An analytic approach for obtaining maximal entropy OWA operator weights

被引：326

作者：

Fullér, R ^{[1
]}

Majlender, P ^{[1
]}

机构：

[1] Eotvos Lorand Univ, Dept OR, H-1088 Budapest, Hungary

来源：

FUZZY SETS AND SYSTEMS | 2001年 / 124卷 / 01期

基金：

匈牙利科学研究基金会;

关键词：

OWA operator; dispersion; degree of orness;

D O I：

10.1016/S0165-0114(01)00007-0

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

One important issue in the theory of ordered weighted averaging (OWA) operators is the determination of the associated weights. One of the first approaches, suggested by O'Hagan, determines a special class of OWA operators having maximal entropy of the OWA weights for a given level of orness; algorithmically it is based on the solution of a constrained optimization problem. In this paper, using the method of Lagrange multipliers, we shall solve this constrained optimization problem analytically and derive a polynomial equation which is then solved to determine the optimal weighting vector. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：53 / 57

页数：5

共 6 条

[1]

Brown R. G., 1963, SMOOTHING FORECASTIN

[2] On the issue of obtaining OWA operator weights [J].