Nonparametric regression analysis of uncertain and imprecise data using belief functions

Abstract

This paper introduces a new approach to regression analysis based on a fuzzy extension of belief function theory. For a given input vector x , the method provides a prediction regarding the value of the output variable y, in the form of a fuzzy belief assignment (FBA), defined as a collection of fuzzy sets of values with associated masses of belief. The output FBA is computed using a nonparametric, instance-based approach: training samples in the neighborhood of x are considered as sources of partial information on the response variable; the pieces of evidence are discounted as a function of their distance to x , and pooled using Dempster’s rule of combination. The method can cope with heterogeneous training data, including numbers, intervals, fuzzy numbers, and, more generally, fuzzy belief assignments, a convenient formalism for modeling unreliable and imprecise information provided by experts or multi-sensor systems. The performances of the method are compared to those of standard regression techniques using several simulated data sets.