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On optimal linear regression for fuzzy random variables
V. L. Khatskevich Russian Air Force Military Educational and Scientific Center of the "N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy", Voronezh
Abstract:
In this paper, we construct an optimal linear regression of fuzzy random variables whose coefficients are similar to the case of “ordinary” random variables. We prove under certain conditions, the optimal regression has a maximum correlation coefficient with the predicted fuzzy random value.
Keywords:
fuzzy random variables, optimal linear regression
Citation:
V. L. Khatskevich, “On optimal linear regression for fuzzy random variables”, Proceedings of the Voronezh international winter mathematical school "Modern methods of function theory and related problems", Voronezh, January 27 - February 1, 2023, Part 2, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 228, VINITI, Moscow, 2023, 85–91
Linking options:
https://www.mathnet.ru/eng/into1228 https://www.mathnet.ru/eng/into/v228/p85
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Abstract page: | 45 | Full-text PDF : | 34 | References: | 22 |
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