OWA operators in linear regression and detection of outliers

We consider the use of Ordered Weighted Averaging (OWA) in linear regression. Our goal is to replace the traditional least squares, least absolute deviation, and maximum likelihood criteria with an OWA function of the residuals. We obtain several high breakdown robust regression methods as special cases (least median, least trimmed squares, trimmed likelihood methods). We also present new formulations of regression problem. OWA-based regression is particularly useful in the presence of outliers.

Monotone approximation of aggregation operators using least squares splines

The need for monotone approximation of scattered data often arises in many problems of regression, when the monotonicity is semantically important. One such domain is fuzzy set theory, where membership functions and aggregation operators are order preserving. Least squares polynomial splines provide great flexbility when modeling non-linear functions, but may fail to be monotone. Linear restrictions on spline coefficients provide necessary and sufficient conditions for spline monotonicity. The basis for splines is selected in such a way that these restrictions take an especially simple form. The resulting non-negative least squares problem can be solved by a variety of standard proven techniques. Additional interpolation requirements can also be imposed in the same framework. The method is applied to fuzzy systems, where membership functions and aggregation operators are constructed from empirical data.

Construction of aggregation functions from data using linear programming

This article examines the construction of aggregation functions from data by minimizing the least absolute deviation criterion. We formulate various instances of such problems as linear programming problems. We consider the cases in which the data are provided as intervals, and the outputs ordering needs to be preserved, and show that linear programming formulation is valid for such cases. This feature is very valuable in practice, since the standard simplex method can be used.

OWA operators in regression problems

We consider an application of fuzzy logic connectives to statistical regression. We replace the standard least squares, least absolute deviation, and maximum likelihood criteria with an ordered weighted averaging (OWA) function of the residuals. Depending on the choice of the weights, we obtain the standard regression problems, high-breakdown robust methods (least median, least trimmed squares, and trimmed likelihood methods), as well as new formulations. We present various approaches to numerical solution of such regression problems. OWA-based regression is particularly useful in the presence of outliers, and we illustrate the performance of the new methods on several instances of linear regression problems with multiple outliers.

Use of artificial neural networks as explicit finite difference operators

Results of a numerical exercise, substituting a numerical operator by an artificial neural network (ANN) are presented in this paper. The numerical operator used is the explicit form of the finite difference (FD) scheme. The FD scheme was used to discretize the one-dimensional transport equation, which included both the advection and dispersion terms. Inputs to the ANN are the FD representation of the transport equation, and the concentration was designated as the output. Concentration values used for training the ANN were obtained from analytical solutions. The numerical operator was reconstructed from a back calculation of the weights of the ANN. Linear transfer functions were used for this purpose. The ANN was able to accurately recover the velocity used in the training data, but not the dispersion coefficient. This capability was improved when numerical dispersion was taken into account; however, it is limited to the condition: C/P<0.5 , where C is the Courant number and P , the Peclet number (i.e., the restriction imposed by the Neumann stability condition).