期刊
COMPUTERS & INDUSTRIAL ENGINEERING
卷 101, 期 -, 页码 260-268出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.cie.2016.09.009
关键词
Power Average operator; Visibility graph; Networks; Visibility Graph Averaging operator; TAIEX
资金
- National Natural Science Foundation of China [61671384]
- Natural Science Basic Research Plan in Shaanxi Province of China [2016JM6018]
- Fund of SAST [SAST2016083]
- Seed Foundation of Innovation and Creation for Graduate Students in Northwestern Polytechnical University [Z2016122]
Aggregation operators are widely used in many fields. Motivated by the idea of the visibility graph averaging (VGA) operator, in this paper, a visibility graph power averaging (VGPA) aggregation operator is proposed based on network analysis, since the visibility graph can convert a time series into a graph and save time information effectively. In our method, a new support function 'based on distance is proposed to measure the support degree of each other. The advantage is that the VGPA operator fully takes into account not only the relationship but also the correlation degree between the values. Compared with VGA operator, numerical results show more effectiveness on the proposed operator. Finally, the analysis of the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) is used to illustrate the application of the VGPA operator. In addition, the aggregated results compared with other operators show that our proposed method is more reasonable and effective in time series. (C) 2016 Elsevier Ltd. All rights reserved.
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