Modeling Data under Non-additive Measure-a Theoretical Frame and Some Applications

摘要：

In this paper, we study how to estimate the nonlinear multi-regression model based upon fuzzy integral (either Choquet integral or (S)ipo(s) integral), and then propose a method of transforming this non-linear model into the linear one in real number field. Further, we simplify this method of nonlinear transformation to facilitate application. When we employ our model to analyze financial data, we find that both the goodness of fit and prediction ability is greatly improved.

关键词： Additive Measure Information Fusion Nonlinear Multiple-regression Financial Data Modeling

作者: Zheng Chengli Chen Yan

作者单位: School of Economics, Huazhong Normal University, Wuhan, P.R China, 430079 School of Economics & Management, Xianning University, Xianning, P.R.China, 437100

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-7

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）