Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

- Journal title : Communications for Statistical Applications and Methods
- Volume 17, Issue 2, 2010, pp.141-151
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2010.17.2.141

Title & Authors

Hybrid Fuzzy Least Squares Support Vector Machine Regression for Crisp Input and Fuzzy Output

Shim, Joo-Yong; Seok, Kyung-Ha; Hwang, Chang-Ha;

Shim, Joo-Yong; Seok, Kyung-Ha; Hwang, Chang-Ha;

Abstract

Hybrid fuzzy regression analysis is used for integrating randomness and fuzziness into a regression model. Least squares support vector machine(LS-SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate hybrid fuzzy linear and nonlinear regression models with crisp inputs and fuzzy output using weighted fuzzy arithmetic(WFA) and LS-SVM. LS-SVM allows us to perform fuzzy nonlinear regression analysis by constructing a fuzzy linear regression function in a high dimensional feature space. The proposed method is not computationally expensive since its solution is obtained from a simple linear equation system. In particular, this method is a very attractive approach to modeling nonlinear data, and is nonparametric method in the sense that we do not have to assume the underlying model function for fuzzy nonlinear regression model with crisp inputs and fuzzy output. Experimental results are then presented which indicate the performance of this method.

Keywords

Fuzzy regression;hybrid regression;least squares support vector machine;nonlinear;weighted fuzzy arithmetic;

Language

English

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