141

INFORMATION SCIENCES 46,141-157 (1988)

F-Yh=tsquPHIL DIAMOND*
Centre de Ghstaiistique,

ENSMP,

Fontainebleay

France

ABSTRACT
Several models for simple least-squares fitting of fuzzy-valued data are developed. Criteria
are given for when fuzzy data sets can be fitted to the models, and analogues of the normal
equations are derived.

INTRODUCTION
Most modeling techniques, control problems, and operations-research algorithms are designed for manipulating exact numerical data, or data which are
uncertain in some well-defined statistical sense. Moore [6] has suggested not
only that the first approach might often be unrealistic, but also that it could
frequently obscure some aspects of structural behavior, and has advocated the
use of interval analysis as a conjoint. On the other hand, stochastic models may
not be appropriate because necessary information is simply unavailable, or is
very imprecise or even couched in terms that are not truly numerical. Fuzzy
set theory has been regarded as a natural way of describing data of this type
[l, 3, 7, 12, 131.
The commonest approach to fuzzy data appears to consist in the adaptation
of existing algorithms by the extension principle, as in Prade [8] and
Zimmerman [14], or of using fuzzy arithmetic on models already developed
from nonfuzzy data. Yager [ll] and Hammerbacher and Yager [4] handled this
last aspect by substituting fuzzy values into regression equations formulated
from previous crisp data. Little seems to have been done in actually using the
available fuzzy data themselves to determine fuzzy parameters, although [ll]
hints at the possibility. Tanaka et al. [lo] used linear programming techniques
to develop a model superficially resembling linear regression, but it is unclear

*Permanent address: Mathematics Department, University of Queen&nd,

4067 Australia.
Wlsevier Science Publishing Co., Inc. 1988
655 Avenue of the Ame&as, New York, NY 10010

Brisbane Qld,

0020-0255/88/$03.50

PHIL DIAMOND

142

what the relation is to a least-squares concept, or that any measure of best fit by
residuals is present. If genuinely fuzzy algorithms are to use fuzzy initial
conditions,
and are to incorporate fuzzy parameters estimated from existing
data, it is of some importance to measure how accurately these reflect the
prevailing fuzziness.
This note addresses part of this problem. Several models are proposed as
fuzzy analogues of simple linear least squares, and use fuzzy data to compute
the parameters. Criteria are developed for the classes of fuzzy data which can
be meaningfully processed using this approach. Equations are derived which are
rather similar to the normal equations of classic least squares. Data will be
restricted to triangular fuzzy numbers, but the severity of this condition is more
than compensated for by the resulting computational
simplicity.

MATHEMATICAL

PRELIMINARIES

Let 9(R)
denote the set of normalized
fuzzy numbers:
that is, the
set of upper semicontinuous
convex functions
X: R + [0, l] such that
{UER: X(24)=1} is nonempty. Denote by 2$(R) the set of fuzzy numbers
with compact cw-levels X,, for each a > 0. A metric d* can be defined on q(R)
d ,, (X,, Y,), where the Hausdorff metric dH is given as
byd*(X,Y)=sw,>,

The metric space (S$( R), d*) is complete [9].

Suppose that L, R are even, nonincreasing real functions
ing L(0) = R(0) =l. Fuzzy numbers of the form

for

x<m,

a>O,

for

x>m,

b>O,

on [0, co), satisfy-

(1)

X(u) =
i

have proved extremely useful. For given functions L and R, (1) is called an
L, R-representation
and denoted X= (m, a, b),,, where m is the modal value
of X and u, b the left and right spreads respectively [2,3]. A linear structure
can be defined on L, R-fuzzy numbers by (m, a, b),, + (m, a, b),, =
(m + m, a + a, b + b?,,,
t(m, a, b),, = (tm, ta, tb),,
if t > 0, t(m, a, b),,

FUZZY LEAST SQUARES

= (fm, tb, la),,

143

if t < 0. If L, R are of the form

then X- (m, a, b)T is said to be triangular. Let Y(R)

denote the set of
triangular fuzzy numbers (m, a, b)=.
To digress briefly: the space of nonempty compact convex subsets of R can
be embedded in a Banach space by identification with support functions. For
such a set A c R, define

s(X,A) =su~((XJ}:AW-~,

x=A).

