7

Empirical correlation for fuzzy data

For classical two-dimensional data (xi, yi) ∈ 2, i = 1(1)n the empirical correlation coefficient r is defined by

Unnumbered Display Equation

Remark 7.1:

For r the following holds:

a. −1 ≤ r ≤ 1.

b. |r| = 1 if and only if all points (xi, yi) are on a line in the (x, y)-plane.

7.1 Fuzzy empirical correlation coefficient

For real data fuzziness can be present in different ways:

a. (xi, yi)* can be fuzzy two-dimensional vectors.

b. (xi*, yi*) are pairs of fuzzy numbers.

c. One coordinate is precise and the other is fuzzy.

In order to apply the extension principle for the generalization of the empirical correlation coefficient, first the fuzzy data have to be combined into a fuzzy vector of the 2n-dimensional Euclidean space 2n. For this combination the minimum t-norm is used.

In case (a) the fuzzy data consist of two-dimensional fuzzy vectors

Unnumbered Display Equation

with corresponding vector-characterizing functions ξi(., .), i = 1(1)n.

The combined fuzzy sample is a 2n-dimensional fuzzy vector whose vector-characterizing function ξ(., …, .) is given by its values

Applying the extension principle ...

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