On a New Method of Dynamic Integration of Fuzzy Linear Regression Models
In the study the problem of ensemble regression with fuzzy linear regression (FLR) models is considered. For this case a novel method of integration is proposed in which first fuzzy responses of base FLR models are integrated and next the fuzzy response of a common model is defuzzified. Four different operators are defined for integration procedure. The performance of proposed integration methods of FLR base models on the soft level were compared against state-of-the-art integration method on the crisp level using computer generated datasets with linear, 2-order and 3-order models and different variances of Gaussian disturbances. As a criterion of method quality the root mean square error was applied. The results of computer experiments clearly show that in many cases proposed methods significant outperform the reference approach.
KeywordsFuzzy regression model Regression ensemble Integration method Fuzzy integration
This work was supported by the statutory funds of the Department of Systems and Computer Networks, Wroclaw University of Science and Technology.
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