Here (,) is the usual inner product in R, and .67-l the (n - l)-sphere in R.
The continuous function h * s(X, A) completely determines A (151. It is now
possible to define an b-metric

For compact intervals, the metric Dr takes au especially simple form because
the support function is defined at just two points, - 1 and -t-1. If A = [_A,x],
B=fB,Zj],

thell

This is an equivalent metric to dH on the space of compact intervals. For

X, Y E J(R) define

where supp X denotes the compact interval of support of X, and m(X) its
modal vahre. Clearly (r(R), d) is complete. If X = (x, {, g),, Y = ( y, 2, y)r,
then

Let B(R) be that subspace of y(R) all of whose elements have nonnegative support: that is, for each (m, a, b)T, m - a > 0. Then 8(R) is a cone in

144

PHIL DIAMOND

9(R)
and is a closed convex subset of r(R)
induced by d.

EXISTENCE

OF MINIMIZING

FUZZY

with respect to the topology

NUMBERS

Let Y be a cone in 9(R), and let X= (x, 5, {), E 9(R). Write elements of
Y as V= (u,_w,i&
The supports of X,V are-closedintervals
[_X,%],[_V,v]. If
there exists a fuzzy number V, E Y such that for every V in V

then X is said to be V,-orthogonal

to Y.

THEOREM 1. Let -Y be a closed cone in 9(R). For any X in 9(R) there is a

unique triangular fuzzy number V, in Y such that d( X, V,) G d( X, V) for all V in
VT. A necessary and sufficient conditionfor V, to be the unique minimizing fwzy
number in Y is that X is VO-orthogonalto Y.
Two lemmas facilitate the proof of Theorem 1.
LEMMAS. d(A,B)*=2d(A,X)*+2d(X,B)*-4d(X,(A+B)/2)*.
Proof.
2[m(A)-m(X)]*+2[m(X)-m(B)]*

{[m(A)-m(X)l+[m(X)-m(B)l}*

by the usual parallelogram

law calculation.
Moreover,
2(_F* + F*) +
2(_G2+~2)=(_F-_G)2+(~-G)2+(_F+G)2+(~+~)2.
Let A=
B=(m(B),L%&,
X=(m(X),$,&;
put F=~(A)-cz(m(A), cll,G,

[m(X)-$1, G=m(X)-$zim(B)-_81,
?=m(A)+Z-[m(X)+g],

G=m(X)+g-[m(B)+B];

FUZZY

145

LEAST SQUARES

and rearrange

to obtain

Adding

this to the identity

for the modal values gives the result.

LEMMA 2. L-et V be a closed cone in 9(R),

9(R).

V,

and X an arbitra?

element of

If there is an element V, in Y such that d( X, V,) < d( X, V) for all V in

then V, is unique. A necessary and sufficient conditionfor V, to be a unique

minimizing fuzzy number in Y is that X is VO-orthogonal to Y.

Proof.

is satisfied

Write suppX= [_X,k], suppV= [_V,v], and suppV, = [IO,%]. If (3)

for all V in Y, and V is any element in Y distinct from V,, then

+[m(X)-m(V,)12+[m(VO)--m(V)12
+qKl -!!>(_x-KI)+q 6 - q(x-_voo)
+2[m(V,)-m(V)l[m(X)-m(~,)l

It follows that d( X, V)2 > d( X, V,)2 for V# V,, since d(&, V)2 > 0.
To prove necessity, suppose that for some V in Y

<_v,-_v)(_x--v,)+(v,-V)(X-v,)

+[m(v,)-m(V>l[m(X)-m(~,)] =-A,

O<h<l.

PHIL DIAMOND

146
Without loss of generality, suppose that d(V,G)=l.
+ XV, which is in Y by convexity:

Consider 6-(1-A)&

and V, is not a minimizing element on Y.

Proof of Theorem 1. Uniqueness and the sufficiency of I$-orthogonality
follow from Lemma 2. It remains to show the existence of V,. If X is in Y
there is nothing to prove. So assume X is not in Y, and define S =
inf{ df X, V) : V E Y}. Let v be a sequence of fuzzy numbers in V such that
d(X,y)+&
ByLemmal,

d(&y)2=2d(&,X)2+26(X,q)2-4d

( X ,qq.

