Asymmetrical interval regression using extended ε-SVM with robust algorithm.pdf

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Asymmetrical interval regression using extended ε-SVM with robust algorithm.pdf

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Asymmetrical interval regression using extended ε-SVM with robust algorithm

Fuzzy Sets and Systems 160 (2009) 988–1002 /locate/fss Asymmetrical interval regression using extended -SVM with robust algorithm Shao-Qing Xua,b,?, Qiang-Yi Luob, Guang-Hui Xua, Lei Zhanga,b aInstitute of Command Automation, PLA University of Science and Technology, Nanjing 210007, China bInstitute of Electronic Equipment System Engineering Corporation, Beijing 100141, China Received 29 August 2007; received in revised form 6 July 2008; accepted 7 July 2008 Available online 16 July 2008 Abstract In an asymmetrical interval data set, the error ranges of the upper and lower interval ends are different. This situation is common in practice because of the usual presence of uncertain influences. In prior “crisp input and interval output” regression analysis, a crude symmetrical estimation is obtained, and the asymmetrical character of training data cannot be depicted exactly. In this paper, an asymmetrical interval data analysis is proposed for the first time. The two interval ends are studied independently, and a set of regression models and -insensitive functions are proposed to strengthen the description of the interval ends. The support vector machine (SVM) is imported into this approach (for its model-free character in nonlinear regression) and further extended by -insensitive functions to the extended -SVM. A robust algorithm is presented to eliminate the effect of outliers. Experiments are then presented to verify the quality of performance of the extended -SVM. Advantages over other approaches are considered in the conclusion. ? 2008 Elsevier B.V. All rights reserved. Keywords: Interval regression; Asymmetrical; Support vector machine (SVM); Possibility theory 1. Introduction The purpose of regression analysis is to find a crisp relationship among the variables. If a phenomenon is governed by uncertain, imprecise factors, it is usually represented by fuzzy data or interval data. In such a case, fuzzy or interval regression is often used to derive relationsh