New approach to interval linear regression

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10051670" target="_blank" >RIV/00216208:11320/10:10051670 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/10:00035441
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
New approach to interval linear regression
Original language description
In interval regression analysis we aim at finding interval regression parameters that fit crisp or interval data. Diverse methods for this problem have been developed, however, many of them possess the property that some of the resulting regression parameters are crisp. This property is undesirable in a variety of applications. To overcome this drawback we propose a method motivated by tolerance analysis in linear systems. This method is not only computationally very cheap, but also yields intervals forregression parameters the widths of which are proportional to an in-advance given vector of parameters. For example, one choice of this vector allows to control relative tolerances and another leads to absolute tolerances. The tolerance quotient calculated by the method can also serve as a fitness measure of a given model. An example for a house price model is given.
Czech name
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Czech description
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Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 24th Mini-EURO Conference On Continuous Optimization and Information-Based Technologies in The Financial Sector MEC EurOPT 2010
ISBN
978-9955-28-597-7
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
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Publisher name
Vilnius Gediminas Technical University Publishing House "Technika"
Place of publication
Vilnius
Event location
Izmir
Event date
Jun 23, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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