DocumentCode
1942769
Title
Inequality Constraints in Regression Models to Symbolic Interval Variables
Author
de A.Lima Neto, E. ; De Carvalho, Francisco De A T ; Neto, Jose F Coelho
Author_Institution
Univ. Federal de Pernambuco, Recife
fYear
2007
fDate
12-17 Aug. 2007
Firstpage
801
Lastpage
806
Abstract
This paper introduces some approaches to fitting a constrained linear regression model to interval-valued data. The new methods show the importance of the range´s information in their prediction performance and the use of inequality constraints to guarantee mathematical coherence between the predicted values of the lower bound (gammalflooriexcl) and the upper bound (gammaupsiiexcl)-The authors also propose expressions to the goodness of fit measure called determination coefficient. The assessment of the proposed prediction methods is based on the estimation of the average behaviour of the root mean square error and of the square of the correlation coefficient in the framework of a Monte Carlo experiment with differents data sets configurations. Finally, the approaches proposed in this paper are applied in a real data-set.
Keywords
Monte Carlo methods; correlation methods; mean square error methods; regression analysis; Monte Carlo framework; correlation coefficient; data sets configurations; determination coefficient; inequality constraints; interval-valued data; mathematical coherence; prediction performance; regression models; root mean square error; symbolic interval variables; Coherence; Data analysis; Explosives; Linear regression; Monte Carlo methods; Neural networks; Prediction methods; Predictive models; Root mean square; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 2007. IJCNN 2007. International Joint Conference on
Conference_Location
Orlando, FL
ISSN
1098-7576
Print_ISBN
978-1-4244-1379-9
Electronic_ISBN
1098-7576
Type
conf
DOI
10.1109/IJCNN.2007.4371060
Filename
4371060
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