New approach to interval linear regression

Kód výsledku v 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>

Nalezeny alternativní kódy

RIV/61384399:31140/10:00035441

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

New approach to interval linear regression

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

New approach to interval linear regression

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2010

Kód důvěrnosti údajů

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

Název statě ve sborníku

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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Počet stran výsledku

5

Strana od-do

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Název nakladatele

Vilnius Gediminas Technical University Publishing House "Technika"

Místo vydání

Vilnius

Místo konání akce

Izmir

Datum konání akce

23. 6. 2010

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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