An empirical study of statistical properties of Choquet and Sugeno integrals

Michel Grabisch (1) , Éric Raufaste (2)

1 CES - Centre d'économie de la Sorbonne
2 CLLE-LTC - Cognition, Langues, Langage, Ergonomie

This paper investigates the statistical properties of the Choquet and Sugeno integrals, used as multiattribute models. The investigation is done on an empirical basis, and focuses on two topics: the distribution of the output of these integrals when the input is corrupted with noise, and the robustness of these models, when they are identified using some set of learning data through some learning procedure.

Mots clés: Choquet integral; Sugeno integral; output distribution

Domaines: Economies et finances; Recherche opérationnelle [math.OC]

Michel Grabisch, Éric Raufaste. An empirical study of statistical properties of Choquet and Sugeno integrals. IEEE Transactions on Fuzzy Systems, 2008, 16 (4), pp.839-850. ⟨10.1109/TFUZZ.2008.917295⟩. ⟨halshs-00445168⟩