Multivariate models and variability intervals: a local random set approach

DOI10.1142/S0218488511007246MaRDI QIDQ2886920zbMATH OpenFDO

Authors Thomas Fetz

Publication date 14 May 2012

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218488511007246

zbMATH Keywords

Fréchet boundsfuzzy setsindependencerandom setsunknown interactionupper probabilityvariability intervals

Mathematics Subject Classification ID

Fuzzy probability (60A86)

Review text

This paper is a continuation of the paper [\textit{T. Fetz} and \textit{M. Oberguggenberger}, ``Multivariate models of uncertainty: a local random set approach, Structural Safety 32, No. 6, 417--424 (2010; \url{doi:10.1016/j.strusafe.2010.08.001})]. While in the mentioned paper only a special case was discussed, the author now uses a more general concept for combining variability intervals to encompass independence and unknown interaction. He uses, for example, random set independence and Fréchet lower and upper bounds. For all cases, the author derives formulas for upper probabilities and discusses how the results relate to other methods assuming, e.g., fuzzy set independence or an unknown interaction. Further, he shows how to propagate the uncertainty through multivariate functions. An example from structural mechanics illustrates the results.

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Cites work

• An Introduction to Random Sets
• Fuzzy sets
• Probability-possibility transformations, triangular fuzzy sets, and probabilistic inequalities
• Sharpness of Fr�chet-bounds
• Theory of capacities
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(3)

• Multivariate dependent interval finite element analysis via convex hull pair constructions and the extended transformation method
• Modelling uncertainties in limit state functions
• Equivalence of methods for uncertainty propagation of real-valued random variables

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