Additions of Completely Correlated Fuzzy Numbers Christer Carlsson Robert Fullér Péter Majlender IAMSR Åbo Akademi Department of OR Eötvös University TUCS / IAMSR Åbo Akademi Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Abstract In this paper we shall consider additions of interactive fuzzy numbers, where the interactivity relation between fuzzy numbers is defined by their joint possibility distribution. We will prove that Nguyen’s theorem remains valid in this environment and present the explicit formulas for the γ-level sets of the extended sum of two completely correlated fuzzy numbers. Furthermore, we will show that the interactive and the noninteractive sums have the same membership function for any pair of completely positively correlated fuzzy numbers. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Introduction A fuzzy number A is a fuzzy set of the real line ú with a normal, fuzzy convex and continuous membership function of bounded support. The family of all fuzzy numbers will be denoted by ö. An n-dimensional possibility distribution C is a fuzzy set in ún with a normal membership function of bounded support. The γ-level set of C is defined by if γ > 0 and [C ]γ = {x ∈ ú n | C ( x) ≥ γ } [C ]γ = cl{x ∈ ú n | C ( x) > γ } (the closure of the support of C) if γ = 0. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers If A1, …, An 0 ö are fuzzy numbers then C is said to be their joint possibility distribution if the following relationship holds Ai ( xi ) = max C ( x1 , K , xn ), ∀xi ∈ ú, i = 1, K , n, x j ∈ú , j ≠ i and in this case Ai is called the i-th marginal possibility distribution of C. Let C be a joint possibility distribution of A1, …, An 0 ö. Then and C ( x1 , K , xn ) ≤ min{ A1 ( x1 ),K, An ( xn )} [C ]γ ⊆ [ A1 ]γ × L × [ An ]γ hold for all x = (x1, …, xn) 0 ún and γ 0 [0,1]. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Fuzzy numbers A1, …, An are said to be non-interactive if their joint possibility distribution C satisfies the relationship C ( x1 , K , xn ) = min{ A1 ( x1 ),K , An ( xn )}, ∀x = ( x1 , K , xn ) ∈ ú n , or equivalently, [C ]γ = [ A1 ]γ × L × [ An ]γ , ∀γ ∈ [0,1]. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers The extension principle for interactive fuzzy numbers Definition. Let C be a joint possibility distribution with marginal possibility distributions A1, …, An 0 ö, and let f : ún 6 ú be a continuous function. Then f C ( A1 , K , An ) ∈ ö is defined by f C ( A1 , K, An )( y ) = sup C ( x1 ,K , xn ), y ∈ ú. y = f ( x1 ,K, xn ) FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Remark. If A1, …, An 0 ö are non-interactive, i.e. their joint possibility distribution is defined by C ( x1 ,K , xn ) = min{ A1 ( x1 ),K , An ( xn )}, then we obtain the extension principle introduced by Zadeh in 1965 f C ( A1 , K , An )( y ) = sup min{ A1 ( x1 ),K, An ( xn )}. y = f ( x1 ,K, xn ) Furthermore, if C ( x1 ,K , xn ) = T ( A1 ( x1 ),K, An ( xn )), where T is a triangular norm then we get the t-norm-based extension principle f C ( A1 , K , An )( y ) = sup y = f ( x1 ,K, xn ) T ( A1 ( x1 ),K , An ( xn )). FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers The following lemma can be viewed as a generalization of Nguyen’s theorem. Lemma. Let A1, …, An 0 ö be fuzzy numbers, let C be their joint possibility distribution, and let f : ún 6 ú be a continuous function. Then [ f C ( A1 , K, An )]γ = f ([C ]γ ) = { f ( x) ∈ ú | x ∈ [C ]γ } for all γ 0 [0,1]. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Additions of interactive fuzzy numbers In the following we shall analyze some properties of the addition operator on completely correlated fuzzy numbers, where the interactivity relation between the fuzzy numbers is represented by their joint possibility distribution. Let C be a joint possibility distribution in ú2 with marginal possibility distributions A, B 0 ö, and let f (x1, x2) = x1 + x2 be the addition operator in ú2. Let us introduce the notation A + C B = f C ( A, B). Furthermore, if A and B are non-interactive, i.e. for their joint possibility distribution C = A H B, then let us use the notation A + B = f A× B ( A, B) = f ( A, B). FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Definition. Fuzzy numbers A, B 0 ö are said to be completely correlated if there exist q, r 0 ú, q … 0 such that their joint possibility distribution satisfies the following relationship C ( x1 , x2 ) = A( x1 ) χ {qu1 + r =u2 } ( x1 , x2 ) = B( x2 ) χ {qu1 + r =u2 } ( x1 , x2 ), where 1 if qx1 + r = x2 , χ{qu1 + r =u2 } ( x1 , x2 ) = otherwise 0 stands for the characteristic function of the line {( x1 , x2 ) ∈ ú 2 | qx1 + r = x2 }. Furthermore, if q is positive then we say that A and B are completely positively correlated, and if q is negative then we say that A and B are completely negatively correlated. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers In these cases we have [C ]γ = {( x, qx + r ) ∈ ú 2 | a1 (γ ) ≤ x ≤ a2 (γ )}, where [A]γ = [a1(γ), a2(γ)] and [B]γ = q[A]γ + r, œγ 0 [0,1], and B( x) = A(( x − r ) q ), ∀x ∈ ú. