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2010 | 20 | nr 2 | 25--39
Tytuł artykułu

A Method for Detecting Outliers in Fuzzy Regression

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In this article we propose a method for identifying outliers in fuzzy regression. Outliers in a sample may have an important influence on the form of the regression equation. For this reason there is great scientific interest in this issue. The method presented is analogous to the method of finding outliers based on the studentized distribution of residuals. In order to identify outliers, regression models are constructed with an additional explanatory variable for each observation. Next, the significance of a fuzzy regression coefficient is analysed considering this additional explanatory variable. Illustrative examples are presented. (original abstract)
Rocznik
Tom
20
Numer
Strony
25--39
Opis fizyczny
Twórcy
  • Wrocław University of Technology
Bibliografia
  • [1] DUBOIS D., PRADE H., Possibility Theory: An Approach to Computerized Processing of Uncertainty, Plenum Press New York, 1988.
  • [2] GŁADYSZ B., KUCHTA D., Multi criteria programming in robust estimation for interval data, Foundation of Computing and Decision Sciences, 2008, 33 (2), 193-207.
  • [3] HUBER P.J., Robust statistics, John Wiley & Sons, Hoboken, New Jersey, 2004.
  • [4] KACPRZYK J., FEDRIZZI M., Fuzzy Regression Analysis, Omnitech Press Warsaw and Physica-Verlag Heilderberg, Warsaw, 1992.
  • [5] MADDALA G.S., Ekonometria, PWN, Warszawa, 2006.
  • [6] NASRABADI M.M., NASRABADI E., NASRABADI A.R., Fuzzy linear regression analysis: A multi-objective programming approach, Applied Mathematics and Computation, 2005, 163, 245-251.
  • [7] ÖZELKAN E.C., DUCKSTEIN L., Multi-objective fuzzy regression: a general framework, Computers and Operation Research, 2002, 27, 635-652.
  • [8] PETERS G., Fuzzy linear regression with fuzzy intervals, Fuzzy Sets and Systems, 1994, 63, 45-55.
  • [9] ROUSSEEUW P., LEROY A.M., Robust regression and outlier detection, John Wiley & Sons, 1987.
  • [10] SAKAWA M., YANO H., Multiobjective fuzzy linear regression analysis for fuzzy input-output data, Fuzzy Sets and Systems, 1992, 47, 173-181.
  • [11] TANAKA H., UEJIMA S., ASAI K., Linear regression analysis with fuzzy model, IEEE Transaction on Systems Man and Cybernetics, 1982, 12, 903-907.
  • [12] ZADEH L.A., Fuzzy Sets, Information and Control, 1965, (8), 338-353.
  • [13] ZADEH L.A., Fuzzy sets as a basis of theory of possibility, Fuzzy Sets and Systems, 1978, (1), 3-28.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000170658548

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