A convex combination method for linear regression with interval data

© Springer International Publishing AG 2016. This paper introduces a new approach to fitting a linear regression model to interval-valued data by relaxing an assumption about using the center of interval data. We use convex combination between lower and upper values of the interval data as a paramet...

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Main Authors:	Chanaim S., Sriboonchitta S., Rungruang C.
Format:	Book Series
Published:	2017
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006004233&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42460
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Institution:	Chiang Mai University

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spelling	th-cmuir.6653943832-424602017-09-28T04:27:13Z A convex combination method for linear regression with interval data Chanaim S. Sriboonchitta S. Rungruang C. © Springer International Publishing AG 2016. This paper introduces a new approach to fitting a linear regression model to interval-valued data by relaxing an assumption about using the center of interval data. We use convex combination between lower and upper values of the interval data as a parameter with value between [0,1]. Thus, the center method becomes a special case of this method. For the real application we use Capital Asset Pricing model (CAPM) and Autoregressive model (AR(p)) with interval-valued data to show that this method can provide a better result than the center method based on the Akaike information criterion (AIC). 2017-09-28T04:27:13Z 2017-09-28T04:27:13Z 2016-01-01 Book Series 03029743 2-s2.0-85006004233 10.1007/978-3-319-49046-5_40 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006004233&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42460
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
description	© Springer International Publishing AG 2016. This paper introduces a new approach to fitting a linear regression model to interval-valued data by relaxing an assumption about using the center of interval data. We use convex combination between lower and upper values of the interval data as a parameter with value between [0,1]. Thus, the center method becomes a special case of this method. For the real application we use Capital Asset Pricing model (CAPM) and Autoregressive model (AR(p)) with interval-valued data to show that this method can provide a better result than the center method based on the Akaike information criterion (AIC).
format	Book Series
author	Chanaim S. Sriboonchitta S. Rungruang C.
spellingShingle	Chanaim S. Sriboonchitta S. Rungruang C. A convex combination method for linear regression with interval data
author_facet	Chanaim S. Sriboonchitta S. Rungruang C.
author_sort	Chanaim S.
title	A convex combination method for linear regression with interval data
title_short	A convex combination method for linear regression with interval data
title_full	A convex combination method for linear regression with interval data
title_fullStr	A convex combination method for linear regression with interval data
title_full_unstemmed	A convex combination method for linear regression with interval data
title_sort	convex combination method for linear regression with interval data
publishDate	2017
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006004233&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42460
_version_	1681422193443995648

A convex combination method for linear regression with interval data

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