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분포무관추정량을 이용한 퍼지회귀모형

윤진희;최승회
Yoon, Jin-Hee;Choi, Seung-Hoe

  • 발행 : 2009.09.30

초록

본 논문에서는 퍼지수를 포함한 모수적 회귀모형을 추정하기 위하여 분포무관추정량으로 알려진 순위 변환방법과 Theil 방법을 소개한다. 순위 변환방법은 퍼지수의 ${\alpha}$-수준집합의 중심과 폭에 대한 순위를 이용하고 Theil 방법은 ${\alpha}$-수준집합의 중심과 폭에 대한 추정한 값들의 중위수를 이용한다. 예제를 이용하여 분포무관추정량으로 추정된 퍼지회귀모형의 효율성을 최소자승법과 여러 가지 방법으로 추정된 퍼지회귀모형과 비교한다.

키워드

퍼지회귀모형;순위변환방법;Theil 방법${\alpha}$-수준집합

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