Using a priori information in regression analysis
The paper considers the methods to evaluate regression parameters under indefinite a priori information of two types: fuzzy and stochastic. Fuzzy a priori information is assumed to be formulated on the basis of fuzzy notions of the model designer. Stochastic a priori information is systems of equati...
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| Vydáno v: | Cybernetics and systems analysis Ročník 49; číslo 1; s. 41 - 54 |
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| Hlavní autor: | |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Boston
Springer US
01.01.2013
Springer Springer Nature B.V |
| Témata: | |
| ISSN: | 1060-0396, 1573-8337 |
| On-line přístup: | Získat plný text |
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| Shrnutí: | The paper considers the methods to evaluate regression parameters under indefinite a priori information of two types: fuzzy and stochastic. Fuzzy a priori information is assumed to be formulated on the basis of fuzzy notions of the model designer. Stochastic a priori information is systems of equations, which are linear in regression parameters and whose right-hand sides are random variables. Regression parameters may both be constant and vary in time. A classification of the evaluation methods using indefinite a priori information is proposed and used to generalize well-known methods. An evaluation method is developed, which combines the fuzzy and stochastic a priori information about regression parameters. |
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| Bibliografie: | SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-1 ObjectType-Feature-2 content type line 23 |
| ISSN: | 1060-0396 1573-8337 |
| DOI: | 10.1007/s10559-013-9483-6 |