Constructing fuzzy-statistical prediction intervals from crisp linear regression models

2019 ◽  
Author(s):  
Kingsley Adjenughwure ◽  
Basil Papadopoulos
MAUSAM ◽  
2021 ◽  
Vol 71 (3) ◽  
pp. 491-502
Author(s):  
KARUNAPALA PABODINI ◽  
YOO CHANGHYUN

Sri Lanka receives most rainfall during October to December (OND). Here we construct multiple linear regression models to forecast the OND Sri Lankan rainfall during 1979-2012 for lead times of 1 and 2 months. Correlation analysis was used to examine the relationship between Sri Lankan OND rainfall and global sea surface temperature (SST) anomalies. Three independent predictors were identified through partial least square regression method which includes the southern Atlantic SST tendency, southern Pacific SST tendency and western Pacific and Maritime Continent SST tendency at two different lead times. Three-year-out cross validation concludes that the multiple linear regression models can produce forecast the OND rainfall forecast at correlation coefficient skill of 0.69 and 0.68 for the 1 and 2 month lead times respectively. The physical processes associated with these three predictors show that they contribute to increase in OND rainfall of Sri Lanka.


2016 ◽  
Vol 27 (1) ◽  
pp. 198-207 ◽  
Author(s):  
Marcel F de Lima Taga ◽  
Julio M Singer

We consider a simple linear regression model that accommodates situations where both the dependent and the independent variables are interval censored. We obtain maximum likelihood estimators of its parameters and compare their performance with that of estimators derived under ordinary linear regression models. We also develop prediction intervals for the response and illustrate the results with data from an audiometric study designed to evaluate the possibility of prediction of behavioural thresholds from physiological thresholds.


2018 ◽  
Vol 23 (1) ◽  
pp. 60-71
Author(s):  
Wigiyanti Masodah

Offering credit is the main activity of a Bank. There are some considerations when a bank offers credit, that includes Interest Rates, Inflation, and NPL. This study aims to find out the impact of Variable Interest Rates, Inflation variables and NPL variables on credit disbursed. The object in this study is state-owned banks. The method of analysis in this study uses multiple linear regression models. The results of the study have shown that Interest Rates and NPL gave some negative impacts on the given credit. Meanwhile, Inflation variable does not have a significant effect on credit given. Keywords: Interest Rate, Inflation, NPL, offered Credit.


Author(s):  
Nykolas Mayko Maia Barbosa ◽  
João Paulo Pordeus Gomes ◽  
César Lincoln Cavalcante Mattos ◽  
Diêgo Farias Oliveira

2003 ◽  
Vol 5 (3) ◽  
pp. 363 ◽  
Author(s):  
Slamet Sugiri

The main objective of this study is to examine a hypothesis that the predictive content of normal income disaggregated into operating income and nonoperating income outperforms that of aggregated normal income in predicting future cash flow. To test the hypothesis, linear regression models are developed. The model parameters are estimated based on fifty-five manufacturing firms listed in the Jakarta Stock Exchange (JSX) up to the end of 1997.This study finds that empirical evidence supports the hypothesis. This evidence supports arguments that, in reporting income from continuing operations, multiple-step approach is preferred to single-step one.


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