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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| الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006004233&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55594 |
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th-cmuir.6653943832-555942018-09-05T03:07:01Z A convex combination method for linear regression with interval data Somsak Chanaim Songsak Sriboonchitta Chongkolnee Rungruang Computer Science Mathematics © 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). 2018-09-05T02:58:17Z 2018-09-05T02:58:17Z 2016-01-01 Book Series 16113349 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/6653943832/55594 |
| institution |
Chiang Mai University |
| building |
Chiang Mai University Library |
| country |
Thailand |
| collection |
CMU Intellectual Repository |
| topic |
Computer Science Mathematics |
| spellingShingle |
Computer Science Mathematics Somsak Chanaim Songsak Sriboonchitta Chongkolnee Rungruang A convex combination method for linear regression with interval data |
| 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 |
Somsak Chanaim Songsak Sriboonchitta Chongkolnee Rungruang |
| author_facet |
Somsak Chanaim Songsak Sriboonchitta Chongkolnee Rungruang |
| author_sort |
Somsak Chanaim |
| 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 |
2018 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006004233&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55594 |
| _version_ |
1681424534979215360 |