For all i, j, (y + I$)/2 is in Ilr because the cone Y is convex. Thus

d( X, (y + 5)/2) 2 6 and d(& 5) G Zd(q, X)2 + 2d( X, 5) - 4S2, so
d( 5, I$) + 0 as i, j + 00. So (&} is a Cauchy sequence, and since F(R) is
complete and Y closed, V, = lim F is in 7v.
COROLLARY
1. Let N be a positive integer, and suppose that Y is a closed
cone in zF(R)~. Denote by dhr the metric on LS(R)~ deemed by

d,(v,W)2=: d(WK)2,

V,WE~(R)~,

i-l

where K,H$EE(R),
i=l,...,
N, are the components of V, W. Then for any X in
.f3r(R)N there is a unique N-vector V, in Y such that dN( X, V,) Q dN( X, V) for
aI/ V in Y.

Proof. The parahelogram-like law of Lemma 1 extends to d,, so the

existence of V, follows in the theorem. Uniqueness comes from a similar
argument to that of Lemma 2.

FUZZY

LEAST SQUARES

FUZZY

INPUT,

FUZZY

147

OUTPUT

Suppose that observations consist of data

X,(x;,&,&&,
q=(_y,,~~,j~)r.
It is assumed
simple translation
of all data if necessary,
variable. The following notation will be used:
= Z:S( 4)/N,
and similarly for the Y s.
Two models will be considered, both affine
(Fl)

(F2) :

Y=a+bX,

a,bgR,

Y=E+bX,

bER,

pairs X,, y, i = 1,2,. . . , N, where

throughout that xi-&>O,
by a
and that X is the explanatory
6(X) = g - I, 5 = Ex, /N, S(d)
functions

from 9(R)

to y(R):

EE.~-(R).

Each is to be fitted to the data in the sense of best fit with respect to the
d-metric. clearly (F2) mildly generalizes (Fl).
In association with the model (Fl), consider the least-squares optimization
problem
(Ml) :

minimize

=~d(a+bX,,~)*.

as b > 0 or b < 0. If the first holds, from (2),

Two cases arise according

d(a+bX,,F)=[

r(a,b)

a+bxx,-~i-(b$i-~i)]*

On the other hand, if b < 0, it is easy to see that

Consequently,
if a solution
a+, 6, to the equations

to (Ml) exists for b > 0, it is given by the solutions

(4)

PHIL DIAMOND

148
A solution to (Ml) for b < 0 is found by replacing (5) with

(S_):

U~[3Xi+S(X,)J+hC[X:+(xi+ej)2+(Xi-_E,)2]

leaving Equation (4) unchanged, and will be written as a_, b_. The systems(4),
(S+),(S_ ) are derived in the usual way, br/au = 0 gitig (4) and 6r/ab = 0
giving (5) or (6) according as b 5 0.
If not alI observations in a data set are made at the same datum X, the set is
said to be nondegenerate.
LEMMA 3. For every nondegenerate data set

b+>b_.

(7)

Proof. It is easy to show that

and that T2(b+ - b_ ) =

where T2 =?([3(x, -a)+ 6(X;:)- &(_@It-2&},
3X(& + T~)(&+ 5ji) > 0. Eqa.lity holds in (7),-in particular, in the case where
both numbers in each datum pair are crisp.
DEFINITION 1. The fmy
data set X,= (Xi,~i, ~i)T, q =(yipli,+i)r,
IV,is said to be tight if either b_ >, 0 or b, < 0. If b_ 2 0 the data set
i-1,2,...,
is said to be tight positive; if b, < 0, tight negative.

THEOREM2. The problem (Ml) has a unique solution if the nondegenerate

fuzzy data set is tight. If the data set is tight positive, the least-squares fit is given
by (S, ), and if tight negative, by (S_ ).
Proof. Suppose that the data set is tight positive. A similar argument prill
hold for the tight-negative case. By the lemma, b, > b_ 3 0. However, if
b_ 2 0, then the system (S_ ) simply cannot arise as a possible solution to the
minimization problem. Let Y be the cone in 9( R)N generated by the N-vec-

