In the statistical linear regression models, the concept of the error term is used in order to estimate the unknown parameters by assuming the linear relationship between target and explanatory variables. This parameters estimation process has come from the fact that in such situations the underlying systems and consequently their associated data are considered to be crisp. Thus, the error term can be defined as a function of the difference between actual and fitted values. While in the fuzzy environments, the basic concept is that the residuals between fitted and actual values are not created by measurement errors, rather by the coefficient uncertainty in the model. However, in both crisp and fuzzy versions of linear regression, the performance of the model is maximized in the training data in order to obtain the maximum level of generalization. Although this process is logical and common for achieving the unknown coefficients of linear regression with maximum generalization capability, it is not the only possible way. On the other hand, the reliability of obtained results is another effective factor affecting the generalization that is considered in none crisp as well as FLR.
Accordingly, in this paper, a novel branch of fuzzy linear regression (FLR) models, entitled Etemadi fuzzy linear regression (EFLR) is presented in which the reliability is maximized instead of minimizing the ambiguity. On the other hand, in conventional FLR models, the fuzzy parameters are estimated in such a way that the ambiguity of the model is minimized. While, in the presented method, these fuzzy parameters are estimated in such a way that the variety of the ambiguity of the model is minimized in different data conditions. Therefore, in the proposed model, after dividing the data into training and test data, the training data itself is divided into two training and validation parts. Then, in each iteration of the estimating procedure of the presented model, one data from the validation dataset is added to the training data. In this way, the best values of parameters in the proposed model are values that in adding new data, have the lowest changes.
In general, a k-variable FLR including the target variable and \(k - 1\) explanatory variables \({X_2},{X_3},...,{X_k}\) can be written as follows:
\({\tilde {Y}_t}={\tilde {\beta }_1}+{\tilde {\beta }_2}{X_{2t}}+{\tilde {\beta }_3}{X_{3t}}+...+{\tilde {\beta }_k}{X_{kt}}=\sum\limits_{{k=1}}^{k} {{{\tilde {\beta }}_i}{x_i}} =X^{\prime}\tilde {\beta }{\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&{} \end{array}}&{t=1,2,...,N} \end{array}^T}\) (1)
where, \({\tilde {\beta }_1}\) is the intercept, \({\tilde {\beta }_2}\) to \({\tilde {\beta }_k}\) are partial slope coefficients, and \({N^T}={N^{Train}}+{N^{Validation}}+{N^{Test}}\) is the total number of sample size. Then, the fuzzy triangular numbers are considered for parameters (\({\tilde {\beta }_k}\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {} \end{array}k=1,2,...,k} \end{array}\)) as follows:
\({\mu _{{{\tilde {\beta }}_k}}}\left( {{\beta _k}} \right)=\left\{ \begin{gathered} 1 - \frac{{\left| {{\alpha _k} - {\beta _k}} \right|}}{{{c_{1k}}}}\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&\begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array}}&{{\alpha _k} - {c_{1k}} \leqslant {\beta _k},} \end{array} \hfill \\ 1 - \frac{{\left| {{\alpha _k} - {\beta _k}} \right|}}{{{c_{2k}}}}\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&\begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array}}&{{\beta _k} \leqslant {\alpha _k}+{c_{2k}},} \end{array}\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&{} \end{array}}&{k=1,2,...,k} \end{array} \hfill \\ 0\begin{array}{*{20}{c}} {}&{}&{\begin{array}{*{20}{c}} {}&{}&{\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{} \end{array}}&{otherwise,} \end{array}} \end{array}} \end{array} \hfill \\ \end{gathered} \right.\) (2)
