Indicators for the characterization of discrete Choquet integrals

被引:20
作者
Belles-Sampera, Jaume [1 ]
Merigo, Jose M. [1 ,2 ]
Guillen, Montserrat [1 ]
Santolino, Miguel [1 ]
机构
[1] Univ Barcelona, Riskctr IREA, Dept Econometr, Barcelona 08034, Spain
[2] Manchester Business Sch, Decis & Cognit Sci Res, Manchester M15 6PB, Lancs, England
关键词
Orness; Divergence; Entropy; Choquet integral; OWA; POWA; AGGREGATION OPERATORS; ENTROPY; RENYI; DISTANCE;
D O I
10.1016/j.ins.2014.01.047
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Ordered weighted averaging (OWA) operators and their extensions are powerful tools used in numerous decision-making problems. This class of operator belongs to a more general family of aggregation operators, where each operator of this family is understood as a discrete Choquet integral. Aggregation operators are usually characterized by indicators. In this article four indicators usually associated with the OWA operator are extended to the discrete Choquet integral: namely, the degree of balance, the divergence, the variance indicator and Renyi entropies. All of these indicators are considered from a local and a global perspective. Linearity of indicators for linear combinations of capacities is investigated and, to illustrate the usefulness of result, indicators of the probabilistic ordered weighted averaging (POWA) operator are derived. Finally, a numerical example is provided to discuss the results in a specific context. (C) 2014 Elsevier Inc. All rights reserved.
引用
收藏
页码:201 / 216
页数:16
相关论文
共 48 条
[1]  
[Anonymous], 2006, P 11 INFORM PROCESSI
[2]  
[Anonymous], 1998, P IPMU 1998 C
[3]  
Beliakov G., 2007, Aggregation Functions: A Guide for Practitioners, DOI DOI 10.1007/978-3-540-73721-6
[4]  
Belles-Sampera J., 2013, IREA WORKING PAPERS
[5]   Some New Definitions of Indicators for the Choquet Integral [J].
Belles-Sampera, Jaume ;
Merigo, Jose M. ;
Santolino, Miguel .
AGGREGATION FUNCTIONS IN THEORY AND IN PRACTISE, 2013, 228 :467-476
[6]   The connection between distortion risk measures and ordered weighted averaging operators [J].
Belles-Sampera, Jaume ;
Merigo, Jose M. ;
Guillen, Montserrat ;
Santolino, Miguel .
INSURANCE MATHEMATICS & ECONOMICS, 2013, 52 (02) :411-420
[7]   Discrete Choquet Integral as a Distance Metric [J].
Bolton, Jeremy ;
Gader, Paul ;
Wilson, Joseph N. .
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2008, 16 (04) :1107-1110
[8]  
Choquet G., 1954, Ann. Institute. Fourier (Grenoble), V5, P131, DOI DOI 10.5802/AIF.53
[9]   GENERALIZED CUTOFF RATES AND RENYIS INFORMATION MEASURES [J].
CSISZAR, I .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1995, 41 (01) :26-34
[10]   General entropy of general measures [J].
Dukhovny, A .
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2002, 10 (03) :213-225