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Adaptive choice of trimming proportion in trimmed least-squares estimation
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On least trimmed squares neural networks
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Least Trimmed Squares for Regression Models with Stable Errors
Fluctuation and Noise Letters, 2023Least Trimmed Squares (LTS) is a robust regression method with respect to outliers. It is based on performing Ordinary Least Squares (OLS) estimates on sub-datasets and determining the optimal solution corresponding to the minimum sum of squared residuals. Since the method of LTS is based on OLS, errors in regression models have finite variance.
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Adaptive least trimmed squares fuzzy neural network
2012 International conference on Fuzzy Theory and Its Applications (iFUZZY2012), 2012In this paper, we propose the adaptive least trimmed squares fuzzy neural network (ALTS-FNN), which applies the scale estimate to the least trimmed squares fuzzy neural network (LTS-FNN). The emphasis of this paper is particular on the robustness against the outliers and the choice of the trimming constant can be determined adaptively.
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