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:	Somsak Chanaim, Songsak Sriboonchitta, Chongkolnee Rungruang
Format:	Book Series
Published:	2018
Subjects:	Computer Science Mathematics
Online Access:	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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Institution:	Chiang Mai University

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spelling	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

A convex combination method for linear regression with interval data

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