云模型理论在区域旱涝评价中的应用

评价具有不确定性,而这种不确定性主要表现在模糊性和随机性上面;云模型可将模糊性和随机性集结在一起,实现定量数值与定性语言之间的自然映射。本文利用云模型的正向云发生器和逆向云发生器对山东省旱涝情况进行综合评价,在建立评价云时,根据评价等级划分原理,利用逆向云发生器来确定评价云中超熵的值,使评价云更加客观,且评价过程不对原始数据进行标准化或归一化处理,避免了数据再处理过程中可能出现的信息丢失。利用该方法不仅可以得到合理的评价结果,而且能够给出评价结果相应的稳定性大小,模型算法简单,适应性较强,并且易于编程实现,最后本文将云模型评价结果与模糊综合评价结果进行比较,进一步验证了基于云模型旱涝评价的可行性和合理性。     

基于三角形区间二型模糊数的综合评价模型

为解决评价过程中分类等级的边界不确定性问题,将二型模糊集引入到模糊综合评价模型中.利用分类等级的边界限值,分别构造三角形二型区间模糊数的上、下隶属函数,在此基础上由观测数据构建相应的区间值模糊评价矩阵,结合指标权重合成得到区间值综合评价向量,最后利用区间数排序的可能度方法得到评价对象的等级隶属向量并给出评价结果.实例分析表明了该模型的有效性。     

模糊广义判断矩阵的一致性检验及合成排序

决策评价过程中往往包含诸多不确定性、随机性和模糊性,广义判断下的ＡＨＰ－ＧＪＡＨＰ是一种广义ＡＨＰ,Ｆｕｚｚｙ 环境下的ＧＪＡＨＰ决策方法是应用集值统计的方法,在区间判断标度基础上确定模糊判断矩阵元素的正模糊数表示,并根据模糊集理论的扩展原理,求得Ｆｕｚｚｙ 环境下的模糊排序权值向量。本文给出模糊广义判断矩阵的一致性定义,讨论了各类判断形式条件下的一致性检验法与Ｆｕｚｚｙ 环境下递阶层次结构中的合成排序问题     

语言数据的自回归模型及其在上证综指预测中的应用

专家对金融证券市场的感知和判断是一相对重要的信息资源,应在系统建模中结合实际数据加以适当吸收和利用。本文给出基于随机模糊结合方法的一类移动平均自回归模型,并将其用于上证综指月度数据的趋势预测中。由于专家的感知或判断通常以语言形式表达,而语言通常具有模糊性特征。基于模糊随机变量对此类语言数据定义其均值、方差、协方差以及误差标准化过程,并得到模型在一种集间距离下的最小二乘估计及其渐近性质。给出了该模型在上证综指预测中的实证结果,其表明本文的自回归模型不仅较好地适用于语言数据环境并给出良好的模糊值预测结果,而且同时带来对原始股价序列的较准确预测结果,其精度对比基于实际数据的自回归模型的预测结果有显著提高。     

基于区间数度量的区间值模糊集合的贴近度和模糊度的关系

给出了基于区间数度量的区间值模糊集合的贴近度和模糊度的概念,详细研究了区间值模糊集合的贴近度和模糊度之间的关系,并基于公理化定义,证明了它们二者之间的相互转化关系,最后,给出了若干公式来计算区间值模糊集合的贴近度和模糊度。     

广义犹豫模糊软集的不确定性度量及其应用

本文在广义模糊软集和犹豫模糊软集的基础上给出广义犹豫模糊软集的概念,并研究广义犹豫模糊软集的不确定性度量。首先在犹豫模糊集包含度的公理化定义基础上,建立犹豫模糊集合的三种包含度公式;然后给出广义犹豫模糊软集包含度的公理化定义,并利用犹豫模糊集合的包含度公式构造广义犹豫模糊软集间的包含度公式,这些公式可以计算参数集不同时两个广义犹豫模糊软集间的包含度。接下来给出广义犹豫模糊软集不确定性度量的公理化定义,并从其包含度出发来构造广义犹豫模糊软集的不确定性度量公式,这种不确定性度量的计算方法同样适用于参数集不同的广义犹豫模糊软集,最后利用广义犹豫模糊软集不确定性度量方法应用到聚类分析实例中,通过实例验证了所提出方法的可行性和有效性。     

基于区间数度量的区间值模糊集合的归一化距离、相似度、模糊度和包含度的关系研究

区间值模糊集合的距离、相似度、模糊度和包含度及其关系研究是区间值模糊集合的一个研究热点.考虑到区间值模糊集合所表示信息的丰富性,本文使用区间数而非实数来刻画区间值模糊集合的距离,首先给出基于区间数度量的区间值模糊集合的归一化距离的公理化定义,然后通过五个定理详细研究了基于公理化定义的区间值模糊集合的归一化距离、相似度、模糊度和包含度之间的相互转换关系,最后,给出了若干公式来计算基于区间数度量的区间值模糊集合的相似度、模糊度和包含度.这些结论,一方面丰富了区间值模糊集合的信息测度(距离、相似度、模糊度和包含度)的内容,另一方面也为区间值模糊集合的近似推理、决策分析、模式识别等领域的应用提供了新方法和新理论.     