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Now let us consider the extended addition of two completely correlated fuzzy numbers ( A + C B )( y ) = sup C ( x1 , x2 ) = sup A( x1 ) χ {qu1 + r =u2 } ( x1 , x2 ). y = x1 + x2 y = x1 + x2 Then we find that [ A + C B ]γ = (q + 1)[ A]γ + r , ∀γ ∈ [0,1]. In particular, if A and B are completely negatively correlated fuzzy numbers with q = !1, i.e. B( x) = A(r − x), ∀x ∈ ú, then [ A + C B ]γ = 0 [ A]γ + r = r , ∀γ ∈ [0,1], that is, A +C B is a crisp number, and A + C B = {r}. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Remark. Let A, B 0 ö be two completely negatively correlated fuzzy numbers with q = !1 and r = 0, i.e. B( x) = A(− x), ∀x ∈ ú. Then, it is clear that the interactive sum A +C B is crisp zero A + C B = {0}. On the other hand, we have for a γ-level set of the noninteractive sum of A and B [ A + B ]γ = [ A + A×B B]γ = [a1 (γ ) − a2 (γ ), a2 (γ ) − a1 (γ )], where [A]γ = [a1(γ), a2(γ)] and [B]γ = ![A]γ = [!a2(γ), !a1(γ)], γ 0 [0,1]. Hence, we find that in this case {0} = A + C B ≠ A + B = A − A. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Note. If A, B 0 ö are two completely negatively correlated fuzzy numbers with q = !1 then any γ-level set of the joint possibility distribution C is included by a certain level set of the addition operator. Namely, [C ]γ ⊆ {( x1 , x2 ) ∈ ú 2 | x1 + x2 = r}, ∀γ ∈ [0,1]. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers On the other hand, if q … !1 then [ A + C B ]γ = (q + 1)[ A]γ + r ≠ const., ∀γ ∈ [0,1], and in this case the set [C ]γ ∩ {( x1 , x2 ) ∈ ú 2 | x1 + x2 = y} at most consists of a single point for any y 0 ú and γ 0 [0,1]. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Let A, B 0 ö be two completely positively correlated fuzzy numbers, i.e. B( x) = A(( x − r ) q ), ∀x ∈ ú holds for some q, r 0 ú, q > 0. Then we find [ A + C B ]γ = [ A + B]γ , ∀γ ∈ [0,1], that is, A + C B = A + B. Thus, the membership function of the interactive sum of two completely positively correlated fuzzy numbers is always equal to the membership function of their non-interactive sum. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers However, if A, B 0 ö are two completely negatively correlated fuzzy numbers, i.e. B( x) = A(( x − r ) q ), ∀x ∈ ú for some q, r 0 ú, q < 0, then we find [ A + C B]γ ⊂ [ A + B]γ , ∀γ ∈ [0,1], that is, A + C B ⊂ A + B. Thus, (in the sense of subsethood of fuzzy sets) the interactive sum of two completely negatively correlated fuzzy numbers is always a proper subset of their non-interactive sum. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Subtractions of interactive fuzzy numbers In the following we shall review some properties of the subtraction operator on completely correlated fuzzy numbers. Let C be a joint possibility distribution in ú2 with marginal possibility distributions A, B 0 ö, and let g ( x1 , x2 ) = f ( x1 ,− x2 ) = x1 − x2 be the subtraction operator in ú2. Let us introduce the notations A − C B = g C ( A, B). and A − B = g A×B ( A, B) = g ( A, B ). FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Let A, B 0 ö be two completely correlated fuzzy numbers, and let us consider their extended subtraction ( A − C B)( y ) = sup C ( x1 , x2 ) = sup A( x1 ) χ {qu1 + r =u2 } ( x1 , x2 ). y = x1 − x2 y = x1 − x2 Then we find for a γ-level set of A !C B [ A − C B]γ = (−q + 1)[ A]γ − r , ∀γ ∈ [0,1]. In particular, if A and B are completely positively correlated fuzzy numbers with q = 1, i.e. B( x) = A( x − r ), ∀x ∈ ú, then [ A − C B ]γ = 0 [ A]γ − r = − r , ∀γ ∈ [0,1], that is, A !C B is a crisp number, and A − C B = {− r}. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Remark. Let A, B 0 ö be two completely positively correlated fuzzy numbers with q = 1 and r = 0, i.e. B( x) = A( x), ∀x ∈ ú. Then, the interactive difference A !C B is crisp zero A − C B = {0}. On the other hand, we have for a γ-level set of the noninteractive difference of A and B [ A − B]γ = [ A − A× B B]γ = [a1 (γ ) − a2 (γ ), a2 (γ ) − a1 (γ )], where [A]γ = [B]γ = [a1(γ), a2(γ)], γ 0 [0,1]. Hence, we find that in this case {0} = A − C B ≠ A − B = A − A. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers Let A, B 0 ö be two completely negatively correlated fuzzy numbers, i.e. B( x) = A(( x − r ) q ), ∀x ∈ ú holds for some q, r 0 ú, q < 0. Then we find [ A − C B]γ = [ A − B ]γ , ∀γ ∈ [0,1], that is, A − C B = A − B. Thus, the membership function of the interactive difference of two completely negatively correlated fuzzy numbers is always equal to the membership function of their non-interactive difference. FUZZ – IEEE 2004 Carlsson, Fullér and Majlender Additions of Completely Correlated Fuzzy Numbers However, if A, B 0 ö are two completely positively correlated fuzzy numbers, i.e. B( x) = A(( x − r ) q ), ∀x ∈ ú for some q, r 0 ú, q > 0, then we find [ A − C B ]γ ⊂ [ A − B]γ , ∀γ ∈ [0,1], that is, A − C B ⊂ A − B. Thus, the interactive difference of two completely positively correlated fuzzy numbers is always a proper subset of their non-interactive difference. FUZZ – IEEE 2004