Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
426063 | Fuzzy Information and Engineering | 2015 | 12 Pages |
Abstract
The aim of this paper is to introduce the weighted possibilistic characteristic functions (PCF) of fuzzy numbers and find the close form expressions for triangular, trapezoidal and some other fuzzy numbers. A. Paseka et al. (2011) introduced possibilistic moment generating functions (MGF) of fuzzy numbers. In a general case, the MGF may not be existing, but the PCF has a principle advantage that always exists. Besides, applications involve derivation of higher order possibilistic moments of volatility models, skewness, kurtosis, and correlations, etc. of fuzzy numbers.
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