FUZZY

LEAST SQUARES

149

torsoffuzzynumbers(l,l,...,l)=Zand(X,,X,,...,X,)=X,whereldenotes
existsfrom(Y,,...,Y,)to
(l,O,O),. By Corollary 1, if a mmimizmgpaira+,b+
{ al + bX: u, b > 0}, it is unique.
NOTE. Fuzzy data sets which are not tight relate to values of b, > 0 > b_
which are close to zero, or for which the spreads &, vi are so large as to
preclude
any discernible
linear trends. For example, take N = 3 and
x, = (1 ,$,!),
x, = (2,&l),
X3 = (3,1,1), r, = (I,!,$),
Y7= <!?,+,t>,
r, =
T*(b+-b_)=y,
and b_=-3.
The
(y,t,$).
Then T*= y, T*b+=y,
data are widespread, and the influence of spreads, which are large relative to
the modes on the data, swamps the trend.
Although the model (F2) generalizes (Fl), a somewhat different condition
than tightness is required, and different equations are derived below. However,
if E is a crisp number, E = ( c,O,O)~, these equations reduce to the system
(S, )*
For (F2) the corresponding
(M2) :

minimize

least-squares
p(E,b)

optimization

is

=xd(E+bXi,q)*.

Let E = (c, y, Y)T. As in (Ml), two cases arise according

b>O, d(EjbX,,Y)isoftheform

as b > 0 or b -C0. If

Clearly, if a solution to (M2) exists for b 2 0, it is given by the solutions

c*, -y*, y*, b* to the equations
3c-_v+~+b[32++(Ji!)]

=3j+y(f),

c-r+b(R-i)

=9-t,

c+v+b(Z++)

=j++/,

PHIL D~MOND

150

To simplify the exposition, assume in what follows that E is symmetric,

E = (c, y, Y)~; that is, y = r. The equation for b > 0 reduces to

(8)

(s*) :

fi+$

i+z

y==-z--b=-2

(9)

A solution to (M2) for b c 0 and E symmetric is given by replacing (9) and

(IO) by

(Sd:

with (8) unchanged, and will be written as c,, y*, b,. Clearly if y = 0, (S*) and
(S,) reduce to the systems (S * ) considered earlier.
DEFINITION2. For x = (x, $, &, write sp( X) = t f g. The nondegenerate
fuzzy data set X,q, i-l ,..., N, is said to be c&erent if the following
conditions are satisfied:
(if E[sp( 4) - sp( X)l[sp(Y;) - sp( f)l2

0;

(ii) either b, > 0 or b* 6 0.

If b, > 0, the data set is coherent positive, and if b* Q 0 it is coherent negative.
LEBSA 4. For every ~o~dege~erure data set which is coherent,
b* > b*.

(11)

FUZZY LEAST SQUARES

151

Przof. Let T: = 6z{[Xi - 4 + 6(q) - q&p

+ 2(Xi - a)2 + 2(& - [)
(ii - t>f + N&f .k)*. Calculations from (S*) show that

T2b*~6~(3(Xi-~)(~~-~)+(Yi-Y)[6t~)-Yt~)1
1

+(xj-a)[S(~)-6(P)] +(Ei-i)(Tj-t)

and using (S,),

From the coherency condition (i), it is thus sufficient to show T: > 0. Consider
the real numbered data set q, z,, i = 1,2,. . . ,3N, which is defined as follows:
for i=l,...,
N, wi=yj-TJ
and zi=xi-&;
for i=N+l,...,
2N, y=y,
and
z.=xi; andfori=2N+l,...,
3N, wi = y, + ii and zi = xi + ii. Clearly (8)-(10)
correspond to the classical normal equations for fitting the model w = c + yu +
bz,whereuisanindicatorvariable:
u,=-lifl<i<N,z+=OifN+lgi<
2N,andui-+lif2N+ldi<3N.ThusT:>O.
NOTE. Reworking the example of widespread data given above, Trr = 5,
T,b* = 42, T,*b* = 42, T12(b* - b,) = 3, and so b, > 0. The data set is coherent.
Observe how the replacement of the crisp constant a by the fuzzy constant E

explains the relatively large spreads and reveals that the modified model now
fits the data with a discernible linear trend. As an example of incoherent data,
consider X, = (1,4r4),
2 1
X2 = (l.l,f,L),
X, = (1.2,1,1), K = (L$,S),
r, =
(+$,j,;),
Y,=($,$,$)_
Now T~0.86
T2b*=2.8,
T;(b*--b,)=3,
and
b, < 0. Here the trend on the mc$els of thedata points is out of kilter with
trends on the spreads. The compatibility of discernible trends on modes and
spreads is roughly what coherency means.
TBEOREM 3. The ~rob~ern (M2) has a unique solution if the nondegenerute
data set is coherent. If the dotu set is coherent positive, the least-squares fit is
given by the (S) system of equations, and if coherent negative by the (S,).

