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Fuzzy linear regression analysis from the point of view risk

Modarres, M ; Sharif University of Technology | 2004

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  1. Type of Document: Article
  2. DOI: 10.1142/S0218488504003120
  3. Publisher: 2004
  4. Abstract:
  5. In this paper, fuzzy linear regression models with fuzzy/crisp output, fuzzy/crisp input are considered. In this regard, we define risk-neutral, risk-averse and risk-seeking fuzzy linear regression models. In order to do that, two equality indices are applied to express the degree of equality between a pair of fuzzy numbers. We also develop three mathematical models to obtain the parameters of fuzzy linear regression models. Minimizing the difference between the total spread of the observed and estimated values is the objective of these models. The advantage of our proposed models is the simplicity in programming and computation
  6. Keywords:
  7. Fuzzy numbers ; Fuzzy regression ; Mathematical programming ; Necessity ; Possibility
  8. Source: International Journal of Uncertainty, Fuzziness and Knowlege-Based Systems ; Volume 12, Issue 5 , 2004 , Pages 635-649 ; 02184885 (ISSN)
  9. URL: https://www.worldscientific.com/doi/abs/10.1142/S0218488504003120