Hindawi Publishing Corporation International Scholarly Research Notices Volume 2014, Article ID 358439, 10 pages http://dx.doi.org/10.1155/2014/358439

Research Article Intuitionistic Fuzzy Weighted Linear Regression Model with Fuzzy Entropy under Linear Restrictions Gaurav Kumar1 and Rakesh Kumar Bajaj2 1 2

Singhania University, Pacheri Bari, Jhunjhunu, Rajasthan 333515, India Jaypee University of Information Technology, Waknaghat 173234, India

Correspondence should be addressed to Rakesh Kumar Bajaj; [email protected] Received 18 April 2014; Revised 6 August 2014; Accepted 23 August 2014; Published 30 October 2014 Academic Editor: Bijan Davvaz Copyright Β© 2014 G. Kumar and R. K. Bajaj. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. In fuzzy set theory, it is well known that a triangular fuzzy number can be uniquely determined through its position and entropies. In the present communication, we extend this concept on triangular intuitionistic fuzzy number for its one-to-one correspondence with its position and entropies. Using the concept of fuzzy entropy the estimators of the intuitionistic fuzzy regression coefficients have been estimated in the unrestricted regression model. An intuitionistic fuzzy weighted linear regression (IFWLR) model with some restrictions in the form of prior information has been considered. Further, the estimators of regression coefficients have been obtained with the help of fuzzy entropy for the restricted/unrestricted IFWLR model by assigning some weights in the distance function.

1. Introduction In statistical analysis, regression is used to explore the relationship between π‘˜ input variables x1 , x2 , . . . , xπ‘˜ (also known as independent variables or explanatory variables) and the output variable y (also called dependent variable or response variable) from 𝑛 sets of observations. In linear regression, the method of least-squares is applied to find the regression coefficients 𝛽𝑗 , 𝑗 = 0, 1, . . . , π‘˜, which describe the contribution of the corresponding independent variable x𝑗 in explaining the dependent variable y. The aim of regression analysis is to estimate the parameters on the basis of available/observed empirical data. Traditional studies on regression assume the observations to have crisp values. In the crisp linear regression model, the parameters (regression coefficients are crisp) appear in a linear form; that is, y = 𝛽0 + 𝛽1 x1 + 𝛽2 x2 + β‹… β‹… β‹… + π›½π‘˜ xπ‘˜ + random error.

(1)

Once the coefficients 𝛽0 , 𝛽1 , 𝛽2 , . . . , π›½π‘˜ are determined from the observed samples, the responses are estimated from any given sets of x1 , x2 , . . . , xπ‘˜ values. Fuzzy set theory, developed by Zadeh [1], has capability to describe the uncertain situations, containing ambiguity and vagueness. It may be recalled that a fuzzy set 𝐴 defined on

a universe of discourse 𝑋 is characterized by a membership function πœ‡π΄(π‘₯) which takes values in the interval [0, 1] (i.e., πœ‡π΄ : 𝑋 β†’ [0, 1]). The value πœ‡π΄ (π‘₯) represents the grade of membership of π‘₯ ∈ 𝑋 in 𝐴. This grade corresponds to the degree to which that element or individual is similar or compatible with the concept represented by the fuzzy set. Thus, the elements may belong in the fuzzy set to a greater or lesser degree as indicated by a larger or smaller membership grade. Tanaka et al. [2, 3] initiated the research in the area of linear regression analysis in a fuzzy environment, where a fuzzy linear system is used as a regression model. They consider a regression model in which the relations of the variables are subject to fuzziness, that is, the model with crisp input and fuzzy parameters. In general, fuzzy regression can be classified into two categories: (i) when the relations of the variables are subject to fuzziness, (ii) when the variables themselves are fuzzy. There exist several conceptual and methodological approaches to fuzzy regression with respect to the characterization mentioned above. Tanaka and Watada [4], Tanaka et al. [5], and Tanaka and Ishibuchi [6] considered more general

2

International Scholarly Research Notices

models in fuzzy regression. In the approaches of Tanaka et al., they considered the L-R fuzzy data and minimized the index of fuzziness of the fuzzy linear regression model. As described by Tanaka and Watada [4], β€œA fuzzy number is a fuzzy subset of the real line whose highest membership values are clustered around a given real number called the mean value; the membership function is monotonic on both sides of this mean value.” Hence, fuzzy number can be decomposed into position and fuzziness, where the position is represented by the element with the highest membership value and the fuzziness of a fuzzy number is represented by the membership function. The comparison among various fuzzy regression models and the difference between the approaches of fuzzy regression analysis and conventional regression analysis have been presented by Redden and Woodall [7]. Chang and Lee [8] and Redden and Woodall [7] pointed out some weaknesses of the approaches proposed by Tanaka et al. A fuzzy linear regression model based on Tanaka’s approach by considering the fuzzy linear programming problem has also been introduced by Peters [9]. In fuzzy set theory, the entropy is a measure of degree of fuzziness which expresses the amount of average ambiguity/difficulty in making a decision whether an element belongs to a set or not. The following are the four properties introduced in de Luca and Termini [10], which are widely accepted as a criterion for defining any new fuzzy entropy measure 𝐻(β‹…) of the fuzzy set 𝐴: (i) P1 (sharpness): 𝐻(𝐴) is minimum if and only if 𝐴 is a crisp set; that is, πœ‡π΄ (π‘₯) = 0 or 1 for all π‘₯; (ii) P2 (maximality): 𝐻(𝐴) is maximum if and only if πœ‡π΄ (π‘₯) = 0.5 for all π‘₯; (iii) P3 (resolution): 𝐻(𝐴) β‰₯ 𝐻(π΄βˆ— ), where π΄βˆ— is sharpened version of 𝐴; (iv) P4 (symmetry): 𝐻(𝐴) = 𝐻(𝐴), where 𝐴 is the complement of 𝐴; that is, πœ‡π΄ (π‘₯) = 1 βˆ’ πœ‡π΄ (π‘₯). Dubosis and Prade [11, 12] interpreted the measure of fuzziness 𝐻(𝐴) as quantity of information which is being lost in going from a crisp number to a fuzzy number. It may be noted that the entropy of an element with a given membership function πœ‡π΄Μƒ(π‘₯) is increasing if πœ‡π΄ (π‘₯) is in [0, 0.5] and decreasing if πœ‡π΄ (π‘₯) is in [0.5, 1]. We accept the definition of fuzzy number given by Tanaka and Watada [4], where the mean value is also called apex. Let 𝑋 = (π‘₯1 , π‘₯2 , . . . , π‘₯𝑛 ) be a discrete random variable with probability distribution 𝑃 = (𝑝1 , 𝑝2 , . . . , 𝑝𝑛 ) in an experiment; then according to Shannon [13], the information contained in this experiment is given by 𝑛

𝐻 (𝑃) = βˆ’βˆ‘π‘π‘– log 𝑝𝑖 .

(2)

𝑖=1

Based on this famous Shannon’s entropy, de Luca and Termini [10] indicated the following measure of fuzzy entropy: 𝐻 (𝐴) = βˆ’ 𝐾 ∫

π‘₯βˆˆπ‘‹

[πœ‡π΄ (π‘₯) log πœ‡π΄ (π‘₯) + (1 βˆ’ πœ‡π΄ (π‘₯)) log (1 βˆ’ πœ‡π΄ (π‘₯))] 𝑑π‘₯. (3)

Kumar et al. [14] studied fuzzy linear regression (FLR) model with some restrictions in the form of prior information and obtained the estimators of regression coefficients with the help of fuzzy entropy for the restricted FLR model. Here, we propose an intuitionistic fuzzy regression model and its general form in triangular intuitionistic fuzzy setup is given by yΜƒ = 𝛽̃0 + 𝛽̃1 xΜƒ1 + β‹… β‹… β‹… + π›½Μƒπ‘˜ xΜƒπ‘˜ + random error,

(4)

where the value of the output variable yΜƒ defined by (4) is a triangular intuitionistic fuzzy number; 𝛽̃0 , 𝛽̃1 , . . . , π›½Μƒπ‘˜ is a vector of intuitionistic fuzzy parameters where 𝛽̃𝑗 = (π‘šπ‘— ; 𝛼𝑗 , 𝛽𝑗 ; 𝛼𝑗󸀠 , 𝛽𝑗󸀠 ) is a triangular intuitionistic fuzzy number for 𝑗 = 0, 1, . . . , π‘˜ and xΜƒ1 , xΜƒ2 , . . . , xΜƒπ‘˜ are triangular intuitionistic fuzzy (explanatory) variables. 1.1. Intuitionistic Fuzzy Sets: Basic Definitions and Notations. It may be recalled that a fuzzy set 𝐴 in 𝑋, given by Zadeh [1], is as follows: 𝐴 = {(π‘₯, πœ‡π΄ (π‘₯)) : π‘₯ ∈ 𝑋} ,