where, \({\mu _{{{\tilde {\beta }}_k}}}\left( {{\beta _k}} \right)\) is the membership function of the fuzzy set that is shown by the parameter \({\tilde {\beta }_k}\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {} \end{array}k=1,2,...,k} \end{array}\), \({\alpha _k}\) is the center of the \({k^{th}}\)fuzzy number, \({c_{1k}}\) and \({c_{2k}}\) are the left and right spread around the center of the \({k^{th}}\) fuzzy number, respectively. After that, applying the extension principle, the membership function of the fuzzy number \({\tilde {Y}_{}}=X^{\prime}\tilde {\beta }\) can be described as follows:
\({\mu _{\tilde {y}}}\left( {{y_t}} \right)=\left\{ \begin{gathered} 1 - \frac{{\left| {{y_t} - {x_t}\alpha } \right|}}{{{{c^{\prime}}_1}\left| {{x_t}} \right|+{{c^{\prime}}_2}\left| {{x_t}} \right|}}\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array}}&{for\begin{array}{*{20}{c}} {{x_t} \ne 0,}&{} \end{array}} \end{array} \hfill \\ 1\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array}for\begin{array}{*{20}{c}} {{x_t}=0,}&{{y_t}=0,} \end{array}} \end{array}} \end{array}} \end{array}} \end{array}} \end{array}} \end{array}{\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&{} \end{array}}&{t=1,2,...,N} \end{array}^T} \hfill \\ 0\begin{array}{*{20}{c}} {}&{}&{}&{\begin{array}{*{20}{c}} {}&{}&{\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array}for\begin{array}{*{20}{c}} {{x_t}=0,}&{{y_t} \ne 0,} \end{array}} \end{array}} \end{array}} \end{array} \hfill \\ \end{gathered} \right.\) (3)
where, \(\alpha\) and represent vectors of the centers and spreads, respectively. In this way, the total vagueness for the \({i^{th}}\)data of the validation sample, \({S_i}\begin{array}{*{20}{c}} {}&{i=1,2,...,{N^{Validation}}} \end{array}\), described as the sum of individual spreads of the fuzzy parameters, can be represented as follows:
\(Minimize\begin{array}{*{20}{c}} {}&{{S_i}=\sum\limits_{{t=1}}^{{{N^{Train}}+i}} {{{c^{\prime}}_{1i}}\left| {{x_t}} \right|} } \end{array}+{c^{\prime}_{2i}}\left| {{x_t}} \right|\begin{array}{*{20}{c}} {}&{{{\begin{array}{*{20}{c}} {}&{i=1,2,...,N} \end{array}}^{Validation}}} \end{array}\)(4)
At the same time, considering the imposed threshold level, \({h_i} \in \left\{ {0,1} \right\}{\begin{array}{*{20}{c}} {}&{i=1,2,...,N} \end{array}^{Validation}}\), the \({S_i}\) can be achieved by solving the linear mathematical programming as follows:
\(\begin{gathered} Minimize\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&{{S_i}=\sum\nolimits_{{t=1}}^{{{N^{Train}}+i}} {{{c^{\prime}}_{1i}}\left| {{x_t}} \right|+{{c^{\prime}}_{2i}}\left| {{x_t}} \right|} } \end{array}}&\begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array} \hfill \\ subject.to\begin{array}{*{20}{c}} {}&{\left\{ \begin{gathered} {{x^{\prime}}_t}{\alpha _i}+\left( {1 - {h_i}} \right){{c^{\prime}}_{1i}}\left| {{x_t}} \right| \geqslant {y_t}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{t=1,2,....,{N^{Train}}+i} \end{array}\begin{array}{*{20}{c}} {}&{{{\begin{array}{*{20}{c}} {}&{i=1,2,...,N} \end{array}}^{Validation}}} \end{array} \hfill \\ {{x^{\prime}}_t}{\alpha _i} - \left( {1 - {h_i}} \right){{c^{\prime}}_{2i}}\left| {{x_t}} \right| \leqslant {y_t}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{t=1,2,...,{N^{Train}}+i} \end{array}\begin{array}{*{20}{c}} {}&{{{\begin{array}{*{20}{c}} {}&{i=1,2,...,N} \end{array}}^{Validation}}} \end{array} \hfill \\ {c_{1i}} \geqslant 0;{c_{2i}} \geqslant 0{\begin{array}{*{20}{c}} {}&{i=1,2,...,N} \end{array}^{Validation}}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array} \hfill \\ \end{gathered} \right.} \end{array} \hfill \\ \end{gathered}\) (5)
