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2010 | 20 | 2 | 25-39

Article title

A method for detecting outliers in fuzzy regression

Selected contents from this journal

Title variants

Languages of publication

EN

Abstracts

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.

Year

Volume

20

Issue

2

Pages

25-39

Physical description

Contributors

  • Institute of Organization and Management, Department of Management, Wrocław University of Technology, ul. Smoluchowskiego 25, 50-372 Wrocław, Poland

References

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  • HUBER P.J., Robust statistics, John Wiley & Sons, Hoboken, New Jersey, 2004.
  • KACPRZYK J., FEDRIZZI M., Fuzzy Regression Analysis, Omnitech Press Warsaw and Physica-Verlag Heilderberg, Warsaw, 1992.
  • MADDALA G.S., Ekonometria, PWN, Warszawa, 2006.
  • NASRABADI M.M., NASRABADI E., NASRABADI A.R., Fuzzy linear regression analysis: A multiobjective programming approach, Applied Mathematics and Computation, 2005, 163, 245–251.
  • ÖZELKAN E.C., DUCKSTEIN L., Multi-objective fuzzy regression: a general framework, Computers and Operation Research, 2002, 27, 635–652.
  • PETERS G., Fuzzy linear regression with fuzzy intervals, Fuzzy Sets and Systems, 1994, 63, 45–55.
  • ROUSSEEUW P., LEROY A.M., Robust regression and outlier detection, John Wiley & Sons, 1987.
  • SAKAWA M., YANO H., Multiobjective fuzzy linear regression analysis for fuzzy input-output data, Fuzzy Sets and Systems, 1992, 47, 173–181.
  • TANAKA H., UEJIMA S., ASAI K., Linear regression analysis with fuzzy model, IEEE Transaction on Systems Man and Cybernetics, 1982, 12, 903–907.
  • ZADEH L.A., Fuzzy Sets, Information and Control, 1965, (8), 338–353.
  • ZADEH L.A., Fuzzy sets as a basis of theory of possibility, Fuzzy Sets and Systems, 1978, (1), 3–28.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.desklight-36222337-fad3-4e90-bce7-4b493f6b794f
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