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- Title
Ridge Fuzzy Regression Model.
- Authors
Choi, Seung Hoe; Jung, Hye-Young; Kim, Hyoshin
- 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 α -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.
- Subjects
RIDGE regression (Statistics); FUZZY systems; MULTICOLLINEARITY; MULTIPLE regression analysis; FUZZY numbers; FUZZY sets
- Publication
International Journal of Fuzzy Systems, 2019, Vol 21, Issue 7, p2077
- ISSN
1562-2479
- Publication type
Article
- DOI
10.1007/s40815-019-00692-0