On macroeconomic values investigation using fuzzy linear regression analysis

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989592%3A15210%2F17%3A73580784" target="_blank" >RIV/61989592:15210/17:73580784 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On macroeconomic values investigation using fuzzy linear regression analysis

Original language description

The theoretical background for abstract formalization of the vague phenomenon of complex systems is the fuzzy set theory. In the paper, vague data is defined as specialized fuzzy sets - fuzzy numbers and there is described a fuzzy linear regression model as a fuzzy function with fuzzy numbers as vague parameters. To identify the fuzzy coefficients of the model, the genetic algorithm is used. The linear approximation of the vague function together with its possibility area is analytically and graphically expressed. A suitable application is performed in the tasks of the time series fuzzy regression analysis. The time-trend and seasonal cycles including their possibility areas are calculated and expressed. The examples are presented from the economy field, namely the time-development of unemployment, agricultural production and construction respectively between 2009 and 2011 in the Czech Republic. The results are shown in the form of the fuzzy regression models of variables of time series. For the period 2009-2011, the analysis assumptions about seasonal behaviour of variables and the relationship between them were confirmed; in 2010, the system behaved fuzzier and the relationships between the variables were vaguer, that has a lot of causes, from the different elasticity of demand, through state interventions to globalization and transnational impacts.

Czech name

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Czech description

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Type

J_ost - Miscellaneous article in a specialist periodical

CEP classification

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OECD FORD branch

50202 - Applied Economics, Econometrics

Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Computional Methods in Social Sciences

ISSN

2344-1232

e-ISSN

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Volume of the periodical

5

Issue of the periodical within the volume

1

Country of publishing house

RO - ROMANIA

Number of pages

12

Pages from-to

11-22

UT code for WoS article

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EID of the result in the Scopus database

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