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Fuzzy Arithmetic: By:-Mayank Gehlawat 10-ECU-098 ECE-7C (Group E5)

- Monte Carlo methods for propagating uncertainty in risk assessments have disadvantages like computational burden and requiring precise input distributions and correlation assumptions. - Fuzzy arithmetic is computationally simple, robust to input distribution shapes, and doesn't require correlation assumptions. It was considered as an alternative to Monte Carlo. - However, a counterexample shows that fuzzy arithmetic is not necessarily conservative compared to uncertainty in input shapes and correlations. While it has uses, fuzzy arithmetic may not be suitable for routine use in risk assessments focused on variability and uncertainty.

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Abhishek Goel
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37 views

Fuzzy Arithmetic: By:-Mayank Gehlawat 10-ECU-098 ECE-7C (Group E5)

- Monte Carlo methods for propagating uncertainty in risk assessments have disadvantages like computational burden and requiring precise input distributions and correlation assumptions. - Fuzzy arithmetic is computationally simple, robust to input distribution shapes, and doesn't require correlation assumptions. It was considered as an alternative to Monte Carlo. - However, a counterexample shows that fuzzy arithmetic is not necessarily conservative compared to uncertainty in input shapes and correlations. While it has uses, fuzzy arithmetic may not be suitable for routine use in risk assessments focused on variability and uncertainty.

Uploaded by

Abhishek Goel
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Fuzzy arithmetic

By:- Mayank Gehlawat 10-ECU-098 ECE-7C(Group E5)

Abstract
The three chief disadvantages of Monte Carlo methods are computational burden, sensitivity to uncertainty about input distribution shapes and the need to assume correlations among all inputs. Fuzzy arithmetic, which is computationally simple, robust to moderate changes in the shapes on input distributions and does not require the analyst to assume particular correlations among inputs, might therefore be considered a prime alternative calculus for propagating uncertainty in risk assessments. Theorists suggest that fuzzy measures are upper bounds on probability measures. By selecting fuzzy inputs that enclose the analogous probability distributions, one might therefore expect to be able to obtain a conservative (bounding) analysis more cheaply, conveniently and reliably than is possible with Monte Carlo methods. With a simple counterexample, however, we show that fuzzy arithmetic is not conservative to uncertainty about input shapes or correlations. While it may have uses in specialized analyses, fuzzy arithmetic may not be appropriate for routine use in risk assessments concerned primarily with variability and incertitude (measurement error).

Monte Carlo
Used to propagate uncertainty and variability through risk assessments But you have to specify
precise input distributions particular correlation and dependency assumptions

If youre not sure about these, the assessment could be wrong

Fuzzy arithmetic might be useful


Distributions dont have to be precise Requires no assumption about correlations Fuzzy measures are upper bounds on probability

Fuzzy arithmetic might be a conservative way to do risk assessments that is more reliable and less demanding than Monte Carlo

Fuzzy numbers and their arithmetic


Fuzzy numbers
Fuzzy sets of the real line Unimodal Reach possibility level one
Possibility
1

0 2 3 4 5 6 7 8

Fuzzy arithmetic
Interval arithmetic at each possibility level

Level-wise interval arithmetic


1 1 1

Possibility

+
0 2 3 4 5 6 7 8 0 0 1 2 3 4 5 6

=
0 4 6 8 10 12

a+b

Features of fuzzy arithmetic


Fully developed arithmetic and logic
Plus, minus, times, divide, min, max, Log, exp, sqrt, abs, powers, and, or, not Backcalculation, updating, mixtures, etc.

Very fast calculation and convenient software Very easy to explain Distributional answers (not just worst case) Results robust to choice about shape

How does shape of X affect aX+b?


1

Possibility

0 0 1 2

X
Possibility

3 1

7
a = (d * e) / (h + g) b = f * e where d = [0.3, 1.7, 3] e = [ 0.4, 1, 1.5] f = [ 0.8, 6, 10] g = [ 0.2, 2, 5] h = [ 0.6, 3, 6]

Possibility

a
0 2 a 4 6

b
-20 -10 b 0

Robustness of the answer


Different choices for the fuzzy number X all yield very similar distributions for aX + b
1

Possibility

0.5

aX + b
-10 0

-20

aX + b

10

20

30

40

Fuzzy seems to bound probability


A fuzzy number F is said to enclose a probability distribution P iff
the left side of F is larger than P(x) for each x, the right side of F is larger than 1P(x) for each x

For every event X < x and x < X, possibility is larger than than the probability, so it is an upper bound

Prob. density

F encloses P
1 1

0
2 4

P
6
x

8
Poss(X > x)

0 10

Probability

Probability

Possibility

Poss(X < x)

Prob(X > x)

Prob(X < x)

0 2 4 6
x

0 10

0 2 4 6
x

0 10

Possibility

Possibility

The lazy risk analyst conjecture


If F and G enclose P and Q resp., F+G encloses P+Q,
where F, G are fuzzy numbers, P, Q are probability distributions, F+G is obtained by fuzzy arithmetic, and P+Q is obtained by probabilistic convolution such as Monte Carlo simulation.

Itd be nice
If the lazy risk analyst conjecture were true, we could do risk assessments by
getting fuzzy numbers that enclose each probability distribution using fuzzy arithmetic to obtain results that bound the probabilistic answer

Easy to get inputs, easy to get answers Results conservative (but not hyperconservative)

CCDF, Possibility

A, B

Counterexample
1

A+B

A and B are identically distributed; their distribution is in red above (they are not independent)

CCDF, Possibility

2 3 4 5 6 7 8 9 10

0.5

The red parallelogram is the tightest region that encloses all of the possible distributions for A+B that could arise under different dependencies between A and B.

Distributions (in red) for the sum A+B under different correlations and dependencies are not enclosed by the (blue) sum of fuzzy numbers

10

20

Conclusion
Like many ideas that would be really cool, the lazy risk analyst conjecture is false. Fuzzy arithmetic does not seem to allow us to conveniently and conservatively estimate risks from bounded probabilities

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