A variable spread fuzzy linear regression model with higher explanatory power and forecasting accuracy

Fuzzy regression models have been applied to operational research (OR) applications such as forecasting. Some of previous studies on fuzzy regression analysis obtain crisp regression coefficients for eliminating the problem of increasing spreads for the estimated fuzzy responses as the magnitude of the independent variable increases; however, they still cannot cope with the situation of decreasing or variable spreads. This paper proposes a three-phase method to construct the fuzzy regression model with variable spreads to resolve this problem. In the first phase, on the basis of the extension principle, the membership functions of the least-squares estimates of regression coefficients are constructed to conserve completely the fuzziness of observations. In the second phase, then they are defuzzified by the center of gravity method to obtain crisp regression coefficients. In the third phase, the error terms of the proposed model are determined by setting each estimated spread equals its corresponding observed spread. Furthermore, the Mamdani fuzzy inference system is adopted for improving the accuracy of its forecasts. Compared to the previous studies, the results from five examples and an application example of Japanese house prices show that the proposed fuzzy linear regression model has higher explanatory power and forecasting performance.     

Piecewise regression for fuzzy input–output data with automatic change-point detection by quadratic programming

To handle the large variation issues in fuzzy input–output data, the proposed quadratic programming (QP) method uses a piecewise approach to simultaneously generate the possibility and necessity models, as well as the change-points. According to Tanaka and Lee [H. Tanaka, H. Lee, Interval regression analysis by quadratic programming approach, IEEE Transactions on Fuzzy Systems 6 (1998) 473–481], the QP approach gives more diversely spread coefficients than linear programming (LP) does. However, their approach only deals with crisp input and fuzzy output data. Moreover, their method is weak in handling fluctuating data. So far, no method has been developed to cope with the large variation problems in fuzzy input–output data. Hence, we propose a piecewise regression for fuzzy input–output data with a QP approach. There are three advantages in our method. First, the QP technique gives a more diversely spread coefficient than does a linear programming technique. Second, the piecewise approach is used to detect the change-points in the estimated model automatically, and handle the large variation data such as outliers well. Third, the possibility and necessity models with better fitness in data processing are obtained at the same time. Two examples are presented to demonstrate the merits of the proposed method.     

Monte Carlo methods in fuzzy linear regression II

We apply our new fuzzy Monte Carlo method to a certain fuzzy linear regression problem to estimate the best solution. The best solution is a vector of crisp numbers, for the coefficients in the model, which minimizes one of two error measures. We use a quasi-random number generator to produce random sequences of these crisp vectors which uniformly fill the search space. We consider an example problem and show this Monte Carlo method obtains the best solution for both error measures.     

利用多变量自适应回归样条函数确定ATCS复合分派规则的缩放参数

提出一种利用多变量自适应回归样条函数（ＭＡＲＳ）来确定考虑准备时间的直观延误成本（ＡＴＣＳ）复合分派规则中缩放参数的方法,以优化ＡＴＣＳ分派规则在最小化总加权延误时间（ＴＷＴ）上的效果．通过利用ＭＡＲＳ模型在高维空间上的弹性建模能力,构建调度作业组与缩放参数之间的非线性模型,以便灵活地捕捉更多的局部映射关系．对比实验结果表明,与已有方法相比,该方法可显著地改善ＡＴＣＳ规则在最小化总加权延误时间上的效果,同时降低调度效果的不稳定性．     

Least squares estimation of a linear regression model with LR fuzzy response

The problem of regression analysis in a fuzzy setting is discussed. A general linear regression model for studying the dependence of a LR fuzzy response variable on a set of crisp explanatory variables, along with a suitable iterative least squares estimation procedure, is introduced. This model is then framed within a wider strategy of analysis, capable to manage various types of uncertainty. These include the imprecision of the regression coefficients and the choice of a specific parametric model within a given class of models. The first source of uncertainty is dealt with by exploiting the implicit fuzzy arithmetic relationships between the spreads of the regression coefficients and the spreads of the response variable. Concerning the second kind of uncertainty, a suitable selection procedure is illustrated. This consists in maximizing an appropriately introduced goodness of fit index, within the given class of parametric models. The above strategy is illustrated in detail, with reference to an application to real data collected in the framework of an environmental study. In the final remarks, some critical points are underlined, along with a few indications for future research in this field.     