Now, in the proposed method, the weighted variance of different ambiguities in each validation data situation is minimized in order to estimate the unknown fuzzy parameters. In this way, we have that
\(\begin{gathered} Minimize\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&{\mathop {VAR}\limits_{i} \left( {\sum\nolimits_{{t=1}}^{{{N^{Train}}+i}} {{{c^{\prime}}_{1i}}\left| {{x_t}} \right|+{{c^{\prime}}_{2i}}\left| {{x_t}} \right|} } \right)=\sum\nolimits_{{i=1}}^{{{N^{Validation}}}} {{w_i}{{\left( {\sum\nolimits_{{t=1}}^{{{N^{Train}}+i}} {{{c^{\prime}}_{1i}}\left| {{x_t}} \right|+{{c^{\prime}}_{2i}}\left| {{x_t}} \right|} - \bar {S}} \right)}^2}} } \end{array}}&\begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array} \hfill \\ subject.to\begin{array}{*{20}{c}} {}&{\left\{ \begin{gathered} {{x^{\prime}}_t}{\alpha _i}+\left( {1 - {h_i}} \right){{c^{\prime}}_{1i}}\left| {{x_t}} \right| \geqslant {y_t}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{t=1,2,....,{N^{Train}}+i} \end{array}\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{i=1,2,...,{N^{Validation}}} \end{array}} \end{array} \hfill \\ {{x^{\prime}}_t}{\alpha _i} - \left( {1 - {h_i}} \right){{c^{\prime}}_{2i}}\left| {{x_t}} \right| \leqslant {y_t}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{t=1,2,...,{N^{Train}}+i} \end{array}\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{i=1,2,...,{N^{Validation}}} \end{array}} \end{array} \hfill \\ {c_{1i}} \geqslant 0;{c_{2i}} \geqslant 0;\sum\nolimits_{{i=1}}^{{{N^{Validation}}}} {{w_i}=1} {\begin{array}{*{20}{c}} {}&{i=1,2,...,N} \end{array}^{Validation}}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array} \hfill \\ \end{gathered} \right.} \end{array} \hfill \\ \end{gathered}\) (6)
where, \(VAR\) is the weighted variance function and \({w_i}\) is the weight of the \({i^{th}}\) data of the validation sample. Finally, since there is usually no preference between validation data situations; thus, we have that \({w_i}={1 \mathord{\left/ {\vphantom {1 {{N^{Validation}}}}} \right. \kern-0pt} {{N^{Validation}}}}\begin{array}{*{20}{c}} {}&{i=1,2,...,{N^{Validation}}} \end{array}\). In this way, Eq. (6) will be transformed to Eq. (7) as follows, in which, \({S_E}\) is the total vagueness, \({\alpha _E}\) is the vector of the centers, \({c_{1E}}\) and \({c_{2E}}\)are vectors of the left and right spreads of the Etemadi method, respectively.
\(\begin{gathered} Minimize\begin{array}{*{20}{c}} {\begin{array}{*{20}{c}} {}&{{S_E}=\sum\nolimits_{{i=1}}^{{{N^{Validation}}}} {\sum\nolimits_{{t=1}}^{{{N^{Train}}+i}} {{{c^{\prime}}_{1E}}\left| {{x_t}} \right|+{{c^{\prime}}_{2E}}\left| {{x_t}} \right|} } } \end{array}}&\begin{gathered} \hfill \\ \hfill \\ \hfill \\ \end{gathered} \end{array} \hfill \\ subject.to\begin{array}{*{20}{c}} {}&{\left\{ \begin{gathered} {{x^{\prime}}_t}{\alpha _E}+\left( {1 - {h_i}} \right){{c^{\prime}}_{1E}}\left| {{x_t}} \right| \geqslant {y_t}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{t=1,2,....,{N^{Train}}+i} \end{array}\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{i=1,2,...,{N^{Validation}}} \end{array}} \end{array} \hfill \\ {{x^{\prime}}_t}{\alpha _E} - \left( {1 - {h_i}} \right){{c^{\prime}}_{2E}}\left| {{x_t}} \right| \leqslant {y_t}\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} &{t=1,2,...,{N^{Train}}+i} \end{array}\begin{array}{*{20}{c}} {}&{\begin{array}{*{20}{c}} {}&{i=1,2,...,{N^{Validation}}} \end{array}} \end{array} \hfill \\ {c_{1E}} \geqslant 0;{c_{2E}} \geqslant 0\begin{array}{*{20}{c}} \begin{gathered} \hfill \\ \hfill \\ \end{gathered} \end{array} \hfill \\ \end{gathered} \right.} \end{array} \hfill \\ \end{gathered}\) (7)