Proof. As in Theorem 2, if the data set is coherent positive, the system (S,)
simply cannot arise as a possible solution, and if coherent negative, then (S*) is
excluded in a similar way. Let 9(R) consist of all symmetric triangular fuzzy

PHIL DIAMOND

152
TABLE1

(21.0,
4.2,2.1)
(4.0,
0.6,0.8)
(15.0,2.25,2.25)
(3.0,
0.3,
0.3)
(15.0,
1.5,2.25)
(3.5,0.35,0.35)
( 9.0,1.35,1.35)
(2.0,
0.4,
0.4)
1.2,1.2)
(3.0,
0,3,0.45) (12.0,
(18.0,
3.6,1.8)
(3.5,0.53,
0.7)
( 6.0,
0.6,1.2)
(2.5,0.25,0.38)
(12.0,
1.8,
2.4)
(2.5,
0.5,
OS)

numbers, and let Y* be the cone in g(#

consisting of elements of the form
A+bX,whereb>O,A=(E,E
,..., E),EEY(R),andX=(X,,X,,...,X,).
tothe
By Corollary 1, if a ~gvector~*+~*Xe~~from(Y~,...,Y~~
cone y*, it is unique. The A*, b* correspond to the solution of (S*) in the
coherent positive case. The conclusion for coherent negative data wilI follow in
asimilarfashionbyconsidering~~={A-bX:A=(E,...,E)and
b>O}.
EXAMPLE 1. A very simple example is taken from 1171,involving student
grades and family income. It is not unreasonable to regard both these variables
as fuzzy to some extent, and the data were fuzzified as triangular fuzzy numbers
as follows:
(1) xi, yj were taken as m(X), m(Y), i =l,..., N;
(2) using random digits k from [16], ii etc. were c~c~ated as 10% of xi if
k = 1,2, or 3; 15% of xi if k = 4, 5, or 6; and 20% of xi if k = 7, 8, or 9. Zero
digits were discarded.
The result is shown in Table 1, with entries in the form of triangular fuzzy
numbers.
Using the model (Fl), it was found that
Y = 1.052+0.147x,
with a sum of residuals 2.898 as compared with 0.713 for the original crisp data.
Since T2 =1.612, the formulas of Lemma 3 give b_ = 0.051~ 0, and the data
set of Table 1 is tight positive.
Computing with the model (F2) gives
Y= (1.201,0.180,0.180)+0.136X,
with a sum of residuals 2.413. Here T; = 3156.697, and the formulas of Lemma

153

FUZZY LEAST SQUARES

4 give b, = 0.131> 0, so the data set is coherent positive.

NUMERICAL INPUT, FUZZY OUTPUT

Suppose that data pairs xi, y, i = 1,. . . , N, are obselved, where the real
numbers xi are nonnegative and each I: E y(R). The affine function from R
to r(R) defined by
Y=A+xB,

x=R,

AET(R),

BEP(R),

is to be fitted to the data with respect to the best d-fit. Let I be the N-vector
(l,l,... ,l) and U=(xi,xz ,..., xN). Solutions are sought in either 9?+=
{AI+BU:AET(R),
BEB(R)}
or V_={AI+BU:AET(R),
-BE
zP( R)}. In this model, the cones %+or V could be thought of as representing
positive or negative fuzzy trends. Writing A = (a, a, (Y)r, B = (b, -j3, B)=, consider the problem
(MR):

minimize

r(A,B)

=~d(A+xiB,~)