犹豫模糊集的熵

结合犹豫模糊集自身的模糊性和犹豫性特征,研究犹豫模糊集的熵公理化定义和熵公式.先对犹豫模糊值提出了熵公理化定义和熵公式,在此基础上,定义犹豫模糊集的熵公理化定义和熵公式,从而完善犹豫模糊集的熵理论.最后,将提出的犹豫模糊值的熵公理化定义和熵公式与现有文献中的相关定义进行比较,结果表明所提的熵公式既能反映犹豫模糊值的模糊性,又能反映其犹豫性,具有更强的区分犹豫模糊值不确定性的能力.     

一类静止目标的模糊随机搜索问题

本文提出了模糊探测区域的概念,并在目标位置为随机分布的情况下,借助模糊集合的拟概率算子建立了一类静止目标的模糊随机搜索数学模型。同时,作为模糊随机搜索模型的应用,借助遗传算法给出了一个信号检测的算例。     

基于包含度的模糊随机粗糙集模型

针对随机性与模糊性同时存在的情形,提出了建立在模糊随机近似空间上的基于包含度的模糊随机粗糙集模型.首先给出了模糊随机近似空间的概念,然后利用包含度提出了模糊随机近似空间上的一种基于模糊随机集的粗糙近似算子.最后讨论了这种近似算子的一些性质.     

Parameter Estimation of Multivariate Regression Model with Fuzzy Random Errors

In many real-world problems, observations are usually described by approximate values due to fuzzy uncertainty, unlikeprobabilistic uncertainty that has nothing to do with experimentation. The combination of statistical model and fuzzy set theory is helpful to improve the identification and analysis of complex systems. As an extension ofstatistical techniques, this study is an investigation of the relationship between fuzzy multiple explanatory variables and fuzzy response with numeric coefficients and the fuzzy random error term. In this work we describe a parameter estimation procedure carrying out the least-squares method in a complete metric space of fuzzy numbers to determine the coefficients based on the extension principle. We demonstrate how the fuzzy least squares estimators present large sample statistical properties, including asymptotic normality, strong consistency and confidence region. The estimators are also examined via asymptotic relative efficiency concerning traditional least squares estimators. Different from the construction of error term in Kim et al.\cite{21}, it is more reasonable in the proposed model since the problems of inconsistency in referring to fuzzy variable and producing the negative spreads may be avoided. The experimental study verifies that the proposed fuzzy least squares estimators achieve the meaning consistent with the theory identification for large sample data set and better generalization regarding one single variable model.     

基于随机模糊投资乘数的离散CPPI资产配置研究

以传统CPPI投资策略的分析框架为基础,在风险资产为连续价格波动的条件下,构建离散投资决策时点的CPPI投资策略。引入模糊决策的分析方法度量投资决策者的心理预期,将传统CPPI投资策略中的投资乘数修正为随机模糊投资乘数,采用马尔科夫链蒙特卡洛模拟风险资产未来市场价格,利用模糊隶属函数描述投资决策者对未来市场运行状况预期的不确定性,保证即使投资决策者预期不精确的条件下,也能保证离散CPPI投资策略获得相对稳定的投资效果。利用中国证券市场上的真实数据进行实证检验,认为:随机模糊投资乘数最大限度地涵盖了投资决策者主观预测的不确定性;基于随机模糊投资乘数的离散CPPI投资策略在不同的市场运行状况中,较传统的CPPI投资策略更具投资的灵活性,可以在保证投资保险的前提下,追求较高的投资收益。     

Fuzzy random regression based multi-attribute evaluation and its application to oil palm fruit grading

Multi-attribute decision-making is usually concerned with weighting alternatives, thereby requiring weight information for decision attributes from a decision maker. However, the assignment of an attribute’s weight is sometimes difficult, and may vary from one decision maker to another. Additionally, imprecision and vagueness may affect each judgment in the decision-making process. That is, in a real application, various statistical data may be imprecise or linguistically as well as numerically vague. Given this coexistence of random and fuzzy information, the data cannot be adequately treated by simply using the formalism of random variables. To address this problem, fuzzy random variables are introduced as an integral component of regression models. Thus, in this paper, we proposed a fuzzy random multi-attribute evaluation model with confidence intervals using expectations and variances of fuzzy random variables. The proposed model is applied to oil palm fruit grading, as the quality inspection process for fruits requires a method to ensure product quality. We include simulation results and highlight the advantage of the proposed method in handling the existence of fuzzy random information.     

