论文标题
独立组件分析和TOPSI的应用来处理多准则决策问题中的相关标准
Application of independent component analysis and TOPSIS to deal with dependent criteria in multicriteria decision problems
论文作者
论文摘要
已经开发了大量的多准则决策方法来处理以多准则进行评估的一组替代方案的问题。通常，这些方法认为标准之间的评估在统计上是独立的。但是，在实际问题中，观察到的数据可能包括相关标准，除其他问题外，这可能导致排名有偏差。为了解决这个问题，我们提出了一种新颖的方法，其目的是从观察到的数据（一组独立的潜在标准）中估算出来，这可以看作是原始决策矩阵的替代表示。我们方法的一个核心要素是将决策问题提出为盲目的分离问题，这使我们能够应用独立的组件分析技术来估计潜在标准。此外，我们考虑基于TOPSIS的方法来从潜在标准中获得替代方案的排名。结果均可证明拟议方法的相关性。
A vast number of multicriteria decision making methods have been developed to deal with the problem of ranking a set of alternatives evaluated in a multicriteria fashion. Very often, these methods assume that the evaluation among criteria is statistically independent. However, in actual problems, the observed data may comprise dependent criteria, which, among other problems, may result in biased rankings. In order to deal with this issue, we propose a novel approach whose aim is to estimate, from the observed data, a set of independent latent criteria, which can be seen as an alternative representation of the original decision matrix. A central element of our approach is to formulate the decision problem as a blind source separation problem, which allows us to apply independent component analysis techniques to estimate the latent criteria. Moreover, we consider TOPSIS-based approaches to obtain the ranking of alternatives from the latent criteria. Results in both synthetic and actual data attest the relevance of the proposed approach.
