Constructing fuzzy linear regression model with normal fuzzy data by using a goal programming approach

In this paper, we offered a new method for fit a fuzzy linear regression model by considering its parameters as normal fuzzy number. To calculate the regression coefficients, a nonlinear programming model is formulated based on a new distance between normal fuzzy numbers. The nonlinear programming can be converted to a goal programming model by choosing appropriate deviation Variables and then to a linear programming which solved simply by simplex.