نتایج جستجو برای: fuzzy variables

تعداد نتایج: 399164  

Journal: :iranian journal of fuzzy systems 2011
zhongfeng qin meilin wen changchao gu

in this paper, we consider portfolio selection problem in which security returns are regarded as fuzzy variables rather than random variables. we first introduce a concept of absolute deviation for fuzzy variables and prove some useful properties, which imply that absolute deviation may be used to measure risk well. then we propose two mean-absolute deviation models by defining risk as abs...

Journal: :Journal of Mathematical Analysis and Applications 1982

Journal: :Inf. Sci. 2009
Gil González-Rodríguez Ana Colubi Wolfgang Trutschnig

8 This work deals with the simulation of fuzzy random variables, which can be used 9 to model various realistic situations, where uncertainty is not only present in form 10 of randomness but also in form of imprecision, described by means of fuzzy sets. 11 Utilizing the common arithmetics in the space of all fuzzy sets only induces a conical 12 structure. As a consequence, it is difficult to di...

Journal: :Fuzzy Optimization and Decision Making 2020

2015
Inés Couso Didier Dubois

In this paper we study how to make joint extensions of stochastic orderings and interval orderings so as to extend methods for comparing random variables, from the point of view of their respective location or magnitude, to fuzzy random variables. The main idea is that the way fuzzy random variables are interpreted affects the choice of the comparison methods. We distinguish three views of fuzz...

2011
Ying Liu Yanju Chen

Entropy is a measurement of the degree of uncertainty. Meanentropy method can be used for modeling the choice among uncertain outcomes. In this paper, we consider the portfolio selection problem under the assumption that security returns are characterized by type-2 fuzzy variables. Since the expectation and entropy of type-2 fuzzy variables haven’t been well defined, type-2 fuzzy variables need...

2009
LIN CHUN-MEI

Fuzzy cognitive map is a powerful modeling tool. It has several desirable properties on control. In this paper, we utilize the feature and the inference mechanism of fuzzy cognitive map, and present a control method, which study combines control theory with fuzzy cognitive map theory. The causal relationship of variables is constructed by online learning or offline learning, the values of contr...

Journal: :Fuzzy Sets and Systems 2002
Yuhu Feng

The formulation of strong and weak laws of large numbers for fuzzy random variables based on variance is given. The concept of the variance of fuzzy random variables, introduced by K1 orner (Fuzzy Sets and Systems 92 (1997) 83) and by Feng (Fuzzy Sets and Systems 120 (2001) 487) demonstrates its e2ciency. c © 2002 Elsevier Science B.V. All rights reserved.

Journal: :international journal of hospital research 2013
amir afsharinia morteza bagherpour kambiz farahmand

background and objectives: evaluating the performance of clinical units is critical for effective managementof health settings. certain assessment of clinical variables for performance analysis is not always possible,calling for use of uncertainty theory. this study aimed to develop and evaluate an integrated independentcomponent analysis-fuzzy-data envelopment analysis approach to accurate the...

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