FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL

Abstract

This study proposes fuzzy multiple objective programming to determine the measure of fitness and the number of change-points in an interval piecewise regression model. To increase the measure of fitness, Tanaka and Lee proposed a conceptual procedure, which is a heuristic approach and becomes complicated for determining the proper polynomial. Therefore, a multiple objective approach is adopted to obtain a compromise solution among three objectives - maximizing the measure of fitness, minimizing the number of change-points and minimizing the width to obtain the interval regression models. By using the proposed method, a better measure of fitness can be obtained. Two numerical examples are used as demonstrations to illustrate our approach in more detail.