A new approach to formulate fuzzy regression models

A fuzzy regression model is developed to construct the relationship between the response and explanatory variables in fuzzy environments. To enhance explanatory power and take into account the uncertainty of the formulated model and parameters, a new operator, called the fuzzy product core (FPC), is proposed for the formulation processes to establish fuzzy regression models with fuzzy parameters using fuzzy observations that include fuzzy response and explanatory variables. In addition, the sign of parameters can be determined in the model-building processes. Compared to existing approaches, the proposed approach reduces the amount of unnecessary or unimportant information arising from fuzzy observations and determines the sign of parameters in the models to increase model performance. This improves the weakness of the relevant approaches in which the parameters in the models are fuzzy and must be predetermined in the formulation processes. The proposed approach outperforms existing models in terms of distance, mean similarity, and credibility measures, even when crisp explanatory variables are used.     

A demerit control chart with linguistic weights

A classical demerit control chart is used to monitor counts of several different categories of defects simultaneously in a complex product. The traditional recommendation is to plot the demerit statistic, a weighted sum of the number of defects of each category, on a control chart. Such approach assumed that the severe degree of the same category is equally treated and a crisp weight is assigned subjectively. Furthermore, the assignment of an actual and crisp weight to each category is somewhat difficult for process and quality engineers. A linguistic variable to represent the importance and severity is more suitable. Thus, on the basis of the fuzzy set theory, the fuzzy demerit control chart which uses linguistic weights to represent the severe degree of each category is proposed. The procedure of constructing the proposed chart is described in five steps. In addition, a fuzzy ranking method using -cuts is adopted to generate the crisp statistic and control limits in coordination with the custom of classical control charts. A guideline is suggested for deciding the values of and the width of control limits. By a numerical example, the results show that such approach can provide more realistic modeling to monitor the number of demerits per inspection unit and identify the process variation.This revised version was published in June 2005 with corrected page numbers.     

An epsilon-constraint method for fully fuzzy multiobjective linear programming

Linear ranking functions are often used to transform fuzzy multiobjective linear programming (MOLP) problems into crisp ones. The crisp MOLP problems are then solved by using classical methods (eg, weighted sum, epsilon-constraint, etc), or fuzzy ones based on Bellman and Zadeh's decision-making model. In this paper, we show that this transformation does not guarantee Pareto optimal fuzzy solutions for the original fuzzy problems. By using lexicographic ranking criteria, we propose a fuzzy epsilon-constraint method that yields Pareto optimal fuzzy solutions of fuzzy variable and fully fuzzy MOLP problems, in which all parameters and decision variables take on LR fuzzy numbers. The proposed method is illustrated by means of three numerical examples, including a fully fuzzy multiobjective project crashing problem.     

A class of fuzzy clusterwise regression models

In this paper we introduce a class of fuzzy clusterwise regression models with LR fuzzy response variable and numeric explanatory variables, which embodies fuzzy clustering, into a fuzzy regression framework. The model bypasses the heterogeneity problem that could arise in fuzzy regression by subdividing the dataset into homogeneous clusters and performing separate fuzzy regression on each cluster. The integration of the clustering model into the regression framework allows us to simultaneously estimate the regression parameters and the membership degree of each observation to each cluster by optimizing a single objective function. The class of models proposed here includes, as special cases, the fuzzy clusterwise linear regression model and the fuzzy clusterwise polynomial regression model. We also introduce a set of goodness of fit indices to evaluate the fit of the regression model within each cluster as well as in the whole dataset. Finally, we consider some cluster validity criteria that are useful in identifying the “optimal” number of clusters. Several applications are provided in order to illustrate the approach.     

Fuzzy nonparametric regression based on local linear smoothing technique

In a great deal of literature on fuzzy regression analysis, most of research has focused on some predefined parametric forms of fuzzy regression relationships, especially on the fuzzy linear regression models. In many practical situations, it may be unrealistic to predetermine a fuzzy parametric regression relationship. In this paper, a fuzzy nonparametric model with crisp input and LR fuzzy output is considered and, based on the distance measure for fuzzy numbers suggested by Diamond [P. Diamond, Fuzzy least squares, Information Sciences 46 (1988) 141-157], the local linear smoothing technique in statistics with the cross-validation procedure for selecting the optimal value of the smoothing parameter is fuzzified to fit this model. Some simulation experiments are conducted to examine the performance of the proposed method and three real-world datasets are analyzed to illustrate the application of the proposed method. The results demonstrate that the proposed method works quite well not only in producing satisfactory estimate of the fuzzy regression function, but also in reducing the boundary effect significantly.     

Dual models for possibilistic regression analysis

Upper and lower regression models (dual possibilistic models) are proposed for data analysis with crisp inputs and interval or fuzzy outputs. Based on the given data, the dual possibilistic models can be derived from upper and lower directions, respectively, where the inclusion relationship between these two models holds. Thus, the inherent uncertainty existing in the given phenomenon can be approximated by the dual models. As a core part of possibilistic regression, firstly possibilistic regression for crisp inputs and interval outputs is considered where the basic dual linear models based on linear programming, dual nonlinear models based on linear programming and dual nonlinear models based on quadratic programming are systematically addressed, and similarities between dual possibilistic regression models and rough sets are analyzed in depth. Then, as a natural extension, dual possibilistic regression models for crisp inputs and fuzzy outputs are addressed.     

