The Ordered Weighted Average in the Variance and the Covariance
Author
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Merigó Lindahl, José
Author
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Guillén, Montserrat
Author
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Sarabia, José M.
Admission date
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2015-09-28T13:26:22Z
Available date
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2015-09-28T13:26:22Z
Publication date
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2015
Cita de ítem
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International Journal of Intelligent Systems, Vol. 30, 985–1005 (2015)
en_US
Identifier
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DOI: 10.1002/int.21716
Identifier
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https://repositorio.uchile.cl/handle/2250/133891
General note
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Artículo de publicación ISI
en_US
Abstract
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The ordered weighted average (OWA) is an aggregation operator that provides a parameterized family of aggregation operators between the minimum and the maximum. This paper analyzes the use of the OWA in the variance and the covariance. It presents several extensions by using a unified framework between the weighted average and the OWA. Furthermore, it also develops other generalizations with induced aggregation operators and by using quasi-arithmetic means. Several measures of correlation by using the OWA are introduced including a new type of Pearson coefficient. The paper ends with some numerical examples focused on the construction of interval and fuzzy numbers with the variance and the covariance.
en_US
Patrocinador
dc.description.sponsorship
European Commission through Spanish Government
PIEF-GA-2011-300062
ECO2010-21787-C03-01
ECO2013-48326-C2-1-P
ECO2013-48326-C2-2-P