Using fuzzy random variables in life annuities pricing

This paper develops life annuity pricing with stochastic representation of mortality and fuzzy quantification of interest rates. We show that modelling the present value of annuities with fuzzy random variables allows quantifying their expected price and risk resulting from the uncertainty sources considered. So, we firstly describe fuzzy random variables and define some associated measures: the mathematical expectation, the variance, distribution function and quantiles. Secondly, we show several ways to estimate the discount rates to price annuities. Subsequently, the present value of life annuities is modelled with fuzzy random variables. We finally show how an actuary can quantify the price and the risk of a portfolio of annuities when their present value is given by means of fuzzy random variables.     

Three-way analysis of imprecise data

Data are often affected by uncertainty. Uncertainty is usually referred to as randomness. Nonetheless, other sources of uncertainty may occur. In particular, the empirical information may also be affected by imprecision. Also in these cases it can be fruitful to analyze the underlying structure of the data. In this paper we address the problem of summarizing a sample of three-way imprecise data. In order to manage the different sources of uncertainty a twofold strategy is adopted. On the one hand, imprecise data are transformed into fuzzy sets by means of the so-called fuzzification process. The so-obtained fuzzy data are then analyzed by suitable generalizations of the Tucker3 and CANDECOMP/PARAFAC models, which are the two most popular three-way extensions of Principal Component Analysis. On the other hand, the statistical validity of the obtained underlying structure is evaluated by (nonparametric) bootstrapping. A simulation experiment is performed for assessing whether the use of fuzzy data is helpful in order to summarize three-way uncertain data. Finally, to show how our models work in practice, an application to real data is discussed.     

Solving project scheduling problem with the philosophy of fuzzy random programming

Project scheduling problem is to determine the schedule of allocating resources to achieve the trade-off between the project cost and the completion time. In real projects, the trade-off between the project cost and the completion time, and the uncertainty of the environment are both considerable aspects for managers. Due to the complex external environment, this paper considers project scheduling problem with coexisted uncertainty of randomness and fuzziness, in which the philosophy of fuzzy random programming is introduced. Based on different ranking criteria of fuzzy random variables, three types of fuzzy random models are built. Besides, a searching approach by integrating fuzzy random simulations and genetic algorithm is designed for searching the optimal schedules. The goal of the paper is to provide a new method for solving project scheduling problem in hybrid uncertain environments.     

Upper and lower approximation models in interval regression using regression quantile techniques

In this paper, we propose new interval regression analysis based on the regression quantile techniques. To analyze a phenomenon in a fuzzy environment, we propose two interval approximation models. Without using all data, we first identify the main trend from the designated proportion of the given data. To select the main part of data to be analyzed, we introduce the regression quantile techniques. The obtained model is not influenced by extreme points since it is formulated from the center-located main proportion of the given data. After that, the interval regression model including all data can be identified based on the acquired main trend. The obtained interval regression model by the main proportion of the given data is called the lower approximation model, while interval regression model by all data is called the upper approximation model for the given phenomenon. Also it is shown that, from the lower approximation model (main trend) and the upper approximation model, we can construct a trapezoidal fuzzy model. The membership function of this fuzzy model is useful to obtain the locational information for each observation. The characteristic of our approach can be described as obtaining the upper and lower approximation models and combining them to be a fuzzy model for representing the given phenomenon in a fuzzy environment.     

考虑投资者异质信念和目标优先级的投资组合问题研究

考虑证券市场的模糊不确定性及投资者的模糊决策特征,以资产收益、下方风险及流动性为模糊投资目标,构建考虑投资者异质信念和目标优先级的多目标投资组合模型。进一步,以我国主板、中小板和创业板市场为背景,采用CPT-TOPSIS交互式算法进行实证分析。研究发现:乐观、理性和悲观投资者权衡收益、风险和流动性目标时偏好的优先顺序不同,导致资产配置结构、最优决策和绩效表现存在差别。结果表明模糊多目标模型能够满足不同投资者权衡多目标的差异化投资需求,取得优于基准随机投资组合的投资效果,可作为投资者投资决策的参考依据。