A linguistic approach to non-identical parallel processor scheduling with fuzzy processing times

This study presents an application of non-identical parallel processor scheduling under uncertain operation times. We have been motivated from a real case scheduling problem that contains some uncommon welding operations to be processed by workers in an automotive subcontract company. Here each operator may weld each job but in different processing times depending on learning effect because of operator’s ability and experience, and batch sizes. To determine the crisp operation times in such a fuzzy environment, a linguistic reasoning approach (with a 75-“If- Then” rules) considering the learning effect is proposed in the study. Since the fuzzy linguistic approach allows the representation of expert information more directly and adequately, it can be more possible to make realistic schedules under uncertainty. With the objective to balance the workload among all operators, the longest processing time heuristic algorithm is been used and measured average makespan. For evaluating the effectiveness of this approach, it is compared with the scheduling method that use the random operation times generated from a uniform distribution. Results showed that the proposed fuzzy linguistic scheduling approach has balanced the workload of operators with a standard deviation of 0.37 and improved the Cmax value as 16%. A general conclusion can be drawn the proposed approach is able to generate realistic schedules and especially useful to solve non-identical parallel processor scheduling problem under uncertainty. An important contribution of this study is that Mamdani inference method with learning effect is the first time used to obtain the crisp processing times of non-identical processors by the help of a rule base with expert knowledge.     

A Generalized Maximum Entropy (GME) estimation approach to fuzzy regression model

Fuzzy statistics provides useful techniques for handling real situations which are affected by vagueness and imprecision. Several fuzzy statistical techniques (e.g., fuzzy regression, fuzzy principal component analysis, fuzzy clustering) have been developed over the years. Among these, fuzzy regression can be considered an important tool for modeling the relation between a dependent variable and a set of independent variables in order to evaluate how the independent variables explain the empirical data which are modeled through the regression system. In general, the standard fuzzy least squares method has been used in these situations. However, several applicative contexts, such as for example, analysis with small samples and short and fat matrices, violation of distributional assumptions, matrices affected by multicollinearity (ill-posed problems), may show more complex situations which cannot successfully be solved by the fuzzy least squares. In all these cases, different estimation methods should instead be preferred. In this paper we address the problem of estimating fuzzy regression models characterized by ill-posed features. We introduce a novel fuzzy regression framework based on the Generalized Maximum Entropy (GME) estimation method. Finally, in order to better highlight some characteristics of the proposed method, we perform two Monte Carlo experiments and we analyze a real case study.     

Fuzzy clusterwise linear regression analysis with symmetrical fuzzy output variable

The traditional regression analysis is usually applied to homogeneous observations. However, there are several real situations where the observations are not homogeneous. In these cases, by utilizing the traditional regression, we have a loss of performance in fitting terms. Then, for improving the goodness of fit, it is more suitable to apply the so-called clusterwise regression analysis. The aim of clusterwise linear regression analysis is to embed the techniques of clustering into regression analysis. In this way, the clustering methods are utilized for overcoming the heterogeneity problem in regression analysis. Furthermore, by integrating cluster analysis into the regression framework, the regression parameters (regression analysis) and membership degrees (cluster analysis) can be estimated simultaneously by optimizing one single objective function. In this paper the clusterwise linear regression has been analyzed in a fuzzy framework. In particular, a fuzzy clusterwise linear regression model (FCWLR model) with symmetrical fuzzy output and crisp input variables for performing fuzzy cluster analysis within a fuzzy linear regression framework is suggested. For measuring the goodness of fit of the suggested FCWLR model with fuzzy output, a fitting index is proposed. In order to illustrate the usefulness of FCWLR model in practice, several applications to artificial and real datasets are shown.     

A constrained non-linear optimization model for fuzzy pairwise comparison matrices using teaching learning based optimization

Non-linear optimization models have been recently proposed to derive crisp weights from fuzzy pairwise comparison matrices. In this paper, a TLBO (Teaching Learning Based Optimization) based solution is presented for solving an optimization model as a system of non-linear equations to derive crisp weights from fuzzy pairwise comparison matrices in AHP (Analytic Hierarchy Process). This fuzzy-AHP method is named as TLBO-1. It has been found that TLBO-1 can lead to inconsistent or less consistent weights. To solve the problem of inconsistent weights, a new constrained non-linear optimization model is proposed in this paper. This model is based on the min-max approach for fuzzy pairwise comparison ratios of weights. TLBO is again used to solve this optimization model, and crisp weights are derived. This fuzzy AHP method is named as TLBO-2. The effectiveness of the proposed model is illustrated by three examples. For each example, the consistency of the derived crisp weights is compared with other optimization models. The results show that the TLBO-2 method can derive more consistent weights for the fuzzy AHP based Multi-Criteria Decision Making (MCDM) systems as compared to the other optimization models.     