(5)

where πœ‡π΄ : 𝑋 β†’ [0, 1] is the membership function of the fuzzy set 𝐴 and πœ‡π΄ (π‘₯) is the grade of belongingness of π‘₯ into 𝐴. Thus in fuzzy set theory the grade of nonbelongingness of an element π‘₯ into 𝐴 is equal to 1 βˆ’ πœ‡π΄ (π‘₯). However, while expressing the degree of membership of an element in a fuzzy set, the corresponding degree of nonmembership is not always equal to one minus the degree of belongingness. The fact is that, in real life, the linguistic negation does not always identify with logical negation. Therefore, Atanassov [15–18] suggested a generalization of classical fuzzy set, called intuitionistic fuzzy set (IFS). Μƒ under the universal set 𝑋 is defined as Atanassov’s IFS 𝐴 Μƒ = {⟨π‘₯, πœ‡ Μƒ (π‘₯) , ] Μƒ (π‘₯)⟩ : π‘₯ ∈ 𝑋} , 𝐴 𝐴 𝐴

(6)

where πœ‡π΄ , ]𝐴̃ : 𝑋 β†’ [0, 1] are the membership and nonmembership functions such that 0 ≀ πœ‡π΄Μƒ + πœ‡π΄Μƒ ≀ 1 for all π‘₯ ∈ 𝑋. The numbers πœ‡π΄Μƒ(π‘₯) and ]𝐴̃(π‘₯) denote the degree of membership and nonmembership of an element π‘₯ ∈ 𝑋 Μƒ βŠ‚ 𝑋, respectively. For each element π‘₯ ∈ 𝑋, the to the set 𝐴 amount πœ‹π΄Μƒ(π‘₯) = 1 βˆ’ πœ‡π΄Μƒ(π‘₯) βˆ’ ]𝐴̃(π‘₯) is called the degree of indeterminacy (hesitation part). It is the degree of uncertainty Μƒ or not. whether π‘₯ belongs to 𝐴 1.2. Intuitionistic Fuzzy Numbers (IFNs). In literature, Burillo and Bustince [19], Lee [20], Liu and Shi [21], and Grzegorzewski [22] proposed various research works on intuitionistic fuzzy numbers. In this section, the notion of IFNs has been studied and presented by the taking care of these research works. Μƒ = {⟨π‘₯, πœ‡ Μƒ(π‘₯), Definition 1. An intuitionistic fuzzy subset 𝐴 𝐴 ]𝐴̃(π‘₯)⟩ : π‘₯ ∈ 𝑋} of the real line R is called an intuitionistic fuzzy number if the following axioms hold: Μƒ is normal; that is, there exist π‘š ∈ R (sometimes (i) 𝐴 Μƒ such that πœ‡ Μƒ(π‘š) = 1 and called the mean value of 𝐴) 𝐴 ]𝐴̃(π‘š) = 0;

International Scholarly Research Notices

3

(ii) the membership function πœ‡π΄Μƒ is fuzzy-convex; that is, πœ‡π΄Μƒ (πœ† β‹… π‘₯1 + (1 βˆ’ πœ†) β‹… π‘₯2 ) β‰₯ min {πœ‡π΄Μƒ (π‘₯1 ) , πœ‡π΄Μƒ (π‘₯2 )} βˆ€π‘₯1 , π‘₯2 ∈ 𝑋, πœ† ∈ [0, 1] ;

(7)

(iii) the nonmembership function ]𝐴̃ is fuzzy-concave; that is ]𝐴̃ (πœ† β‹… π‘₯1 + (1 βˆ’ πœ†) β‹… π‘₯2 ) ≀ max {]𝐴̃ (π‘₯1 ) , ]𝐴̃ (π‘₯2 )} , βˆ€π‘₯1 , π‘₯2 ∈ 𝑋, πœ† ∈ [0, 1] ;

(8)

𝐻 (𝐴) = βˆ’ 𝐾 [∫

(iv) the membership and the nonmembership functions Μƒ satisfying the conditions 0 ≀ 𝑓1 (π‘₯) + 𝑔1 (π‘₯) ≀ 1 of 𝐴 and 0 ≀ 𝑓2 (π‘₯) + 𝑔2 (π‘₯) ≀ 1 have the following form: 𝑓1 (π‘₯) , { { { {1, πœ‡π΄Μƒ (π‘₯) = { {𝑓2 (π‘₯) , { { {0,

for π‘š βˆ’ 𝛼 ≀ π‘₯ ≀ π‘š, for π‘₯ = π‘š, for π‘š ≀ π‘₯ ≀ π‘š + 𝛽, otherwise,

for π‘š βˆ’ 𝛼󸀠 ≀ π‘₯ ≀ π‘š, for π‘₯ = π‘š, for π‘š ≀ π‘₯ ≀ π‘š + 𝛽󸀠 , otherwise,

π‘šβˆ’π‘₯ , { { 𝛼󸀠 { { { {0, ]𝐴̃ (π‘₯) = { π‘₯ βˆ’ π‘š { , { σΈ€  { { { 𝛽 {1,

(10)

(11)

otherwise,

for π‘š βˆ’ 𝛼󸀠 ≀ π‘₯ ≀ π‘š, for π‘₯ = π‘š, for π‘š ≀ π‘₯ ≀ π‘š + 𝛽󸀠 , otherwise.

+∫

[πœ‡π΄ (π‘₯) log πœ‡π΄ (π‘₯) + (1 βˆ’ πœ‡π΄ (π‘₯)) Γ— log (1 βˆ’ πœ‡π΄ (π‘₯))] 𝑑π‘₯] (13)

for π‘š βˆ’ 𝛼 ≀ π‘₯ ≀ π‘š, for π‘š ≀ π‘₯ ≀ π‘š + 𝛽,

Γ— log (1 βˆ’ πœ‡π΄ (π‘₯))] 𝑑π‘₯

Μƒ + 𝐻𝑅 (𝐴) Μƒ , = 𝐻𝐿 (𝐴)

Definition 2. An IFN 𝐴 IFN = (π‘š; 𝛼, 𝛽; 𝛼󸀠 , 𝛽󸀠 ) may be defined as a triangular intuitionistic fuzzy number (TIFN) if and only if its membership and nonmembership functions take the following form:

for π‘₯ = π‘š,

[πœ‡π΄ (π‘₯) log πœ‡π΄ (π‘₯) + (1 βˆ’ πœ‡π΄ (π‘₯))

(9)

where the functions 𝑔1 (π‘₯) and 𝑔2 (π‘₯) are strictly decreasing and increasing functions in [π‘š βˆ’ 𝛼󸀠 , π‘š] and [π‘š, π‘š + 𝛽󸀠 ], respectively. Here 𝛼 and 𝛽 are called the left and right spreads of the membership function πœ‡π΄Μƒ, respectively. 𝛼󸀠 and 𝛽󸀠 are called the left and right spreads of the nonmembership function ]𝐴̃(π‘₯). Symbolically, an intuitionistic fuzzy number is ΜƒIFN = (π‘š; 𝛼, 𝛽; 𝛼󸀠 , 𝛽󸀠 ). represented as 𝐴

π‘šβˆ’π‘₯ , 1βˆ’ { { 𝛼 { { { {1, πœ‡π΄Μƒ (π‘₯) = { π‘₯βˆ’π‘š { , 1βˆ’ { { { 𝛽 { {0,

π‘₯∈[π‘šβˆ’π›Ό,π‘š]

π‘₯∈[π‘š,π‘š+𝛽]

where the functions 𝑓1 (π‘₯) and 𝑓2 (π‘₯) are strictly increasing and decreasing functions in [π‘š βˆ’ 𝛼, π‘š] and [π‘š, π‘š + 𝛽], respectively, and 𝑔1 (π‘₯) , { { { {0, ]𝐴̃ (π‘₯) = { { {𝑔2 (π‘₯) , { {1,

