line
Pavel Škrabánek,
Jaroslav Marek and
Alena Pozdílková
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Pavel Škrabánek: Institute of Automation and Computer Science, Brno University of Technology, Technická 2896/2, 616 69 Brno, Czech Republic
Jaroslav Marek: Department of Mathematics and Physics, University of Pardubice, Studentská 95, 532 10 Pardubice, Czech Republic
Alena Pozdílková: Department of Mathematics and Physics, University of Pardubice, Studentská 95, 532 10 Pardubice, Czech Republic
Mathematics, 2021, vol. 9, issue 6, 1-14
Abstract:
We introduce a new fuzzy linear regression method. The method is capable of approximating fuzzy relationships between an independent and a dependent variable. The independent and dependent variables are expected to be a real value and triangular fuzzy numbers, respectively. We demonstrate on twenty datasets that the method is reliable, and it is less sensitive to outliers, compare with possibilistic-based fuzzy regression methods. Unlike other commonly used fuzzy regression methods, the presented method is simple for implementation and it has linear time-complexity. The method guarantees non-negativity of model parameter spreads.
Keywords: fuzzy linear regression; non-symmetric triangular fuzzy number; least absolute value; Boscovich regression line; outlier (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:9:y:2021:i:6:p:685-:d:522357
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