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Computational Statistics & Data Analysis
Volume 51, Issue 1, 1 November 2006, Pages 235-252
The Fuzzy Approach to Statistical Analysis
 
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doi:10.1016/j.csda.2006.02.021    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2006 Elsevier B.V. All rights reserved.

Regression with fuzzy random data

Wolfgang NätherCorresponding Author Contact Information, a, E-mail The Corresponding Author

aDepartment of Mathematics and Computer Science, Technical University Bergakademie Freiberg, D-09596 Freiberg, Germany

Available online 20 March 2006.

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Abstract

Different approaches to deal with regression analysis when the data are fuzzy are presented. It summarizes recent results and considers them in a more general context which allows to evaluate the different methods. Starting with necessary notions on regression and on fuzzy sets, three approaches are presented: at first a pure descriptive statistical approach, secondly statistical regression when the output is modeled by a fuzzy random variable (FRV) and finally regression between two FRVs.

Keywords: Regression; Fuzzy random variable; Best linear unbiased estimation; Least squares

Article Outline

1. Introduction
2. Classical regression
2.1. Regression as fitting or approximation problem (descriptive statistical regression)
2.2. Statistical regression using a stochastic model for approximate functional relationships
2.3. Regression between two random variables (nonstatistical (theoretical) regression)
3. Some notions from fuzzy set theory
3.1. Fuzzy sets
3.2. Distances between fuzzy sets
4. Descriptive regression with fuzzy data
4.1. Transfer principles
4.2. Fuzzy least squares
4.3. Application of the extension principle
4.4. Best covering fuzzy function
5. Statistical regression with fuzzy data
5.1. Fuzzy random variables of second order
5.2. BLUE
5.3. Weak BLUE
5.4. Componentwise BLUE
5.5. Extended BLUE
6. Regression between two FRVs
6.1. Conditional expectation
6.2. Linear regression function
References

Computational Statistics & Data Analysis
Volume 51, Issue 1, 1 November 2006, Pages 235-252
The Fuzzy Approach to Statistical Analysis
 
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