Some examples of computing the possibilistic correlation coefficient from joint possibility distributions

Publication Name: Studies in Computational Intelligence

Publication Date: 2010-11-03

Volume: 313

Issue: Unknown

Page Range: 153-170

Description:

In this paper we will show some examples for computing the possibilistic correlation coefficient between marginal distributions of a joint possibility distribution. First we consider joint possibility distributions, (1-x-y), (1-x 2-y 2), and (1-x 2-y) on the set {(x,y)≡R2| x≥0,y≥0,x+y≤1}, then we will show (i) how the possibilistic correlation coefficient of two linear marginal possibility distributions changes from zero to -1/2, and from -1/2 to -3/5 by taking out bigger and bigger parts from the level sets of a their joint possibility distribution; (ii) how to compute the autocorrelation coefficient of fuzzy time series with linear fuzzy data. © 2010 Springer-Verlag Berlin Heidelberg.

Open Access: Yes

DOI: 10.1007/978-3-642-15220-7_13

Authors - 3