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模糊最小一乘线性回归 被引量:6

FUZZY LEAST ABSOLUTE LINEAR REGRESSION
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摘要 针对输入和输出的模糊数据,根据最小一乘准则,提出了基于对称三角模糊数的模糊最小一乘线性回归模型,并将它转化成线性规划问题,应用Matlab进行求解,通过实例,并与Tanaka,Diamond,Kim-Bishu,Kao-Chyu,Nasrabadi,Chang等模型相比较,验证了我们的模型具有更优的拟合性和良好的稳定性. Aiming at crisp input and fuzzy output, a certain distance between fuzzy numbers was introduced. Fuzzy least absolute linear regression model based on this distance was introduced and was transformed into linear programming; some theoretical conclusions and algorithm was investigated in detail. Finally, three numerical examples were used to illustrate that the proposed model was reasonable in comparison with Tanaka, Diamond, Kim-Bishu, Kao-Chyu, Nasrabadi and Chang models.
出处 《北京师范大学学报(自然科学版)》 CAS CSCD 北大核心 2008年第4期348-353,共6页 Journal of Beijing Normal University(Natural Science)
基金 国家自然科学基金资助项目(60775032) 教育部博士点基金资助项目(20020027013) 教育部科学技术重点项目(03184) 国家"九七三"计划资助项目(2002CB312200)
关键词 模糊数据 模糊最小一乘 模糊线性回归 参数估计 fuzzy data fuzzy least absolute fuzzy linear regression parameter estimation
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参考文献24

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二级参考文献10

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