Multicriteria estimation of probabilities on basis of expert non-numeric,non-exact and non-complete knowledge |
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| Authors: | Nikolai Hovanov Maria Yudaeva Kirill Hovanov |
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| Institution: | 1. Saint-Petersburg State University, 199106, Velenaya Street, 9-36 Saint-Petersburg, Russia;2. Saint-Petersburg State University, 191123, Ryleeva Street, 21-65 Saint-Petersburg, Russia;3. Department of Economic Cybernetics, Faculty of Economics, St. Petersburg State University, 191194, Tschaikovskogo Street, 62 Saint-Petersburg, Russia |
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| Abstract: | A new method of alternatives’ probabilities estimation under deficiency of expert numeric information (obtained from different sources) is proposed. The method is based on the Bayesian model of uncertainty randomization. Additional non-numeric, non-exact, and non-complete expert knowledge (NNN-knowledge, NNN-information) is used for final estimation of the alternatives’ probabilities. An illustrative example demonstrates the proposed method application to forecasting of oil shares price with the use of NNN-information obtained from different experts (investment firms). |
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| Keywords: | Non-numeric information (knowledge) Multiple criteria analysis Randomization of uncertainty Random probabilities and weights |
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