Μƒ = (π‘š; 𝛼, 𝛽; 𝛼󸀠 , 𝛽󸀠 ) degenIt may be noted that a TIFN 𝐴 erate to a triangular fuzzy number 𝐴 = (π‘š; 𝛼, 𝛽) if 𝛼 = 𝛼󸀠 , 𝛽 = 𝛽󸀠 , and ]𝐴̃(π‘₯) = 1 βˆ’ πœ‡π΄Μƒ(π‘₯), βˆ€π‘₯ ∈ R. Further, an TIFN Μƒ = (π‘š; 𝛼, 𝛽; 𝛼󸀠 , 𝛽󸀠 ) Μƒ = {⟨π‘₯, πœ‡ Μƒ(π‘₯), ] Μƒ(π‘₯)⟩ : π‘₯ ∈ R}; that is, 𝐴 𝐴 𝐴 𝐴 + is a conjunction of two fuzzy numbers 𝐴 = (π‘š; 𝛼, 𝛽) with the membership function πœ‡π΄+ (π‘₯) = πœ‡π΄Μƒ(π‘₯) and π΄βˆ’ = (π‘š; 𝛼󸀠 , 𝛽󸀠 ) with the membership function πœ‡π΄Μƒ(π‘₯) = 1 βˆ’ ]𝐴̃(π‘₯). The entropy calculated using (3) from the membership function of TIFN given by (11) can be expressed as follows: size

Μƒ = 𝐾𝛼/2 and 𝐻𝑅 (𝐴) Μƒ = 𝐾𝛽/2. It follows that where 𝐻𝐿 (𝐴) Μƒ = 𝐾(𝛼 + 𝛽)/2, which does not depend on π‘š. It may be 𝐻(𝐴) observed that, in the case of symmetrical TIFN, the left and the right entropies are identical. On the other hand, in case of nonsymmetric TIFN, the left entropy is a function of 𝛼 and the right entropy is a function of 𝛽. Similarly, the left entropy and the right entropy from the nonmembership function (which we called left to left and right to right entropies) of the TIFN are the functions of 𝛼󸀠 and 𝛽󸀠 , respectively. Hence, a triangular intuitionistic fuzzy number can be characterized by five attributes: the position parameter π‘š, the left entropy 𝛼, the right entropy 𝛽, left to left entropy 𝛼󸀠 , and right to right entropy 𝛽󸀠 . There is a one-to-one correspondence between a triangular intuitionistic fuzzy number and its entropies. In other words, given a triangular intuitionistic fuzzy number, one can determine the unique position and entropies. Conversely, given a position and entropies, one can construct a unique triangular intuitionistic fuzzy number. Sometimes experimenter’s past experiences may be available as prior information about unknown regression coefficients to estimate more efficient estimators. Here, we assume that such prior information is provided in the form of exact linear restrictions on regression coefficients. In the present work, we first find the unrestricted estimators of regression coefficients with the help of fuzzy entropy. Next, we introduce the restricted intuitionistic fuzzy linear regression model with fuzzy entropy. Further, the restricted estimators of the regression coefficients are obtained by incorporating the prior information in the form of linear restrictions.

2. Restricted IFWLR Model with Fuzzy Entropy (12)

Without loss of generality, suppose that all observations (Μƒy𝑖 , x̃𝑖1 , x̃𝑖2 , . . . , xΜƒπ‘–π‘˜ ), 𝑖 = 1, . . . , 𝑛, in the regression analysis are triangular intuitionistic fuzzy numbers. The notion of

4

International Scholarly Research Notices

regression using fuzzy entropy is to construct five conventional regression equations (one for apex, one for left entropy of the membership function, one for right entropy of the membership function, one for left entropy of the nonmembership function, and one for right entropy of the nonmembership function) for the response variable yΜƒ using the corresponding attributes of the π‘˜ fuzzy explanatory variables x̃𝑗 . In order to be specific, we denote ya , x1a , x2a , . . . , xπ‘˜a by the apexes of yΜƒ, xΜƒ1 , xΜƒ2 , . . . , xΜƒπ‘˜ , respectively, ely , elx1 , elx2 , . . . , elxπ‘˜ by the left entropy of yΜƒ, xΜƒ1 , xΜƒ2 , . . . , xΜƒπ‘˜ , respectively, ery , erx1 , erx2 , . . . , erxπ‘˜ by the right entropy of yΜƒ, xΜƒ1 , xΜƒ2 , . . . , xΜƒπ‘˜ , respectively, σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

ely , elx1 , elx2 , . . . , elxπ‘˜ by the left to left entropy of yΜƒ, xΜƒ1 , xΜƒ2 , . . . , xΜƒπ‘˜ , σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

respectively, and ery , erx1 , erx2 , . . . , erxπ‘˜ by the right to right entropy of yΜƒ, xΜƒ1 , xΜƒ2 , . . . , xΜƒπ‘˜ , respectively. Therefore, the five fundamental regression equations in a nonrecursive (nonadaptive) setup may be written as π‘˜

σΈ€ 

σΈ€ 

ya = π΄π‘Ž0 + βˆ‘ (π΄π‘Žπ‘– x𝑖a + π΅π‘–π‘Ž elx𝑖 + πΆπ‘–π‘Ž erx𝑖 + π·π‘–π‘Ž elx𝑖 + πΈπ‘–π‘Ž erx𝑖 ) + πœ€ya ; 𝑖=1

. . . X = (1 .. x1a , x2a , . . . , xπ‘˜a .. elx1 , elx2 , . . . , elxπ‘˜ .. erx1 , . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  σΈ€  erx2 , . . . , erxπ‘˜ .. elx1 , elx2 , . . . , elxπ‘˜ .. erx1 , erx2 , . . . , erxπ‘˜)

𝑛×(5π‘˜+1)

π‘˜

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

𝑖=1 π‘˜

ery = π΄π‘Ÿ0 + βˆ‘(π΄π‘Ÿπ‘– x𝑖a + π΅π‘–π‘Ÿ elx𝑖 + πΆπ‘–π‘Ÿ erx𝑖 + π·π‘–π‘Ÿ elx𝑖 + πΈπ‘–π‘Ÿ erx𝑖 ) + πœ€ery ; 𝑖=1

π‘˜

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

ely = 𝐴𝑙0 + βˆ‘ (𝐴𝑙𝑖 x𝑖a + 𝐡𝑖𝑙 elx𝑖 + 𝐢𝑖𝑙 erx𝑖 + 𝐷𝑖𝑙 elx𝑖 + 𝐸𝑖𝑙 erx𝑖 )

,

. . . 𝛽 = (π΄π‘Ž0 .. π΄π‘Ž1 , π΄π‘Ž2 , . . . , π΄π‘Žπ‘˜ .. 𝐡1π‘Ž , 𝐡2π‘Ž , . . . , π΅π‘˜π‘Ž .. 𝐢1π‘Ž , 𝐢2π‘Ž , . . . , 𝑇 . . πΆπ‘˜π‘Ž .. 𝐷1π‘Ž , 𝐷2π‘Ž , . . . , π·π‘˜π‘Ž .. 𝐸1π‘Ž , 𝐸2π‘Ž , . . . , πΈπ‘˜π‘Ž)

(5π‘˜+1)Γ—1

,

. . . 𝛼 = (𝐴𝑙0 .. 𝐴𝑙1 , 𝐴𝑙2 , . . . , π΄π‘™π‘˜ .. 𝐡1𝑙 , 𝐡2𝑙 , . . . , π΅π‘˜π‘™ .. 𝐢1𝑙 , 𝐢2𝑙 , . . . , 𝑇 . . πΆπ‘˜π‘™ .. 𝐷1𝑙 , 𝐷2𝑙 , . . . , π·π‘˜π‘™ .. 𝐸1𝑙 , 𝐸2𝑙 , . . . , πΈπ‘˜π‘™ )

(5π‘˜+1)Γ—1

ely = 𝐴𝑙0 + βˆ‘ (𝐴𝑙𝑖 x𝑖a + 𝐡𝑖𝑙 elx𝑖 + 𝐢𝑖𝑙 erx𝑖 + 𝐷𝑖𝑙 elx𝑖 + 𝐸𝑖𝑙 erx𝑖 ) + πœ€ely ;

σΈ€ 

where

,

. . . 𝛾 = (π΄π‘Ÿ0 .. π΄π‘Ÿ1 , π΄π‘Ÿ2 , . . . , π΄π‘Ÿπ‘˜ .. 𝐡1π‘Ÿ , 𝐡2π‘Ÿ , . . . , π΅π‘˜π‘Ÿ .. 𝐢1π‘Ÿ , 𝐢2π‘Ÿ , . . . , 𝑇 . . πΆπ‘˜π‘Ÿ .. 𝐷1π‘Ÿ , 𝐷2π‘Ÿ , . . . , π·π‘˜π‘Ÿ .. 𝐸1π‘Ÿ , 𝐸2π‘Ÿ , . . . , πΈπ‘˜π‘Ÿ)

(5π‘˜+1)Γ—1

,

σΈ€  . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  𝛼󸀠 = (𝐴𝑙0 .. 𝐴𝑙1 , 𝐴𝑙2 , . . . , π΄π‘™π‘˜ .. 𝐡1𝑙 , 𝐡2𝑙 , . . . , π΅π‘˜π‘™ .. 𝐢1𝑙 , 𝐢2𝑙 , . . . ,

