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Liu, Shiqin; Fang, Liang; Zhou, Zaiying; Hong, Yiping
IEEE access, 2020, Letnik: 8Journal Article
Under the uncertain statistical framework by Liu <xref ref-type="bibr" rid="ref19">19 , there is still a lack of an effective fitting method for uncertain linear models with Box-Cox transformation of response variables. For example, for the transformation parameter <inline-formula> <tex-math notation="LaTeX">\lambda </tex-math></inline-formula>, the uncertain least squares estimation will produce a severely low estimation result. In this paper, we propose uncertain Box-Cox regression analysis by utilizing the uncertainty theory to model the imprecise data and applying a generalized Box-Cox transformation indexed by its parameter to validate classic regression assumptions. We use rescaled least squares to estimate unknown parameters and provide an estimate for noises followed by residual analysis for these uncertain Box-Cox regression models. We also give the forecast values and confidence intervals and use a numerical example to demonstrate our methodology. Our work sets a uniformed framework for Box-Cox transformation on the uncertain regression, and extends such regression from linear to nonlinear cases, taking the Johnson-Schumacher growth model as an example.
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