Multivariate Linear Regression Model Based on Fuzzy Variable in Econometrics

Author

Zou Kaiqi ; Zhou Xiaoyue ; Liu Ying

Author_Institution

Sch. of Eng. & Inf., Dalian Univ., Dalian, China

Volume

4

fYear

2009

fDate

7-8 Nov. 2009

Firstpage

111

Lastpage

114

Abstract

Econometrics is based on economic data while the data represented by fuzzy sets can not be dealt with classical time series methods. In this paper the author proposes a new kind of variable named fuzzy variable of econometric model based on fuzzy membership function. The gap between fuzzy mathematics and econometrics is connected by the concept of fuzzy variable. An example of multivariate linear regression based on fuzzy variable is given to show how fuzzy variable can be used in econometrics.

Keywords

econometrics; fuzzy set theory; regression analysis; econometrics; economic data; fuzzy membership function; fuzzy sets; fuzzy variable; multivariate linear regression model; time series methods; Artificial intelligence; Computational intelligence; Econometrics; Economic forecasting; Electronic mail; Fuzzy sets; Insurance; Linear regression; Mathematics; Technology management; econometrics; fuzzy variable; multivariate linear regression model;

fLanguage

English

Publisher

ieee

Conference_Titel

Artificial Intelligence and Computational Intelligence, 2009. AICI '09. International Conference on

Conference_Location

Shanghai

Print_ISBN

978-1-4244-3835-8

Electronic_ISBN

978-0-7695-3816-7

Type

conf

DOI

10.1109/AICI.2009.465

Filename

5376413