𝑖=1

𝑇 σΈ€  . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  σΈ€  πΆπ‘˜π‘™ .. 𝐷1𝑙 , 𝐷2𝑙 , . . . , π·π‘˜π‘™ .. 𝐸1𝑙 , 𝐸2𝑙 , . . . , πΈπ‘˜π‘™ )

+ πœ€elσΈ€  ; y

σΈ€ 

π‘˜

σΈ€ 

(5π‘˜+1)Γ—1

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

σΈ€ 

ery = π΄π‘Ÿ0 + βˆ‘ (π΄π‘Ÿπ‘– x𝑖a + π΅π‘–π‘Ÿ elx𝑖 + πΆπ‘–π‘Ÿ erx𝑖 + π·π‘–π‘Ÿ elx𝑖 + πΈπ‘–π‘Ÿ erx𝑖 ) 𝑖=1

+ πœ€erσΈ€  , y

(14) where πœ€ya , πœ€ely , πœ€ery , πœ€elσΈ€  , and πœ€erσΈ€  are the error vectors of y

y

dimension 𝑛 Γ— 1. The compact form of the above mentioned nonrecursive or nonadaptive equations is given by ya = X𝛽 + πœ€ya , ely = X𝛼 + πœ€ely , ery = X𝛾 + πœ€ery , σΈ€ 

ely = X𝛼󸀠 + πœ€elσΈ€  , y

σΈ€ 

ery = X𝛾󸀠 + πœ€erσΈ€  , y

(15)

,

σΈ€  . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  𝛾󸀠 = (π΄π‘Ÿ0 .. π΄π‘Ÿ1 , π΄π‘Ÿ2 , . . . , π΄π‘Ÿπ‘˜ .. 𝐡1π‘Ÿ , 𝐡2π‘Ÿ , . . . , π΅π‘˜π‘Ÿ .. 𝐢1π‘Ÿ , 𝐢2π‘Ÿ , . . . ,

𝑇 σΈ€  . σΈ€  σΈ€  σΈ€  . σΈ€  σΈ€  σΈ€  πΆπ‘˜π‘Ÿ .. 𝐷1π‘Ÿ , 𝐷2π‘Ÿ , . . . , π·π‘˜π‘Ÿ .. 𝐸1π‘Ÿ , 𝐸2π‘Ÿ , . . . , πΈπ‘˜π‘Ÿ )

(5π‘˜+1)Γ—1

. (16)

In many real life situations, where the measurements are carried out (for example car speed astronomical distance), it is natural to think that the spread (vagueness) in the measure of a phenomenon is proportional to its intensity. D’Urso and Gastaldi [23] have done several simulations and observed that even if we consider an adaptive or recursive regression model along with nonadaptive or nonrecursive regression model, they yield identical solutions when there is only one independent variable. But if there are more than one independent variable, then the estimated values of the left entropies and right entropies obtained through the recursive fuzzy regression model will have less variance as compared to the nonrecursive fuzzy regression model. With this consideration, we rewrite the proposed intuitionistic fuzzy linear regression model (15) in a recursive/adaptive

International Scholarly Research Notices

5

setup where dynamic of the entropies is dependent on the magnitude of the estimated apexes as follows: βˆ—

βˆ—

ya = ya + πœ€ya ; βˆ—

where ya = X𝛽,

where ely = X𝛽𝑏 + 1𝑑,

βˆ—

where ery = X𝛽𝑓 + 1𝑔,

ery = ery + πœ€βˆ—ery ; σΈ€ 

σΈ€ βˆ—

ely = ely + πœ€βˆ—elσΈ€  ; y

σΈ€ 

σΈ€ βˆ—

ery = ery + πœ€βˆ—erσΈ€  ; y

h = H𝛽,

βˆ—

ely = ely + πœ€βˆ—el ; y

βˆ—

(17)

σΈ€ βˆ—

where ely = X𝛽𝑝 + 1π‘ž, σΈ€ βˆ—

where ery = X𝛽𝑒 + 1V,

βˆ—

3. Estimation of Regression Coefficients In many applications, it is possible that the values of the variables are on completely different scales of measurement. Also, the possible larger variations in the values will have larger intersample differences, so they will dominate in the calculation of Euclidean distances. Therefore, some form of standardization is necessary to balance out the individual contributions. Consider the Euclidean distance between two triσΈ€  σΈ€  angular intuitionistic fuzzy numbers 𝑦𝑖 = (π‘¦π‘–π‘Ž ; 𝑒𝑦𝑙 𝑖 , π‘’π‘¦π‘Ÿ 𝑖 ; 𝑒𝑦𝑙 𝑖 , π‘’π‘¦π‘Ÿ 𝑖 ) βˆ—

are the vector of the observed right to right entropies and the vector of the interpolated right to right entropies, respectively, both having dimension 𝑛 Γ— 1, and 1 is a (𝑛 Γ— 1)vector of all 1σΈ€  s, 𝑏 and 𝑑 are regression parameters for the second regression equation model (referred to as left entropy regression model), 𝑓 and 𝑔 are regression parameters for the third regression model (referred to as right entropy regression model), 𝑝 and π‘ž are regression parameters for the fourth regression equation model (referred to as left to left entropy regression model), and 𝑒 and V are regression parameters for the fifth regression equation model (referred to as right to right entropy regression model). The error term in the regression equation of apexes will remain the same while the error terms in the regression equations of entropies may be different. The error vectors πœ€βˆ—el and πœ€βˆ—ery in the left and right y entropies are of the dimension (𝑛 Γ— 1) and the error vectors πœ€βˆ—el and πœ€βˆ—ery in the left to left and right to right entropies are of y the dimension (𝑛 Γ— 1). If some prior information about unknown regression coefficients is available on the basis of past experiences, then it may be used to estimate more efficient estimators. We assume that such prior information is in the form of exact linear restrictions on regression coefficients. In the present model, we associate such restrictions in the equations for the estimation of regression coefficients in the intuitionistic fuzzy linear regression model with fuzzy entropy. Therefore, we make the model capable of taking into account possible

βˆ—

σΈ€ βˆ—

βˆ—

σΈ€ βˆ—

and π‘¦π‘–βˆ— = (π‘¦π‘–π‘Ž ; 𝑒𝑦𝑙 𝑖 , π‘’π‘¦π‘Ÿ 𝑖 ; 𝑒𝑦𝑙 𝑖 , π‘’π‘¦π‘Ÿ 𝑖 ) along with weights 𝑀1 , 𝑀2 , 𝑀3 , 𝑀4 , and 𝑀5 as follows: 𝛿𝑖 ≑ 𝛿 (𝑦𝑖 , π‘¦π‘–βˆ— ) 2

βˆ—

βˆ—

2

βˆ—

= (𝑀1 (π‘¦π‘–π‘Ž βˆ’ π‘¦π‘–π‘Ž ) + 𝑀2 (𝑒𝑦𝑙 𝑖 βˆ’ 𝑒𝑦𝑙 𝑖 ) + 𝑀3 (π‘’π‘¦π‘Ÿ 𝑖 βˆ’ π‘’π‘¦π‘Ÿ 𝑖 ) 2

σΈ€ βˆ—

σΈ€ 

σΈ€ βˆ—

σΈ€ 

2 1/2

+𝑀4 (𝑒𝑦𝑙 𝑖 βˆ’ 𝑒𝑦𝑙 𝑖 ) + 𝑀5 (π‘’π‘¦π‘Ÿ 𝑖 βˆ’ π‘’π‘¦π‘Ÿ 𝑖 ) )

σΈ€ βˆ—

dimension 𝑛 Γ— 1, ely and ely are the vector of the observed left to left entropies and the vector of the interpolated left to σΈ€  left entropies, respectively, both having dimension 𝑛 Γ— 1, ery

σΈ€  and ery

(18)

where h and H are known and the matrix H is of full row rank.

where X is the 𝑛 Γ— (5π‘˜ + 1)-matrix containing the values of the input variables (data matrix), 𝛽 is a column 5π‘˜ + 1vector containing the regression coefficients for the apexes of the first model (referred to as core regression model), βˆ— ya and ya are the vector of the observed apexes and the vector of the interpolated apexes, respectively, both having βˆ— dimension 𝑛 Γ— 1, ely and ely are the vector of the observed left entropies and the vector of the interpolated left entropies, βˆ— respectively, both having dimension 𝑛 Γ— 1, ery and ery are the vector of the observed right entropies and the vector of the interpolated right entropies, respectively, both having σΈ€ 

linear relations between the size of the entropies and the magnitude of the estimated apexes. Moreover, we assume that the regression coefficients 𝛽 are subjected to the 𝑗 (𝑗 < 5π‘˜ + 1) exact linear restrictions, which are given by

