Estimation of a simple linear regression model for fuzzy random variables

A generalized simple linear regression statistical/probabilistic model in which both input and output data can be fuzzy subsets of Rp is dealt with. The regression model is based on a fuzzy-arithmetic approach and it considers the possibility of fuzzy-valued random errors. Specifically, the least-squares estimation problem in terms of a versatile metric is addressed. The solutions are established in terms of the moments of the involved random elements by employing the concept of support function of a fuzzy set. Some considerations concerning the applicability of the model are made. © 2008 Elsevier B.V. All rights reserved.