Interval arithmetic-based simple linear regression between interval data: Discussion and sensitivity analysis on the choice of the metric

التفاصيل البيبلوغرافية
العنوان: Interval arithmetic-based simple linear regression between interval data: Discussion and sensitivity analysis on the choice of the metric
المؤلفون: Sinova, Beatriz sinovabeatriz@uniovi.es, Colubi, Ana1, Gil, Marı´a Ángeles1, González-Rodrı´guez, Gil1
المصدر: Information Sciences. Sep2012, Vol. 199, p109-124. 16p.
مصطلحات موضوعية: *INFORMATION storage & retrieval systems, *REGRESSION analysis, *PARAMETER estimation, *LINEAR statistical models, *MONTE Carlo method, INTERVAL analysis, ARITHMETIC, PREDICTION models
مستخلص: Abstract: The prediction of a response random interval-valued set from an explanatory one has been examined in previous developments. These developments have considered an interval arithmetic-based linear model between the random interval-valued sets and a least squares regression analysis. The least squares approach involves a generalized L 2-metric between interval data; this metric weights squared distances between data location (mid-points/centers) and squared distances between data imprecision (spread/radius). As a consequence, estimators of the parameters in the linear model depend on the choice of the weights in the metric. To investigate about a suitable choice of weighting in the generalized mid/spread metric, a theoretical conclusion is first obtained. Finally, the impact of varying the weights is discussed by considering a Monte Carlo simulation study. [Copyright &y& Elsevier]
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قاعدة البيانات: Business Source Index
الوصف
تدمد:00200255
DOI:10.1016/j.ins.2012.02.040