2

. (19)

It may be observed that we compute the usual squared differences between the values of variables on their original scales, as in the usual Euclidean distance, but then multiply these squared differences by their corresponding weights. Next, similar to common linear regression (based on crisp data), the regression parameters are estimated by minimizing the following sum of square errors (we use a compact matrix notation): πœ‘ (𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V) 𝑛

𝑛

2

2

= βˆ‘π‘€1 (π‘¦π‘–π‘Ž βˆ’ π‘¦π‘–π‘Žβˆ— ) + βˆ‘π‘€2 (𝑒𝑦𝑙 𝑖 βˆ’ π‘’π‘¦π‘™βˆ—π‘– ) 𝑖=1

𝑖=1

𝑛

𝑛

2

σΈ€ 

σΈ€ 

+ βˆ‘π‘€3 (π‘’π‘¦π‘Ÿ 𝑖 βˆ’ π‘’π‘¦π‘Ÿβˆ—π‘– ) + βˆ‘π‘€4 (𝑒𝑦𝑙 𝑖 βˆ’ 𝑒𝑦𝑙 π‘–βˆ— ) 𝑖=1

2

𝑖=1

𝑛

σΈ€ 

2

σΈ€ 

+ βˆ‘π‘€5 (π‘’π‘¦π‘Ÿ 𝑖 βˆ’ π‘’π‘¦π‘Ÿ π‘–βˆ— ) 𝑖=1

βˆ— T

βˆ— T

βˆ—

βˆ—

= 𝑀1 (ya βˆ’ ya ) (ya βˆ’ ya ) + 𝑀2 (ely βˆ’ ely ) (ely βˆ’ ely ) βˆ—

T

βˆ—

+ 𝑀3 (ery βˆ’ ery ) (ery βˆ’ ery ) σΈ€ 

σΈ€ βˆ—

T

σΈ€ βˆ—

σΈ€ 

+ 𝑀4 (ely βˆ’ ely ) (ely βˆ’ ely ) σΈ€ 

σΈ€ βˆ—

T

σΈ€ 

σΈ€ βˆ—

+ 𝑀5 (ery βˆ’ ery ) (ery βˆ’ ery )

6

International Scholarly Research Notices T

T

βˆ— T

βˆ—

βˆ—

= 𝑀1 ((ya ) ya βˆ’ 2(ya ) ya + (ya ) ya )

Differentiating πœ‘(𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V), that is, (20), partially with respect to 𝛽 and equating it to zero, we get

T

T

βˆ—

βˆ— T

βˆ—

T

T

βˆ—

βˆ— T

βˆ—

+ 𝑀2 ((ely ) ely βˆ’ 2(ely ) ely + (ely ) ely ) πœ•πœ‘ (𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V) =0 πœ•π›½

+ 𝑀3 ((ery ) ery βˆ’ 2(ery ) ery + (ery ) ery ) σΈ€ 

T

σΈ€ 

T

σΈ€ 

T

σΈ€ 

σΈ€ βˆ—

T

σΈ€ βˆ—

󳨐⇒ βˆ’π‘€1 XT ya + XT X𝛽 (𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 )

σΈ€ βˆ—

+ 𝑀4 ((ely ) ely βˆ’ 2(ely ) ely + (ely ) ely )

σΈ€ 

σΈ€ 

σΈ€ 

+ 𝑀5 ((ery ) ery βˆ’ 2(ery ) T

T

σΈ€ βˆ— ery

+

+ XT 1 (𝑀2 𝑏𝑑 + 𝑀3 𝑓𝑔 + 𝑀4 π‘π‘ž + 𝑀5 𝑒V) = 0

T

= 𝑀1 ((ya ) ya βˆ’ 2(ya ) X𝛽 + 𝛽T XT X𝛽) T

βˆ’1

󳨐⇒ 𝛽 = ((XT X) XT [𝑀1 ya + 𝑀2 ely 𝑏 + 𝑀3 ery 𝑓

T

+ 𝑀2 ((ely ) ely βˆ’ 2(ely ) (X𝛽𝑏 + 1𝑑))

σΈ€ 

T

T 𝑀3 ((ery ) ery

βˆ’

T 2(ery )

βˆ’1 (𝑀2 𝑏𝑑+𝑀3 𝑓𝑔+𝑀4 π‘π‘ž+𝑀5 𝑒V)])

(X𝛽𝑓 + 1𝑔))

βˆ’1

Γ— (𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 ) .

T

+ 𝑀3 ((X𝛽𝑓 + 1𝑔) (X𝛽𝑓 + 1𝑔)) σΈ€ 

T

σΈ€ 

(21)

T

σΈ€ 

+ 𝑀4 ((ely ) ely βˆ’ 2(ely ) (X𝛽𝑝 + 1π‘ž))

Similarly, differentiating (20) partially with respect to 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, and V, we get

T

+ 𝑀4 ((X𝛽𝑝 + 1π‘ž) (X𝛽𝑝 + 1π‘ž)) σΈ€ 

T

σΈ€ 

σΈ€ 

T

+ 𝑀5 ((ery ) ery βˆ’ 2(ery ) (X𝛽𝑒 + 1V)) T

𝑑=

T

= 𝑀1 ((ya ) ya βˆ’ 2(ya ) X𝛽) T

T

2

2

2

+ +

T 𝑀3 ((ery ) ery

+

σΈ€  𝑀4 ((ely )

σΈ€ 

T

βˆ’ βˆ’

T 2(ery ) X𝛽𝑓

σΈ€  ely

T

σΈ€ 

βˆ’

βˆ’

T 2(ely ) 1𝑑)

βˆ’

T 2(ery ) 1𝑔)

σΈ€  T 2(ely ) X𝛽𝑝

σΈ€ 

βˆ’

σΈ€  2(ely )

T

σΈ€ 

T

T

𝑓 = (𝛽T XT X𝛽) [(ery ) X𝛽 βˆ’ 𝛽T XT 1𝑔] ;

+ 𝛽 X X𝛽 (𝑀1 + 𝑀2 𝑏 + 𝑀3 𝑓 + 𝑀4 𝑝 + 𝑀5 𝑒 ) T 2(ely ) X𝛽𝑏

T 1 [(ely ) 1 βˆ’ 𝛽T XT 1𝑏] ; 𝑛 βˆ’1

2

T 𝑀2 ((ely ) ely

T

βˆ’1

𝑏 = (𝛽T XT X𝛽) [(ely ) X𝛽 βˆ’ 𝛽T XT 1𝑑] ;

+ 𝑀5 ((X𝛽𝑒 + 1V) (X𝛽𝑒 + 1V)) T

σΈ€ 

+ 𝑀4 ely 𝑝 + 𝑀5 ery 𝑒

+ 𝑀2 ((X𝛽𝑏 + 1𝑑) (X𝛽𝑏 + 1𝑑)) +

σΈ€ 

βˆ’ 𝑀2 XT ely 𝑏 βˆ’ 𝑀3 XT ery 𝑓 βˆ’ 𝑀4 XT ely 𝑝 βˆ’ 𝑀5 XT ery 𝑒

σΈ€ βˆ— T σΈ€ βˆ— (ery ) ery )

𝑔=

σΈ€  T 1 [(ery ) 1 βˆ’ 𝛽T XT 1𝑓] ; 𝑛

βˆ’1

σΈ€ 

T

𝑝 = (𝛽T XT X𝛽) [(ely ) X𝛽 βˆ’ 𝛽T XT 1π‘ž] ; π‘ž=

1π‘ž)

σΈ€  T 1 [(ely ) 1 βˆ’ 𝛽T XT 1𝑝] ; 𝑛

βˆ’1

T

σΈ€ 

T

𝑒 = (𝛽T XT X𝛽) [(ery ) X𝛽 βˆ’ 𝛽T XT 1V] ;

+ 𝑀5 ((ery ) ery βˆ’ 2(ery ) X𝛽𝑒 βˆ’ 2(ery ) 1V) + 2𝛽T XT 1 (𝑀2 𝑏𝑑 + 𝑀3 𝑓𝑔 + 𝑀4 π‘π‘ž + 𝑀5 𝑒V)

V=

+ 𝑛 (𝑀2 𝑑2 + 𝑀3 𝑔2 + 𝑀4 π‘ž2 + 𝑀5 V2 ) . (20)

respectively.

