Plenary Lecture

On Fuzzy Change-Point Algorithms for Regression Models

Professor Miin-Shen Yang
Department of Applied Mathematics
Chung Yuan Christian University

Abstract: Change-point (CP) regression models have been widely applied in various fields where detecting change-points (CPs) is an important problem. Detecting the location of CPs in regression models could be equivalent to partitioning data points into clusters of similar individuals. In the literature, fuzzy clustering has been widely applied in various fields, but it is less used in locating CPs in CP regression models. In this paper a new method, called fuzzy CP (FCP) algorithm, is proposed to detect the CPs and simultaneously estimate the parameters of regression models. The fuzzy c-partitions concept is first embedded into the CP regression models. Any possible collection of all CPs is considered as a partitioning of data with a fuzzy membership. We then transfer these memberships into the pseudo memberships of data points belonging to each individual cluster, and so we can obtain the estimates for model parameters by the fuzzy c-regressions method. Subsequently, we use the fuzzy c-means clustering to obtain the new iterates of the CPs collection memberships by minimizing an objective function concerning the deviations between the predicted response values and data values. We illustrate the new approach with several numerical examples and real data sets. Experimental results actually show that the proposed FCP is an effective and useful CP detection algorithm for CP regression models, and can be applied to various fields, such as econometrics, medicine, quality control, and signal processing.

Brief Biography of the Speaker: Prof. Miin-Shen Yang received the BS degree in mathematics from the Chung Yuan Christian University, Chung-Li, Taiwan, in 1977, the MS degree in applied mathematics from the National Chiao-Tung University, Hsinchu, Taiwan, in 1980, and the PhD degree in statistics from the University of South Carolina, Columbia, USA, in 1989.
In 1989, he joined the faculty of the Department of Mathematics in the Chung Yuan Christian University (CYCU) as an Associate Professor, where, since 1994, he has been a Professor. From 1997 to 1998, he was a Visiting Professor with the Department of Industrial Engineering, University of Washington, Seattle. During 2001-2005, he was the Chairman of the Department of Applied Mathematics in CYCU. Since 2012, he has been a Distinguished Professor of the Department of Applied Mathematics and the Director of Chaplain’s Office in CYCU. His research interests include fuzzy clustering, applications of statistics, neural fuzzy systems, pattern recognition, and machine learning.
Dr. Yang was an Associate Editor of the IEEE Transactions on Fuzzy Systems (2005-2011), and is an Associate Editor of the Applied Computational Intelligence & Soft Computing and Editor-in-Chief of Advances in Computational Research. He was awarded with 2008 Outstanding Associate Editor of IEEE Transactions on Fuzzy Systems, IEEE; 2009 Outstanding Research Professor of Chung Yuan Christian University; 2010 Top Cited Article Award 2005-2010, Pattern Recognition Letters; 2012-2018 Distinguished Professor of Chung Yuan Christian University; 2013-2015 overseas academic scholar for The 111 Plan of China.

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