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Agahi H.,Amirkabir University of Technology | Agahi H.,Statistical Research and Training Center | Roman-Flores H.,University of Tarapaca | Flores-Franulic A.,University of Tarapaca
Information Sciences | Year: 2011

Integral inequalities play important roles in classical probability and measure theory. Non-additive measure is a generalization of additive probability measure. Sugeno's integral is a useful tool in several theoretical and applied statistics which has been built on non-additive measure. For instance, in decision theory, the Sugeno integral is a median, which is indeed a qualitative counterpart to the averaging operation underlying expected utility. In this paper, Barnes-Godunova-Levin type inequalities for the Sugeno integral on abstract spaces are studied in a rather general form and, for this, we introduce some new technics for the treatment of concave functions in the Sugeno integration context. Also, several examples are given to illustrate the validity of this inequality. Moreover, a strengthened version of Barnes-Godunova-Levin type inequality for Sugeno integrals on a real interval based on a binary operation is presented. © 2010 Elsevier Inc. All rights reserved.

Agahi H.,Amirkabir University of Technology | Agahi H.,Statistical Research and Training Center | Mesiar R.,Slovak University of Technology in Bratislava | Mesiar R.,Czech Institute of Information Theory And Automation | And 4 more authors.
Information Sciences | Year: 2012

A new inequality for the universal integral on abstract spaces is obtained in a rather general form. As two corollaries, Minkowski's and Chebyshev's type inequalities for the universal integral are obtained. The main results of this paper generalize some previous results obtained for special fuzzy integrals, e.g., Choquet and Sugeno integrals. Furthermore, related inequalities for seminormed integral are obtained. © 2011 Elsevier Inc. All rights reserved.

Hassani H.,Statistical Research and Training Center | Hassani H.,University of Cardiff | Mahmoudvand R.,Shahid Beheshti University | Yarmohammadi M.,Payame Noor University
Fluctuation and Noise Letters | Year: 2010

In this paper we examine the effect of outlier/leverage point on the accuracy measures in the linear regression models. We use the coefficient of determination, which is a measure of model adequacy, to compare the effect of filtering approach on the least squares estimates. We also compare the performance of the filter-based approach with several resistant methods in a situation where there are several outliers in the data sets. Specifically, we examine the sensitivity of the resistant methods and the proposed approach in the circumstances where there are several leverage points in the data sets. To gain a better understanding of the effect of filtering and evaluating the performance of the proposed approach, we consider real data and simulation studies with several sample sizes, different percentage of outliers, and various noise levels. © 2010 World Scientific Publishing Company.

Agahi H.,Statistical Research and Training Center | Yaghoobi M.A.,Shahid Bahonar University of Kerman
International Journal of Uncertainty, Fuzziness and Knowlege-Based Systems | Year: 2011

The aim of the present paper is to establish an extended Chebyshev type inequality for semi(co)normed fuzzy integrals based on an aggregation function and a scale transformation. The extended Chebyshev type inequality given in this paper provides a generalization of some previous results. Finally, some conclusions are drawn and some problems for further investigations are given. © 2011 World Scientific Publishing Company.

Hassani H.,Institute for International Energy Studies | Hassani H.,University of Cardiff | Soofi A.,University of Wisconsin - Platteville | Avazalipour M.S.,Statistical Research and Training Center
Fluctuation and Noise Letters | Year: 2011

We use the Singular Spectrum Analysis (SSA), a forecasting method which is based on the noise reduction procedure, in prediction of the Iranian gross domestic product (GDP). Two different approaches are considered in forecasting the series. In the first approach, we apply SSA to the aggregate GDP series. In the second approach, we predict the GDP by first forecasting the GDP of the sectors of the economy, and then sum the predicted values as the forecast of the aggregate GDP. We measured the prediction accuracy of both approaches using various criteria, and found that predictions based on the disaggregated, sectoral GDP tend to outperform the predictions based on the aggregated data. © 2011 World Scientific Publishing Company.

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