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Ridge Fuzzy Regression Model

Authors
Choi, Seung HoeJung, Hye-YoungKim, Hyoshin
Issue Date
Oct-2019
Publisher
Chinese Fuzzy Systems Association
Keywords
Ridge regression; Multicollinearity; Ridge fuzzy regression model; Fuzzy multiple linear regression model
Citation
International Journal of Fuzzy Systems, v.21, no.7, pp.2077 - 2090
Indexed
SCIE
SCOPUS
Journal Title
International Journal of Fuzzy Systems
Volume
21
Number
7
Start Page
2077
End Page
2090
URI
https://scholarworks.bwise.kr/erica/handle/2021.sw.erica/2139
DOI
10.1007/s40815-019-00692-0
ISSN
1562-2479
Abstract
Ridge regression model is a widely used model with many successful applications, especially in managing correlated covariates in a multiple regression model. Multicollinearity represents a serious threat in fuzzy regression models as well. We address this issue by combining ridge regression with the fuzzy regression model. Our proposed algorithm uses the a-level estimation method to evaluate the parameters of the ridge fuzzy regression model. Two examples are given to illustrate the ridge fuzzy regression model with crisp input/fuzzy output and fuzzy coefficients.
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