Discrete Interval Type 2 Fuzzy System Models Using Uncertainty in Learning Parameters

Fuzzy system modeling (FSM) is one of the most prominent tools that can be used to identify the behavior of highly nonlinear systems with uncertainty. Conventional FSM techniques utilize type 1 fuzzy sets in order to capture the uncertainty in the system. However, since type 1 fuzzy sets express the belongingness of a crisp value x' of a base variable x in a fuzzy set A by a crisp membership value mu_A(x'), they cannot fully capture the uncertainties due to imprecision in identifying membership functions. Higher types of fuzzy sets can be a remedy to address this issue. Since, the computational complexity of operations on fuzzy sets are increasing with the increasing type of the fuzzy set, the use of type 2 fuzzy sets and linguistic logical connectives drew a considerable amount of attention in the realm of fuzzy system modeling in the last two decades. In this paper, we propose a black-box methodology that can identify robust type 2 Takagi-Sugeno, Mizumoto and Linguistic fuzzy system models with high predictive power. One of the essential problems of type 2 fuzzy system models is computational complexity. In order to remedy this problem, discrete interval valued type 2 fuzzy system models are proposed with type reduction. In the proposed fuzzy system modeling methods, fuzzy C-means (FCM) clustering algorithm is used in order to identify the system structure. The proposed discrete interval valued type 2 fuzzy system models are generated by a learning parameter of FCM, known as the level of membership, and its variation over a specific set of values which generate the uncertainty associated with the system structure     

Customer attrition in retailing: An application of Multivariate Adaptive Regression Splines

The profit resulting from customer relationship is essential to ensure companies viability, so an improvement in customer retention is crucial for competitiveness. As such, companies have recognized the importance of customer centered strategies and consequently customer relationship management (CRM) is often at the core of their strategic plans. In this context, a priori knowledge about the risk of a given customer to mitigate or even end the relationship with the provider is valuable information that allows companies to take preventive measures to avoid defection. This paper proposes a model to predict partial defection, using two classification techniques: Logistic regression and Multivariate Adaptive Regression Splines (MARS). The main objective is to compare the performance of MARS with Logistic regression in modeling customer attrition. This paper considers the general form of Logistic regression and Logistic regression combined with a wrapper feature selection approach, such as stepwise approach. The empirical results showed that MARS performs better than Logistic regression when variable selection procedures are not used. However, MARS loses its superiority when Logistic regression is conducted with stepwise feature selection.     

基于模糊回归的质量屋决策模型

基于带有对称三角形模糊系数的模糊回归及模糊规划理论，提出关联函数及自 相关函数的数学模型，并在系统考虑资源约束影响的基础上，分别建立了基于质量屋的产品 规划精确模型及模糊模型．仿真研究表明，这些模型适合于各种工程设计问题，尤其是在不 确定的、模糊的条件下，能够有效地确定关联函数及自相关函数，帮助开发人员优化顾客需 求的满意水平，在资源约束下使产品的顾客满意度最大．     

近邻中心迭代策略的单标注视频行人重识别

为解决视频行人重识别数据集标注困难的问题,提出了基于单标注样本视频行人重识别的近邻中心迭代策略.该策略逐步利用伪标签视频片段迭代更新网络结构,以获得最佳的模型.针对预测无标签视频片段的伪标签准确率低的问题,提出了一种标签评估方法：每次训练后,将所选取的伪标签视频片段和有标签视频片段特征中每个类的中心点作为下一次训练中预测伪标签的度量中心点;同时提出基于交叉熵损失和在线实例匹配损失的损失控制策略,使得训练过程更加稳定,无标签数据的伪标签预测准确率更高.在MARS,DukeMTMC-VideoReID这两个大型数据集上的实验验证了该方法相比于最新的先进方法,在性能上得到非常好的提升.     

Reduction to Least-Squares Estimates in Multiple Fuzzy Regression Analysis

In this paper, we deal with the problem of least-squares multiple regression with fuzzy data. The regression coefficients are assumed to be real (crisp). A formula for solving the regression coefficients in one-variable models is derived. If each independent variable is effective (i.e., its corresponding regression coefficient is nonzero), the multiple regression problem can be replaced with a 0-1 programming problem. Its optimal solution is easily computed. Finally, we also propose effective algorithms to compute the regression coefficients in a general case.