Using a nonadditive set function to describe the interaction among attribut
es, a new nonlinear nonnegative multiregression is established based on Cho
quet integrals with respect to the set function. Regarding the values of th
e set function as unknown regression parameters, an evolutionary computatio
n can be used to determine them when necessary data are available. Such a m
odel is a generalization of the traditional linear multiregression. It prov
ides an effective regression tool in some real problems where the linear mu
ltiregression model and the second-order multiregression model fail. This n
ew method has a wide applicability in the areas of information fusion and d
ata mining, as well as in the areas of decision making, image processing, p
attern recognition, medical and industrial diagnoses, and expert systems. (
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