σΈ€  T 1 [(ery ) 1 βˆ’ 𝛽T XT 1𝑒] ; 𝑛

(22) (23) (24) (25) (26) (27) (28) (29)

International Scholarly Research Notices

7

Equations (21)–(29) are recursive solutions for the problem of least square estimation with intuitionistic fuzzy data. Therefore, we rewrite the system of equations explicitly in a recursive way as follows: βˆ’1

σΈ€ 

𝛽𝑖+1 = ((XT X) XT [𝑀1 ya + 𝑀2 ely 𝑏𝑖 + 𝑀3 ery 𝑓𝑖 + 𝑀4 ely 𝑝𝑖 σΈ€ 

+ 𝑀5 ery 𝑒𝑖 βˆ’ 1 (𝑀2 𝑏𝑖 𝑑𝑖 + 𝑀3 𝑓𝑖 𝑔𝑖

intuitionistic fuzzy weighted linear regression model reduces to nonsymmetric fuzzy linear regression model defined by Kumar et al. [24]. Next, we assume that the regression coefficients are subjected to the linear restrictions which are given by (18). It may be noted that the unrestricted estimator obtained above in (21) does not satisfy the given restrictions (18). We aim to obtain the restricted estimator which satisfies the given restrictions under the regression model (17). For this, we propose to minimize the following score function:

+𝑀4 𝑝𝑖 π‘žπ‘– + 𝑀5 𝑒𝑖 V𝑖 ) ] ) Γ— (𝑀1 +

𝑀2 𝑏𝑖2

+

𝑀3 𝑓𝑖2 βˆ’1

𝑏𝑖+1 = (𝛽T𝑖+1 XT X𝛽i+1 ) 𝑑𝑖+1 =

+

𝑀4 𝑝𝑖2

+

𝑆 (πœ†, 𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V)

βˆ’1 𝑀5 𝑒𝑖2 ) ;

T [(ely ) X𝛽i+1

= πœ‘ (𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V) βˆ’ 2πœ† (H𝛽 βˆ’ h)

βˆ’ 𝛽Ti+1 XT 1𝑑𝑖 ] ;

T 1 [(ely ) 1 βˆ’ 𝛽Ti+1 XT 1𝑏𝑖 ] ; 𝑛 βˆ’1

T

σΈ€  T 1 [(ery ) 1 βˆ’ 𝛽Ti+1 XT 1𝑓𝑖 ] ; 𝑛

βˆ’1

σΈ€ 

T

σΈ€  T 1 [(ely ) 1 βˆ’ 𝛽Ti+1 XT 1𝑝𝑖 ] ; 𝑛

βˆ’1

σΈ€ 

V𝑖+1

T

T

T

T

T

σΈ€ 

T

σΈ€ 

T

σΈ€ 

T

σΈ€ 

T

σΈ€ 

+ 𝑀4 ((ely ) ely βˆ’ 2(ely ) X𝛽𝑝 βˆ’ 2(ely ) 1π‘ž) σΈ€ 

σΈ€ 

T

σΈ€ 

T

+ 𝑀5 ((ery ) ery βˆ’ 2(ery ) X𝛽𝑒 βˆ’ 2(ery ) 1V)

T

𝑒𝑖+1 = (𝛽Ti+1 XT X𝛽i+1 ) [(ery ) X𝛽i+1 βˆ’ 𝛽Ti+1 XT 1V𝑖 ] ; σΈ€  T 1 = [(ery ) 1 βˆ’ 𝛽Ti+1 XT 1𝑒𝑖 ] . 𝑛

T

+ 𝑀2 ((ely ) ely βˆ’ 2(ely ) X𝛽𝑏 βˆ’ 2(ely ) 1𝑑) + 𝑀3 ((ery ) ery βˆ’ 2(ery ) X𝛽𝑓 βˆ’ 2(ery ) 1𝑔)

𝑝𝑖+1 = (𝛽Ti+1 XT X𝛽i+1 ) [(ely ) X𝛽i+1 βˆ’ 𝛽Ti+1 XT 1π‘žπ‘– ] ; π‘žπ‘–+1 =

T

+ 𝛽T XT X𝛽 (𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 )

𝑓𝑖+1 = (𝛽Ti+1 XT X𝛽i+1 ) [(ery ) X𝛽i+1 βˆ’ 𝛽Ti+1 XT 1𝑔𝑖 ] ; 𝑔𝑖+1 =

T

= 𝑀1 ((ya ) ya βˆ’ 2(ya ) X𝛽)

+ 2𝛽T XT 1 (𝑀2 𝑏𝑑 + 𝑀3 𝑓𝑔 + 𝑀4 π‘π‘ž + 𝑀5 𝑒V) + 𝑛 (𝑀2 𝑑2 + 𝑀3 𝑔2 + 𝑀4 π‘ž2 + 𝑀5 V2 )

(30)

In order to initiate the recursive process of obtaining the estimators, we take some initial values for 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V, and 𝛽. After several numbers of iterations, the values of estimators get corrected to a predefined error of tolerance. Μ‚ in order Μ‚ 𝑓, Μ‚ 𝑔, Μ‚ π‘žΜ‚, 𝑒̂, Μ‚V, and 𝛽 Μ‚ 𝑝, We denote these values by ̂𝑏, 𝑑, to differentiate them from the eventually obtained restricted Μƒ in the next commutation. estimator 𝛽 In a more general setup, if, in the linear regression model (17), we consider π‘˜1 crisp and π‘˜2 intuitionistic fuzzy input variables, then the dimensions of X and 𝛽 will be 𝑛 Γ— (π‘˜1 + 5π‘˜2 + 1) and (π‘˜1 + 5π‘˜2 + 1) Γ— 1, respectively. It may further be noted that the core of the solution’s structure will remain the same and we will have similar kind of estimators. Μƒ = (π‘š; 𝛼, 𝛽; 𝛼󸀠 , 𝛽󸀠 ) degenerate to a trianRemark. If a TIFN 𝐴 gular fuzzy number 𝐴 = (π‘š; 𝛼, 𝛽), then our nonsymmetric

βˆ’ 2πœ† (H𝛽 βˆ’ h) , (31) where 2πœ† is the vector of Lagrange’s Multiplier. Differentiating 𝑆(πœ†, 𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V) partially with respect to 𝛽 and equating it to zero, we get 󳨐⇒ βˆ’π‘€1 XT ya + XT X𝛽 (𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 ) σΈ€ 

σΈ€ 

βˆ’ 𝑀2 XT ely 𝑏 βˆ’ 𝑀3 XT ery 𝑓 βˆ’ 𝑀4 XT ely 𝑝 βˆ’ 𝑀5 XT ery 𝑒 + XT 1 (𝑀2 𝑏𝑑 + 𝑀3 𝑓𝑔 + 𝑀4 π‘π‘ž + 𝑀5 𝑒V) βˆ’ HσΈ€  πœ† = 0. (32)

8

International Scholarly Research Notices

Here, we again relabel the computed restricted estimator by Μƒ Therefore, in view of (21) and (32), we get size 𝛽. Μƒ = ((XT X)βˆ’1 XT [𝑀 ya + 𝑀 el 𝑏 + 𝑀 er 𝑓 + 𝑀 el 𝑝 󳨐⇒ 𝛽 1 2 y 3 y 4 y σΈ€ 

Μƒ = H𝛽 Μ‚ + (h βˆ’ H𝛽) Μ‚ = h. 󳨐⇒ H𝛽

σΈ€ 

(37)

βˆ’1 (𝑀2 𝑏𝑑+𝑀3 𝑓𝑔+𝑀4 π‘π‘ž+𝑀5 𝑒V) ] ) Γ— (𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 )

We consider the following numerical examples to illustrate the proposed model.

