Title :
Robust interval regression analysis based on Minkowski difference
Author :
Inuiguchi, Masahiro ; Fujita, Haruki ; Tanino, Tetsuzo
Author_Institution :
Osaka City Univ., Japan
Abstract :
In this paper, we propose robust interval regression methods based on Minkowski difference. In the previous interval regression methods, the estimated interval function is strongly influenced by some outliers. We introduce M-estimators developed in robust regression to interval regression methods and propose interval regression techniques whose resulting estimated interval functions are not strongly influenced by some outliers.
Keywords :
statistical analysis; Minkowski difference; estimated interval function; interval functions; interval regression methods; robust interval regression analysis; Bridges; Least squares methods; Linear programming; Minimization methods; Parameter estimation; Quadratic programming; Regression analysis; Robustness;
Conference_Titel :
SICE 2002. Proceedings of the 41st SICE Annual Conference
Print_ISBN :
0-7803-7631-5
DOI :
10.1109/SICE.2002.1195774