If a solution is sought in V+, then

and a similar expression for 64_. If such solutions exist, the parameters of
A, B E F(R) satisfy a linear system of six equations in the same number of
tuilcnowns, these equations arising from the derivatives of r( A, B) being set
equal to zero. For illustrative purposes, attention will be restricted to the case
where A, B, q E Y(R) are symmetric triangular fuzzy numbers. This gives a
dramatic simplification, but the principles involved are the same as in the more
general case and not obscured by tiresome detail.
DEFINITION 3. A nondegenerate data set xi, y = (y, n, q)r,
where each x E Y(R), is said to be cohesive if
$C(Xi-2)(~j-_)

>2C(Xi-a)(rli-i)

>O*

i =l,. . . , N,

(12)

154

PHIL DIAMOND

NOTE. If the inequalities (12) are reversed, Lemma 5 below shows that a
reflection of the explanatory crisp part x, of the data pairs (x,, Y), in the mean
P, zi = 22 - xi, renders the data set of pairs (I,, Y) cohesive. If this is done and
Y=A+zB
first fitted to {(z,,Y):i=1,2,...,N},
then Y=(A+29B)-xB
fits the original data set. Such data sets will also be called cohesive. When the
cohesive property is lacking, it demonstrates that there is an underlying incompatibility between the trend of modes ): and that of spreads ni, and that the
model using crisp input xi is inappropriate.
For example, consider data pairs
xi =l, Y, = (l,$,$);
x2 = 2, Y2= (y,$,i);
x3 = 3, Y, = (y,&,&).
The modes
have an increasing trend, but the spreads are decreasing. The formal equations
[(13) and Lemma 6 below] give negative spreads for either A or B, an absurdity.
This is not to say that a solution to (MR) does not exist-indeed,
a minimizing
element must exist by Corollary 1. It is just that this solution is not provided by
the equations (13). In the example above, a! > 0 but B < 0 before reflection
z = 232 - x, and OL< 0, B > 0 if the data are first reflected.
LEMMAS. Ifthedafusetxi,Y,
i=1,2,...,N,
issuchrhat 4c(xi-P)(yi-j)
<22c(xi-2)(q,-5j)<0,
thenzi,q,
i=1,2 ,..., N, wherez,=2&-x,,
iscohesive.
Proof. Now 4,2 are nonnegative
and f = 2, so z, - i = 2 - xi and the
inequalities reverse to give a relation of the form (12).
LEMMA 6. Let the parameters
system

of A = (a, a, a)r,

a = 9 - b2,

a=fi-j3A

b = K/T,

/3 = u/T2,

B = (b, p, f3)r satisfy the

(13)

where K=C(xi-2)(y,-j),
K=E(x~-~)(~~-?),
T2=E(x,-2)2.
Suppose
the data set is cohesive and nondegenerate. Then a, f3 > 0 and the fuzzy numbers
A, B are well defined.
Proof. From (12), (13), (Y,B > 0 iff the data set is cohesive.
THEOREM
4. Let the data set xi, y be cohesive and nondegenerate. If K > K >
0, the problem (MR) has a unique solution in V+ and no solution in V_ , given by
(13). Zf K < - K < 0, the problem (MR) has a unique solution in %_ and no
solution in W+, given by (13).

Proof. The existence and uniqueness of solutions follows from Corollary 1.

The equations (13) arise as necessary conditions to minimize r(A, B) with
respect to a, a, b, 8. By Lemmas 5,6, B > 0 if the data are cohesive, and
B~g(R)ifb-/3>O.Similarly
-BEB(R)if
b+/?<O.

FUZZY

LEAST SQUARES

155
TABLE 2
(a)

y= (Y>%9)

(4.0, 0.8, 0.8)

(3.0, 0.3, 0.3)
(3.5,0.35,0.35)
(2.0, 0.4, 0.4)
(3.0,0.45,0.45)
(3.5, 0.7, 0.7)
(2.5,0.38,0.38)
(2.5, 0.5, 0.5)

21.0
15.0
15.0
9.0
12.0
18.0
6.0
12.0

(b)

6.5, 6.5)
(15.9, 4.9, 4.9)
(18.45, 1.3, 1.3)
(12.5, 2.7, 2.7)
( 9.85,3.35,3.35)
( 6.45,2.55,2.55)
( 4.9, 3.0, 3.0)
( 4.15,1.15,1.15)
( 1.35,0.35,0.35)

(21,

EXAMPLE

45
40
35
30
25
20
15
10
5

2.