βˆ’1

(𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 ) (𝑀1 + 𝑀2

1 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 )

𝑏2

βˆ’1

Γ— (XT X) HT πœ†. (33) Similarly, differentiating 𝑆(πœ†, 𝛽, 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, V) partially with respect to πœ† and equating it to zero, we get Μƒ=h 󳨐⇒ H𝛽 Μ‚+ 󳨐⇒ H𝛽

1 (𝑀1 + 𝑀2 𝑏2 + 𝑀3 𝑓2 + 𝑀4 𝑝2 + 𝑀5 𝑒2 ) T

βˆ’1

T

(34)

Γ— H(X X) H πœ† = h Μ‚ = (𝑀 + 𝑀 𝑏2 + 𝑀 𝑓2 + 𝑀 𝑝2 + 𝑀 𝑒2 ) 󳨐⇒ πœ† 1 2 3 4 5 βˆ’1

Μƒ satisfies the given restrictions (18). Therefore, the estimator 𝛽

4. Numerical Examples

βˆ’1

(XT X) HT πœ†

Μƒ=𝛽 Μ‚+ 󳨐⇒ 𝛽

βˆ’1

Μƒ = H𝛽 Μ‚ + [H(XT X)βˆ’1 HT ] [H(XT X)βˆ’1 HT ] 󳨐⇒ H𝛽 Μ‚ Γ— (h βˆ’ H𝛽)

+ 𝑀5 ery 𝑒

+

respectively. From (35) we see that

βˆ’1

Μ‚ . Γ— [H(XT X) HT ] (h βˆ’ H𝛽) From (33) and (34), we have βˆ’1

Μƒ=𝛽 Μ‚ + (XT X)βˆ’1 HT [H(XT X)βˆ’1 HT ] (h βˆ’ H𝛽) Μ‚ . 󳨐⇒ 𝛽 (35) Also, differentiating (31) partially with respect to 𝑏, 𝑑, 𝑓, 𝑔, 𝑝, π‘ž, 𝑒, and V and equating all to zero, we get

Example 1. We apply our procedure to estimate the intuitionistic fuzzy output value for a data consisting of the crisp input and intuitionistic fuzzy output (where left entropy and right entropy are equal) and tabulate the data in Table 1. Μ‚ = (βˆ’4.4026, 3.5733, 7.3786, 5.6858)σΈ€  , ̂𝑏 = We obtain 𝛽 Μ‚ 0.2942, 𝑑 = 14.7144, 𝑓̂ = 0.2942, 𝑔̂ = 14.7144, 𝑝̂ = 0.2909, π‘žΜ‚ = 17.4487, 𝑒̂ = 0.2909, and Μ‚V = 17.4487 where the number of iterations required is 125. Example 2. We apply our procedure to estimate intuitionistic fuzzy output value for a data consisting of crisp input and intuitionistic fuzzy output (where left and right entropy are not equal) and tabulate the data in Table 2. Μ‚ = (βˆ’4.7697, 3.5933, 7.2030, 5.9152)σΈ€  , ̂𝑏 = We obtain 𝛽 Μ‚ 0.2952, 𝑑 = 14.5871, 𝑓̂ = 0.2646, 𝑔̂ = 20.3429, 𝑝̂ = 0.3052, π‘žΜ‚ = 15.7050, 𝑒̂ = 0.2717, and Μ‚V = 23.1201 where the number of iterations required is 113. Example 3. We apply our procedure to estimate intuitionistic fuzzy output value for a data consisting of crisp input, intuitionistic fuzzy input, and intuitionistic fuzzy output (where left and right entropy are not equal) and tabulate the data in Table 3. Μ‚ = (βˆ’3.2352, 0.6811, 0.5314, βˆ’0.9164, 0.0846, We obtain 𝛽 βˆ’3.1631, 2.953)σΈ€  , ̂𝑏 = 0.4225, 𝑑̂ = 0.5478, 𝑓̂ = 0.4307, 𝑔̂ = 0.1637, 𝑝̂ = 0.3231, π‘žΜ‚ = 3.8723, 𝑒̂ = 0.4985, and Μ‚V = 1.8659 where the number of iterations required is 51. Example 4. We apply our procedure to estimate intuitionistic fuzzy output value for a data consisting of intuitionistic fuzzy input and intuitionistic fuzzy output (where left and right entropy are not equal) and tabulate the data in Table 4. Μ‚ = (11.8141, βˆ’0.2161, 1.6104, βˆ’1.8254, 0.5687, We obtain 𝛽 σΈ€  Μ‚ βˆ’0.1879) , 𝑏 = 0.3880, 𝑑̂ = 0.3674, 𝑓̂ = 0.3880, 𝑔̂ = 0.3674, 𝑝̂ = 0.3547, π‘žΜ‚ = 2.2108, 𝑒̂ = 0.3547, and Μ‚V = 3.2108 where the number of iterations required is 255.

5. Conclusions ̃𝑏 = ̂𝑏, Μ‚ 𝑝̃ = 𝑝,

Μ‚ 𝑑̃ = 𝑑,

Μ‚ 𝑓̃ = 𝑓,

Μ‚ 𝑔̃ = 𝑔, (36)

π‘žΜƒ = π‘žΜ‚,

𝑒̃ = 𝑒̂,

ΜƒV = Μ‚V,

An intuitionistic fuzzy weighted linear regression (IFWLR) model with and without some linear restrictions in the form of prior information has been studied. The estimators

International Scholarly Research Notices

9

Table 1: Crisp input-int. fuzzy output data. Object 𝑖

Crisp input X = (x1 , x2 , x3 ) x2 x3 x1

1 2 3 4 5 6 7 8 9 10

3 14 7 11 7 8 3 12 10 9

5 8 1 7 12 15 9 15 5 7

σΈ€ 

σΈ€ 

Estimated int. fuzzy output yβˆ— = (e1y , e1y , ya , ery , ery )

βˆ—σΈ€ 

σΈ€ 

e1y

Int. fuzzy output y = (e1y , e1y , ya , ery , ery ) σΈ€ 

e1y

ya

ery

ery

44 48 35 50 80 68 45 80 55 45

42 47 33 45 79 65 42 78 52 44

96 120 52 106 189 194 107 216 108 103

42 47 33 45 79 65 42 78 52 44

44 48 35 50 80 68 45 80 55 45

e1y

9 3 4 3 15 10 6 11 8 4

βˆ—σΈ€ 

e1y

44.9018 52.8505 32.2052 47.5861 74.0058 73.2147 48.5252 79.0260 50.5235 47.1612

βˆ—

42.4850 50.5256 29.6416 45.2004 71.9256 71.1253 46.1503 77.0038 48.1717 44.7706

βˆ—

βˆ—

βˆ—

βˆ—

βˆ—

βˆ—σΈ€ 

βˆ—σΈ€ 

ya

ery

94.3828 121.7099 50.7324 103.6114 194.4413 191.7213 106.8398 211.7003 113.7100 102.1507

42.4850 50.5256 29.6416 45.2004 71.9256 71.1253 46.1503 77.0038 48.1717 44.7706

ery

44.9018 52.8505 32.2052 47.5861 74.0058 73.2147 48.5252 79.0260 50.5235 47.1612

Table 2: Crisp input-int. fuzzy output data. Object 𝑖

Crisp input X = (x1 , x2 , x3 ) x2 x3 x1

1 2 3 4 5 6 7 8 9 10

3 14 7 11 7 8 3 12 10 9

5 8 1 7 12 15 9 15 5 7

σΈ€ 

σΈ€ 

Estimated int. fuzzy output yβˆ— = (e1y , e1y , ya , ery , ery )

βˆ—σΈ€ 

σΈ€ 

e1y

Int. fuzzy output y = (e1y , e1y , ya , ery , ery ) σΈ€ 

e1y

ya

ery

ery

45 48 35 46 82 70 45 80 55 45

42 47 33 45 79 65 42 78 52 44

96 120 52 106 189 194 107 216 108 103

47 43 50 45 80 60 40 88 50 42

48 45 55 47 85 67 46 90 55 44

e1y

9 3 4 3 15 10 6 11 8 4

βˆ—σΈ€ 

e1y

44.7743 52.5995 31.3430 47.1120 75.3765 74.0419 48.1512 80.2328 50.6447 46.7241

βˆ—

42.7104 50.2809 29.7162 44.9720 72.3166 71.0254 45.9774 77.0149 48.3897 44.5967

βˆ—

βˆ—

βˆ—

βˆ—

βˆ—

βˆ—σΈ€ 

βˆ—σΈ€ 

ya

ery

95.2620 120.905 51.2469 102.922 195.547 191.173 106.328 211.461 114.499 101.651

45.5472 52.3320 33.9018 47.5741 72.0805 70.9234 48.4752 76.2912 50.6370 47.2377

ery

49.0053 55.9734 37.0452 51.0870 76.2555 75.0671 52.0124 80.5799 54.2327 50.7415

Table 3: Crisp and int. fuzzy input-int. fuzzy output data.

