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Solving Regression Analysis by Fuzzy Quadratic Programming

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Soft Computing for Business Intelligence

Abstract

Regression analysis, which includes any techniques for modeling and analyzing several variables, is a statistical tool that focuses in finding a relationship between a dependent variable and one or more independent variables. When this relationship is found, some values of parameters are determined which help a function to best fit in a set of data observations. In regression analysis, it is also interesting to characterize the variation of the depend variable around the independent ones. A regression problem can be formulated as a mathematical programming problem, where the objective is to minimize the difference between the estimated values and the observed values. This proposal provides a fuzzy solution to the problem that involves all particular -punctual- solutions provided by other methods. To clarify the above developments, a numerical example about the price mechanism of prefabricated houses is analyzed.

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Correspondence to Ricardo Coelho Silva .

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Silva, R.C., Corona, C.C., Galdeano, J.L.V. (2014). Solving Regression Analysis by Fuzzy Quadratic Programming. In: Espin, R., Pérez, R., Cobo, A., Marx, J., Valdés, A. (eds) Soft Computing for Business Intelligence. Studies in Computational Intelligence, vol 537. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-53737-0_9

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  • DOI: https://doi.org/10.1007/978-3-642-53737-0_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-53736-3

  • Online ISBN: 978-3-642-53737-0

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