(a) From the same source as Example 1, data were constructed using the
original x, and symmetric fuzzified Y as shown in Table 2(a). The data are
cohesive, and the fitted model is
Y= (1.538,0.223,0.223),

+ x(0.108,0.019,0.019)r.

The residual sum of d-squares is 2.280.

(b) The data of p. 119 of [5], relating population density Y to distance from
downtown x in a hypothetical city, can arguably be interpreted as fuzzy data
with the format shown in Table 2(b). The system is cohesive, as X( xi - _?)(vi - 4)
has the value 313.0, and the minimizing
solution was found to be Y=
(22.62,5.27,5.27),-x(0.49,0.1,0.1),,
with a sum of residuals 452.45. This
compares with the residual of 336.66 from the original crisp fit to the data.
Despite the relatively good fit in the d-metric, the support of A + xB contains
negative real numbers from around x = 29.4 on. Thus supp( A + xB) is not
compatible with the physical definition of a density for 30 Q x Q 45. This sort of
problem can be treated as a constrained programming problem with constraints
a-cw-xi(b+j3)>0,
i=l,...,
N, if the physical nature of the variables so
demands. But after all it is only a hypothetical city.

156

PHIL DIAMOND

CONCLUSION
Several models have been proposed for data analysis of fuzzy numbers using
a least-squares approach with a suitable metric. The methods are rigorously
justified by a projection-type theorem for cones on a Banach space containing
the cone of triangular fuzzy numbers. The techniques are simple to apply to
actual data sets of such fuzzy numbers. Simple algebraic criteria are given in
terms of the data for when it is or is not appropriate to fit a model to a given
data set. These are intuitively explained in geometric terms and are the criteria
described for tight, coherent, or cohesive data sets, depending on the nature of
the model to be fitted.
It is possible to extend this approach to multivariable data (X;:,Y;), where X
is a k-vector of triangular fuzzy numbers, and this is described in [15f. Analysis
of such models is connately
considerably more complicated than the simple
linear models treated above. There are 2k cones on which to project, and as yet
no simple algebraic criteria have been developed to distinguish them like, for
example, those of tight positive or negative in Theorem 2. It seems likely that a
selection algorithm, similar to those used in choosing explanatory variates for
multilinear statistical regression, will prove useful in this regard.
When the data consist of pairs of fuzzy numbers (4, Y), it is natural to ask
whether they can be fitted with models of the form Y = AX+ B, where A, X,
and B are fuzzy numbers and AX is fuzzy multiplication. If (X;., Y) are
received in the form of triangular or trapezoidal fuzzy numbers, such a fit is not
possible, nor would it make good sense. This is because multiplication AX
results in members~p functions with due
sides (Chen 1161) and it is
inappropriate to equate a triangular or trapezoidal function with such. It might
be possible to fit some data sets ( X,, q), where the membership functions of the
X differ from those of the q, by some such model. But this will be a very
special case, depending on the type of membership functions not only of X, Y
but also of A, B, and it seems likely that much will be lost of the computational
simplicity of the models we have discussed.
A simple modification of the metric extends the methodology to the class of
trapezoidal numbers 9(R). Denote by Xi the set { t E R : t has a membership
grade of 1 for X}. For trapezoidal fuzzy numbers, X1 is a compact interval. If
X,Y E?Z(R), define p(X,Y)2=~(~~ppX,s~ppY)2+
4(X1,Y)2. This is a
metric, and clearly (9(R), p) is complete. So ~g
elements exist in
cones in T(R) by an obvious generalization of Theorem 1, and a very similar
least-squares method goes through. Other types of fuzzy numbers could be
treated with a least-squares approach, but the metrics are more complicated and
the simplicity and geometrical intuition are much diminished.
Computational procedures exist also for solving fuzzy relational equations
$ = Fe X;, a.U i (sup-min composition); for simple cases see [Z], [3]. As a

FUZZY

LEAST SQUARES

157

general rule these involve large-scale computational

schemes and are much
more difficult and complicated problems than the ones addressed here. We
have cut our coat to suit our cloth: none of the three models considered need
more than a pocket calculator for their fitting.
I would like to thank the referee for suggestions which improved the style and
presentation of the paper.
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Received 26 September

1986; revised 26 May 1987.