Object 𝑖

1 2 3 4 5 6 7 8 9 10

Estimated int. fuzzy output βˆ—σΈ€  βˆ— βˆ— βˆ— βˆ—σΈ€  yβˆ— = (e1y , e1y , ya , ery , ery )

Int. fuzzy output σΈ€  σΈ€  y = (e1y , e1y , ya , ery , ery )

Crisp and int. fuzzy input σΈ€  σΈ€  X = (x1 , e1x1 , e1x1 , x1a , erx1 , erx1 ) x1

e1x1

σΈ€ 

e1x1

x1a

erx1

erx1

σΈ€ 

e1y

σΈ€ 

e1y

ya

ery

ery

6 7 8 9 10 11 12 13 14 15

7 6 4 7 8 10 20 12 16 17

6 5 2 5 6 8 15 7 12 13

10 12 15 20 5 15 25 30 20 22

5 4 3 8 2 5 12 15 10 8

7 6 5 10 5 7 14 18 15 12

6 7 8 7 8 3 6 8 11 8

3 5 3 3 5 2 5 7 9 7

5 4 9 10 12 8 7 14 16 18

2 5 4 2 5 4 3 6 10 5

5 7 6 4 7 6 5 8 12 10

σΈ€ 

e1y

βˆ—σΈ€ 

5.4158 5.8827 6.7973 6.4422 7.4885 6.5757 6.2393 8.3421 9.7423 9.0740

e1y

βˆ—

2.5665 3.1771 4.3734 3.9089 5.2774 4.0835 3.6436 6.3937 8.2250 7.3509

βˆ—

βˆ—

ya

ery

4.7776 6.2226 9.0537 7.9544 11.193 8.3678 7.3265 13.835 18.169 16.100

2.2215 2.8438 4.0632 3.5897 4.9846 3.7678 3.3193 6.1226 7.9893 7.0982

βˆ—σΈ€ 

ery

4.2473 4.9676 6.3788 5.8308 7.4451 6.0369 5.5179 8.7620 10.9223 9.8912

10

International Scholarly Research Notices Table 4: Intuitionistic fuzzy input-intuitionistic fuzzy output data.

1 2 3 4 5 6 7 8 9 10

Estimated int. fuzzy output

Int. fuzzy output σΈ€  σΈ€  y = (e1y , e1y , ya , ery , ery )

Int. fuzzy input σΈ€  σΈ€  X = (e1x1 , e1x1 , x1a , erx1 , erx1 )

Object i e1x1

σΈ€ 

e1x1

x1a

erx1

erx1

σΈ€ 

e1y

5 7 5 4 3 6 5 6 8 15

3 6 3 2 2 3 2 5 7 10

4 7 6 7 5 6 4 8 12 15

5 8 8 9 7 7 9 13 15 20

6 9 9 11 8 10 12 15 17 25

5 7 5 3 4 5 4 7 4 4

σΈ€ 

βˆ—σΈ€ 

σΈ€ 

e1y

ya

ery

ery

4 5 3 1 2 4 3 5 3 2

12 7 9 4 6 8 9 10 5 3

4 5 3 1 2 4 3 5 3 2

6 8 6 4 5 6 5 8 5 5

of regression coefficients have also been obtained with the help of fuzzy entropy for the restricted/unrestricted IFWLR model by assigning some weights in the distance function. It has been observed that the restricted estimator is better than unrestricted estimator in some sense. Thus, whenever some prior information is available in terms of exact linear restrictions on regression coefficients, it is advised to use Μƒ in place of unrestricted estimator 𝛽. Μ‚ restricted estimator 𝛽

Conflict of Interests The authors declare that there is no conflict of interests regarding the publication of this paper.

References [1] L. A. Zadeh, β€œFuzzy sets,” Information and Computation, vol. 8, pp. 338–353, 1965. [2] H. Tanaka, S. Uejima, and K. Asai, β€œFuzzy linear regression model,” IEEE Transactions on Systems, Man, and Cybernetics, vol. 10, pp. 2933–2938, 1980. [3] H. Tanaka, S. Uejima, and K. Asai, β€œLinear regression analysis with fuzzy model,” IEEE Transactions on Systems, Man and Cybernetics, vol. 12, no. 6, pp. 903–907, 1982. [4] H. Tanaka and J. Watada, β€œPossibilistic linear systems and their application to the linear regression model,” Fuzzy Sets and Systems, vol. 27, no. 3, pp. 275–289, 1988. [5] H. Tanaka, I. Hayashi, and J. Watada, β€œPossibilistic linear regression analysis for fuzzy data,” European Journal of Operational Research, vol. 40, no. 3, pp. 389–396, 1989. [6] H. Tanaka and H. Ishibuchi, β€œIdentification of possibilistic linear systems by quadratic membership functions of fuzzy parameters,” Fuzzy Sets and Systems, vol. 41, no. 2, pp. 145–160, 1991. [7] D. T. Redden and W. H. Woodall, β€œProperties of certain fuzzy linear regression methods,” Fuzzy Sets and Systems, vol. 64, no. 3, pp. 361–375, 1994. [8] P.-T. Chang and E. S. Lee, β€œFuzzy linear regression with spreads unrestricted in sign,” Computers and Mathematics with Applications, vol. 28, no. 4, pp. 61–70, 1994. [9] G. Peters, β€œFuzzy linear regression with fuzzy intervals,” Fuzzy Sets and Systems, vol. 63, no. 1, pp. 45–55, 1994.

e1y

βˆ—σΈ€ 

5.7505 5.7737 4.8608 3.7872 4.9552 4.5158 5.5863 5.2404 3.9099 3.6202

βˆ—

βˆ—

βˆ—

βˆ—σΈ€ 

yβˆ— = (e1y , e1y , ya , ery , ery ) e1y

βˆ—

4.2398 4.2652 3.2665 2.0920 3.3698 2.8891 4.0602 3.6818 2.2262 1.9092

βˆ—

βˆ—

ya

ery

9.9797 10.045 7.4714 4.4446 7.7377 6.4987 9.5168 8.5417 4.7905 3.9736

4.2398 4.2652 3.2665 2.0920 3.3698 2.8891 4.0602 3.6818 2.2262 1.9092

βˆ—σΈ€ 

ery

6.7505 6.7737 5.8608 4.7872 5.9552 5.5158 6.5863 6.2404 4.9099 4.6202

[10] A. de Luca and S. Termini, β€œA definition of a nonprobabilistic entropy in the setting of fuzzy sets theory,” Information and Control, vol. 20, no. 4, pp. 301–312, 1972. [11] D. Dubosis and H. Prade, Fuzzy Sets and Systems: Theory and Applications, Academic Press, New York, NY, USA, 1980. [12] D. Dubois and H. Prade, Fuzzy Sets and Statistical Possibility Theory, Plenum Press, New York, NY, USA, 1988. [13] C. E. Shannon, β€œA mathematical theory of communication,” The Bell System Technical Journal, vol. 27, pp. 379–656, 1948. [14] T. Kumar, N. Gupta, and R. K. Bajaj, β€œFuzzy entropy on restricted fuzzy linear regression model with cross validation and applications,” in Proceedings of the International Conference on Advances in Computing and Communications (ICACC ’12), pp. 5–8, August 2012. [15] K. T. Atanassov, β€œIntuitionistic fuzzy sets,” Fuzzy Sets and Systems, vol. 20, no. 1, pp. 87–96, 1986. [16] K. T. Atanassov, β€œMore on intuitionistic fuzzy sets,” Fuzzy Sets and Systems, vol. 33, no. 1, pp. 37–45, 1989. [17] K. T. Atanassov, Intuitionistic Fuzzy Sets: Theory and Applications, vol. 35 of Studies in Fuzziness and Soft Computing, Physica, 1999. [18] K. T. Atanassov, β€œNew operations defined over the intuitionistic fuzzy sets,” Fuzzy Sets and Systems, vol. 61, no. 2, pp. 137–142, 1994. [19] P. Burillo and H. Bustince, β€œSome definitions of intuitionistic fuzzy number,” in Proceedings of the 3rd Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT ’03), pp. 223–227, Zittau, Germany, September 2003. [20] F. Lee, Fuzzy Information Processing System, Peking University Press, Beijing, China, 1998. [21] H. Liu and K. Shi, β€œIntuitionistic fuzzy numbers and intuitionistic distribution numbers,” Journal of Fuzzy Mathematics, vol. 8, no. 4, pp. 909–918, 2000. [22] P. Grzegorzewski, β€œDistances and orderings in a family of intuitionistic fuzzy numbers,” in Proceedings of the 3rd Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT ’03), pp. 223–227, Zittau, Germany, September 2003. [23] P. D’Urso and T. Gastaldi, β€œA least-squares approach to fuzzy linear regression analysis,” Computational Statistics and Data Analysis, vol. 34, no. 4, pp. 427–440, 2000. [24] T. Kumar, R. K. Bajaj, and N. Gupta, β€œFuzzy entropy in fuzzy weighted linear regression model under linear restrictions with simulation study,” International Journal of General Systems, vol. 43, no. 2, pp. 135–148, 2014.

Intuitionistic Fuzzy Weighted Linear Regression Model with Fuzzy Entropy under Linear Restrictions.

In fuzzy set theory, it is well known that a triangular fuzzy number can be uniquely determined through its position and entropies. In the present com...
593KB Sizes 0 Downloads 10 Views