Publication at Faculty of Mathematics and Physics |
2012
Abstract
In interval linear regression analysis, we are given crisp or interval data and we are to determine appropriate interval regression parameters. There are various methods for interval regression; many of them possess the property that while some of the resulting interval regression parameters are very wide, the other parameters are crisp.
This drawback is the main limiting factor for such methods and much effort has been devoted to overcoming it. We propose a method motivated by tolerance analysis in linear systems.
Our method yields intervals for regression parameters the widths of which are proportional to an in-advance given vector of parameters.